BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 10, 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 : 10,844: 0 2,600 352 9,726 7,353 10,078 10,305: 766 539
Old : 10,844: 0 2,600 352 9,726 7,353 10,078 10,305: 766 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,009: 0 -850 24 -976 -147 -952 -973: -57 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.0 3.2 89.7 67.8 92.9 95.0: 7.1 5.0
Old : 100.0: 0.0 24.0 3.2 89.7 67.8 92.9 95.0: 7.1 5.0
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 : 45: 0 11 9 27 21 36 32:
Old : 45: 0 11 9 27 21 36 32:
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 : 46.7 41.6 67.9 63.5 45.9 39.9 64.2 59.5
Old : 46.7 41.6 67.9 63.5 45.9 39.9 64.2 59.5
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 10, 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 : 17,471: 6,552 3,113 812 8,046 7,736 15,410 11,661: 2,061 5,810
Old : 17,471: 6,552 3,113 812 8,046 7,736 15,410 11,661: 2,061 5,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,713: 854 413 -720 -1,618 -648 -1,484 -955: -229 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 17.8 4.6 46.1 44.3 88.2 66.7: 11.8 33.3
Old : 100.0: 37.5 17.8 4.6 46.1 44.3 88.2 66.7: 11.8 33.3
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 : 65: 17 18 17 19 19 43 47:
Old : 65: 17 18 17 19 19 43 47:
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 : 53.9 25.7 65.7 40.6 53.8 24.3 64.7 38.7
Old : 53.9 25.7 65.7 40.6 53.8 24.3 64.7 38.7
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 10, 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 : 8,945: 180 1,357 579 7,572 6,449 8,331 8,385: 614 560
Old : 8,945: 180 1,357 579 7,572 6,449 8,331 8,385: 614 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -905: -127 -448 190 -928 -686 -865 -944: -40 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 15.2 6.5 84.7 72.1 93.1 93.7: 6.9 6.3
Old : 100.0: 2.0 15.2 6.5 84.7 72.1 93.1 93.7: 6.9 6.3
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 : 50: 5 7 7 34 25 43 35:
Old : 50: 5 7 7 34 25 43 35:
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 48.6 50.5 69.0 27.7 44.5 47.3 57.1
Old : 29.3 48.6 50.5 69.0 27.7 44.5 47.3 57.1
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 10, 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 : 6,108: 1,086 1,546 432 4,425 3,313 5,943 5,291: 165 817
Old : 6,108: 1,086 1,546 432 4,425 3,313 5,943 5,291: 165 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -845: -1,021 -57 270 -103 -851 -854 -638: 9 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 25.3 7.1 72.4 54.2 97.3 86.6: 2.7 13.4
Old : 100.0: 17.8 25.3 7.1 72.4 54.2 97.3 86.6: 2.7 13.4
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 : 32: 3 7 5 13 15 19 24:
Old : 32: 3 7 5 13 15 19 24:
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 : 75.3 43.7 90.9 70.7 74.0 42.6 83.5 62.3
Old : 75.3 43.7 90.9 70.7 74.0 42.6 83.5 62.3
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 10, 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 : 281,024: 89,433 70,014 71,456 97,394 113,532 258,283 255,002: 22,741 26,022
Old : 254,704: 85,409 70,769 64,158 86,031 97,576 235,598 232,503: 19,106 22,201
Other: 26,320: 10,130 5,351 1,192 11,363 15,956 22,685 22,499: 3,635 3,821
: : :
: : Changes in Commitments from: March 3, 2020 :
: -6,034: -7,297 -6,715 5,005 -2,453 -1,607 -4,745 -3,317: -1,289 -2,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 24.9 25.4 34.7 40.4 91.9 90.7: 8.1 9.3
Old : 100.0: 33.5 27.8 25.2 33.8 38.3 92.5 91.3: 7.5 8.7
Other: 100.0: 38.5 20.3 4.5 43.2 60.6 86.2 85.5: 13.8 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 98 95 103 72 82 227 240:
Old : 307: 95 102 99 60 79 207 236:
Other: 140: 30 33 14 42 55 80 95:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 22.1 27.8 28.7 14.5 17.0 23.0 22.4
Old : 17.5 21.7 30.1 28.8 15.4 16.3 24.3 22.2
Other: 23.6 34.7 39.7 44.8 23.6 32.3 37.7 40.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 10, 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 : 332,804: 91,703 72,093 70,859 138,992 150,712 301,554 293,664: 31,250 39,140
Old : 332,804: 91,703 72,093 70,859 138,992 150,712 301,554 293,664: 31,250 39,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -12,156: -1,318 3,595 -9,429 -391 -5,820 -11,138 -11,654: -1,018 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 21.7 21.3 41.8 45.3 90.6 88.2: 9.4 11.8
Old : 100.0: 27.6 21.7 21.3 41.8 45.3 90.6 88.2: 9.4 11.8
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 : 371: 96 91 120 121 135 287 294:
Old : 371: 96 91 120 121 135 287 294:
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 : 15.0 17.7 26.4 27.9 14.0 15.7 23.5 22.9
Old : 15.0 17.7 26.4 27.9 14.0 15.7 23.5 22.9
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 10, 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 : 3,187: 866 702 2 1,258 1,783 2,126 2,487: 1,061 700
Old : 3,187: 866 702 2 1,258 1,783 2,126 2,487: 1,061 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -291: -576 117 -161 443 -101 -294 -145: 3 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 22.0 0.1 39.5 55.9 66.7 78.0: 33.3 22.0
Old : 100.0: 27.2 22.0 0.1 39.5 55.9 66.7 78.0: 33.3 22.0
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 : 35: 7 9 1 13 13 21 22:
Old : 35: 7 9 1 13 13 21 22:
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 : 33.2 42.1 50.5 57.1 30.8 42.1 47.6 56.9
Old : 33.2 42.1 50.5 57.1 30.8 42.1 47.6 56.9
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 10, 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 : 47,462: 14,094 14,888 14,210 10,127 6,318 38,431 35,416: 9,031 12,046
Old : 47,462: 14,094 14,888 14,210 10,127 6,318 38,431 35,416: 9,031 12,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,824: -647 -571 -1,863 -318 139 -2,828 -2,295: 4 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 31.4 29.9 21.3 13.3 81.0 74.6: 19.0 25.4
Old : 100.0: 29.7 31.4 29.9 21.3 13.3 81.0 74.6: 19.0 25.4
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 : 168: 39 54 57 51 44 127 128:
Old : 168: 39 54 57 51 44 127 128:
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 : 23.5 14.5 31.6 23.9 19.0 10.7 25.2 18.4
Old : 23.5 14.5 31.6 23.9 19.0 10.7 25.2 18.4
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 10, 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 : 18,938: 1,396 6,608 465 16,751 10,863 18,612 17,936: 326 1,002
Old : 18,938: 1,396 6,608 465 16,751 10,863 18,612 17,936: 326 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -591: -30 229 -115 -399 -701 -544 -587: -47 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 34.9 2.5 88.5 57.4 98.3 94.7: 1.7 5.3
Old : 100.0: 7.4 34.9 2.5 88.5 57.4 98.3 94.7: 1.7 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 : 51: 7 11 6 19 23 28 38:
Old : 51: 7 11 6 19 23 28 38:
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 : 62.0 53.0 82.3 69.4 62.0 53.0 80.2 69.2
Old : 62.0 53.0 82.3 69.4 62.0 53.0 80.2 69.2
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 10, 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 : 51,802: 29,589 3,116 511 20,266 45,715 50,366 49,342: 1,436 2,460
Old : 51,802: 29,589 3,116 511 20,266 45,715 50,366 49,342: 1,436 2,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,904: 466 1,692 -26 2,558 273 2,998 1,939: -4,902 -3,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 6.0 1.0 39.1 88.2 97.2 95.3: 2.8 4.7
Old : 100.0: 57.1 6.0 1.0 39.1 88.2 97.2 95.3: 2.8 4.7
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 : 36: 15 8 4 8 7 25 17:
Old : 36: 15 8 4 8 7 25 17:
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 : 60.7 82.7 81.0 92.4 60.5 81.0 80.9 90.6
Old : 60.7 82.7 81.0 92.4 60.5 81.0 80.9 90.6
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 10, 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 : 175,226: 48,055 50,045 4,890 89,173 88,883 142,118 143,818: 33,108 31,408
Old : 175,226: 48,055 50,045 4,890 89,173 88,883 142,118 143,818: 33,108 31,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 14,715: -7,136 5,433 753 23,801 6,255 17,418 12,441: -2,703 2,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 28.6 2.8 50.9 50.7 81.1 82.1: 18.9 17.9
Old : 100.0: 27.4 28.6 2.8 50.9 50.7 81.1 82.1: 18.9 17.9
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 : 106: 24 23 14 39 37 69 70:
Old : 106: 24 23 14 39 37 69 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 : 28.2 32.5 40.9 41.9 26.6 30.6 38.4 39.7
Old : 28.2 32.5 40.9 41.9 26.6 30.6 38.4 39.7
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 10, 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 : 50,474: 13,460 12,865 1,393 19,463 23,511 34,316 37,769: 16,158 12,705
Old : 50,474: 13,460 12,865 1,393 19,463 23,511 34,316 37,769: 16,158 12,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -3,962: -1,267 -5,104 849 -4,493 4,624 -4,911 369: 949 -4,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 25.5 2.8 38.6 46.6 68.0 74.8: 32.0 25.2
Old : 100.0: 26.7 25.5 2.8 38.6 46.6 68.0 74.8: 32.0 25.2
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 : 49: 10 11 5 17 18 29 32:
Old : 49: 10 11 5 17 18 29 32:
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 : 32.2 33.0 44.0 47.7 26.9 27.2 35.4 38.9
Old : 32.2 33.0 44.0 47.7 26.9 27.2 35.4 38.9
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 10, 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 : 224,550: 129,376 16,829 3,207 85,712 200,091 218,295 220,127: 6,255 4,423
Old : 224,550: 129,376 16,829 3,207 85,712 200,091 218,295 220,127: 6,255 4,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -9,342: -17,982 652 5 8,358 -11,148 -9,619 -10,491: 277 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 7.5 1.4 38.2 89.1 97.2 98.0: 2.8 2.0
Old : 100.0: 57.6 7.5 1.4 38.2 89.1 97.2 98.0: 2.8 2.0
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 : 129: 51 32 9 20 30 74 70:
Old : 129: 51 32 9 20 30 74 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 : 40.6 72.7 61.8 81.4 40.6 67.9 60.3 76.0
Old : 40.6 72.7 61.8 81.4 40.6 67.9 60.3 76.0
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 10, 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 : 214,185: 56,077 29,749 9,184 121,960 153,650 187,221 192,583: 26,964 21,602
Old : 214,185: 56,077 29,749 9,184 121,960 153,650 187,221 192,583: 26,964 21,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -487: -19,986 -11,152 -3,199 21,105 20,121 -2,080 5,770: 1,593 -6,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 13.9 4.3 56.9 71.7 87.4 89.9: 12.6 10.1
Old : 100.0: 26.2 13.9 4.3 56.9 71.7 87.4 89.9: 12.6 10.1
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 : 117: 28 19 13 44 47 74 78:
Old : 117: 28 19 13 44 47 74 78:
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 : 32.6 33.1 47.5 46.7 26.6 27.5 38.6 37.9
Old : 32.6 33.1 47.5 46.7 26.6 27.5 38.6 37.9
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 10, 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 : 159,128: 61,732 53,575 2,320 70,545 76,931 134,597 132,826: 24,531 26,302
Old : 159,128: 61,732 53,575 2,320 70,545 76,931 134,597 132,826: 24,531 26,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -39,276: 11,134 -39,347 -2,789 -49,585 6,888 -41,240 -35,248: 1,964 -4,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 33.7 1.5 44.3 48.3 84.6 83.5: 15.4 16.5
Old : 100.0: 38.8 33.7 1.5 44.3 48.3 84.6 83.5: 15.4 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 : 122: 34 26 16 41 42 84 75:
Old : 122: 34 26 16 41 42 84 75:
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 : 26.4 24.5 37.6 36.9 26.1 23.7 36.5 34.4
Old : 26.4 24.5 37.6 36.9 26.1 23.7 36.5 34.4
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 10, 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 : 659,151: 153,820 166,487 17,667 397,574 424,702 569,061 608,856: 90,090 50,295
Old : 659,151: 153,820 166,487 17,667 397,574 424,702 569,061 608,856: 90,090 50,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 18,794: 1,916 -72,120 -1,255 12,035 94,869 12,696 21,494: 6,098 -2,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 25.3 2.7 60.3 64.4 86.3 92.4: 13.7 7.6
Old : 100.0: 23.3 25.3 2.7 60.3 64.4 86.3 92.4: 13.7 7.6
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 : 268: 74 53 40 109 78 198 158:
Old : 268: 74 53 40 109 78 198 158:
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 : 20.6 40.0 32.6 53.4 20.3 38.6 31.6 52.0
Old : 20.6 40.0 32.6 53.4 20.3 38.6 31.6 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, March 10, 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 : 23,628: 3,549 5,488 667 6,396 11,951 10,612 18,106: 13,016 5,522
Old : 23,628: 3,549 5,488 667 6,396 11,951 10,612 18,106: 13,016 5,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.2 2.8 27.1 50.6 44.9 76.6: 55.1 23.4
Old : 100.0: 15.0 23.2 2.8 27.1 50.6 44.9 76.6: 55.1 23.4
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: 5 5 5 9 9 18 15:
Old : 22: 5 5 5 9 9 18 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 : 21.0 43.1 34.0 61.8 19.8 41.7 30.8 58.3
Old : 21.0 43.1 34.0 61.8 19.8 41.7 30.8 58.3
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 10, 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 : 24,540: 4,777 1,999 695 10,971 15,800 16,443 18,494: 8,097 6,046
Old : 24,540: 4,777 1,999 695 10,971 15,800 16,443 18,494: 8,097 6,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 2,274: 1,734 857 -21 -510 877 1,203 1,713: 1,071 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 8.1 2.8 44.7 64.4 67.0 75.4: 33.0 24.6
Old : 100.0: 19.5 8.1 2.8 44.7 64.4 67.0 75.4: 33.0 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 : 21: 4 3 2 12 12 18 15:
Old : 21: 4 3 2 12 12 18 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 : 36.9 45.9 54.8 62.1 34.5 39.4 51.1 52.8
Old : 36.9 45.9 54.8 62.1 34.5 39.4 51.1 52.8
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 10, 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 : 53,382: 3,924 43,750 2 47,063 6,831 50,989 50,583: 2,393 2,799
Old : 53,382: 3,924 43,750 2 47,063 6,831 50,989 50,583: 2,393 2,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,749: -1,305 -4,337 -440 -305 2,297 -2,050 -2,480: 301 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 82.0 0.0 88.2 12.8 95.5 94.8: 4.5 5.2
Old : 100.0: 7.4 82.0 0.0 88.2 12.8 95.5 94.8: 4.5 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 : 56: 11 28 1 8 11 20 39:
Old : 56: 11 28 1 8 11 20 39:
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 : 85.8 61.8 91.1 71.9 84.6 61.8 89.9 71.9
Old : 85.8 61.8 91.1 71.9 84.6 61.8 89.9 71.9
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 10, 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 : 71,034: 20,681 36,057 3,516 44,803 25,983 69,000 65,556: 2,034 5,478
Old : 71,034: 20,681 36,057 3,516 44,803 25,983 69,000 65,556: 2,034 5,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 8,187: 151 -1,430 1,862 6,635 7,845 8,648 8,277: -461 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 50.8 4.9 63.1 36.6 97.1 92.3: 2.9 7.7
Old : 100.0: 29.1 50.8 4.9 63.1 36.6 97.1 92.3: 2.9 7.7
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 : 108: 29 44 14 24 18 62 69:
Old : 108: 29 44 14 24 18 62 69:
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 : 42.9 28.0 58.5 44.9 37.8 27.3 50.8 41.8
Old : 42.9 28.0 58.5 44.9 37.8 27.3 50.8 41.8
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 10, 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 : 18,981: 14,160 3,204 3 4,097 13,719 18,260 16,926: 721 2,055
Old : 18,981: 14,160 3,204 3 4,097 13,719 18,260 16,926: 721 2,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -879: -128 237 -189 -646 -899 -963 -851: 84 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 16.9 0.0 21.6 72.3 96.2 89.2: 3.8 10.8
Old : 100.0: 74.6 16.9 0.0 21.6 72.3 96.2 89.2: 3.8 10.8
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 : 24: 7 8 1 4 7 11 16:
Old : 24: 7 8 1 4 7 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 : 81.1 70.1 94.7 81.0 81.1 70.1 92.9 81.0
Old : 81.1 70.1 94.7 81.0 81.1 70.1 92.9 81.0
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 10, 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 :11,990,804: 2,651,413 685,941 3,336,912 5,356,631 7,157,431 11,344,956 11,180,284: 645,848 810,520
Old :11,990,804: 2,651,413 685,941 3,336,912 5,356,631 7,157,431 11,344,956 11,180,284: 645,848 810,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 169,773: -500,487 76,447 270,890 347,998 -167,137 118,401 180,200: 51,372 -10,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 5.7 27.8 44.7 59.7 94.6 93.2: 5.4 6.8
Old : 100.0: 22.1 5.7 27.8 44.7 59.7 94.6 93.2: 5.4 6.8
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 : 247: 71 42 83 116 115 222 212:
Old : 247: 71 42 83 116 115 222 212:
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 : 15.9 22.9 28.0 34.0 11.6 18.0 18.7 22.6
Old : 15.9 22.9 28.0 34.0 11.6 18.0 18.7 22.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,368: 2,384 3,430 494 0 0 2,878 3,924: 1,490 444
Old : 4,368: 2,384 3,430 494 0 0 2,878 3,924: 1,490 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -469: 157 -379 -127 0 0 30 -506: -499 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 78.5 11.3 0.0 0.0 65.9 89.8: 34.1 10.2
Old : 100.0: 54.6 78.5 11.3 0.0 0.0 65.9 89.8: 34.1 10.2
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 : 42: 22 20 4 0 0 23 23:
Old : 42: 22 20 4 0 0 23 23:
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 : 42.7 61.3 51.2 73.8 33.3 58.3 41.3 68.2
Old : 42.7 61.3 51.2 73.8 33.3 58.3 41.3 68.2
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 10, 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 : 232,713: 29,966 53,621 42,538 160,106 133,662 232,610 229,821: 103 2,892
Old : 232,713: 29,966 53,621 42,538 160,106 133,662 232,610 229,821: 103 2,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 23,128: -7,309 5,377 1,155 30,391 16,644 24,237 23,176: -1,109 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 23.0 18.3 68.8 57.4 100.0 98.8: 0.0 1.2
Old : 100.0: 12.9 23.0 18.3 68.8 57.4 100.0 98.8: 0.0 1.2
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 : 61: 21 12 23 15 20 46 47:
Old : 61: 21 12 23 15 20 46 47:
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 : 70.2 60.1 84.7 75.6 56.7 48.0 64.8 59.3
Old : 70.2 60.1 84.7 75.6 56.7 48.0 64.8 59.3
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 10, 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 : 345,203: 81,851 68,933 44,450 218,770 229,650 345,071 343,033: 132 2,170
Old : 345,203: 81,851 68,933 44,450 218,770 229,650 345,071 343,033: 132 2,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 38,889: -19,884 5,268 3,573 55,781 28,720 39,470 37,561: -581 1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 20.0 12.9 63.4 66.5 100.0 99.4: 0.0 0.6
Old : 100.0: 23.7 20.0 12.9 63.4 66.5 100.0 99.4: 0.0 0.6
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 : 88: 21 23 23 26 38 55 76:
Old : 88: 21 23 23 26 38 55 76:
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 : 53.0 31.7 72.9 46.4 47.4 29.7 62.8 41.4
Old : 53.0 31.7 72.9 46.4 47.4 29.7 62.8 41.4
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 10, 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 : 783,449: 77,985 75,781 40,963 535,129 529,102 654,077 645,845: 129,373 137,604
Old : 783,449: 77,985 75,781 40,963 535,129 529,102 654,077 645,845: 129,373 137,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 95,609: 1,000 1,207 5,959 71,015 57,696 77,974 64,862: 17,635 30,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 9.7 5.2 68.3 67.5 83.5 82.4: 16.5 17.6
Old : 100.0: 10.0 9.7 5.2 68.3 67.5 83.5 82.4: 16.5 17.6
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 : 632: 111 114 70 285 306 426 460:
Old : 632: 111 114 70 285 306 426 460:
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 : 12.1 10.8 20.4 19.8 11.4 10.2 17.3 17.4
Old : 12.1 10.8 20.4 19.8 11.4 10.2 17.3 17.4
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 10, 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 : 95,736: 12,765 10,232 260 70,052 12,375 83,077 22,867: 12,659 72,869
Old : 95,736: 12,765 10,232 260 70,052 12,375 83,077 22,867: 12,659 72,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 21,069: 978 -185 -103 21,144 -437 22,019 -725: -950 21,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 10.7 0.3 73.2 12.9 86.8 23.9: 13.2 76.1
Old : 100.0: 13.3 10.7 0.3 73.2 12.9 86.8 23.9: 13.2 76.1
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 : 35: 6 4 2 20 9 26 15:
Old : 35: 6 4 2 20 9 26 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 : 40.4 16.8 60.8 22.2 40.4 16.8 60.6 22.2
Old : 40.4 16.8 60.8 22.2 40.4 16.8 60.6 22.2
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 10, 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 : 16,919: 935 1,364 0 13,261 14,264 14,196 15,628: 2,723 1,291
Old : 16,919: 935 1,364 0 13,261 14,264 14,196 15,628: 2,723 1,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 138: 0 11 0 10 296 10 307: 128 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.1 0.0 78.4 84.3 83.9 92.4: 16.1 7.6
Old : 100.0: 5.5 8.1 0.0 78.4 84.3 83.9 92.4: 16.1 7.6
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 : 28: 2 4 0 14 9 16 13:
Old : 28: 2 4 0 14 9 16 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 : 46.6 75.3 69.4 85.0 46.6 75.1 69.4 84.5
Old : 46.6 75.3 69.4 85.0 46.6 75.1 69.4 84.5
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 10, 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 : 3,438,566: 431,984 433,626 97,631 2,325,383 2,583,635 2,854,998 3,114,892: 583,568 323,674
Old : 3,438,566: 431,984 433,626 97,631 2,325,383 2,583,635 2,854,998 3,114,892: 583,568 323,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 372,699: 13,115 19,963 17,305 249,354 290,666 279,774 327,934: 92,925 44,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.6 2.8 67.6 75.1 83.0 90.6: 17.0 9.4
Old : 100.0: 12.6 12.6 2.8 67.6 75.1 83.0 90.6: 17.0 9.4
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 : 632: 110 115 69 281 304 422 457:
Old : 632: 110 115 69 281 304 422 457:
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 : 13.7 12.2 21.2 22.5 13.0 12.2 18.2 21.4
Old : 13.7 12.2 21.2 22.5 13.0 12.2 18.2 21.4
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 10, 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 : 25,440: 0 2,519 0 23,107 19,821 23,107 22,340: 2,333 3,100
Old : 25,440: 0 2,519 0 23,107 19,821 23,107 22,340: 2,333 3,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,865: -594 35 0 743 -4,764 149 -4,729: -3,014 1,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 0.0 90.8 77.9 90.8 87.8: 9.2 12.2
Old : 100.0: 0.0 9.9 0.0 90.8 77.9 90.8 87.8: 9.2 12.2
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 : 23: 0 2 0 8 16 8 18:
Old : 23: 0 2 0 8 16 8 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 : 82.9 54.2 90.8 73.8 80.0 54.2 87.0 73.8
Old : 82.9 54.2 90.8 73.8 80.0 54.2 87.0 73.8
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 10, 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 : 10,694: 649 203 0 7,866 9,677 8,515 9,880: 2,179 814
Old : 10,694: 649 203 0 7,866 9,677 8,515 9,880: 2,179 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -423: 101 -1 0 -352 -512 -251 -513: -172 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.9 0.0 73.6 90.5 79.6 92.4: 20.4 7.6
Old : 100.0: 6.1 1.9 0.0 73.6 90.5 79.6 92.4: 20.4 7.6
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 : 21: 2 1 0 9 11 11 12:
Old : 21: 2 1 0 9 11 11 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 : 60.9 65.4 74.5 82.9 59.9 65.4 73.4 82.9
Old : 60.9 65.4 74.5 82.9 59.9 65.4 73.4 82.9
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 10, 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 : 14,382: 1,506 884 16 10,359 12,214 11,881 13,114: 2,501 1,268
Old : 14,382: 1,506 884 16 10,359 12,214 11,881 13,114: 2,501 1,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,658: -4 -531 16 232 -2,076 244 -2,591: -1,902 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 6.1 0.1 72.0 84.9 82.6 91.2: 17.4 8.8
Old : 100.0: 10.5 6.1 0.1 72.0 84.9 82.6 91.2: 17.4 8.8
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 : 26: 4 2 1 12 10 17 12:
Old : 26: 4 2 1 12 10 17 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 : 43.3 59.0 64.9 83.5 42.7 57.1 63.5 79.0
Old : 43.3 59.0 64.9 83.5 42.7 57.1 63.5 79.0
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 10, 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 : 76,387: 12,553 1,871 507 54,742 69,449 67,802 71,827: 8,585 4,560
Old : 76,387: 12,553 1,871 507 54,742 69,449 67,802 71,827: 8,585 4,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 3,573: -1,603 -814 -423 6,287 3,256 4,261 2,019: -688 1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.4 0.7 71.7 90.9 88.8 94.0: 11.2 6.0
Old : 100.0: 16.4 2.4 0.7 71.7 90.9 88.8 94.0: 11.2 6.0
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 : 77: 14 3 7 40 36 55 45:
Old : 77: 14 3 7 40 36 55 45:
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 : 29.5 39.2 44.8 60.4 27.8 38.9 41.7 59.0
Old : 29.5 39.2 44.8 60.4 27.8 38.9 41.7 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 10, 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 : 44,032: 14,999 11,465 1,017 20,355 24,828 36,371 37,310: 7,660 6,722
Old : 44,032: 14,999 11,465 1,017 20,355 24,828 36,371 37,310: 7,660 6,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 663: -559 2,350 -66 1,073 -1,190 449 1,094: 214 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 26.0 2.3 46.2 56.4 82.6 84.7: 17.4 15.3
Old : 100.0: 34.1 26.0 2.3 46.2 56.4 82.6 84.7: 17.4 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 : 247: 55 54 31 86 89 153 162:
Old : 247: 55 54 31 86 89 153 162:
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 : 26.7 18.4 35.8 28.7 26.6 18.4 34.1 27.5
Old : 26.7 18.4 35.8 28.7 26.6 18.4 34.1 27.5
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 10, 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 : 220,158: 74,994 57,325 5,086 101,776 124,138 181,856 186,549: 38,302 33,609
Old : 220,158: 74,994 57,325 5,086 101,776 124,138 181,856 186,549: 38,302 33,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 3,315: -2,793 11,750 -330 5,366 -5,951 2,243 5,469: 1,072 -2,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 26.0 2.3 46.2 56.4 82.6 84.7: 17.4 15.3
Old : 100.0: 34.1 26.0 2.3 46.2 56.4 82.6 84.7: 17.4 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 : 247: 55 54 31 86 89 153 162:
Old : 247: 55 54 31 86 89 153 162:
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 : 26.7 18.4 35.8 28.7 26.6 18.4 34.1 27.5
Old : 26.7 18.4 35.8 28.7 26.6 18.4 34.1 27.5
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 10, 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 : 211,243: 49,757 103,770 5,977 133,836 67,971 189,570 177,718: 21,673 33,525
Old : 211,243: 49,757 103,770 5,977 133,836 67,971 189,570 177,718: 21,673 33,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -11,841: -15,089 -13,029 2,496 381 -244 -12,212 -10,777: 371 -1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 49.1 2.8 63.4 32.2 89.7 84.1: 10.3 15.9
Old : 100.0: 23.6 49.1 2.8 63.4 32.2 89.7 84.1: 10.3 15.9
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 : 100: 26 32 15 24 35 58 74:
Old : 100: 26 32 15 24 35 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 : 50.5 32.4 62.9 41.3 49.3 32.2 61.3 41.1
Old : 50.5 32.4 62.9 41.3 49.3 32.2 61.3 41.1
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 10, 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 : 502,743: 84,963 62,961 8,469 395,356 413,586 488,788 485,016: 13,955 17,727
Old : 502,743: 84,963 62,961 8,469 395,356 413,586 488,788 485,016: 13,955 17,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 34,530: 59 1,263 273 41,667 31,814 41,999 33,350: -7,469 1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.5 1.7 78.6 82.3 97.2 96.5: 2.8 3.5
Old : 100.0: 16.9 12.5 1.7 78.6 82.3 97.2 96.5: 2.8 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 : 307: 58 44 22 141 121 206 180:
Old : 307: 58 44 22 141 121 206 180:
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 : 19.7 20.1 31.0 34.7 18.9 18.2 28.4 30.7
Old : 19.7 20.1 31.0 34.7 18.9 18.2 28.4 30.7
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 10, 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 : 19,285: 3,668 2,711 201 8,214 9,923 12,083 12,835: 7,202 6,450
Old : 19,285: 3,668 2,711 201 8,214 9,923 12,083 12,835: 7,202 6,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 2,032: 871 -1,507 -842 89 1,796 118 -553: 1,914 2,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.1 1.0 42.6 51.5 62.7 66.6: 37.3 33.4
Old : 100.0: 19.0 14.1 1.0 42.6 51.5 62.7 66.6: 37.3 33.4
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 : 23: 6 4 2 7 9 13 15:
Old : 23: 6 4 2 7 9 13 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 : 46.0 48.7 57.2 60.5 43.2 48.7 53.9 59.1
Old : 46.0 48.7 57.2 60.5 43.2 48.7 53.9 59.1
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 10, 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 : 57,543: 10,758 12,842 1,203 36,565 28,927 48,526 42,972: 9,017 14,571
Old : 57,543: 10,758 12,842 1,203 36,565 28,927 48,526 42,972: 9,017 14,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 5,943: 2,172 2,536 -1,097 5,934 11,815 7,009 13,254: -1,066 -7,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 22.3 2.1 63.5 50.3 84.3 74.7: 15.7 25.3
Old : 100.0: 18.7 22.3 2.1 63.5 50.3 84.3 74.7: 15.7 25.3
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 : 83: 12 22 8 31 29 47 55:
Old : 83: 12 22 8 31 29 47 55:
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 : 30.1 20.9 46.3 34.9 29.7 20.9 45.5 34.8
Old : 30.1 20.9 46.3 34.9 29.7 20.9 45.5 34.8
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 10, 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 : 143,682: 64,987 1,100 1,744 76,845 139,797 143,576 142,641: 106 1,041
Old : 143,682: 64,987 1,100 1,744 76,845 139,797 143,576 142,641: 106 1,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 5,965: 7,902 150 0 -1,965 5,335 5,937 5,485: 28 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 0.8 1.2 53.5 97.3 99.9 99.3: 0.1 0.7
Old : 100.0: 45.2 0.8 1.2 53.5 97.3 99.9 99.3: 0.1 0.7
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 : 52: 13 1 4 30 24 44 29:
Old : 52: 13 1 4 30 24 44 29:
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 : 60.2 62.6 77.6 85.4 50.8 51.9 61.2 62.4
Old : 60.2 62.6 77.6 85.4 50.8 51.9 61.2 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2020