BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,853
COMMITMENTS
0 3,450 328 10,702 7,500 11,030 11,278 823 575
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 7)
0 -488 111 -168 421 -57 44 64 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 29.1 2.8 90.3 63.3 93.1 95.1 6.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
0 11 9 28 23 37 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,184
COMMITMENTS
5,698 2,700 1,532 9,664 8,384 16,894 12,616 2,290 6,568
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 530)
1,040 165 -193 -166 133 681 105 -151 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 14.1 8.0 50.4 43.7 88.1 65.8 11.9 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
16 19 18 19 17 46 43
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,850
COMMITMENTS
307 1,805 389 8,500 7,135 9,196 9,329 654 521
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 153)
21 -274 8 116 483 145 217 8 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 18.3 3.9 86.3 72.4 93.4 94.7 6.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 8 7 39 27 49 37
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,953
COMMITMENTS
2,107 1,603 162 4,528 4,164 6,797 5,929 156 1,024
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -929)
-938 227 71 -40 -832 -907 -534 -22 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 23.1 2.3 65.1 59.9 97.8 85.3 2.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 6 12 17 19 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 287,058
COMMITMENTS
96,730 76,729 66,451 99,847 115,139 263,028 258,319 24,030 28,739
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -6,558)
-2,740 -6,364 114 -4,213 -1,430 -6,839 -7,680 281 1,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 26.7 23.1 34.8 40.1 91.6 90.0 8.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
96 104 103 69 81 229 243
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,960
COMMITMENTS
93,021 68,498 80,288 139,383 156,532 312,692 305,318 32,268 39,642
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -2,308)
-1,860 6,695 -889 -63 -5,946 -2,812 -140 504 -2,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 19.9 23.3 40.4 45.4 90.6 88.5 9.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
109 91 119 126 143 298 307
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,478
COMMITMENTS
1,442 585 163 815 1,884 2,420 2,632 1,058 846
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -1,054)
-919 -221 -144 -1 -422 -1,064 -787 10 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 16.8 4.7 23.4 54.2 69.6 75.7 30.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 8 4 13 16 27 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,286
COMMITMENTS
14,741 15,459 16,073 10,445 6,179 41,259 37,711 9,027 12,575
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -3,629)
-2,156 -716 -1,828 -474 -1,484 -4,458 -4,028 829 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 30.7 32.0 20.8 12.3 82.0 75.0 18.0 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
42 53 60 50 42 129 128
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,529
COMMITMENTS
1,426 6,379 580 17,150 11,564 19,156 18,523 373 1,006
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,114)
-126 1,607 -58 2,341 547 2,157 2,096 -43 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 32.7 3.0 87.8 59.2 98.1 94.8 1.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 14 7 21 26 34 44
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,706
COMMITMENTS
29,123 1,424 537 17,708 45,442 47,368 47,403 6,338 6,303
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -81)
2,703 963 139 -7,186 -6,085 -4,344 -4,983 4,263 4,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 2.7 1.0 33.0 84.6 88.2 88.3 11.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 6 3 8 8 28 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 160,511
COMMITMENTS
55,191 44,612 4,137 65,372 82,628 124,700 131,377 35,811 29,134
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -8,308)
-8,467 -4,422 1,555 -779 -5,470 -7,691 -8,337 -617 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 27.8 2.6 40.7 51.5 77.7 81.8 22.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
25 24 11 37 39 68 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,436
COMMITMENTS
14,727 17,969 544 23,956 18,887 39,227 37,400 15,209 17,036
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -2,756)
-5,187 -1,329 541 -2,146 3,222 -6,792 2,434 4,036 -5,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 33.0 1.0 44.0 34.7 72.1 68.7 27.9 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 14 4 16 20 27 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 233,892
COMMITMENTS
147,358 16,177 3,202 77,354 211,239 227,914 230,618 5,978 3,274
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -42,375)
-29,478 -10,058 1,989 -14,750 -34,123 -42,239 -42,192 -136 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.0 6.9 1.4 33.1 90.3 97.4 98.6 2.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
73 30 11 27 31 107 66
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 214,672
COMMITMENTS
76,063 40,901 12,383 100,855 133,529 189,301 186,813 25,371 27,859
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 3,351)
3,396 -2,168 5,815 -1,072 -2,582 8,139 1,065 -4,788 2,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 19.1 5.8 47.0 62.2 88.2 87.0 11.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
26 28 15 46 45 78 83
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 198,404
COMMITMENTS
50,598 92,922 5,109 120,130 70,043 175,837 168,074 22,567 30,330
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -25,500)
-3,257 -17,322 2,412 -23,934 227 -24,779 -14,683 -721 -10,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 46.8 2.6 60.5 35.3 88.6 84.7 11.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
31 35 14 37 44 77 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 640,357
COMMITMENTS
151,904 238,607 18,922 385,539 329,833 556,365 587,362 83,992 52,995
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 14,794)
-5,683 -33,001 -3,307 30,210 59,049 21,220 22,741 -6,426 -7,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 37.3 3.0 60.2 51.5 86.9 91.7 13.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
74 74 41 106 80 200 178
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,266
COMMITMENTS
3,043 1,142 716 11,481 14,923 15,240 16,781 7,026 5,485
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -735)
-219 -243 151 514 -752 446 -844 -1,181 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 5.1 3.2 51.6 67.0 68.4 75.4 31.6 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 2 13 11 17 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 55,131
COMMITMENTS
5,229 48,087 442 47,368 4,534 53,039 53,063 2,092 2,068
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -17,094)
-6,464 -593 -401 -9,724 -15,234 -16,589 -16,228 -505 -866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 87.2 0.8 85.9 8.2 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 29 4 9 10 25 40
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 62,847
COMMITMENTS
20,530 37,487 1,654 38,168 18,138 60,352 57,279 2,495 5,568
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 4,607)
1,536 3,182 293 3,381 1,394 5,210 4,869 -603 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 59.6 2.6 60.7 28.9 96.0 91.1 4.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
25 51 13 25 17 58 74
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,860
COMMITMENTS
14,288 2,967 192 4,743 14,618 19,223 17,777 637 2,083
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -602)
-1,186 364 177 862 -1,071 -147 -530 -455 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.9 14.9 1.0 23.9 73.6 96.8 89.5 3.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 8 2 4 8 13 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,821,031
COMMITMENTS
3151900 609,494 3066022 5008633 7324568 11226555 11000084 594,476 820,947
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -65,123)
133,311 -159,798 67,380 -168,337 64,307 32,354 -28,111 -97,477 -37,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 5.2 25.9 42.4 62.0 95.0 93.1 5.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
79 37 87 115 118 224 217
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,837
COMMITMENTS
2,227 3,809 621 0 0 2,848 4,430 1,989 407
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -795)
-1,523 -1,107 332 0 0 -1,191 -775 396 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 78.7 12.8 0.0 0.0 58.9 91.6 41.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
25 14 7 0 0 26 21
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 209,585
COMMITMENTS
37,275 48,244 41,383 129,715 117,018 208,373 206,645 1,212 2,940
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 31,971)
16,555 14,785 6,263 9,191 11,178 32,009 32,226 -38 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 23.0 19.7 61.9 55.8 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
20 13 22 13 20 44 46
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 306,314
COMMITMENTS
101,735 63,665 40,877 162,989 200,930 305,601 305,472 713 842
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,733)
-3,882 1,474 -6,731 13,056 8,125 2,443 2,868 290 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 20.8 13.3 53.2 65.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 26 22 22 33 51 74
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 687,840
COMMITMENTS
76,985 74,574 35,004 464,114 471,406 576,103 580,984 111,738 106,857
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 70,018)
-12,689 -1,257 8,851 44,014 28,175 40,176 35,769 29,842 34,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 10.8 5.1 67.5 68.5 83.8 84.5 16.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 627)
115 111 65 291 290 431 441
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 74,667
COMMITMENTS
11,787 10,417 363 48,908 12,812 61,058 23,592 13,609 51,075
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 25,601)
1,471 2,821 -82 21,607 -8,449 22,996 -5,710 2,605 31,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 14.0 0.5 65.5 17.2 81.8 31.6 18.2 68.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 5 1 15 10 20 16
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 13,435
COMMITMENTS
1,352 508 0 9,678 12,365 11,030 12,873 2,405 562
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -100)
-654 130 -2 645 182 -11 310 -89 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 3.8 0.0 72.0 92.0 82.1 95.8 17.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 0 7 14 11 16
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 16,781
COMMITMENTS
935 1,353 0 13,251 13,968 14,186 15,321 2,595 1,460
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 673)
128 980 -46 273 -399 355 535 318 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 8.1 0.0 79.0 83.2 84.5 91.3 15.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 14 8 16 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,065,867
COMMITMENTS
418,869 413,663 80,326 2076029 2292969 2575224 2786958 490,643 278,909
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 222,087)
-22,015 28,395 -4,120 112,037 183,119 85,902 207,394 136,185 14,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 13.5 2.6 67.7 74.8 84.0 90.9 16.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
116 110 64 285 287 424 438
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 28,305
COMMITMENTS
594 2,484 0 22,364 24,585 22,958 27,069 5,347 1,236
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -205)
-218 55 0 627 -858 409 -803 -614 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 8.8 0.0 79.0 86.9 81.1 95.6 18.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 7 13 9 15
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 9,419
COMMITMENTS
785 1,363 0 7,280 7,758 8,065 9,121 1,354 298
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 14.5 0.0 77.3 82.4 85.6 96.8 14.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 9 8 12 9
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 11,117
COMMITMENTS
548 204 0 8,218 10,189 8,766 10,393 2,351 724
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -1,301)
25 -249 0 -1,541 -893 -1,516 -1,142 215 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 1.8 0.0 73.9 91.7 78.9 93.5 21.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 8 11 10 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 16,040
COMMITMENTS
1,510 1,415 0 10,127 14,290 11,637 15,705 4,403 335
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 87)
93 0 0 -827 1,267 -734 1,267 821 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 8.8 0.0 63.1 89.1 72.5 97.9 27.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 0 11 11 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 72,814
COMMITMENTS
14,156 2,685 930 48,455 66,193 63,541 69,808 9,273 3,006
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -2,867)
-1,382 -502 488 229 -2,392 -665 -2,406 -2,202 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 3.7 1.3 66.5 90.9 87.3 95.9 12.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 5 8 41 40 59 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 43,369
COMMITMENTS
15,557 9,115 1,083 19,282 26,018 35,923 36,216 7,446 7,153
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 436)
-1,035 439 -61 3,957 2,078 2,862 2,456 -2,426 -2,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 21.0 2.5 44.5 60.0 82.8 83.5 17.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
56 57 26 89 93 155 166
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 216,843
COMMITMENTS
77,787 45,575 5,416 96,410 130,089 179,613 181,080 37,230 35,763
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,178)
-5,173 2,193 -305 19,787 10,392 14,309 12,280 -12,131 -10,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 21.0 2.5 44.5 60.0 82.8 83.5 17.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
56 57 26 89 93 155 166
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 223,084
COMMITMENTS
64,846 116,799 3,481 133,455 68,215 201,782 188,495 21,302 34,589
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 9,760)
8,162 16,263 -1,658 11,672 -3,703 18,176 10,902 -8,416 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 52.4 1.6 59.8 30.6 90.5 84.5 9.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
28 38 12 26 37 58 83
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 468,213
COMMITMENTS
84,904 61,698 8,196 353,689 381,772 446,789 451,666 21,424 16,547
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -11,208)
-26,905 -1,929 1,683 18,194 -9,170 -7,028 -9,416 -4,180 -1,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 13.2 1.8 75.5 81.5 95.4 96.5 4.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
54 42 19 142 119 203 174
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,253
COMMITMENTS
2,797 4,218 1,043 8,125 8,127 11,965 13,388 5,288 3,865
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -2,306)
-254 -4,088 440 -1,995 1,241 -1,809 -2,407 -497 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 24.4 6.0 47.1 47.1 69.4 77.6 30.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 5 3 9 8 17 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,600
COMMITMENTS
8,586 10,306 2,300 30,631 17,112 41,517 29,718 10,083 21,882
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -8,494)
-8,741 -433 1,003 -1,703 2,032 -9,441 2,602 947 -11,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 20.0 4.5 59.4 33.2 80.5 57.6 19.5 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 21 7 31 25 46 51
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 137,717
COMMITMENTS
57,085 950 1,744 78,810 134,462 137,639 137,156 78 561
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 12,489)
16,581 -3,411 -450 -3,668 15,850 12,463 11,989 26 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 0.7 1.3 57.2 97.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 1 4 29 23 43 28
Updated March 06, 2020