BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,844
COMMITMENTS
0 2,600 352 9,726 7,353 10,078 10,305 766 539
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,009)
0 -850 24 -976 -147 -952 -973 -57 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 24.0 3.2 89.7 67.8 92.9 95.0 7.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 11 9 27 21 36 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,471
COMMITMENTS
6,552 3,113 812 8,046 7,736 15,410 11,661 2,061 5,810
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,713)
854 413 -720 -1,618 -648 -1,484 -955 -229 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 17.8 4.6 46.1 44.3 88.2 66.7 11.8 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 18 17 19 19 43 47
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,945
COMMITMENTS
180 1,357 579 7,572 6,449 8,331 8,385 614 560
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -905)
-127 -448 190 -928 -686 -865 -944 -40 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 15.2 6.5 84.7 72.1 93.1 93.7 6.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 7 7 34 25 43 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,108
COMMITMENTS
1,086 1,546 432 4,425 3,313 5,943 5,291 165 817
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -845)
-1,021 -57 270 -103 -851 -854 -638 9 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 25.3 7.1 72.4 54.2 97.3 86.6 2.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 7 5 13 15 19 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,024
COMMITMENTS
89,433 70,014 71,456 97,394 113,532 258,283 255,002 22,741 26,022
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -6,034)
-7,297 -6,715 5,005 -2,453 -1,607 -4,745 -3,317 -1,289 -2,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 24.9 25.4 34.7 40.4 91.9 90.7 8.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
98 95 103 72 82 227 240
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 332,804
COMMITMENTS
91,703 72,093 70,859 138,992 150,712 301,554 293,664 31,250 39,140
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -12,156)
-1,318 3,595 -9,429 -391 -5,820 -11,138 -11,654 -1,018 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 21.7 21.3 41.8 45.3 90.6 88.2 9.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
96 91 120 121 135 287 294
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,187
COMMITMENTS
866 702 2 1,258 1,783 2,126 2,487 1,061 700
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -291)
-576 117 -161 443 -101 -294 -145 3 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 22.0 0.1 39.5 55.9 66.7 78.0 33.3 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 9 1 13 13 21 22
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,462
COMMITMENTS
14,094 14,888 14,210 10,127 6,318 38,431 35,416 9,031 12,046
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,824)
-647 -571 -1,863 -318 139 -2,828 -2,295 4 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 31.4 29.9 21.3 13.3 81.0 74.6 19.0 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
39 54 57 51 44 127 128
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,938
COMMITMENTS
1,396 6,608 465 16,751 10,863 18,612 17,936 326 1,002
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -591)
-30 229 -115 -399 -701 -544 -587 -47 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 34.9 2.5 88.5 57.4 98.3 94.7 1.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 11 6 19 23 28 38
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,802
COMMITMENTS
29,589 3,116 511 20,266 45,715 50,366 49,342 1,436 2,460
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,904)
466 1,692 -26 2,558 273 2,998 1,939 -4,902 -3,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.1 6.0 1.0 39.1 88.2 97.2 95.3 2.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 8 4 8 7 25 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,226
COMMITMENTS
48,055 50,045 4,890 89,173 88,883 142,118 143,818 33,108 31,408
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 14,715)
-7,136 5,433 753 23,801 6,255 17,418 12,441 -2,703 2,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 28.6 2.8 50.9 50.7 81.1 82.1 18.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
24 23 14 39 37 69 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,474
COMMITMENTS
13,460 12,865 1,393 19,463 23,511 34,316 37,769 16,158 12,705
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -3,962)
-1,267 -5,104 849 -4,493 4,624 -4,911 369 949 -4,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 25.5 2.8 38.6 46.6 68.0 74.8 32.0 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 11 5 17 18 29 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 224,550
COMMITMENTS
129,376 16,829 3,207 85,712 200,091 218,295 220,127 6,255 4,423
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -9,342)
-17,982 652 5 8,358 -11,148 -9,619 -10,491 277 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 7.5 1.4 38.2 89.1 97.2 98.0 2.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
51 32 9 20 30 74 70
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 214,185
COMMITMENTS
56,077 29,749 9,184 121,960 153,650 187,221 192,583 26,964 21,602
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -487)
-19,986 -11,152 -3,199 21,105 20,121 -2,080 5,770 1,593 -6,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 13.9 4.3 56.9 71.7 87.4 89.9 12.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
28 19 13 44 47 74 78
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 159,128
COMMITMENTS
61,732 53,575 2,320 70,545 76,931 134,597 132,826 24,531 26,302
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -39,276)
11,134 -39,347 -2,789 -49,585 6,888 -41,240 -35,248 1,964 -4,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 33.7 1.5 44.3 48.3 84.6 83.5 15.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
34 26 16 41 42 84 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 659,151
COMMITMENTS
153,820 166,487 17,667 397,574 424,702 569,061 608,856 90,090 50,295
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 18,794)
1,916 -72,120 -1,255 12,035 94,869 12,696 21,494 6,098 -2,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 25.3 2.7 60.3 64.4 86.3 92.4 13.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
74 53 40 109 78 198 158
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,628
COMMITMENTS
3,549 5,488 667 6,396 11,951 10,612 18,106 13,016 5,522
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 23.2 2.8 27.1 50.6 44.9 76.6 55.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 5 9 9 18 15
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,540
COMMITMENTS
4,777 1,999 695 10,971 15,800 16,443 18,494 8,097 6,046
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 2,274)
1,734 857 -21 -510 877 1,203 1,713 1,071 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 8.1 2.8 44.7 64.4 67.0 75.4 33.0 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 2 12 12 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 53,382
COMMITMENTS
3,924 43,750 2 47,063 6,831 50,989 50,583 2,393 2,799
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,749)
-1,305 -4,337 -440 -305 2,297 -2,050 -2,480 301 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 82.0 0.0 88.2 12.8 95.5 94.8 4.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 28 1 8 11 20 39
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 71,034
COMMITMENTS
20,681 36,057 3,516 44,803 25,983 69,000 65,556 2,034 5,478
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 8,187)
151 -1,430 1,862 6,635 7,845 8,648 8,277 -461 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 50.8 4.9 63.1 36.6 97.1 92.3 2.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
29 44 14 24 18 62 69
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,981
COMMITMENTS
14,160 3,204 3 4,097 13,719 18,260 16,926 721 2,055
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -879)
-128 237 -189 -646 -899 -963 -851 84 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.6 16.9 0.0 21.6 72.3 96.2 89.2 3.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 8 1 4 7 11 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,990,804
COMMITMENTS
2651413 685,941 3336912 5356631 7157431 11344956 11180284 645,848 810,520
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 169,773)
-500,487 76,447 270,890 347,998 -167,137 118,401 180,200 51,372 -10,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 5.7 27.8 44.7 59.7 94.6 93.2 5.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
71 42 83 116 115 222 212
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,368
COMMITMENTS
2,384 3,430 494 0 0 2,878 3,924 1,490 444
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -469)
157 -379 -127 0 0 30 -506 -499 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 78.5 11.3 0.0 0.0 65.9 89.8 34.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
22 20 4 0 0 23 23
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 232,713
COMMITMENTS
29,966 53,621 42,538 160,106 133,662 232,610 229,821 103 2,892
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 23,128)
-7,309 5,377 1,155 30,391 16,644 24,237 23,176 -1,109 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 23.0 18.3 68.8 57.4 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
21 12 23 15 20 46 47
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 345,203
COMMITMENTS
81,851 68,933 44,450 218,770 229,650 345,071 343,033 132 2,170
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 38,889)
-19,884 5,268 3,573 55,781 28,720 39,470 37,561 -581 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 20.0 12.9 63.4 66.5 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 23 23 26 38 55 76
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 783,449
COMMITMENTS
77,985 75,781 40,963 535,129 529,102 654,077 645,845 129,373 137,604
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 95,609)
1,000 1,207 5,959 71,015 57,696 77,974 64,862 17,635 30,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 9.7 5.2 68.3 67.5 83.5 82.4 16.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632)
111 114 70 285 306 426 460
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 95,736
COMMITMENTS
12,765 10,232 260 70,052 12,375 83,077 22,867 12,659 72,869
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 21,069)
978 -185 -103 21,144 -437 22,019 -725 -950 21,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 10.7 0.3 73.2 12.9 86.8 23.9 13.2 76.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 4 2 20 9 26 15
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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: 16,919
COMMITMENTS
935 1,364 0 13,261 14,264 14,196 15,628 2,723 1,291
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 138)
0 11 0 10 296 10 307 128 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 8.1 0.0 78.4 84.3 83.9 92.4 16.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 0 14 9 16 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,438,566
COMMITMENTS
431,984 433,626 97,631 2325383 2583635 2854998 3114892 583,568 323,674
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 372,699)
13,115 19,963 17,305 249,354 290,666 279,774 327,934 92,925 44,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 12.6 2.8 67.6 75.1 83.0 90.6 17.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632)
110 115 69 281 304 422 457
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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: 25,440
COMMITMENTS
0 2,519 0 23,107 19,821 23,107 22,340 2,333 3,100
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,865)
-594 35 0 743 -4,764 149 -4,729 -3,014 1,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.9 0.0 90.8 77.9 90.8 87.8 9.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 8 16 8 18
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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: 10,694
COMMITMENTS
649 203 0 7,866 9,677 8,515 9,880 2,179 814
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -423)
101 -1 0 -352 -512 -251 -513 -172 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 1.9 0.0 73.6 90.5 79.6 92.4 20.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 9 11 11 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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: 14,382
COMMITMENTS
1,506 884 16 10,359 12,214 11,881 13,114 2,501 1,268
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,658)
-4 -531 16 232 -2,076 244 -2,591 -1,902 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 6.1 0.1 72.0 84.9 82.6 91.2 17.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 1 12 10 17 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 76,387
COMMITMENTS
12,553 1,871 507 54,742 69,449 67,802 71,827 8,585 4,560
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 3,573)
-1,603 -814 -423 6,287 3,256 4,261 2,019 -688 1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 2.4 0.7 71.7 90.9 88.8 94.0 11.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 3 7 40 36 55 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 44,032
COMMITMENTS
14,999 11,465 1,017 20,355 24,828 36,371 37,310 7,660 6,722
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 663)
-559 2,350 -66 1,073 -1,190 449 1,094 214 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 26.0 2.3 46.2 56.4 82.6 84.7 17.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
55 54 31 86 89 153 162
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 220,158
COMMITMENTS
74,994 57,325 5,086 101,776 124,138 181,856 186,549 38,302 33,609
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 3,315)
-2,793 11,750 -330 5,366 -5,951 2,243 5,469 1,072 -2,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 26.0 2.3 46.2 56.4 82.6 84.7 17.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
55 54 31 86 89 153 162
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 211,243
COMMITMENTS
49,757 103,770 5,977 133,836 67,971 189,570 177,718 21,673 33,525
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -11,841)
-15,089 -13,029 2,496 381 -244 -12,212 -10,777 371 -1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 49.1 2.8 63.4 32.2 89.7 84.1 10.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
26 32 15 24 35 58 74
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 502,743
COMMITMENTS
84,963 62,961 8,469 395,356 413,586 488,788 485,016 13,955 17,727
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 34,530)
59 1,263 273 41,667 31,814 41,999 33,350 -7,469 1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 12.5 1.7 78.6 82.3 97.2 96.5 2.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
58 44 22 141 121 206 180
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 19,285
COMMITMENTS
3,668 2,711 201 8,214 9,923 12,083 12,835 7,202 6,450
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 2,032)
871 -1,507 -842 89 1,796 118 -553 1,914 2,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 14.1 1.0 42.6 51.5 62.7 66.6 37.3 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 2 7 9 13 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,543
COMMITMENTS
10,758 12,842 1,203 36,565 28,927 48,526 42,972 9,017 14,571
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 5,943)
2,172 2,536 -1,097 5,934 11,815 7,009 13,254 -1,066 -7,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 22.3 2.1 63.5 50.3 84.3 74.7 15.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 22 8 31 29 47 55
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| 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: 143,682
COMMITMENTS
64,987 1,100 1,744 76,845 139,797 143,576 142,641 106 1,041
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 5,965)
7,902 150 0 -1,965 5,335 5,937 5,485 28 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 0.8 1.2 53.5 97.3 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 1 4 30 24 44 29
Updated March 13, 2020