BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,597
COMMITMENTS
0 2,473 453 10,401 8,149 10,854 11,075 743 522
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 753)
0 -127 101 675 796 776 770 -23 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.3 3.9 89.7 70.3 93.6 95.5 6.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
0 12 10 28 22 38 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,983
COMMITMENTS
8,112 3,538 873 7,966 8,490 16,951 12,901 2,032 6,082
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,512)
1,560 425 61 -80 754 1,541 1,240 -29 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 18.6 4.6 42.0 44.7 89.3 68.0 10.7 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 19 17 19 20 43 49
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,442
COMMITMENTS
469 1,190 573 7,740 7,057 8,782 8,820 660 622
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 497)
289 -167 -6 168 608 451 435 46 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 12.6 6.1 82.0 74.7 93.0 93.4 7.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 7 9 35 24 45 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,729
COMMITMENTS
1,077 2,137 290 4,176 2,581 5,543 5,008 186 721
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -379)
-9 591 -142 -249 -732 -400 -283 21 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 37.3 5.1 72.9 45.1 96.8 87.4 3.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 6 6 12 12 19 21
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,651
COMMITMENTS
82,681 65,664 54,795 100,612 109,644 238,088 230,103 17,563 25,548
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -25,373)
-6,752 -4,350 -16,661 3,218 -3,888 -20,195 -24,899 -5,178 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 25.7 21.4 39.4 42.9 93.1 90.0 6.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
78 96 100 70 80 206 236
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 299,434
COMMITMENTS
81,695 65,251 58,909 131,305 141,051 271,909 265,211 27,525 34,223
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -33,370)
-10,008 -6,842 -11,950 -7,687 -9,661 -29,645 -28,453 -3,725 -4,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 21.8 19.7 43.9 47.1 90.8 88.6 9.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
95 85 115 115 129 273 280
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,664
COMMITMENTS
355 595 1 1,469 1,377 1,825 1,973 839 691
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -523)
-511 -107 -1 211 -406 -301 -514 -222 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 22.3 0.0 55.1 51.7 68.5 74.1 31.5 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 9 1 12 14 18 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,124
COMMITMENTS
10,923 11,850 10,920 10,335 6,355 32,178 29,125 7,946 10,999
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -7,338)
-3,171 -3,038 -3,290 208 37 -6,253 -6,291 -1,085 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 29.5 27.2 25.8 15.8 80.2 72.6 19.8 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
42 49 55 53 45 129 124
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,503
COMMITMENTS
1,376 8,172 599 20,287 12,895 22,262 21,666 241 837
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,565)
-20 1,564 134 3,536 2,032 3,650 3,730 -85 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 36.3 2.7 90.2 57.3 98.9 96.3 1.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 12 7 18 26 28 42
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,596
COMMITMENTS
8,583 4,457 44 15,792 19,641 24,419 24,142 1,177 1,454
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -26,206)
-21,006 1,341 -467 -4,474 -26,074 -25,947 -25,200 -259 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 17.4 0.2 61.7 76.7 95.4 94.3 4.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 12 1 5 7 18 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 183,137
COMMITMENTS
43,114 52,737 4,967 105,434 80,846 153,515 138,550 29,622 44,587
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 7,911)
-4,941 2,692 77 16,261 -8,037 11,397 -5,268 -3,486 13,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 28.8 2.7 57.6 44.1 83.8 75.7 16.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
21 22 14 38 36 64 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,254
COMMITMENTS
13,963 6,589 100 9,994 16,886 24,057 23,575 11,197 11,679
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -15,220)
503 -6,276 -1,293 -9,469 -6,625 -10,259 -14,194 -4,961 -1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 18.7 0.3 28.3 47.9 68.2 66.9 31.8 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 7 1 10 14 18 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 121,964
COMMITMENTS
55,563 21,718 895 61,736 95,627 118,194 118,240 3,770 3,724
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -102,586)
-73,813 4,889 -2,312 -23,976 -104,464 -100,101 -101,887 -2,485 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 17.8 0.7 50.6 78.4 96.9 96.9 3.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 33 4 20 28 49 64
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 182,109
COMMITMENTS
56,575 37,935 5,612 100,164 118,536 162,351 162,083 19,758 20,026
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -32,076)
498 8,186 -3,572 -21,796 -35,114 -24,870 -30,500 -7,206 -1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 20.8 3.1 55.0 65.1 89.2 89.0 10.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
23 23 12 36 44 62 77
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 125,769
COMMITMENTS
57,286 24,351 2,386 42,873 78,049 102,545 104,786 23,224 20,983
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -33,359)
-4,446 -29,224 66 -27,672 1,118 -32,052 -28,040 -1,307 -5,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.5 19.4 1.9 34.1 62.1 81.5 83.3 18.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
31 16 10 30 35 67 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 588,116
COMMITMENTS
147,133 114,638 10,612 352,847 419,664 510,592 544,914 77,524 43,202
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -71,035)
-6,687 -51,849 -7,055 -44,727 -5,038 -58,469 -63,942 -12,566 -7,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 19.5 1.8 60.0 71.4 86.8 92.7 13.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
70 41 29 101 69 181 130
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 50,772
COMMITMENTS
4,131 38,114 290 44,180 9,706 48,601 48,110 2,171 2,662
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -2,610)
207 -5,636 288 -2,883 2,875 -2,388 -2,473 -222 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 75.1 0.6 87.0 19.1 95.7 94.8 4.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 29 3 7 10 20 41
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,688
COMMITMENTS
9,976 30,251 714 32,133 12,529 42,823 43,494 1,865 1,194
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -26,346)
-10,705 -5,806 -2,802 -12,670 -13,454 -26,177 -22,062 -169 -4,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 67.7 1.6 71.9 28.0 95.8 97.3 4.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 35 9 18 14 40 53
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,501
COMMITMENTS
4,562 3,409 0 5,636 5,293 10,198 8,702 303 1,799
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -8,480)
-9,598 205 -3 1,539 -8,426 -8,062 -8,224 -418 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 32.5 0.0 53.7 50.4 97.1 82.9 2.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 8 0 3 4 10 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,289,019
COMMITMENTS
1797197 1127857 2763350 5161886 5654213 9722433 9545420 566,586 743,599
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -1,701,785)
-854,216 441,916 -573,562 -194,745 -1503218 -1622523 -1634864 -79,262 -66,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 11.0 26.9 50.2 55.0 94.5 92.8 5.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
60 42 80 105 105 206 195
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,474
COMMITMENTS
2,890 3,876 103 0 0 2,993 3,979 1,481 495
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 106)
506 446 -391 0 0 115 55 -9 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.6 86.6 2.3 0.0 0.0 66.9 88.9 33.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
21 23 6 0 0 23 27
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 245,207
COMMITMENTS
36,096 67,425 39,326 169,532 135,614 244,954 242,365 253 2,842
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 12,494)
6,130 13,804 -3,212 9,426 1,952 12,344 12,544 150 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 27.5 16.0 69.1 55.3 99.9 98.8 0.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 16 22 13 18 41 44
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 362,970
COMMITMENTS
69,343 92,877 28,362 265,191 239,358 362,896 360,597 74 2,373
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 17,767)
-12,508 23,944 -16,088 46,421 9,708 17,825 17,564 -58 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 25.6 7.8 73.1 65.9 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
17 31 24 21 40 49 84
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,024,737
COMMITMENTS
88,601 76,675 72,469 685,745 693,788 846,816 842,932 177,921 181,805
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 241,288)
10,616 894 31,506 150,616 164,686 192,739 197,087 48,549 44,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 7.5 7.1 66.9 67.7 82.6 82.3 17.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
118 108 90 315 325 475 482
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 113,904
COMMITMENTS
20,147 11,612 836 78,243 12,715 99,226 25,163 14,678 88,741
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 18,168)
7,382 1,380 576 8,191 340 16,149 2,296 2,019 15,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 10.2 0.7 68.7 11.2 87.1 22.1 12.9 77.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 3 4 22 9 32 14
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| 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: 17,635
COMMITMENTS
935 1,562 341 12,496 12,664 13,772 14,567 3,863 3,068
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 716)
0 198 341 -765 -1,600 -424 -1,061 1,140 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 8.9 1.9 70.9 71.8 78.1 82.6 21.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 1 16 11 19 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,554,164
COMMITMENTS
470,504 453,547 229,934 3037510 3405364 3737948 4088845 816,216 465,319
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,115,598)
38,520 19,921 132,303 712,127 821,729 882,950 973,953 232,648 141,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 10.0 5.0 66.7 74.8 82.1 89.8 17.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
115 110 90 311 324 470 481
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| 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: 24,094
COMMITMENTS
0 2,516 0 20,398 17,722 20,398 20,238 3,696 3,856
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -1,346)
0 -3 0 -2,709 -2,099 -2,709 -2,102 1,363 756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.4 0.0 84.7 73.6 84.7 84.0 15.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 10 17 10 19
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 14,598
COMMITMENTS
2,042 1,096 0 4,786 12,004 6,828 13,100 7,770 1,498
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 7.5 0.0 32.8 82.2 46.8 89.7 53.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 10 11 12 13
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| 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: 15,955
COMMITMENTS
707 203 399 9,473 10,774 10,579 11,376 5,376 4,579
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 5,261)
58 0 399 1,607 1,097 2,064 1,496 3,197 3,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 1.3 2.5 59.4 67.5 66.3 71.3 33.7 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 11 13 13 16
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| 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: 17,929
COMMITMENTS
1,574 265 578 12,842 14,192 14,994 15,035 2,935 2,894
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,547)
68 -619 562 2,483 1,978 3,113 1,921 434 1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 1.5 3.2 71.6 79.2 83.6 83.9 16.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 2 13 14 17 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,152
COMMITMENTS
7,933 1,797 689 69,775 79,930 78,397 82,416 11,755 7,736
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 13,765)
-4,620 -74 182 15,033 10,481 10,595 10,589 3,170 3,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 2.0 0.8 77.4 88.7 87.0 91.4 13.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
8 2 3 47 41 56 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 59,254
COMMITMENTS
13,368 8,885 4,900 28,607 33,479 46,875 47,264 12,379 11,990
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 15,223)
-1,631 -2,580 3,883 8,252 8,651 10,504 9,954 4,718 5,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 15.0 8.3 48.3 56.5 79.1 79.8 20.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
54 44 25 101 98 168 155
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 296,271
COMMITMENTS
66,840 44,424 24,502 143,035 167,394 234,377 236,320 61,894 59,951
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 76,113)
-8,154 -12,901 19,416 41,259 43,256 52,521 49,771 23,592 26,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 15.0 8.3 48.3 56.5 79.1 79.8 20.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
54 44 25 101 98 168 155
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 149,878
COMMITMENTS
39,246 67,979 2,390 88,902 50,077 130,538 120,446 19,340 29,432
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -61,365)
-10,511 -35,791 -3,587 -44,934 -17,894 -59,032 -57,272 -2,333 -4,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 45.4 1.6 59.3 33.4 87.1 80.4 12.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 24 6 18 34 39 60
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 620,330
COMMITMENTS
63,378 79,157 13,592 510,566 497,464 587,536 590,213 32,794 30,117
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 117,587)
-21,585 16,196 5,123 115,210 83,878 98,748 105,197 18,839 12,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 12.8 2.2 82.3 80.2 94.7 95.1 5.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
50 45 31 160 145 224 207
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,041
COMMITMENTS
4,624 8,858 215 23,037 25,782 27,876 34,855 13,165 6,186
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -16,502)
-6,134 -3,984 -988 -13,528 -3,145 -20,650 -8,117 4,148 -8,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 21.6 0.5 56.1 62.8 67.9 84.9 32.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 16 5 30 27 40 46
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| 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: 140,538
COMMITMENTS
59,957 1,157 1,664 78,761 137,670 140,382 140,491 156 47
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -3,144)
-5,030 57 -80 1,916 -2,127 -3,194 -2,150 50 -994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 0.8 1.2 56.0 98.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 3 4 27 24 40 30
Updated March 20, 2020