BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,098
COMMITMENTS
129 2,338 670 10,685 8,663 11,484 11,671 614 427
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 501)
129 -135 217 284 514 630 596 -129 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 19.3 5.5 88.3 71.6 94.9 96.5 5.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 12 9 28 22 37 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,555
COMMITMENTS
8,682 4,105 977 7,984 8,625 17,643 13,707 1,912 5,848
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 572)
570 567 104 18 135 692 806 -120 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 21.0 5.0 40.8 44.1 90.2 70.1 9.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 19 19 19 20 44 50
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,098
COMMITMENTS
1,166 822 604 7,645 8,042 9,415 9,468 683 630
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 656)
697 -368 31 -95 985 633 648 23 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 8.1 6.0 75.7 79.6 93.2 93.8 6.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 4 10 33 25 44 36
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,097
COMMITMENTS
934 2,718 242 4,658 2,591 5,834 5,551 263 546
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 368)
-143 581 -48 482 10 291 543 77 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 44.6 4.0 76.4 42.5 95.7 91.0 4.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 6 6 14 15 20 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,481
COMMITMENTS
74,403 53,214 42,997 96,852 110,325 214,252 206,536 16,229 23,945
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -25,170)
-8,278 -12,450 -11,798 -3,760 681 -23,836 -23,567 -1,334 -1,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 23.1 18.7 42.0 47.9 93.0 89.6 7.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
75 87 92 70 74 201 211
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 275,540
COMMITMENTS
77,494 55,494 42,890 124,769 143,264 245,153 241,648 30,387 33,892
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -23,894)
-4,201 -9,757 -16,019 -6,536 2,213 -26,756 -23,563 2,862 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 20.1 15.6 45.3 52.0 89.0 87.7 11.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
90 81 107 118 125 264 270
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,752
COMMITMENTS
386 769 28 1,488 1,217 1,902 2,014 850 738
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 88)
31 174 27 19 -160 77 41 11 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 27.9 1.0 54.1 44.2 69.1 73.2 30.9 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 12 1 10 10 18 22
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,924
COMMITMENTS
10,146 9,646 9,358 9,933 6,687 29,437 25,691 7,487 11,233
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -3,200)
-777 -2,204 -1,562 -402 332 -2,741 -3,434 -459 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 26.1 25.3 26.9 18.1 79.7 69.6 20.3 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
37 48 56 50 51 127 128
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,225
COMMITMENTS
1,325 8,781 654 22,050 13,798 24,029 23,233 196 992
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,722)
-51 609 55 1,763 903 1,767 1,567 -45 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 36.2 2.7 91.0 57.0 99.2 95.9 0.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 12 7 18 26 28 41
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,821
COMMITMENTS
7,667 2,701 34 14,944 19,679 22,645 22,414 1,176 1,407
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,775)
-916 -1,756 -10 -848 38 -1,774 -1,728 -1 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 11.3 0.1 62.7 82.6 95.1 94.1 4.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 10 1 6 8 18 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,226
COMMITMENTS
21,323 50,568 3,677 74,060 42,740 99,060 96,985 25,166 27,241
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -58,911)
-21,791 -2,169 -1,290 -31,374 -38,106 -54,455 -41,565 -4,456 -17,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 40.7 3.0 59.6 34.4 79.7 78.1 20.3 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
17 22 8 35 32 55 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 30,767
COMMITMENTS
10,294 5,403 87 10,661 14,308 21,042 19,798 9,725 10,969
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -4,487)
-3,669 -1,186 -13 667 -2,578 -3,015 -3,777 -1,472 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 17.6 0.3 34.7 46.5 68.4 64.3 31.6 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 1 13 13 19 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 110,323
COMMITMENTS
40,783 18,804 329 65,411 86,775 106,523 105,908 3,800 4,415
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -11,641)
-14,780 -2,914 -566 3,675 -8,852 -11,671 -12,332 30 691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 17.0 0.3 59.3 78.7 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
27 38 5 18 29 47 70
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 179,552
COMMITMENTS
46,534 35,650 5,013 110,975 110,500 162,522 151,163 17,030 28,389
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -2,557)
-10,041 -2,285 -599 10,811 -8,036 171 -10,920 -2,728 8,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 19.9 2.8 61.8 61.5 90.5 84.2 9.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
21 21 10 35 40 60 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 125,594
COMMITMENTS
56,528 32,665 1,546 48,777 69,252 106,851 103,463 18,743 22,131
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -175)
-758 8,314 -840 5,904 -8,797 4,306 -1,323 -4,481 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 26.0 1.2 38.8 55.1 85.1 82.4 14.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
28 20 8 34 35 66 59
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 571,086
COMMITMENTS
152,360 91,070 11,009 326,218 414,867 489,587 516,946 81,499 54,140
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -17,030)
5,227 -23,568 397 -26,629 -4,797 -21,005 -27,968 3,975 10,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 15.9 1.9 57.1 72.6 85.7 90.5 14.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
72 37 27 97 70 176 128
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 49,374
COMMITMENTS
3,193 36,462 524 43,892 9,680 47,609 46,666 1,765 2,708
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,398)
-938 -1,652 234 -288 -26 -992 -1,444 -406 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 73.8 1.1 88.9 19.6 96.4 94.5 3.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 27 5 8 9 21 39
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,622
COMMITMENTS
6,993 23,009 618 28,547 8,390 36,158 32,017 1,464 5,605
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -7,066)
-2,983 -7,242 -96 -3,586 -4,139 -6,665 -11,477 -401 4,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 61.2 1.6 75.9 22.3 96.1 85.1 3.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 35 5 18 15 33 53
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,972
COMMITMENTS
2,088 3,624 0 7,001 5,345 9,089 8,969 1,883 2,003
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 471)
-2,474 215 0 1,365 52 -1,109 267 1,580 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 33.0 0.0 63.8 48.7 82.8 81.7 17.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 9 0 3 5 7 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,470,993
COMMITMENTS
1505648 1551466 2783888 5639299 5405105 9928835 9740459 542,158 730,534
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 181,974)
-291,549 423,609 20,538 477,413 -249,108 206,402 195,039 -24,428 -13,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 14.8 26.6 53.9 51.6 94.8 93.0 5.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
50 45 78 108 107 203 194
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,909
COMMITMENTS
2,266 3,138 140 0 0 2,406 3,278 1,503 631
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -565)
-624 -738 37 0 0 -587 -701 22 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 80.3 3.6 0.0 0.0 61.6 83.9 38.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 17 6 0 0 27 20
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 171,803
COMMITMENTS
30,543 35,137 36,784 104,142 98,667 171,469 170,588 334 1,215
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -73,404)
-5,553 -32,288 -2,542 -65,390 -36,947 -73,485 -71,777 81 -1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 20.5 21.4 60.6 57.4 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 15 18 9 15 32 38
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 349,355
COMMITMENTS
25,872 92,256 23,289 300,091 231,200 349,252 346,745 103 2,610
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -13,615)
-43,471 -621 -5,073 34,900 -8,158 -13,644 -13,852 29 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 26.4 6.7 85.9 66.2 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
16 28 25 24 38 54 77
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 695,310
COMMITMENTS
76,862 73,854 15,153 512,553 512,431 604,568 601,438 90,742 93,872
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -329,427)
-11,740 -2,821 -57,316 -173,192 -181,357 -242,248 -241,494 -87,179 -87,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 10.6 2.2 73.7 73.7 86.9 86.5 13.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
103 111 55 282 283 413 421
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| 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: 9,899
COMMITMENTS
366 539 84 7,479 7,870 7,929 8,493 1,970 1,406
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -7,736)
-569 -1,023 -257 -5,017 -4,794 -5,843 -6,074 -1,893 -1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 5.4 0.8 75.6 79.5 80.1 85.8 19.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 12 6 14 8
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,320,161
COMMITMENTS
390,913 378,225 58,672 2451630 2558628 2901215 2995525 418,946 324,636
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,234,003)
-79,591 -75,322 -171,262 -585,880 -846,736 -836,733 -1093320 -397,270 -140,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 11.4 1.8 73.8 77.1 87.4 90.2 12.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
103 111 54 280 282 411 419
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 82,184
COMMITMENTS
9,331 2,379 0 65,542 75,444 74,873 77,823 7,311 4,361
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -7,968)
1,398 582 -689 -4,233 -4,486 -3,524 -4,593 -4,444 -3,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 2.9 0.0 79.8 91.8 91.1 94.7 8.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 5 0 44 34 53 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 39,971
COMMITMENTS
13,345 7,862 499 19,829 24,949 33,673 33,310 6,298 6,661
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -19,283)
-23 -1,023 -4,401 -8,778 -8,529 -13,202 -13,954 -6,081 -5,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 19.7 1.2 49.6 62.4 84.2 83.3 15.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
52 36 17 95 79 156 123
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 199,855
COMMITMENTS
66,725 39,308 2,495 99,146 124,747 168,366 166,550 31,489 33,305
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -96,416)
-115 -5,116 -22,007 -43,889 -42,647 -66,011 -69,770 -30,405 -26,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 19.7 1.2 49.6 62.4 84.2 83.3 15.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
52 36 17 95 79 156 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 135,097
COMMITMENTS
31,024 56,231 1,944 85,562 48,337 118,530 106,512 16,567 28,585
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -14,781)
-8,222 -11,748 -446 -3,340 -1,740 -12,008 -13,934 -2,773 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 41.6 1.4 63.3 35.8 87.7 78.8 12.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 25 8 19 37 40 63
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 538,226
COMMITMENTS
55,013 74,691 3,680 465,897 444,839 524,590 523,210 13,636 15,016
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -82,104)
-8,365 -4,466 -9,912 -44,669 -52,625 -62,946 -67,003 -19,158 -15,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 13.9 0.7 86.6 82.6 97.5 97.2 2.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
44 41 13 137 126 187 174
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,935
COMMITMENTS
5,100 6,277 295 23,737 25,767 29,132 32,339 9,803 6,596
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -2,106)
476 -2,581 80 700 -15 1,256 -2,516 -3,362 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 16.1 0.8 61.0 66.2 74.8 83.1 25.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 15 3 26 30 35 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| 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: 146,097
COMMITMENTS
58,160 49 1,446 86,352 144,560 145,958 146,055 139 42
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 5,559)
-1,797 -1,108 -218 7,591 6,890 5,576 5,564 -17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 0.0 1.0 59.1 98.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 1 5 27 25 40 30
Updated March 27, 2020