BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 14,523: 5 1,986 2,107 11,538 9,787 13,650 13,881: 873 642
Old : 14,523: 5 1,986 2,107 11,538 9,787 13,650 13,881: 873 642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,246: -4 -642 -208 -950 -350 -1,162 -1,200: -84 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.7 14.5 79.4 67.4 94.0 95.6: 6.0 4.4
Old : 100.0: 0.0 13.7 14.5 79.4 67.4 94.0 95.6: 6.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 9 9 30 23 39 34:
Old : 46: 2 9 9 30 23 39 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 33.4 53.4 55.0 34.0 32.0 50.6 49.5
Old : 35.0 33.4 53.4 55.0 34.0 32.0 50.6 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 39,610: 7,702 3,682 10,791 16,648 14,311 35,141 28,783: 4,469 10,826
Old : 39,610: 7,702 3,682 10,791 16,648 14,311 35,141 28,783: 4,469 10,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -3,965: 820 410 -1,839 -2,736 -1,573 -3,755 -3,002: -210 -964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 9.3 27.2 42.0 36.1 88.7 72.7: 11.3 27.3
Old : 100.0: 19.4 9.3 27.2 42.0 36.1 88.7 72.7: 11.3 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 18 19 26 33 29 61 64:
Old : 75: 18 19 26 33 29 61 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 25.8 54.3 39.9 27.5 16.1 34.2 21.7
Old : 37.1 25.8 54.3 39.9 27.5 16.1 34.2 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 18,484: 420 690 4,804 12,329 12,387 17,553 17,880: 931 604
Old : 18,484: 420 690 4,804 12,329 12,387 17,553 17,880: 931 604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 593: -111 -279 672 25 154 587 548: 7 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.7 26.0 66.7 67.0 95.0 96.7: 5.0 3.3
Old : 100.0: 2.3 3.7 26.0 66.7 67.0 95.0 96.7: 5.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 6 7 8 38 26 48 37:
Old : 53: 6 7 8 38 26 48 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 51.7 49.9 69.8 15.9 28.2 25.7 34.6
Old : 32.4 51.7 49.9 69.8 15.9 28.2 25.7 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,165: 1,237 1,889 3,556 6,394 4,394 11,187 9,839: 978 2,326
Old : 12,165: 1,237 1,889 3,556 6,394 4,394 11,187 9,839: 978 2,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -636: -1,094 168 330 4 -816 -759 -318: 124 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.5 29.2 52.6 36.1 92.0 80.9: 8.0 19.1
Old : 100.0: 10.2 15.5 29.2 52.6 36.1 92.0 80.9: 8.0 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 6 8 20 21 29 31:
Old : 38: 5 6 8 20 21 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 38.1 72.2 57.2 41.0 24.4 48.5 32.5
Old : 45.3 38.1 72.2 57.2 41.0 24.4 48.5 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 366,781: 88,756 51,754 134,467 115,490 146,132 338,712 332,352: 28,069 34,429
Old : 335,572: 85,254 53,343 123,741 102,371 128,372 311,366 305,456: 24,207 30,116
Other: 31,209: 10,277 5,186 3,951 13,119 17,760 27,346 26,896: 3,862 4,312
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,682: -7,410 -6,256 7,072 -2,994 -2,689 -3,331 -1,873: -1,350 -2,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 14.1 36.7 31.5 39.8 92.3 90.6: 7.7 9.4
Old : 100.0: 25.4 15.9 36.9 30.5 38.3 92.8 91.0: 7.2 9.0
Other: 100.0: 32.9 16.6 12.7 42.0 56.9 87.6 86.2: 12.4 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 125 87 130 93 95 277 266:
Old : 331: 125 90 128 90 94 268 264:
Other: 143: 35 28 25 51 60 99 101:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 19.0 22.6 27.1 11.4 13.8 18.0 18.3
Old : 13.3 18.7 23.9 26.9 12.0 13.1 18.8 18.1
Other: 19.9 31.8 33.9 42.2 19.9 29.7 33.0 37.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 406,118: 90,348 64,221 117,735 157,438 171,929 365,521 353,885: 40,597 52,233
Old : 406,118: 90,348 64,221 117,735 157,438 171,929 365,521 353,885: 40,597 52,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -5,916: -1,801 3,228 -4,946 644 -4,304 -6,103 -6,022: 187 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 15.8 29.0 38.8 42.3 90.0 87.1: 10.0 12.9
Old : 100.0: 22.2 15.8 29.0 38.8 42.3 90.0 87.1: 10.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 119 89 142 151 151 339 325:
Old : 399: 119 89 142 151 151 339 325:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 14.7 22.0 23.7 11.3 13.1 19.4 18.9
Old : 12.4 14.7 22.0 23.7 11.3 13.1 19.4 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,711: 841 610 317 1,384 2,033 2,542 2,960: 1,169 751
Old : 3,711: 841 610 317 1,384 2,033 2,542 2,960: 1,169 751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -149: -620 137 -66 500 -72 -186 0: 37 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 16.4 8.6 37.3 54.8 68.5 79.8: 31.5 20.2
Old : 100.0: 22.7 16.4 8.6 37.3 54.8 68.5 79.8: 31.5 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 9 5 13 14 24 26:
Old : 37: 9 9 5 13 14 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 36.6 45.2 54.4 25.4 36.6 38.2 50.8
Old : 28.7 36.6 45.2 54.4 25.4 36.6 38.2 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 59,380: 14,395 14,099 21,106 11,754 7,945 47,255 43,149: 12,125 16,231
Old : 59,380: 14,395 14,099 21,106 11,754 7,945 47,255 43,149: 12,125 16,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,128: -684 -425 -808 -145 180 -1,636 -1,052: 509 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 23.7 35.5 19.8 13.4 79.6 72.7: 20.4 27.3
Old : 100.0: 24.2 23.7 35.5 19.8 13.4 79.6 72.7: 20.4 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 51 48 66 66 60 153 148:
Old : 189: 51 48 66 66 60 153 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 11.9 27.2 20.3 15.1 8.5 20.1 14.7
Old : 18.8 11.9 27.2 20.3 15.1 8.5 20.1 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 27,437: 697 7,669 3,523 22,604 14,452 26,824 25,644: 613 1,793
Old : 27,437: 697 7,669 3,523 22,604 14,452 26,824 25,644: 613 1,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -70: 77 984 -429 273 -743 -79 -188: 10 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 27.9 12.8 82.4 52.7 97.8 93.5: 2.2 6.5
Old : 100.0: 2.5 27.9 12.8 82.4 52.7 97.8 93.5: 2.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 8 14 14 27 27 45 45:
Old : 60: 8 14 14 27 27 45 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 40.6 73.5 57.4 53.1 39.3 68.3 51.1
Old : 53.1 40.6 73.5 57.4 53.1 39.3 68.3 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 51,802: 29,589 3,116 511 20,266 45,715 50,366 49,342: 1,436 2,460
Old : 51,802: 29,589 3,116 511 20,266 45,715 50,366 49,342: 1,436 2,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,904: 466 1,692 -26 2,558 273 2,998 1,939: -4,902 -3,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 6.0 1.0 39.1 88.2 97.2 95.3: 2.8 4.7
Old : 100.0: 57.1 6.0 1.0 39.1 88.2 97.2 95.3: 2.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 8 4 8 7 25 17:
Old : 36: 15 8 4 8 7 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 82.7 81.0 92.4 60.5 81.0 80.9 90.6
Old : 60.7 82.7 81.0 92.4 60.5 81.0 80.9 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 199,566: 47,910 51,507 12,944 102,313 102,303 163,168 166,754: 36,399 32,813
Old : 199,566: 47,910 51,507 12,944 102,313 102,303 163,168 166,754: 36,399 32,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 19,332: -7,097 5,645 2,964 25,850 8,650 21,718 17,260: -2,385 2,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 25.8 6.5 51.3 51.3 81.8 83.6: 18.2 16.4
Old : 100.0: 24.0 25.8 6.5 51.3 51.3 81.8 83.6: 18.2 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 24 25 16 43 40 75 75:
Old : 109: 24 25 16 43 40 75 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 28.9 36.2 39.7 23.6 26.9 34.0 34.9
Old : 25.1 28.9 36.2 39.7 23.6 26.9 34.0 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 53,584: 13,732 11,787 3,086 20,199 25,172 37,017 40,045: 16,567 13,539
Old : 53,584: 13,732 11,787 3,086 20,199 25,172 37,017 40,045: 16,567 13,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,277: -1,188 -5,773 1,038 -5,128 4,937 -5,278 202: 1,001 -4,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 22.0 5.8 37.7 47.0 69.1 74.7: 30.9 25.3
Old : 100.0: 25.6 22.0 5.8 37.7 47.0 69.1 74.7: 30.9 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 11 7 18 19 31 34:
Old : 49: 10 11 7 18 19 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 31.1 41.4 45.5 25.3 25.6 33.4 36.4
Old : 30.3 31.1 41.4 45.5 25.3 25.6 33.4 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 225,823: 129,301 16,834 3,690 86,556 200,738 219,547 221,262: 6,276 4,562
Old : 225,823: 129,301 16,834 3,690 86,556 200,738 219,547 221,262: 6,276 4,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -10,079: -18,016 700 -555 8,250 -11,363 -10,321 -11,218: 241 1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 7.5 1.6 38.3 88.9 97.2 98.0: 2.8 2.0
Old : 100.0: 57.3 7.5 1.6 38.3 88.9 97.2 98.0: 2.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 52 32 13 21 30 77 73:
Old : 130: 52 32 13 21 30 77 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 72.3 61.4 80.9 40.4 67.5 59.9 75.5
Old : 40.4 72.3 61.4 80.9 40.4 67.5 59.9 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 239,439: 58,534 33,380 19,430 131,983 163,613 209,947 216,422: 29,491 23,017
Old : 239,439: 58,534 33,380 19,430 131,983 163,613 209,947 216,422: 29,491 23,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -8,578: -18,171 -10,574 -5,781 14,111 14,505 -9,841 -1,849: 1,263 -6,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 13.9 8.1 55.1 68.3 87.7 90.4: 12.3 9.6
Old : 100.0: 24.4 13.9 8.1 55.1 68.3 87.7 90.4: 12.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 30 21 16 47 50 82 83:
Old : 123: 30 21 16 47 50 82 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 30.1 42.6 43.5 23.8 25.0 34.5 34.2
Old : 29.2 30.1 42.6 43.5 23.8 25.0 34.5 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 208,948: 60,693 50,892 31,504 89,836 97,982 182,033 180,378: 26,915 28,570
Old : 208,948: 60,693 50,892 31,504 89,836 97,982 182,033 180,378: 26,915 28,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -45,835: 11,939 -39,656 -3,360 -55,829 2,770 -47,250 -40,246: 1,415 -5,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 24.4 15.1 43.0 46.9 87.1 86.3: 12.9 13.7
Old : 100.0: 29.0 24.4 15.1 43.0 46.9 87.1 86.3: 12.9 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 34 31 25 48 48 95 91:
Old : 129: 34 31 25 48 48 95 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 22.9 38.1 34.1 21.1 18.0 28.9 26.2
Old : 25.0 22.9 38.1 34.1 21.1 18.0 28.9 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 754,022: 152,279 164,716 64,381 441,507 470,193 658,167 699,290: 95,855 54,732
Old : 754,022: 152,279 164,716 64,381 441,507 470,193 658,167 699,290: 95,855 54,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 1,735: -868 -72,432 -4,893 2,416 88,247 -3,346 10,922: 5,081 -9,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 21.8 8.5 58.6 62.4 87.3 92.7: 12.7 7.3
Old : 100.0: 20.2 21.8 8.5 58.6 62.4 87.3 92.7: 12.7 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 75 56 54 115 82 212 172:
Old : 274: 75 56 54 115 82 212 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 35.1 29.0 48.5 17.8 33.3 27.7 44.6
Old : 18.0 35.1 29.0 48.5 17.8 33.3 27.7 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 23,628: 3,549 5,488 667 6,396 11,951 10,612 18,106: 13,016 5,522
Old : 23,628: 3,549 5,488 667 6,396 11,951 10,612 18,106: 13,016 5,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.2 2.8 27.1 50.6 44.9 76.6: 55.1 23.4
Old : 100.0: 15.0 23.2 2.8 27.1 50.6 44.9 76.6: 55.1 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 5 5 9 9 18 15:
Old : 22: 5 5 5 9 9 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 43.1 34.0 61.8 19.8 41.7 30.8 58.3
Old : 21.0 43.1 34.0 61.8 19.8 41.7 30.8 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 24,540: 4,777 1,999 695 10,971 15,800 16,443 18,494: 8,097 6,046
Old : 24,540: 4,777 1,999 695 10,971 15,800 16,443 18,494: 8,097 6,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 2,274: 1,734 857 -21 -510 877 1,203 1,713: 1,071 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 8.1 2.8 44.7 64.4 67.0 75.4: 33.0 24.6
Old : 100.0: 19.5 8.1 2.8 44.7 64.4 67.0 75.4: 33.0 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 3 2 12 12 18 15:
Old : 21: 4 3 2 12 12 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 45.9 54.8 62.1 34.5 39.4 51.1 52.8
Old : 36.9 45.9 54.8 62.1 34.5 39.4 51.1 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 53,382: 3,924 43,750 2 47,063 6,831 50,989 50,583: 2,393 2,799
Old : 53,382: 3,924 43,750 2 47,063 6,831 50,989 50,583: 2,393 2,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,749: -1,305 -4,337 -440 -305 2,297 -2,050 -2,480: 301 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 82.0 0.0 88.2 12.8 95.5 94.8: 4.5 5.2
Old : 100.0: 7.4 82.0 0.0 88.2 12.8 95.5 94.8: 4.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 11 28 1 8 11 20 39:
Old : 56: 11 28 1 8 11 20 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 61.8 91.1 71.9 84.6 61.8 89.9 71.9
Old : 85.8 61.8 91.1 71.9 84.6 61.8 89.9 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 71,770: 20,327 36,040 3,923 45,454 26,311 69,704 66,273: 2,066 5,497
Old : 71,770: 20,327 36,040 3,923 45,454 26,311 69,704 66,273: 2,066 5,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 8,222: -113 -1,425 2,002 6,770 7,718 8,659 8,294: -437 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 50.2 5.5 63.3 36.7 97.1 92.3: 2.9 7.7
Old : 100.0: 28.3 50.2 5.5 63.3 36.7 97.1 92.3: 2.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 29 44 16 27 19 66 71:
Old : 109: 29 44 16 27 19 66 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 27.7 57.9 44.4 37.5 27.1 50.3 41.2
Old : 42.4 27.7 57.9 44.4 37.5 27.1 50.3 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 18,981: 14,160 3,204 3 4,097 13,719 18,260 16,926: 721 2,055
Old : 18,981: 14,160 3,204 3 4,097 13,719 18,260 16,926: 721 2,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -879: -128 237 -189 -646 -899 -963 -851: 84 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 16.9 0.0 21.6 72.3 96.2 89.2: 3.8 10.8
Old : 100.0: 74.6 16.9 0.0 21.6 72.3 96.2 89.2: 3.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 8 1 4 7 11 16:
Old : 24: 7 8 1 4 7 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 70.1 94.7 81.0 81.1 70.1 92.9 81.0
Old : 81.1 70.1 94.7 81.0 81.1 70.1 92.9 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :31,800,780: 1,931,066 355,515 19,309,824 9,809,873 11,242,232 31,050,764 30,907,572: 750,016 893,208
Old :31,800,780: 1,931,066 355,515 19,309,824 9,809,873 11,242,232 31,050,764 30,907,572: 750,016 893,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 2,430,824: -635,815 -77,093 2,373,551 644,783 138,228 2,382,518 2,434,686: 48,307 -3,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.1 60.7 30.8 35.4 97.6 97.2: 2.4 2.8
Old : 100.0: 6.1 1.1 60.7 30.8 35.4 97.6 97.2: 2.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 82 55 107 131 130 261 249:
Old : 283: 82 55 107 131 130 261 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 20.7 35.1 34.6 4.8 6.1 6.7 7.6
Old : 21.1 20.7 35.1 34.6 4.8 6.1 6.7 7.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,425: 2,379 3,432 522 0 0 2,901 3,954: 1,524 471
Old : 4,425: 2,379 3,432 522 0 0 2,901 3,954: 1,524 471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -472: 160 -380 -132 0 0 28 -512: -500 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 77.6 11.8 0.0 0.0 65.6 89.4: 34.4 10.6
Old : 100.0: 53.8 77.6 11.8 0.0 0.0 65.6 89.4: 34.4 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 22 20 4 0 0 23 23:
Old : 42: 22 20 4 0 0 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 60.6 51.0 72.9 32.7 57.6 40.6 67.4
Old : 42.6 60.6 51.0 72.9 32.7 57.6 40.6 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 232,729: 29,966 53,631 42,541 160,111 133,662 232,618 229,834: 111 2,895
Old : 232,729: 29,966 53,631 42,541 160,111 133,662 232,618 229,834: 111 2,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 23,129: -7,309 5,377 1,155 30,391 16,644 24,237 23,177: -1,108 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 23.0 18.3 68.8 57.4 100.0 98.8: 0.0 1.2
Old : 100.0: 12.9 23.0 18.3 68.8 57.4 100.0 98.8: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 21 12 24 15 20 47 47:
Old : 61: 21 12 24 15 20 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 60.1 84.7 75.6 56.7 48.0 64.8 59.3
Old : 70.2 60.1 84.7 75.6 56.7 48.0 64.8 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 345,203: 81,851 68,933 44,450 218,770 229,650 345,071 343,033: 132 2,170
Old : 345,203: 81,851 68,933 44,450 218,770 229,650 345,071 343,033: 132 2,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 38,889: -19,884 5,268 3,573 55,781 28,720 39,470 37,561: -581 1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 20.0 12.9 63.4 66.5 100.0 99.4: 0.0 0.6
Old : 100.0: 23.7 20.0 12.9 63.4 66.5 100.0 99.4: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 21 23 23 26 38 55 76:
Old : 88: 21 23 23 26 38 55 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 31.7 72.9 46.4 47.4 29.7 62.8 41.4
Old : 53.0 31.7 72.9 46.4 47.4 29.7 62.8 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,178,212: 82,302 80,033 306,889 632,946 629,477 1,022,136 1,016,398: 156,075 161,814
Old : 1,178,212: 82,302 80,033 306,889 632,946 629,477 1,022,136 1,016,398: 156,075 161,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 171,875: 2,039 2,435 62,313 88,120 75,446 152,472 140,194: 19,403 31,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.8 26.0 53.7 53.4 86.8 86.3: 13.2 13.7
Old : 100.0: 7.0 6.8 26.0 53.7 53.4 86.8 86.3: 13.2 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 664: 123 126 135 319 329 509 523:
Old : 664: 123 126 135 319 329 509 523:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 18.4 27.0 26.7 7.6 6.8 11.3 11.6
Old : 18.4 18.4 27.0 26.7 7.6 6.8 11.3 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 138,097: 14,192 10,550 18,037 83,848 27,372 116,077 55,959: 22,020 82,137
Old : 138,097: 14,192 10,550 18,037 83,848 27,372 116,077 55,959: 22,020 82,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 27,818: 1,503 -64 2,209 24,539 3,406 28,251 5,551: -434 22,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.6 13.1 60.7 19.8 84.1 40.5: 15.9 59.5
Old : 100.0: 10.3 7.6 13.1 60.7 19.8 84.1 40.5: 15.9 59.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 5 11 24 16 37 28:
Old : 41: 9 5 11 24 16 37 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 18.7 47.2 27.3 27.4 11.7 41.4 15.4
Old : 29.2 18.7 47.2 27.3 27.4 11.7 41.4 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 16,919: 935 1,364 0 13,261 14,264 14,196 15,628: 2,723 1,291
Old : 16,919: 935 1,364 0 13,261 14,264 14,196 15,628: 2,723 1,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 138: 0 11 0 10 296 10 307: 128 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.1 0.0 78.4 84.3 83.9 92.4: 16.1 7.6
Old : 100.0: 5.5 8.1 0.0 78.4 84.3 83.9 92.4: 16.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 4 0 14 9 16 13:
Old : 28: 2 4 0 14 9 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 75.3 69.4 85.0 46.6 75.1 69.4 84.5
Old : 46.6 75.3 69.4 85.0 46.6 75.1 69.4 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 5,200,576: 431,286 438,145 1,353,523 2,745,489 3,010,527 4,530,298 4,802,196: 670,278 398,380
Old : 5,200,576: 431,286 438,145 1,353,523 2,745,489 3,010,527 4,530,298 4,802,196: 670,278 398,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 720,287: -867 8,948 304,065 317,907 360,202 621,105 673,215: 99,182 47,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 8.4 26.0 52.8 57.9 87.1 92.3: 12.9 7.7
Old : 100.0: 8.3 8.4 26.0 52.8 57.9 87.1 92.3: 12.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 661: 122 125 133 315 326 503 518:
Old : 661: 122 125 133 315 326 503 518:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 18.7 29.0 27.9 8.6 8.1 12.1 14.2
Old : 19.7 18.7 29.0 27.9 8.6 8.1 12.1 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 25,440: 0 2,519 0 23,107 19,821 23,107 22,340: 2,333 3,100
Old : 25,440: 0 2,519 0 23,107 19,821 23,107 22,340: 2,333 3,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,865: -594 35 0 743 -4,764 149 -4,729: -3,014 1,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 0.0 90.8 77.9 90.8 87.8: 9.2 12.2
Old : 100.0: 0.0 9.9 0.0 90.8 77.9 90.8 87.8: 9.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 8 16 8 18:
Old : 23: 0 2 0 8 16 8 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.9 54.2 90.8 73.8 80.0 54.2 87.0 73.8
Old : 82.9 54.2 90.8 73.8 80.0 54.2 87.0 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 10,694: 649 203 0 7,866 9,677 8,515 9,880: 2,179 814
Old : 10,694: 649 203 0 7,866 9,677 8,515 9,880: 2,179 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -423: 101 -1 0 -352 -512 -251 -513: -172 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.9 0.0 73.6 90.5 79.6 92.4: 20.4 7.6
Old : 100.0: 6.1 1.9 0.0 73.6 90.5 79.6 92.4: 20.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 9 11 11 12:
Old : 21: 2 1 0 9 11 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 65.4 74.5 82.9 59.9 65.4 73.4 82.9
Old : 60.9 65.4 74.5 82.9 59.9 65.4 73.4 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 14,382: 1,506 884 16 10,359 12,214 11,881 13,114: 2,501 1,268
Old : 14,382: 1,506 884 16 10,359 12,214 11,881 13,114: 2,501 1,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,658: -4 -531 16 232 -2,076 244 -2,591: -1,902 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 6.1 0.1 72.0 84.9 82.6 91.2: 17.4 8.8
Old : 100.0: 10.5 6.1 0.1 72.0 84.9 82.6 91.2: 17.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 2 1 12 10 17 12:
Old : 26: 4 2 1 12 10 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 59.0 64.9 83.5 42.7 57.1 63.5 79.0
Old : 43.3 59.0 64.9 83.5 42.7 57.1 63.5 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 76,387: 12,553 1,871 507 54,742 69,449 67,802 71,827: 8,585 4,560
Old : 76,387: 12,553 1,871 507 54,742 69,449 67,802 71,827: 8,585 4,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 3,573: -1,603 -814 -423 6,287 3,256 4,261 2,019: -688 1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.4 0.7 71.7 90.9 88.8 94.0: 11.2 6.0
Old : 100.0: 16.4 2.4 0.7 71.7 90.9 88.8 94.0: 11.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 14 3 7 40 36 55 45:
Old : 77: 14 3 7 40 36 55 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 39.2 44.8 60.4 27.8 38.9 41.7 59.0
Old : 29.5 39.2 44.8 60.4 27.8 38.9 41.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 59,054: 14,495 10,863 13,361 22,738 27,313 50,594 51,537: 8,459 7,517
Old : 59,054: 14,495 10,863 13,361 22,738 27,313 50,594 51,537: 8,459 7,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 1,657: -975 1,757 1,312 1,134 -951 1,471 2,118: 186 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 18.4 22.6 38.5 46.3 85.7 87.3: 14.3 12.7
Old : 100.0: 24.5 18.4 22.6 38.5 46.3 85.7 87.3: 14.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 60 56 43 89 92 166 174:
Old : 254: 60 56 43 89 92 166 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 23.5 42.5 35.4 20.6 13.7 26.1 19.8
Old : 29.6 23.5 42.5 35.4 20.6 13.7 26.1 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 295,269: 72,475 54,315 66,805 113,691 136,565 252,972 257,685: 42,297 37,584
Old : 295,269: 72,475 54,315 66,805 113,691 136,565 252,972 257,685: 42,297 37,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 8,283: -4,875 8,787 6,558 5,671 -4,756 7,354 10,590: 928 -2,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 18.4 22.6 38.5 46.3 85.7 87.3: 14.3 12.7
Old : 100.0: 24.5 18.4 22.6 38.5 46.3 85.7 87.3: 14.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 60 56 43 89 92 166 174:
Old : 254: 60 56 43 89 92 166 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 23.5 42.5 35.4 20.6 13.7 26.1 19.8
Old : 29.6 23.5 42.5 35.4 20.6 13.7 26.1 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 237,883: 48,866 106,453 16,545 146,622 79,514 212,033 202,512: 25,850 35,371
Old : 237,883: 48,866 106,453 16,545 146,622 79,514 212,033 202,512: 25,850 35,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -15,083: -13,631 -10,630 676 -1,761 -3,619 -14,717 -13,573: -366 -1,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 44.8 7.0 61.6 33.4 89.1 85.1: 10.9 14.9
Old : 100.0: 20.5 44.8 7.0 61.6 33.4 89.1 85.1: 10.9 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 25 38 20 27 38 63 85:
Old : 106: 25 38 20 27 38 63 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 28.8 56.8 37.7 43.8 28.6 54.0 36.5
Old : 45.2 28.8 56.8 37.7 43.8 28.6 54.0 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 522,286: 84,246 63,298 23,374 399,865 416,921 507,485 503,593: 14,801 18,693
Old : 522,286: 84,246 63,298 23,374 399,865 416,921 507,485 503,593: 14,801 18,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 39,421: 77 1,547 4,583 42,296 32,134 46,956 38,263: -7,535 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 12.1 4.5 76.6 79.8 97.2 96.4: 2.8 3.6
Old : 100.0: 16.1 12.1 4.5 76.6 79.8 97.2 96.4: 2.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 57 46 26 141 122 208 184:
Old : 308: 57 46 26 141 122 208 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 19.3 30.0 33.4 18.3 17.5 27.5 29.6
Old : 19.1 19.3 30.0 33.4 18.3 17.5 27.5 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 19,285: 3,668 2,711 201 8,214 9,923 12,083 12,835: 7,202 6,450
Old : 19,285: 3,668 2,711 201 8,214 9,923 12,083 12,835: 7,202 6,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 2,032: 871 -1,507 -842 89 1,796 118 -553: 1,914 2,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.1 1.0 42.6 51.5 62.7 66.6: 37.3 33.4
Old : 100.0: 19.0 14.1 1.0 42.6 51.5 62.7 66.6: 37.3 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 4 2 7 9 13 15:
Old : 23: 6 4 2 7 9 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 48.7 57.2 60.5 43.2 48.7 53.9 59.1
Old : 46.0 48.7 57.2 60.5 43.2 48.7 53.9 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 57,543: 10,758 12,842 1,203 36,565 28,927 48,526 42,972: 9,017 14,571
Old : 57,543: 10,758 12,842 1,203 36,565 28,927 48,526 42,972: 9,017 14,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 5,943: 2,172 2,536 -1,097 5,934 11,815 7,009 13,254: -1,066 -7,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 22.3 2.1 63.5 50.3 84.3 74.7: 15.7 25.3
Old : 100.0: 18.7 22.3 2.1 63.5 50.3 84.3 74.7: 15.7 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 12 22 8 31 29 47 55:
Old : 83: 12 22 8 31 29 47 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 20.9 46.3 34.9 29.7 20.9 45.5 34.8
Old : 30.1 20.9 46.3 34.9 29.7 20.9 45.5 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 143,682: 64,987 1,100 1,744 76,845 139,797 143,576 142,641: 106 1,041
Old : 143,682: 64,987 1,100 1,744 76,845 139,797 143,576 142,641: 106 1,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 5,965: 7,902 150 0 -1,965 5,335 5,937 5,485: 28 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 0.8 1.2 53.5 97.3 99.9 99.3: 0.1 0.7
Old : 100.0: 45.2 0.8 1.2 53.5 97.3 99.9 99.3: 0.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 13 1 4 30 24 44 29:
Old : 52: 13 1 4 30 24 44 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 62.6 77.6 85.4 50.8 51.9 61.2 62.4
Old : 60.2 62.6 77.6 85.4 50.8 51.9 61.2 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2020