BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 16,164: 96 1,960 2,439 12,778 11,132 15,314 15,531: 850 633
Old : 16,164: 96 1,960 2,439 12,778 11,132 15,314 15,531: 850 633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,641: 91 -26 332 1,240 1,344 1,664 1,650: -23 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 12.1 15.1 79.1 68.9 94.7 96.1: 5.3 3.9
Old : 100.0: 0.6 12.1 15.1 79.1 68.9 94.7 96.1: 5.3 3.9
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 : 48: 2 10 10 31 24 41 36:
Old : 48: 2 10 10 31 24 41 36:
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 32.8 50.6 54.5 31.4 30.7 47.7 48.5
Old : 32.4 32.8 50.6 54.5 31.4 30.7 47.7 48.5
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 17, 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 : 43,486: 9,620 4,494 11,856 17,232 15,524 38,709 31,874: 4,777 11,612
Old : 43,486: 9,620 4,494 11,856 17,232 15,524 38,709 31,874: 4,777 11,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,876: 1,919 813 1,065 584 1,213 3,568 3,091: 309 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.3 27.3 39.6 35.7 89.0 73.3: 11.0 26.7
Old : 100.0: 22.1 10.3 27.3 39.6 35.7 89.0 73.3: 11.0 26.7
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 : 77: 18 20 28 34 30 63 67:
Old : 77: 18 20 28 34 30 63 67:
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 : 39.4 25.8 57.0 39.9 30.5 16.9 35.7 21.9
Old : 39.4 25.8 57.0 39.9 30.5 16.9 35.7 21.9
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 17, 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 : 22,182: 466 708 6,256 14,393 14,494 21,115 21,458: 1,068 724
Old : 22,182: 466 708 6,256 14,393 14,494 21,115 21,458: 1,068 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,698: 46 18 1,453 2,064 2,107 3,562 3,578: 136 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.2 28.2 64.9 65.3 95.2 96.7: 4.8 3.3
Old : 100.0: 2.1 3.2 28.2 64.9 65.3 95.2 96.7: 4.8 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 : 55: 6 8 9 39 26 50 38:
Old : 55: 6 8 9 39 26 50 38:
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 : 36.6 49.6 53.0 67.4 13.7 22.3 23.2 29.3
Old : 36.6 49.6 53.0 67.4 13.7 22.3 23.2 29.3
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 17, 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 : 12,699: 1,333 2,887 3,822 6,512 3,778 11,667 10,487: 1,032 2,212
Old : 12,699: 1,333 2,887 3,822 6,512 3,778 11,667 10,487: 1,032 2,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 534: 96 999 266 118 -617 480 648: 54 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 22.7 30.1 51.3 29.7 91.9 82.6: 8.1 17.4
Old : 100.0: 10.5 22.7 30.1 51.3 29.7 91.9 82.6: 8.1 17.4
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 : 38: 6 5 8 19 21 28 31:
Old : 38: 6 5 8 19 21 28 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 : 45.0 46.1 72.2 60.8 39.7 30.4 48.3 37.7
Old : 45.0 46.1 72.2 60.8 39.7 30.4 48.3 37.7
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 17, 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 : 356,649: 82,141 47,194 126,273 124,156 148,102 332,570 321,568: 24,079 35,081
Old : 324,538: 76,371 47,022 117,872 109,583 128,982 303,825 293,877: 20,713 30,661
Other: 32,111: 9,966 4,367 4,205 14,574 19,119 28,744 27,691: 3,367 4,420
: : :
: : Changes in Commitments from: March 10, 2020 :
: -10,132: -6,615 -4,560 -8,194 8,667 1,970 -6,142 -10,785: -3,990 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.2 35.4 34.8 41.5 93.2 90.2: 6.8 9.8
Old : 100.0: 23.5 14.5 36.3 33.8 39.7 93.6 90.6: 6.4 9.4
Other: 100.0: 31.0 13.6 13.1 45.4 59.5 89.5 86.2: 10.5 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 101 92 126 91 92 259 257:
Old : 310: 98 99 123 88 92 250 256:
Other: 142: 33 26 27 54 59 100 102:
:----------------------------------------------------------------------------------------------------
: 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 19.2 22.9 27.3 11.1 12.5 17.8 16.6
Old : 13.4 18.8 24.2 27.0 11.7 11.8 18.6 16.1
Other: 20.4 29.6 33.5 39.7 20.4 26.1 32.1 34.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 387,058: 79,734 57,513 117,359 152,724 164,664 349,816 339,535: 37,242 47,523
Old : 387,058: 79,734 57,513 117,359 152,724 164,664 349,816 339,535: 37,242 47,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -19,060: -10,614 -6,708 -376 -4,714 -7,266 -15,705 -14,350: -3,355 -4,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 14.9 30.3 39.5 42.5 90.4 87.7: 9.6 12.3
Old : 100.0: 20.6 14.9 30.3 39.5 42.5 90.4 87.7: 9.6 12.3
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 : 382: 112 84 141 152 150 331 320:
Old : 382: 112 84 141 152 150 331 320:
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 : 12.2 15.0 21.3 24.3 11.3 13.6 18.6 20.3
Old : 12.2 15.0 21.3 24.3 11.3 13.6 18.6 20.3
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 17, 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 : 3,270: 317 568 345 1,669 1,639 2,331 2,552: 939 718
Old : 3,270: 317 568 345 1,669 1,639 2,331 2,552: 939 718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -441: -524 -42 27 285 -394 -211 -408: -230 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 17.4 10.5 51.0 50.1 71.3 78.0: 28.7 22.0
Old : 100.0: 9.7 17.4 10.5 51.0 50.1 71.3 78.0: 28.7 22.0
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 : 37: 5 11 6 17 17 26 30:
Old : 37: 5 11 6 17 17 26 30:
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 : 32.3 34.4 46.7 49.5 27.3 33.9 39.7 43.6
Old : 32.3 34.4 46.7 49.5 27.3 33.9 39.7 43.6
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 17, 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 : 55,431: 11,113 11,044 20,418 12,281 8,031 43,812 39,493: 11,619 15,938
Old : 55,431: 11,113 11,044 20,418 12,281 8,031 43,812 39,493: 11,619 15,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -3,949: -3,282 -3,055 -688 527 86 -3,443 -3,657: -506 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 19.9 36.8 22.2 14.5 79.0 71.2: 21.0 28.8
Old : 100.0: 20.0 19.9 36.8 22.2 14.5 79.0 71.2: 21.0 28.8
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 : 188: 45 51 60 71 61 153 144:
Old : 188: 45 51 60 71 61 153 144:
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 : 17.0 13.0 27.0 21.6 12.3 7.1 17.1 11.3
Old : 17.0 13.0 27.0 21.6 12.3 7.1 17.1 11.3
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 17, 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 : 32,370: 753 9,484 4,071 27,026 17,215 31,850 30,771: 520 1,599
Old : 32,370: 753 9,484 4,071 27,026 17,215 31,850 30,771: 520 1,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 4,932: 56 1,816 548 4,422 2,763 5,025 5,127: -93 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 29.3 12.6 83.5 53.2 98.4 95.1: 1.6 4.9
Old : 100.0: 2.3 29.3 12.6 83.5 53.2 98.4 95.1: 1.6 4.9
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 : 66: 9 15 14 31 33 49 53:
Old : 66: 9 15 14 31 33 49 53:
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 : 51.8 40.7 74.2 56.9 51.6 39.5 67.8 50.8
Old : 51.8 40.7 74.2 56.9 51.6 39.5 67.8 50.8
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 17, 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 : 25,596: 8,583 4,457 44 15,792 19,641 24,419 24,142: 1,177 1,454
Old : 25,596: 8,583 4,457 44 15,792 19,641 24,419 24,142: 1,177 1,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -26,206: -21,006 1,341 -467 -4,474 -26,074 -25,947 -25,200: -259 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 17.4 0.2 61.7 76.7 95.4 94.3: 4.6 5.7
Old : 100.0: 33.5 17.4 0.2 61.7 76.7 95.4 94.3: 4.6 5.7
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: 13 12 1 5 7 18 20:
Old : 36: 13 12 1 5 7 18 20:
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 76.6 86.6 85.9 70.1 76.6 86.5 85.9
Old : 70.2 76.6 86.6 85.9 70.1 76.6 86.5 85.9
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 17, 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 : 212,290: 42,728 54,291 15,986 121,680 96,144 180,393 166,421: 31,896 45,868
Old : 212,290: 42,728 54,291 15,986 121,680 96,144 180,393 166,421: 31,896 45,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 12,723: -5,182 2,785 3,042 19,366 -6,159 17,226 -333: -4,503 13,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 25.6 7.5 57.3 45.3 85.0 78.4: 15.0 21.6
Old : 100.0: 20.1 25.6 7.5 57.3 45.3 85.0 78.4: 15.0 21.6
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 : 103: 22 22 16 43 37 71 72:
Old : 103: 22 22 16 43 37 71 72:
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 30.6 41.5 40.5 25.0 22.5 34.5 29.4
Old : 29.2 30.6 41.5 40.5 25.0 22.5 34.5 29.4
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 17, 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 : 38,112: 14,201 6,167 1,395 10,887 17,991 26,484 25,554: 11,628 12,558
Old : 38,112: 14,201 6,167 1,395 10,887 17,991 26,484 25,554: 11,628 12,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -15,472: 469 -5,620 -1,691 -9,312 -7,181 -10,533 -14,491: -4,939 -981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 16.2 3.7 28.6 47.2 69.5 67.0: 30.5 33.0
Old : 100.0: 37.3 16.2 3.7 28.6 47.2 69.5 67.0: 30.5 33.0
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 : 35: 8 6 3 11 14 20 22:
Old : 35: 8 6 3 11 14 20 22:
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 : 39.6 33.9 50.9 47.3 39.6 33.6 50.6 45.9
Old : 39.6 33.9 50.9 47.3 39.6 33.6 50.6 45.9
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 17, 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 : 123,469: 55,287 21,624 1,674 62,697 96,385 119,658 119,682: 3,811 3,787
Old : 123,469: 55,287 21,624 1,674 62,697 96,385 119,658 119,682: 3,811 3,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -102,354: -74,014 4,790 -2,017 -23,859 -104,353 -99,890 -101,580: -2,465 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 17.5 1.4 50.8 78.1 96.9 96.9: 3.1 3.1
Old : 100.0: 44.8 17.5 1.4 50.8 78.1 96.9 96.9: 3.1 3.1
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 : 105: 28 34 9 21 28 52 68:
Old : 105: 28 34 9 21 28 52 68:
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 57.4 74.2 69.2 60.2 57.4 74.2 68.6
Old : 60.2 57.4 74.2 69.2 60.2 57.4 74.2 68.6
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 17, 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 : 221,771: 56,445 42,963 23,712 119,351 133,877 199,508 200,552: 22,263 21,219
Old : 221,771: 56,445 42,963 23,712 119,351 133,877 199,508 200,552: 22,263 21,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -17,668: -2,089 9,583 4,283 -12,633 -29,736 -10,439 -15,870: -7,228 -1,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 19.4 10.7 53.8 60.4 90.0 90.4: 10.0 9.6
Old : 100.0: 25.5 19.4 10.7 53.8 60.4 90.0 90.4: 10.0 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 : 115: 23 27 15 38 48 67 85:
Old : 115: 23 27 15 38 48 67 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 : 29.1 19.9 42.2 33.2 28.3 18.1 40.1 29.3
Old : 29.1 19.9 42.2 33.2 28.3 18.1 40.1 29.3
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 17, 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 : 168,978: 56,087 24,941 27,193 60,834 94,482 144,114 146,616: 24,864 22,362
Old : 168,978: 56,087 24,941 27,193 60,834 94,482 144,114 146,616: 24,864 22,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -39,970: -4,606 -25,951 -4,311 -29,001 -3,500 -37,919 -33,762: -2,051 -6,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.8 16.1 36.0 55.9 85.3 86.8: 14.7 13.2
Old : 100.0: 33.2 14.8 16.1 36.0 55.9 85.3 86.8: 14.7 13.2
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 : 107: 29 22 20 37 39 80 69:
Old : 107: 29 22 20 37 39 80 69:
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 : 25.5 27.8 38.8 43.1 22.1 23.1 29.0 33.1
Old : 25.5 27.8 38.8 43.1 22.1 23.1 29.0 33.1
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 17, 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 : 680,940: 148,153 117,068 56,014 393,682 460,088 597,849 633,171: 83,091 47,769
Old : 680,940: 148,153 117,068 56,014 393,682 460,088 597,849 633,171: 83,091 47,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -73,083: -4,126 -47,647 -8,367 -47,825 -10,105 -60,318 -66,119: -12,764 -6,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 17.2 8.2 57.8 67.6 87.8 93.0: 12.2 7.0
Old : 100.0: 21.8 17.2 8.2 57.8 67.6 87.8 93.0: 12.2 7.0
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 : 256: 66 53 42 107 78 192 155:
Old : 256: 66 53 42 107 78 192 155:
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 : 19.5 42.7 31.0 56.7 19.2 42.4 29.7 55.2
Old : 19.5 42.7 31.0 56.7 19.2 42.4 29.7 55.2
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 17, 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 : 50,774: 4,131 38,114 290 44,180 9,706 48,601 48,110: 2,173 2,664
Old : 50,774: 4,131 38,114 290 44,180 9,706 48,601 48,110: 2,173 2,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -2,608: 207 -5,636 288 -2,883 2,875 -2,388 -2,473: -220 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 75.1 0.6 87.0 19.1 95.7 94.8: 4.3 5.2
Old : 100.0: 8.1 75.1 0.6 87.0 19.1 95.7 94.8: 4.3 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 : 55: 10 29 3 7 10 20 41:
Old : 55: 10 29 3 7 10 20 41:
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 : 82.3 55.7 90.3 69.4 81.0 52.9 87.2 66.5
Old : 82.3 55.7 90.3 69.4 81.0 52.9 87.2 66.5
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 17, 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 : 45,623: 9,451 30,251 1,278 32,964 12,860 43,694 44,389: 1,930 1,234
Old : 45,623: 9,451 30,251 1,278 32,964 12,860 43,694 44,389: 1,930 1,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -26,147: -10,876 -5,789 -2,644 -12,490 -13,451 -26,010 -21,884: -136 -4,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 66.3 2.8 72.3 28.2 95.8 97.3: 4.2 2.7
Old : 100.0: 20.7 66.3 2.8 72.3 28.2 95.8 97.3: 4.2 2.7
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 : 84: 17 35 10 21 17 43 57:
Old : 84: 17 35 10 21 17 43 57:
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 : 57.8 37.8 72.9 57.0 57.8 37.8 72.9 56.7
Old : 57.8 37.8 72.9 57.0 57.8 37.8 72.9 56.7
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 17, 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 : 10,501: 4,562 3,409 0 5,636 5,293 10,198 8,702: 303 1,799
Old : 10,501: 4,562 3,409 0 5,636 5,293 10,198 8,702: 303 1,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -8,480: -9,598 205 -3 1,539 -8,426 -8,062 -8,224: -418 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 32.5 0.0 53.7 50.4 97.1 82.9: 2.9 17.1
Old : 100.0: 43.4 32.5 0.0 53.7 50.4 97.1 82.9: 2.9 17.1
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 : 22: 7 8 0 3 4 10 12:
Old : 22: 7 8 0 3 4 10 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 : 84.5 67.6 94.9 77.5 84.5 67.6 94.9 77.5
Old : 84.5 67.6 94.9 77.5 84.5 67.6 94.9 77.5
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 17, 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 :26,398,181: 1,339,134 737,946 15,887,723 8,513,302 8,932,101 25,740,159 25,557,770: 658,022 840,411
Old :26,398,181: 1,339,134 737,946 15,887,723 8,513,302 8,932,101 25,740,159 25,557,770: 658,022 840,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
:-5,402,599: -591,932 382,431 -3,422,101 -1,296,571 -2,310,131 -5,310,604 -5,349,801: -91,994 -52,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.8 60.2 32.2 33.8 97.5 96.8: 2.5 3.2
Old : 100.0: 5.1 2.8 60.2 32.2 33.8 97.5 96.8: 2.5 3.2
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 : 258: 63 58 103 122 120 241 231:
Old : 258: 63 58 103 122 120 241 231:
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 : 20.2 20.9 33.8 34.6 4.8 4.5 6.6 6.3
Old : 20.2 20.9 33.8 34.6 4.8 4.5 6.6 6.3
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,559: 2,895 3,870 148 0 0 3,043 4,019: 1,516 540
Old : 4,559: 2,895 3,870 148 0 0 3,043 4,019: 1,516 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 134: 516 439 -374 0 0 142 65: -8 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 84.9 3.3 0.0 0.0 66.7 88.1: 33.3 11.9
Old : 100.0: 63.5 84.9 3.3 0.0 0.0 66.7 88.1: 33.3 11.9
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 : 44: 21 23 8 0 0 25 27:
Old : 44: 21 23 8 0 0 25 27:
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 : 46.3 52.1 54.1 71.3 46.1 49.2 53.6 68.4
Old : 46.3 52.1 54.1 71.3 46.1 49.2 53.6 68.4
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 17, 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 : 245,220: 36,096 67,432 39,329 169,537 135,614 244,962 242,376: 259 2,845
Old : 245,220: 36,096 67,432 39,329 169,537 135,614 244,962 242,376: 259 2,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 12,491: 6,130 13,801 -3,212 9,426 1,952 12,344 12,541: 147 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 27.5 16.0 69.1 55.3 99.9 98.8: 0.1 1.2
Old : 100.0: 14.7 27.5 16.0 69.1 55.3 99.9 98.8: 0.1 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 : 56: 15 16 23 13 18 42 44:
Old : 56: 15 16 23 13 18 42 44:
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 : 73.2 57.9 86.5 74.3 61.5 47.0 68.9 58.5
Old : 73.2 57.9 86.5 74.3 61.5 47.0 68.9 58.5
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 17, 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 : 362,970: 69,343 92,877 28,362 265,191 239,358 362,896 360,597: 74 2,373
Old : 362,970: 69,343 92,877 28,362 265,191 239,358 362,896 360,597: 74 2,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 17,767: -12,508 23,944 -16,088 46,421 9,708 17,825 17,564: -58 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 25.6 7.8 73.1 65.9 100.0 99.3: 0.0 0.7
Old : 100.0: 19.1 25.6 7.8 73.1 65.9 100.0 99.3: 0.0 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 : 95: 17 31 24 21 40 49 84:
Old : 95: 17 31 24 21 40 49 84:
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 : 64.4 30.1 79.6 45.7 59.3 29.2 72.9 43.1
Old : 64.4 30.1 79.6 45.7 59.3 29.2 72.9 43.1
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 17, 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 : 1,584,910: 78,847 75,281 472,000 824,309 828,628 1,375,157 1,375,910: 209,754 209,001
Old : 1,584,910: 78,847 75,281 472,000 824,309 828,628 1,375,157 1,375,910: 209,754 209,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 406,698: -3,455 -4,752 165,112 191,364 199,151 353,020 359,511: 53,678 47,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.7 29.8 52.0 52.3 86.8 86.8: 13.2 13.2
Old : 100.0: 5.0 4.7 29.8 52.0 52.3 86.8 86.8: 13.2 13.2
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 : 659: 131 111 151 336 339 534 535:
Old : 659: 131 111 151 336 339 534 535:
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 : 20.2 20.3 29.3 29.6 6.7 5.7 9.4 9.4
Old : 20.2 20.3 29.3 29.6 6.7 5.7 9.4 9.4
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 17, 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 : 177,345: 23,901 13,076 30,090 97,719 34,914 151,711 78,081: 25,635 99,265
Old : 177,345: 23,901 13,076 30,090 97,719 34,914 151,711 78,081: 25,635 99,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 39,248: 9,710 2,526 12,053 13,871 7,542 35,634 22,121: 3,615 17,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 7.4 17.0 55.1 19.7 85.5 44.0: 14.5 56.0
Old : 100.0: 13.5 7.4 17.0 55.1 19.7 85.5 44.0: 14.5 56.0
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 : 43: 10 5 12 25 16 39 29:
Old : 43: 10 5 12 25 16 39 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 : 24.6 21.1 40.6 28.8 22.5 10.8 34.8 13.9
Old : 24.6 21.1 40.6 28.8 22.5 10.8 34.8 13.9
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 17, 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 : 17,635: 935 1,562 341 12,496 12,664 13,772 14,567: 3,863 3,068
Old : 17,635: 935 1,562 341 12,496 12,664 13,772 14,567: 3,863 3,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 716: 0 198 341 -765 -1,600 -424 -1,061: 1,140 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.9 1.9 70.9 71.8 78.1 82.6: 21.9 17.4
Old : 100.0: 5.3 8.9 1.9 70.9 71.8 78.1 82.6: 21.9 17.4
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 : 27: 2 3 1 16 11 19 14:
Old : 27: 2 3 1 16 11 19 14:
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 : 38.5 60.1 58.9 73.9 36.7 57.9 54.7 68.5
Old : 38.5 60.1 58.9 73.9 36.7 57.9 54.7 68.5
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 17, 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 : 7,037,826: 399,195 435,489 2,085,087 3,632,949 3,968,569 6,117,231 6,489,145: 920,594 548,680
Old : 7,037,826: 399,195 435,489 2,085,087 3,632,949 3,968,569 6,117,231 6,489,145: 920,594 548,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,837,250: -32,091 -2,656 731,564 887,460 958,042 1,586,933 1,686,950: 250,316 150,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.2 29.6 51.6 56.4 86.9 92.2: 13.1 7.8
Old : 100.0: 5.7 6.2 29.6 51.6 56.4 86.9 92.2: 13.1 7.8
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 : 655: 129 110 148 333 338 528 531:
Old : 655: 129 110 148 333 338 528 531:
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 : 21.3 20.9 30.6 30.7 7.5 6.7 10.3 11.3
Old : 21.3 20.9 30.6 30.7 7.5 6.7 10.3 11.3
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 17, 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 : 24,094: 0 2,516 0 20,398 17,722 20,398 20,238: 3,696 3,856
Old : 24,094: 0 2,516 0 20,398 17,722 20,398 20,238: 3,696 3,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -1,346: 0 -3 0 -2,709 -2,099 -2,709 -2,102: 1,363 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 0.0 84.7 73.6 84.7 84.0: 15.3 16.0
Old : 100.0: 0.0 10.4 0.0 84.7 73.6 84.7 84.0: 15.3 16.0
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 : 23: 0 2 0 10 17 10 19:
Old : 23: 0 2 0 10 17 10 19:
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 : 78.1 53.1 83.3 68.3 75.0 53.1 78.0 66.6
Old : 78.1 53.1 83.3 68.3 75.0 53.1 78.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 Health Care In :
: : :
All : 14,598: 2,042 1,096 0 4,786 12,004 6,828 13,100: 7,770 1,498
Old : 14,598: 2,042 1,096 0 4,786 12,004 6,828 13,100: 7,770 1,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.5 0.0 32.8 82.2 46.8 89.7: 53.2 10.3
Old : 100.0: 14.0 7.5 0.0 32.8 82.2 46.8 89.7: 53.2 10.3
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 : 21: 2 2 0 10 11 12 13:
Old : 21: 2 2 0 10 11 12 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 : 25.8 61.9 41.1 80.7 24.6 59.7 39.9 78.5
Old : 25.8 61.9 41.1 80.7 24.6 59.7 39.9 78.5
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 17, 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 : 15,955: 707 203 399 9,473 10,774 10,579 11,376: 5,376 4,579
Old : 15,955: 707 203 399 9,473 10,774 10,579 11,376: 5,376 4,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 5,261: 58 0 399 1,607 1,097 2,064 1,496: 3,197 3,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.3 2.5 59.4 67.5 66.3 71.3: 33.7 28.7
Old : 100.0: 4.4 1.3 2.5 59.4 67.5 66.3 71.3: 33.7 28.7
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 : 21: 2 1 2 11 13 13 16:
Old : 21: 2 1 2 11 13 13 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 : 47.6 46.9 59.6 60.8 40.3 43.8 49.1 55.0
Old : 47.6 46.9 59.6 60.8 40.3 43.8 49.1 55.0
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 17, 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 : 17,929: 1,574 265 578 12,842 14,192 14,994 15,035: 2,935 2,894
Old : 17,929: 1,574 265 578 12,842 14,192 14,994 15,035: 2,935 2,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,547: 68 -619 562 2,483 1,978 3,113 1,921: 434 1,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 1.5 3.2 71.6 79.2 83.6 83.9: 16.4 16.1
Old : 100.0: 8.8 1.5 3.2 71.6 79.2 83.6 83.9: 16.4 16.1
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 : 25: 4 1 2 13 14 17 17:
Old : 25: 4 1 2 13 14 17 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 : 44.7 49.6 66.0 71.3 34.8 47.6 50.1 58.9
Old : 44.7 49.6 66.0 71.3 34.8 47.6 50.1 58.9
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 17, 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 : 90,152: 7,933 1,797 689 69,775 79,930 78,397 82,416: 11,755 7,736
Old : 90,152: 7,933 1,797 689 69,775 79,930 78,397 82,416: 11,755 7,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 13,765: -4,620 -74 182 15,033 10,481 10,595 10,589: 3,170 3,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 2.0 0.8 77.4 88.7 87.0 91.4: 13.0 8.6
Old : 100.0: 8.8 2.0 0.8 77.4 88.7 87.0 91.4: 13.0 8.6
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 : 73: 8 2 3 47 41 56 45:
Old : 73: 8 2 3 47 41 56 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 : 26.6 39.2 44.2 58.6 23.0 38.9 40.5 55.4
Old : 26.6 39.2 44.2 58.6 23.0 38.9 40.5 55.4
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 17, 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 : 77,961: 12,991 8,199 20,582 31,238 36,490 64,812 65,270: 13,149 12,691
Old : 77,961: 12,991 8,199 20,582 31,238 36,490 64,812 65,270: 13,149 12,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 18,907: -1,504 -2,664 7,221 8,500 9,177 14,217 13,733: 4,690 5,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 10.5 26.4 40.1 46.8 83.1 83.7: 16.9 16.3
Old : 100.0: 16.7 10.5 26.4 40.1 46.8 83.1 83.7: 16.9 16.3
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 : 252: 57 45 33 105 102 180 163:
Old : 252: 57 45 33 105 102 180 163:
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 : 26.3 23.2 40.9 35.8 15.2 13.0 18.9 17.9
Old : 26.3 23.2 40.9 35.8 15.2 13.0 18.9 17.9
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 17, 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 : 389,806: 64,957 40,993 102,910 156,192 182,448 324,059 326,350: 65,747 63,456
Old : 389,806: 64,957 40,993 102,910 156,192 182,448 324,059 326,350: 65,747 63,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 94,537: -7,519 -13,322 36,104 42,501 45,883 71,087 68,666: 23,450 25,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 10.5 26.4 40.1 46.8 83.1 83.7: 16.9 16.3
Old : 100.0: 16.7 10.5 26.4 40.1 46.8 83.1 83.7: 16.9 16.3
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 : 252: 57 45 33 105 102 180 163:
Old : 252: 57 45 33 105 102 180 163:
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 : 26.3 23.2 40.9 35.8 15.2 13.0 18.9 17.9
Old : 26.3 23.2 40.9 35.8 15.2 13.0 18.9 17.9
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 17, 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 : 182,147: 36,971 69,708 17,964 103,946 63,151 158,882 150,823: 23,266 31,325
Old : 182,147: 36,971 69,708 17,964 103,946 63,151 158,882 150,823: 23,266 31,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -55,735: -11,895 -36,745 1,419 -42,675 -16,363 -53,151 -51,689: -2,584 -4,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 38.3 9.9 57.1 34.7 87.2 82.8: 12.8 17.2
Old : 100.0: 20.3 38.3 9.9 57.1 34.7 87.2 82.8: 12.8 17.2
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 : 83: 16 27 12 21 36 44 68:
Old : 83: 16 27 12 21 36 44 68:
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 : 38.6 28.2 56.7 38.6 38.2 26.2 54.8 33.9
Old : 38.6 28.2 56.7 38.6 38.2 26.2 54.8 33.9
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 17, 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 : 647,729: 61,595 79,355 36,067 516,786 501,335 614,448 616,757: 33,280 30,972
Old : 647,729: 61,595 79,355 36,067 516,786 501,335 614,448 616,757: 33,280 30,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 125,443: -22,651 16,057 12,694 116,921 84,414 106,964 113,164: 18,479 12,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 12.3 5.6 79.8 77.4 94.9 95.2: 5.1 4.8
Old : 100.0: 9.5 12.3 5.6 79.8 77.4 94.9 95.2: 5.1 4.8
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 : 314: 50 45 34 160 147 226 211:
Old : 314: 50 45 34 160 147 226 211:
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 : 21.4 17.6 32.2 31.2 19.2 15.8 27.5 27.4
Old : 21.4 17.6 32.2 31.2 19.2 15.8 27.5 27.4
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 17, 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 : 41,041: 4,624 8,858 215 23,037 25,782 27,876 34,855: 13,165 6,186
Old : 41,041: 4,624 8,858 215 23,037 25,782 27,876 34,855: 13,165 6,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -16,502: -6,134 -3,984 -988 -13,528 -3,145 -20,650 -8,117: 4,148 -8,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 21.6 0.5 56.1 62.8 67.9 84.9: 32.1 15.1
Old : 100.0: 11.3 21.6 0.5 56.1 62.8 67.9 84.9: 32.1 15.1
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 : 70: 8 16 5 30 27 40 46:
Old : 70: 8 16 5 30 27 40 46:
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 : 28.6 28.0 41.7 47.5 28.3 27.9 41.4 46.3
Old : 28.6 28.0 41.7 47.5 28.3 27.9 41.4 46.3
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 140,538: 59,957 1,157 1,664 78,761 137,670 140,382 140,491: 156 47
Old : 140,538: 59,957 1,157 1,664 78,761 137,670 140,382 140,491: 156 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -3,144: -5,030 57 -80 1,916 -2,127 -3,194 -2,150: 50 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 0.8 1.2 56.0 98.0 99.9 100.0: 0.1 0.0
Old : 100.0: 42.7 0.8 1.2 56.0 98.0 99.9 100.0: 0.1 0.0
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 : 48: 11 3 4 27 24 40 30:
Old : 48: 11 3 4 27 24 40 30:
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 : 62.1 62.3 78.6 85.6 49.8 50.5 59.2 62.1
Old : 62.1 62.3 78.6 85.6 49.8 50.5 59.2 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2020