BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 16,875: 388 1,940 2,680 13,090 11,699 16,157 16,318: 718 557
Old : 16,875: 388 1,940 2,680 13,090 11,699 16,157 16,318: 718 557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 712: 292 -20 240 312 567 844 787: -132 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 11.5 15.9 77.6 69.3 95.7 96.7: 4.3 3.3
Old : 100.0: 2.3 11.5 15.9 77.6 69.3 95.7 96.7: 4.3 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 : 50: 2 11 10 32 24 42 37:
Old : 50: 2 11 10 32 24 42 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 : 32.2 32.6 50.4 53.8 31.2 30.5 46.8 47.7
Old : 32.2 32.6 50.4 53.8 31.2 30.5 46.8 47.7
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 24, 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 : 45,864: 10,478 4,804 12,946 18,001 16,696 41,425 34,446: 4,439 11,418
Old : 45,864: 10,478 4,804 12,946 18,001 16,696 41,425 34,446: 4,439 11,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 2,378: 858 310 1,090 769 1,173 2,716 2,572: -338 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 10.5 28.2 39.2 36.4 90.3 75.1: 9.7 24.9
Old : 100.0: 22.8 10.5 28.2 39.2 36.4 90.3 75.1: 9.7 24.9
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 : 81: 20 19 28 35 30 64 68:
Old : 81: 20 19 28 35 30 64 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 : 39.9 26.0 58.4 40.1 30.8 16.7 35.5 21.4
Old : 39.9 26.0 58.4 40.1 30.8 16.7 35.5 21.4
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 24, 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 : 23,851: 980 502 6,793 14,957 15,828 22,729 23,123: 1,122 728
Old : 23,851: 980 502 6,793 14,957 15,828 22,729 23,123: 1,122 728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,669: 514 -206 536 565 1,335 1,615 1,665: 54 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.1 28.5 62.7 66.4 95.3 96.9: 4.7 3.1
Old : 100.0: 4.1 2.1 28.5 62.7 66.4 95.3 96.9: 4.7 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 : 52: 8 5 10 38 27 50 38:
Old : 52: 8 5 10 38 27 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 : 38.0 47.5 55.6 67.7 13.8 21.6 23.5 29.7
Old : 38.0 47.5 55.6 67.7 13.8 21.6 23.5 29.7
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 24, 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 : 13,246: 1,169 3,748 3,909 7,258 3,788 12,336 11,445: 910 1,801
Old : 13,246: 1,169 3,748 3,909 7,258 3,788 12,336 11,445: 910 1,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 547: -164 861 87 745 10 668 958: -121 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 28.3 29.5 54.8 28.6 93.1 86.4: 6.9 13.6
Old : 100.0: 8.8 28.3 29.5 54.8 28.6 93.1 86.4: 6.9 13.6
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 : 39: 5 6 9 21 23 30 34:
Old : 39: 5 6 9 21 23 30 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 : 42.6 50.3 68.9 63.8 36.3 33.6 47.6 40.5
Old : 42.6 50.3 68.9 63.8 36.3 33.6 47.6 40.5
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 24, 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 : 320,594: 72,370 36,045 109,767 116,876 142,475 299,014 288,287: 21,581 32,307
Old : 288,592: 67,038 36,765 100,823 102,621 123,083 270,483 260,672: 18,109 27,920
Other: 32,002: 9,937 3,884 4,339 14,255 19,392 28,531 27,615: 3,472 4,387
: : :
: : Changes in Commitments from: March 17, 2020 :
: -36,055: -9,770 -11,149 -16,506 -7,280 -5,626 -33,556 -33,281: -2,499 -2,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 11.2 34.2 36.5 44.4 93.3 89.9: 6.7 10.1
Old : 100.0: 23.2 12.7 34.9 35.6 42.6 93.7 90.3: 6.3 9.7
Other: 100.0: 31.1 12.1 13.6 44.5 60.6 89.2 86.3: 10.8 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 103 76 120 88 89 247 238:
Old : 288: 96 84 116 85 89 237 237:
Other: 133: 32 21 26 53 58 97 96:
:----------------------------------------------------------------------------------------------------
: 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 21.3 23.2 30.2 10.7 14.3 17.5 18.4
Old : 13.4 21.1 24.9 30.1 11.4 13.7 18.3 17.9
Other: 20.7 29.9 33.5 39.3 20.7 25.8 31.4 34.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 357,528: 72,208 49,625 99,556 145,649 164,074 317,413 313,255: 40,115 44,273
Old : 357,528: 72,208 49,625 99,556 145,649 164,074 317,413 313,255: 40,115 44,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -29,530: -7,526 -7,887 -17,803 -7,074 -590 -32,403 -26,280: 2,873 -3,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 13.9 27.8 40.7 45.9 88.8 87.6: 11.2 12.4
Old : 100.0: 20.2 13.9 27.8 40.7 45.9 88.8 87.6: 11.2 12.4
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 : 364: 108 77 126 152 141 317 299:
Old : 364: 108 77 126 152 141 317 299:
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 16.2 20.9 25.3 11.4 14.5 18.8 21.7
Old : 12.2 16.2 20.9 25.3 11.4 14.5 18.8 21.7
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 24, 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 : 3,355: 327 720 402 1,698 1,452 2,427 2,574: 928 781
Old : 3,355: 327 720 402 1,698 1,452 2,427 2,574: 928 781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 85: 10 152 57 29 -187 96 22: -11 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 21.5 12.0 50.6 43.3 72.3 76.7: 27.7 23.3
Old : 100.0: 9.7 21.5 12.0 50.6 43.3 72.3 76.7: 27.7 23.3
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 : 36: 10 10 8 14 12 26 28:
Old : 36: 10 10 8 14 12 26 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 : 32.8 32.6 46.7 48.6 27.4 32.2 39.3 43.5
Old : 32.8 32.6 46.7 48.6 27.4 32.2 39.3 43.5
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 24, 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 : 49,331: 10,135 9,045 17,432 11,383 8,201 38,949 34,678: 10,382 14,653
Old : 49,331: 10,135 9,045 17,432 11,383 8,201 38,949 34,678: 10,382 14,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -6,100: -979 -1,998 -2,986 -898 170 -4,863 -4,815: -1,237 -1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 18.3 35.3 23.1 16.6 79.0 70.3: 21.0 29.7
Old : 100.0: 20.5 18.3 35.3 23.1 16.6 79.0 70.3: 21.0 29.7
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 : 186: 44 48 65 68 60 153 145:
Old : 186: 44 48 65 68 60 153 145:
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 : 17.6 12.4 27.1 20.6 13.7 6.1 19.0 10.4
Old : 17.6 12.4 27.1 20.6 13.7 6.1 19.0 10.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 3,770: 99 2,208 150 2,788 1,140 3,037 3,498: 733 272
Old : 3,770: 99 2,208 150 2,788 1,140 3,037 3,498: 733 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 58.6 4.0 73.9 30.2 80.5 92.8: 19.5 7.2
Old : 100.0: 2.6 58.6 4.0 73.9 30.2 80.5 92.8: 19.5 7.2
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 : 20: 2 5 4 13 6 18 12:
Old : 20: 2 5 4 13 6 18 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 : 46.4 78.1 68.1 89.7 46.0 76.3 67.7 83.9
Old : 46.4 78.1 68.1 89.7 46.0 76.3 67.7 83.9
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 24, 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 : 34,497: 682 9,947 4,351 28,912 18,322 33,945 32,620: 552 1,876
Old : 34,497: 682 9,947 4,351 28,912 18,322 33,945 32,620: 552 1,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 2,127: -70 463 279 1,886 1,107 2,095 1,850: 32 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 28.8 12.6 83.8 53.1 98.4 94.6: 1.6 5.4
Old : 100.0: 2.0 28.8 12.6 83.8 53.1 98.4 94.6: 1.6 5.4
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 : 66: 7 16 12 31 34 47 53:
Old : 66: 7 16 12 31 34 47 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 : 51.5 41.7 73.6 57.6 51.4 40.5 67.8 52.0
Old : 51.5 41.7 73.6 57.6 51.4 40.5 67.8 52.0
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 24, 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 : 23,821: 7,667 2,701 34 14,944 19,679 22,645 22,414: 1,176 1,407
Old : 23,821: 7,667 2,701 34 14,944 19,679 22,645 22,414: 1,176 1,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -1,775: -916 -1,756 -10 -848 38 -1,774 -1,728: -1 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 11.3 0.1 62.7 82.6 95.1 94.1: 4.9 5.9
Old : 100.0: 32.2 11.3 0.1 62.7 82.6 95.1 94.1: 4.9 5.9
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 : 34: 12 10 1 6 8 18 19:
Old : 34: 12 10 1 6 8 18 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 : 70.3 80.2 87.0 87.4 70.1 80.2 86.9 87.4
Old : 70.3 80.2 87.0 87.4 70.1 80.2 86.9 87.4
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 24, 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 : 156,714: 20,811 52,907 16,038 91,912 58,784 128,760 127,730: 27,954 28,984
Old : 156,714: 20,811 52,907 16,038 91,912 58,784 128,760 127,730: 27,954 28,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -55,576: -21,917 -1,384 52 -29,768 -37,359 -51,633 -38,692: -3,943 -16,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 33.8 10.2 58.6 37.5 82.2 81.5: 17.8 18.5
Old : 100.0: 13.3 33.8 10.2 58.6 37.5 82.2 81.5: 17.8 18.5
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 : 96: 16 24 12 39 36 62 67:
Old : 96: 16 24 12 39 36 62 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 : 25.1 25.7 39.2 39.5 23.5 23.2 33.3 31.4
Old : 25.1 25.7 39.2 39.5 23.5 23.2 33.3 31.4
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 24, 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 : 33,581: 10,198 5,460 1,288 11,944 14,977 23,430 21,726: 10,151 11,855
Old : 33,581: 10,198 5,460 1,288 11,944 14,977 23,430 21,726: 10,151 11,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -4,530: -4,003 -707 -107 1,056 -3,014 -3,053 -3,828: -1,477 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 16.3 3.8 35.6 44.6 69.8 64.7: 30.2 35.3
Old : 100.0: 30.4 16.3 3.8 35.6 44.6 69.8 64.7: 30.2 35.3
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 : 36: 5 8 3 13 14 20 23:
Old : 36: 5 8 3 13 14 20 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 : 40.1 34.8 50.1 43.4 38.7 34.6 48.4 42.7
Old : 40.1 34.8 50.1 43.4 38.7 34.6 48.4 42.7
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 24, 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 : 111,863: 40,452 18,647 1,152 66,417 87,573 108,022 107,373: 3,842 4,491
Old : 111,863: 40,452 18,647 1,152 66,417 87,573 108,022 107,373: 3,842 4,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -11,606: -14,835 -2,976 -521 3,720 -8,812 -11,636 -12,309: 30 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 16.7 1.0 59.4 78.3 96.6 96.0: 3.4 4.0
Old : 100.0: 36.2 16.7 1.0 59.4 78.3 96.6 96.0: 3.4 4.0
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 : 110: 27 39 10 19 29 50 74:
Old : 110: 27 39 10 19 29 50 74:
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 : 62.2 50.7 76.2 66.0 62.2 50.7 76.2 66.0
Old : 62.2 50.7 76.2 66.0 62.2 50.7 76.2 66.0
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 24, 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 : 226,568: 47,928 39,430 26,380 132,561 131,250 206,869 197,060: 19,699 29,508
Old : 226,568: 47,928 39,430 26,380 132,561 131,250 206,869 197,060: 19,699 29,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 4,797: -8,517 -3,533 2,668 13,210 -2,626 7,361 -3,492: -2,564 8,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 17.4 11.6 58.5 57.9 91.3 87.0: 8.7 13.0
Old : 100.0: 21.2 17.4 11.6 58.5 57.9 91.3 87.0: 8.7 13.0
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 : 106: 22 24 12 37 44 65 75:
Old : 106: 22 24 12 37 44 65 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 : 32.7 19.3 46.8 32.8 31.9 17.2 43.2 27.4
Old : 32.7 19.3 46.8 32.8 31.9 17.2 43.2 27.4
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 24, 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 : 167,689: 55,743 36,129 24,320 66,625 83,107 146,688 143,557: 21,000 24,132
Old : 167,689: 55,743 36,129 24,320 66,625 83,107 146,688 143,557: 21,000 24,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -1,289: -343 11,188 -2,873 5,791 -11,374 2,574 -3,059: -3,864 1,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 21.5 14.5 39.7 49.6 87.5 85.6: 12.5 14.4
Old : 100.0: 33.2 21.5 14.5 39.7 49.6 87.5 85.6: 12.5 14.4
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 : 107: 30 22 17 40 41 80 70:
Old : 107: 30 22 17 40 41 80 70:
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 : 24.5 32.6 38.5 47.1 23.3 26.5 32.4 37.3
Old : 24.5 32.6 38.5 47.1 23.3 26.5 32.4 37.3
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 24, 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 : 666,348: 149,736 94,002 60,254 368,920 453,033 578,910 607,289: 87,438 59,059
Old : 666,348: 149,736 94,002 60,254 368,920 453,033 578,910 607,289: 87,438 59,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -14,592: 1,583 -23,066 4,240 -24,762 -7,055 -18,939 -25,881: 4,348 11,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 14.1 9.0 55.4 68.0 86.9 91.1: 13.1 8.9
Old : 100.0: 22.5 14.1 9.0 55.4 68.0 86.9 91.1: 13.1 8.9
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 : 247: 71 43 41 102 78 187 149:
Old : 247: 71 43 41 102 78 187 149:
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 : 17.1 42.3 28.8 56.2 16.7 41.7 27.1 53.8
Old : 17.1 42.3 28.8 56.2 16.7 41.7 27.1 53.8
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 24, 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 : 49,376: 3,193 36,462 524 43,892 9,680 47,609 46,666: 1,767 2,710
Old : 49,376: 3,193 36,462 524 43,892 9,680 47,609 46,666: 1,767 2,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -1,398: -938 -1,652 234 -288 -26 -992 -1,444: -406 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 73.8 1.1 88.9 19.6 96.4 94.5: 3.6 5.5
Old : 100.0: 6.5 73.8 1.1 88.9 19.6 96.4 94.5: 3.6 5.5
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 : 51: 8 27 5 8 9 21 39:
Old : 51: 8 27 5 8 9 21 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 : 84.2 58.3 91.2 73.3 82.9 55.5 88.2 70.3
Old : 84.2 58.3 91.2 73.3 82.9 55.5 88.2 70.3
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 24, 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 : 38,573: 6,460 23,009 1,193 29,377 8,717 37,031 32,920: 1,542 5,653
Old : 38,573: 6,460 23,009 1,193 29,377 8,717 37,031 32,920: 1,542 5,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -7,051: -2,991 -7,242 -85 -3,587 -4,143 -6,663 -11,469: -388 4,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 59.7 3.1 76.2 22.6 96.0 85.3: 4.0 14.7
Old : 100.0: 16.7 59.7 3.1 76.2 22.6 96.0 85.3: 4.0 14.7
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 : 78: 13 35 6 21 17 36 56:
Old : 78: 13 35 6 21 17 36 56:
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 : 58.9 39.6 74.6 52.7 58.9 39.6 74.6 52.7
Old : 58.9 39.6 74.6 52.7 58.9 39.6 74.6 52.7
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 24, 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 : 10,972: 2,088 3,624 0 7,001 5,345 9,089 8,969: 1,883 2,003
Old : 10,972: 2,088 3,624 0 7,001 5,345 9,089 8,969: 1,883 2,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 471: -2,474 215 0 1,365 52 -1,109 267: 1,580 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 33.0 0.0 63.8 48.7 82.8 81.7: 17.2 18.3
Old : 100.0: 19.0 33.0 0.0 63.8 48.7 82.8 81.7: 17.2 18.3
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 : 20: 4 9 0 3 5 7 14:
Old : 20: 4 9 0 3 5 7 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 : 77.2 67.9 82.8 74.7 77.2 67.9 82.1 74.7
Old : 77.2 67.9 82.8 74.7 77.2 67.9 82.1 74.7
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 24, 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 :27,086,678: 1,073,688 1,133,480 16,395,686 9,007,736 8,751,865 26,477,110 26,281,031: 609,567 805,647
Old :27,086,678: 1,073,688 1,133,480 16,395,686 9,007,736 8,751,865 26,477,110 26,281,031: 609,567 805,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 688,496: -265,447 395,533 507,963 494,434 -180,236 736,951 723,260: -48,455 -34,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.2 60.5 33.3 32.3 97.7 97.0: 2.3 3.0
Old : 100.0: 4.0 4.2 60.5 33.3 32.3 97.7 97.0: 2.3 3.0
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: 57 62 100 126 118 240 227:
Old : 256: 57 62 100 126 118 240 227:
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 : 23.7 24.8 38.2 38.7 5.4 4.0 7.0 6.2
Old : 23.7 24.8 38.2 38.7 5.4 4.0 7.0 6.2
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 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,976: 2,271 3,133 170 0 0 2,441 3,303: 1,535 673
Old : 3,976: 2,271 3,133 170 0 0 2,441 3,303: 1,535 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -583: -624 -738 22 0 0 -602 -716: 19 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 78.8 4.3 0.0 0.0 61.4 83.1: 38.6 16.9
Old : 100.0: 57.1 78.8 4.3 0.0 0.0 61.4 83.1: 38.6 16.9
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 : 41: 24 17 8 0 0 29 20:
Old : 41: 24 17 8 0 0 29 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 : 29.7 59.0 41.2 70.7 29.7 56.7 41.2 68.4
Old : 29.7 59.0 41.2 70.7 29.7 56.7 41.2 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 24, 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 : 171,829: 30,543 35,157 36,787 104,159 98,667 171,489 170,611: 340 1,218
Old : 171,829: 30,543 35,157 36,787 104,159 98,667 171,489 170,611: 340 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -73,392: -5,553 -32,276 -2,542 -65,378 -36,947 -73,473 -71,765: 81 -1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.5 21.4 60.6 57.4 99.8 99.3: 0.2 0.7
Old : 100.0: 17.8 20.5 21.4 60.6 57.4 99.8 99.3: 0.2 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 : 45: 13 15 19 10 15 34 38:
Old : 45: 13 15 19 10 15 34 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 : 69.2 51.2 84.9 69.4 66.5 41.7 68.7 56.1
Old : 69.2 51.2 84.9 69.4 66.5 41.7 68.7 56.1
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 24, 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 : 349,355: 25,872 92,256 23,289 300,091 231,200 349,252 346,745: 103 2,610
Old : 349,355: 25,872 92,256 23,289 300,091 231,200 349,252 346,745: 103 2,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -13,615: -43,471 -621 -5,073 34,900 -8,158 -13,644 -13,852: 29 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 26.4 6.7 85.9 66.2 100.0 99.3: 0.0 0.7
Old : 100.0: 7.4 26.4 6.7 85.9 66.2 100.0 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 : 90: 16 28 25 24 38 54 77:
Old : 90: 16 28 25 24 38 54 77:
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 : 75.3 33.8 84.1 48.8 73.0 33.4 78.5 47.3
Old : 75.3 33.8 84.1 48.8 73.0 33.4 78.5 47.3
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 24, 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 : 1,090,535: 74,485 85,286 290,557 609,520 601,529 974,563 977,373: 115,972 113,162
Old : 1,090,535: 74,485 85,286 290,557 609,520 601,529 974,563 977,373: 115,972 113,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -494,376: -4,362 10,005 -181,443 -214,789 -227,099 -400,594 -398,537: -93,782 -95,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 7.8 26.6 55.9 55.2 89.4 89.6: 10.6 10.4
Old : 100.0: 6.8 7.8 26.6 55.9 55.2 89.4 89.6: 10.6 10.4
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 : 641: 121 116 116 302 304 484 475:
Old : 641: 121 116 116 302 304 484 475:
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 : 20.6 23.1 29.1 33.4 7.9 10.1 12.4 15.7
Old : 20.6 23.1 29.1 33.4 7.9 10.1 12.4 15.7
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 24, 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 : 72,963: 5,105 4,710 18,198 34,323 13,053 57,626 35,962: 15,338 37,001
Old : 72,963: 5,105 4,710 18,198 34,323 13,053 57,626 35,962: 15,338 37,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -104,382: -18,797 -8,366 -11,891 -63,397 -21,861 -94,085 -42,118: -10,297 -62,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.5 24.9 47.0 17.9 79.0 49.3: 21.0 50.7
Old : 100.0: 7.0 6.5 24.9 47.0 17.9 79.0 49.3: 21.0 50.7
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 : 26: 5 7 9 13 9 23 20:
Old : 26: 5 7 9 13 9 23 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 : 31.8 23.2 51.9 35.6 28.6 6.2 37.1 7.9
Old : 31.8 23.2 51.9 35.6 28.6 6.2 37.1 7.9
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 24, 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 : 9,899: 366 539 84 7,479 7,870 7,929 8,493: 1,970 1,406
Old : 9,899: 366 539 84 7,479 7,870 7,929 8,493: 1,970 1,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -7,736: -569 -1,023 -257 -5,017 -4,794 -5,843 -6,074: -1,893 -1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.4 0.8 75.6 79.5 80.1 85.8: 19.9 14.2
Old : 100.0: 3.7 5.4 0.8 75.6 79.5 80.1 85.8: 19.9 14.2
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 : 20: 1 2 1 12 6 14 8:
Old : 20: 1 2 1 12 6 14 8:
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 : 54.6 71.6 69.4 85.8 54.6 71.6 69.4 84.2
Old : 54.6 71.6 69.4 85.8 54.6 71.6 69.4 84.2
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 24, 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 : 5,087,856: 373,216 429,194 1,335,479 2,875,988 2,942,379 4,584,683 4,707,052: 503,173 380,804
Old : 5,087,856: 373,216 429,194 1,335,479 2,875,988 2,942,379 4,584,683 4,707,052: 503,173 380,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
:-1,949,970: -25,979 -6,295 -749,608 -756,961 -1,026,190 -1,532,548 -1,782,093: -417,422 -167,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 8.4 26.2 56.5 57.8 90.1 92.5: 9.9 7.5
Old : 100.0: 7.3 8.4 26.2 56.5 57.8 90.1 92.5: 9.9 7.5
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 : 639: 121 114 114 302 304 482 473:
Old : 639: 121 114 114 302 304 482 473:
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 : 20.5 23.6 29.3 34.1 8.2 11.4 13.0 17.5
Old : 20.5 23.6 29.3 34.1 8.2 11.4 13.0 17.5
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 24, 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 : 82,184: 9,331 2,379 0 65,542 75,444 74,873 77,823: 7,311 4,361
Old : 82,184: 9,331 2,379 0 65,542 75,444 74,873 77,823: 7,311 4,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -7,968: 1,398 582 -689 -4,233 -4,486 -3,524 -4,593: -4,444 -3,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 2.9 0.0 79.8 91.8 91.1 94.7: 8.9 5.3
Old : 100.0: 11.4 2.9 0.0 79.8 91.8 91.1 94.7: 8.9 5.3
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: 9 5 0 44 34 53 39:
Old : 75: 9 5 0 44 34 53 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 : 30.3 43.7 49.6 65.0 26.8 43.3 45.8 63.2
Old : 30.3 43.7 49.6 65.0 26.8 43.3 45.8 63.2
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 24, 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 : 51,084: 12,423 6,585 11,074 20,941 26,378 44,438 44,037: 6,646 7,047
Old : 51,084: 12,423 6,585 11,074 20,941 26,378 44,438 44,037: 6,646 7,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -26,877: -569 -1,613 -9,508 -10,297 -10,111 -20,374 -21,233: -6,503 -5,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 12.9 21.7 41.0 51.6 87.0 86.2: 13.0 13.8
Old : 100.0: 24.3 12.9 21.7 41.0 51.6 87.0 86.2: 13.0 13.8
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 : 235: 52 40 21 99 84 166 130:
Old : 235: 52 40 21 99 84 166 130:
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 : 24.7 23.5 35.5 37.0 15.5 14.5 22.1 23.5
Old : 24.7 23.5 35.5 37.0 15.5 14.5 22.1 23.5
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 24, 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 : 255,420: 62,113 32,926 55,370 104,707 131,892 222,190 220,187: 33,230 35,233
Old : 255,420: 62,113 32,926 55,370 104,707 131,892 222,190 220,187: 33,230 35,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -134,386: -2,844 -8,067 -47,540 -51,485 -50,555 -101,869 -106,163: -32,517 -28,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 12.9 21.7 41.0 51.6 87.0 86.2: 13.0 13.8
Old : 100.0: 24.3 12.9 21.7 41.0 51.6 87.0 86.2: 13.0 13.8
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 : 235: 52 40 21 99 84 166 130:
Old : 235: 52 40 21 99 84 166 130:
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 : 24.7 23.5 35.5 37.0 15.5 14.5 22.1 23.5
Old : 24.7 23.5 35.5 37.0 15.5 14.5 22.1 23.5
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 24, 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 : 168,621: 27,430 57,352 19,692 101,363 61,084 148,485 138,128: 20,136 30,494
Old : 168,621: 27,430 57,352 19,692 101,363 61,084 148,485 138,128: 20,136 30,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -13,526: -9,541 -12,356 1,727 -2,583 -2,066 -10,396 -12,695: -3,129 -831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 34.0 11.7 60.1 36.2 88.1 81.9: 11.9 18.1
Old : 100.0: 16.3 34.0 11.7 60.1 36.2 88.1 81.9: 11.9 18.1
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 : 83: 12 28 14 23 39 46 70:
Old : 83: 12 28 14 23 39 46 70:
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 : 39.5 23.3 58.7 35.0 38.7 20.1 54.6 28.0
Old : 39.5 23.3 58.7 35.0 38.7 20.1 54.6 28.0
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 24, 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 : 553,511: 52,756 72,850 18,326 468,243 446,979 539,325 538,155: 14,186 15,356
Old : 553,511: 52,756 72,850 18,326 468,243 446,979 539,325 538,155: 14,186 15,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -94,217: -8,839 -6,505 -17,741 -48,543 -54,356 -75,123 -78,602: -19,094 -15,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 13.2 3.3 84.6 80.8 97.4 97.2: 2.6 2.8
Old : 100.0: 9.5 13.2 3.3 84.6 80.8 97.4 97.2: 2.6 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 : 293: 44 41 15 138 128 189 177:
Old : 293: 44 41 15 138 128 189 177:
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 : 20.1 18.7 34.3 33.3 19.6 17.3 30.2 31.0
Old : 20.1 18.7 34.3 33.3 19.6 17.3 30.2 31.0
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 24, 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 : 38,935: 5,100 6,277 295 23,737 25,767 29,132 32,339: 9,803 6,596
Old : 38,935: 5,100 6,277 295 23,737 25,767 29,132 32,339: 9,803 6,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -2,106: 476 -2,581 80 700 -15 1,256 -2,516: -3,362 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.1 0.8 61.0 66.2 74.8 83.1: 25.2 16.9
Old : 100.0: 13.1 16.1 0.8 61.0 66.2 74.8 83.1: 25.2 16.9
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 : 70: 8 15 3 26 30 35 47:
Old : 70: 8 15 3 26 30 35 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 : 33.3 27.9 47.6 40.7 33.0 27.8 46.3 40.6
Old : 33.3 27.9 47.6 40.7 33.0 27.8 46.3 40.6
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 24, 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 : 146,097: 58,160 49 1,446 86,352 144,560 145,958 146,055: 139 42
Old : 146,097: 58,160 49 1,446 86,352 144,560 145,958 146,055: 139 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 5,559: -1,797 -1,108 -218 7,591 6,890 5,576 5,564: -17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 0.0 1.0 59.1 98.9 99.9 100.0: 0.1 0.0
Old : 100.0: 39.8 0.0 1.0 59.1 98.9 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 : 47: 12 1 5 27 25 40 30:
Old : 47: 12 1 5 27 25 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 : 63.3 58.7 82.1 85.1 46.7 41.0 55.2 54.6
Old : 63.3 58.7 82.1 85.1 46.7 41.0 55.2 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2020