BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 17,854: 447 1,892 3,126 13,680 12,177 17,252 17,195: 602 660
Old : 17,854: 447 1,892 3,126 13,680 12,177 17,252 17,195: 602 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 979: 59 -48 446 590 479 1,095 876: -116 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 10.6 17.5 76.6 68.2 96.6 96.3: 3.4 3.7
Old : 100.0: 2.5 10.6 17.5 76.6 68.2 96.6 96.3: 3.4 3.7
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 : 50: 2 11 11 32 25 43 38:
Old : 50: 2 11 11 32 25 43 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 : 31.4 32.5 50.1 54.1 30.3 28.1 45.2 43.9
Old : 31.4 32.5 50.1 54.1 30.3 28.1 45.2 43.9
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 31, 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 : 55,145: 11,814 5,931 17,049 21,207 18,995 50,070 41,975: 5,075 13,170
Old : 55,145: 11,814 5,931 17,049 21,207 18,995 50,070 41,975: 5,075 13,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 9,281: 1,336 1,127 4,103 3,206 2,299 8,645 7,529: 636 1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 10.8 30.9 38.5 34.4 90.8 76.1: 9.2 23.9
Old : 100.0: 21.4 10.8 30.9 38.5 34.4 90.8 76.1: 9.2 23.9
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 : 79: 17 20 28 36 31 65 67:
Old : 79: 17 20 28 36 31 65 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 : 40.2 24.3 58.5 38.6 31.3 17.0 35.8 21.7
Old : 40.2 24.3 58.5 38.6 31.3 17.0 35.8 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 26,954: 1,366 548 7,863 16,726 17,807 25,955 26,218: 999 736
Old : 26,954: 1,366 548 7,863 16,726 17,807 25,955 26,218: 999 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 3,103: 386 46 1,071 1,768 1,978 3,226 3,095: -122 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 2.0 29.2 62.1 66.1 96.3 97.3: 3.7 2.7
Old : 100.0: 5.1 2.0 29.2 62.1 66.1 96.3 97.3: 3.7 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 : 53: 7 6 10 39 29 51 40:
Old : 53: 7 6 10 39 29 51 40:
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 : 40.8 47.1 58.6 67.0 13.1 19.6 22.3 27.4
Old : 40.8 47.1 58.6 67.0 13.1 19.6 22.3 27.4
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 31, 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 : 13,666: 1,573 4,161 4,242 7,017 3,661 12,832 12,064: 834 1,602
Old : 13,666: 1,573 4,161 4,242 7,017 3,661 12,832 12,064: 834 1,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 420: 404 414 333 -240 -127 496 619: -77 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 30.5 31.0 51.4 26.8 93.9 88.3: 6.1 11.7
Old : 100.0: 11.5 30.5 31.0 51.4 26.8 93.9 88.3: 6.1 11.7
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 : 39: 6 5 9 22 22 31 33:
Old : 39: 6 5 9 22 22 31 33:
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 52.9 71.1 66.2 35.3 35.7 43.9 41.4
Old : 44.7 52.9 71.1 66.2 35.3 35.7 43.9 41.4
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 31, 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 : 338,048: 73,124 35,588 124,175 118,732 145,564 316,031 305,327: 22,017 32,721
Old : 304,338: 67,878 36,627 113,488 104,556 125,660 285,922 275,775: 18,416 28,563
Other: 33,710: 10,871 4,585 5,062 14,176 19,904 30,109 29,551: 3,601 4,158
: : :
: : Changes in Commitments from: March 24, 2020 :
: 17,453: 754 -457 14,408 1,856 3,089 17,017 17,040: 436 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 10.5 36.7 35.1 43.1 93.5 90.3: 6.5 9.7
Old : 100.0: 22.3 12.0 37.3 34.4 41.3 93.9 90.6: 6.1 9.4
Other: 100.0: 32.2 13.6 15.0 42.1 59.0 89.3 87.7: 10.7 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 100 85 124 91 93 250 253:
Old : 300: 94 93 121 88 92 242 251:
Other: 137: 30 26 29 54 59 101 101:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 21.2 23.7 29.7 10.5 13.4 17.0 17.4
Old : 13.1 21.0 25.4 29.6 10.9 12.8 17.7 16.8
Other: 24.1 29.5 37.0 38.2 24.1 26.1 35.2 32.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 352,603: 69,146 42,772 103,608 141,305 164,235 314,060 310,616: 38,543 41,987
Old : 352,603: 69,146 42,772 103,608 141,305 164,235 314,060 310,616: 38,543 41,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -4,925: -3,062 -6,853 4,052 -4,344 161 -3,354 -2,640: -1,572 -2,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 12.1 29.4 40.1 46.6 89.1 88.1: 10.9 11.9
Old : 100.0: 19.6 12.1 29.4 40.1 46.6 89.1 88.1: 10.9 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 : 368: 108 76 135 146 148 320 311:
Old : 368: 108 76 135 146 148 320 311:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 15.1 21.4 24.7 11.6 14.3 19.0 20.4
Old : 12.4 15.1 21.4 24.7 11.6 14.3 19.0 20.4
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 31, 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 : 3,319: 239 817 342 1,789 1,446 2,369 2,604: 950 715
Old : 3,319: 239 817 342 1,789 1,446 2,369 2,604: 950 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -36: -88 97 -60 90 -6 -58 30: 22 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 24.6 10.3 53.9 43.6 71.4 78.5: 28.6 21.5
Old : 100.0: 7.2 24.6 10.3 53.9 43.6 71.4 78.5: 28.6 21.5
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 : 38: 6 14 7 15 13 25 30:
Old : 38: 6 14 7 15 13 25 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 : 33.9 32.5 48.8 49.0 29.3 31.9 42.6 44.1
Old : 33.9 32.5 48.8 49.0 29.3 31.9 42.6 44.1
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 31, 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 : 43,474: 10,901 7,801 13,306 10,399 8,314 34,606 29,421: 8,868 14,053
Old : 43,474: 10,901 7,801 13,306 10,399 8,314 34,606 29,421: 8,868 14,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -5,858: 767 -1,244 -4,126 -984 113 -4,344 -5,257: -1,514 -601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 17.9 30.6 23.9 19.1 79.6 67.7: 20.4 32.3
Old : 100.0: 25.1 17.9 30.6 23.9 19.1 79.6 67.7: 20.4 32.3
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 : 164: 39 45 48 57 55 128 123:
Old : 164: 39 45 48 57 55 128 123:
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 : 17.8 11.3 26.7 19.2 15.9 6.9 22.2 11.0
Old : 17.8 11.3 26.7 19.2 15.9 6.9 22.2 11.0
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 31, 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 : 4,561: 108 2,766 148 3,475 1,368 3,731 4,283: 830 278
Old : 4,561: 108 2,766 148 3,475 1,368 3,731 4,283: 830 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 790: 9 558 -2 687 228 694 784: 96 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 60.7 3.2 76.2 30.0 81.8 93.9: 18.2 6.1
Old : 100.0: 2.4 60.7 3.2 76.2 30.0 81.8 93.9: 18.2 6.1
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 : 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 : 52.1 79.5 71.5 91.1 51.7 78.2 71.1 86.6
Old : 52.1 79.5 71.5 91.1 51.7 78.2 71.1 86.6
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 31, 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 : 40,367: 817 12,702 5,357 33,415 19,822 39,589 37,880: 778 2,487
Old : 40,367: 817 12,702 5,357 33,415 19,822 39,589 37,880: 778 2,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 5,870: 135 2,754 1,006 4,503 1,499 5,644 5,260: 226 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 31.5 13.3 82.8 49.1 98.1 93.8: 1.9 6.2
Old : 100.0: 2.0 31.5 13.3 82.8 49.1 98.1 93.8: 1.9 6.2
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 : 65: 5 19 12 29 33 44 54:
Old : 65: 5 19 12 29 33 44 54:
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 : 48.3 41.1 70.1 58.0 48.0 39.8 65.7 48.9
Old : 48.3 41.1 70.1 58.0 48.0 39.8 65.7 48.9
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 31, 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 : 22,867: 6,954 2,800 40 14,918 18,687 21,912 21,527: 955 1,340
Old : 22,867: 6,954 2,800 40 14,918 18,687 21,912 21,527: 955 1,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -954: -713 99 6 -26 -992 -733 -887: -221 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 12.2 0.2 65.2 81.7 95.8 94.1: 4.2 5.9
Old : 100.0: 30.4 12.2 0.2 65.2 81.7 95.8 94.1: 4.2 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 : 32: 11 9 1 7 6 18 16:
Old : 32: 11 9 1 7 6 18 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 : 66.5 81.3 84.3 87.6 66.3 81.3 84.1 87.6
Old : 66.5 81.3 84.3 87.6 66.3 81.3 84.1 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 151,146: 20,171 46,815 12,816 91,196 60,887 124,184 120,519: 26,962 30,627
Old : 151,146: 20,171 46,815 12,816 91,196 60,887 124,184 120,519: 26,962 30,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -5,568: -639 -6,093 -3,221 -715 2,103 -4,576 -7,211: -992 1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 31.0 8.5 60.3 40.3 82.2 79.7: 17.8 20.3
Old : 100.0: 13.3 31.0 8.5 60.3 40.3 82.2 79.7: 17.8 20.3
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 : 96: 18 23 12 37 38 61 68:
Old : 96: 18 23 12 37 38 61 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 : 26.1 22.6 38.5 37.5 24.3 21.4 33.9 30.4
Old : 26.1 22.6 38.5 37.5 24.3 21.4 33.9 30.4
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 31, 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 : 32,252: 10,463 4,974 1,415 9,887 14,789 21,765 21,177: 10,487 11,075
Old : 32,252: 10,463 4,974 1,415 9,887 14,789 21,765 21,177: 10,487 11,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -1,330: 264 -487 127 -2,057 -189 -1,665 -549: 336 -781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 15.4 4.4 30.7 45.9 67.5 65.7: 32.5 34.3
Old : 100.0: 32.4 15.4 4.4 30.7 45.9 67.5 65.7: 32.5 34.3
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 : 34: 5 8 3 11 14 18 23:
Old : 34: 5 8 3 11 14 18 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 : 39.4 34.9 50.7 45.3 39.4 33.3 49.2 42.2
Old : 39.4 34.9 50.7 45.3 39.4 33.3 49.2 42.2
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 31, 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 : 104,316: 28,169 20,682 1,158 70,603 78,057 99,930 99,898: 4,386 4,418
Old : 104,316: 28,169 20,682 1,158 70,603 78,057 99,930 99,898: 4,386 4,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -7,548: -12,283 2,035 6 4,186 -9,516 -8,091 -7,475: 544 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 19.8 1.1 67.7 74.8 95.8 95.8: 4.2 4.2
Old : 100.0: 27.0 19.8 1.1 67.7 74.8 95.8 95.8: 4.2 4.2
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 : 113: 23 46 9 20 28 47 79:
Old : 113: 23 46 9 20 28 47 79:
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 : 52.6 45.6 73.0 61.7 52.5 45.6 73.0 61.7
Old : 52.6 45.6 73.0 61.7 52.5 45.6 73.0 61.7
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 31, 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 : 210,301: 37,282 33,777 26,194 127,782 123,127 191,258 183,098: 19,043 27,203
Old : 210,301: 37,282 33,777 26,194 127,782 123,127 191,258 183,098: 19,043 27,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -16,267: -10,646 -5,653 -187 -4,779 -8,123 -15,611 -13,963: -656 -2,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 16.1 12.5 60.8 58.5 90.9 87.1: 9.1 12.9
Old : 100.0: 17.7 16.1 12.5 60.8 58.5 90.9 87.1: 9.1 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 20 29 13 36 47 62 83:
Old : 109: 20 29 13 36 47 62 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 18.5 48.0 32.3 32.2 16.6 42.6 27.5
Old : 33.5 18.5 48.0 32.3 32.2 16.6 42.6 27.5
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 31, 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 : 157,352: 48,231 30,562 21,443 67,208 81,889 136,882 133,895: 20,469 23,457
Old : 157,352: 48,231 30,562 21,443 67,208 81,889 136,882 133,895: 20,469 23,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -10,337: -7,512 -5,567 -2,877 584 -1,218 -9,806 -9,662: -531 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 19.4 13.6 42.7 52.0 87.0 85.1: 13.0 14.9
Old : 100.0: 30.7 19.4 13.6 42.7 52.0 87.0 85.1: 13.0 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 24 30 18 41 38 79 72:
Old : 108: 24 30 18 41 38 79 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 : 21.3 30.5 37.3 44.9 21.3 25.2 32.4 34.3
Old : 21.3 30.5 37.3 44.9 21.3 25.2 32.4 34.3
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 31, 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 : 634,755: 155,182 82,269 53,175 349,926 450,186 558,283 585,630: 76,472 49,125
Old : 634,755: 155,182 82,269 53,175 349,926 450,186 558,283 585,630: 76,472 49,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -31,593: 5,445 -11,733 -7,078 -18,994 -2,848 -20,627 -21,659: -10,967 -9,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 13.0 8.4 55.1 70.9 88.0 92.3: 12.0 7.7
Old : 100.0: 24.4 13.0 8.4 55.1 70.9 88.0 92.3: 12.0 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 70 57 39 103 78 188 159:
Old : 258: 70 57 39 103 78 188 159:
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 : 16.4 45.1 27.9 56.6 16.0 44.4 26.5 54.8
Old : 16.4 45.1 27.9 56.6 16.0 44.4 26.5 54.8
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 31, 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 : 48,495: 4,156 31,960 1,849 40,581 11,607 46,586 45,416: 1,909 3,079
Old : 48,495: 4,156 31,960 1,849 40,581 11,607 46,586 45,416: 1,909 3,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -881: 963 -4,502 1,325 -3,311 1,927 -1,023 -1,250: 142 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 65.9 3.8 83.7 23.9 96.1 93.7: 3.9 6.3
Old : 100.0: 8.6 65.9 3.8 83.7 23.9 96.1 93.7: 3.9 6.3
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 : 52: 10 28 6 7 9 21 40:
Old : 52: 10 28 6 7 9 21 40:
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 : 80.2 58.4 88.8 73.1 76.8 55.3 81.5 65.3
Old : 80.2 58.4 88.8 73.1 76.8 55.3 81.5 65.3
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 31, 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 : 39,736: 7,864 24,146 1,181 29,173 8,903 38,219 34,230: 1,517 5,506
Old : 39,736: 7,864 24,146 1,181 29,173 8,903 38,219 34,230: 1,517 5,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,163: 1,404 1,137 -12 -204 185 1,188 1,310: -25 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 60.8 3.0 73.4 22.4 96.2 86.1: 3.8 13.9
Old : 100.0: 19.8 60.8 3.0 73.4 22.4 96.2 86.1: 3.8 13.9
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 : 78: 18 30 8 21 17 42 52:
Old : 78: 18 30 8 21 17 42 52:
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 : 56.5 40.6 71.7 56.4 56.5 40.6 71.7 56.4
Old : 56.5 40.6 71.7 56.4 56.5 40.6 71.7 56.4
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 31, 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 : 12,951: 2,740 4,708 0 9,836 6,092 12,576 10,800: 375 2,151
Old : 12,951: 2,740 4,708 0 9,836 6,092 12,576 10,800: 375 2,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,979: 652 1,084 0 2,835 747 3,487 1,831: -1,508 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 36.4 0.0 75.9 47.0 97.1 83.4: 2.9 16.6
Old : 100.0: 21.2 36.4 0.0 75.9 47.0 97.1 83.4: 2.9 16.6
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 : 23: 4 10 0 4 5 8 15:
Old : 23: 4 10 0 4 5 8 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.4 69.0 97.1 75.8 88.4 69.0 97.1 75.8
Old : 88.4 69.0 97.1 75.8 88.4 69.0 97.1 75.8
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 31, 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 :28,096,839: 1,040,758 1,684,561 16,974,026 9,442,694 8,656,703 27,457,477 27,315,289: 639,362 781,550
Old :28,096,839: 1,040,758 1,684,561 16,974,026 9,442,694 8,656,703 27,457,477 27,315,289: 639,362 781,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,010,162: -32,930 551,081 578,339 434,958 -95,162 980,367 1,034,259: 29,794 -24,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 6.0 60.4 33.6 30.8 97.7 97.2: 2.3 2.8
Old : 100.0: 3.7 6.0 60.4 33.6 30.8 97.7 97.2: 2.3 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 : 262: 61 63 104 129 119 250 231:
Old : 262: 61 63 104 129 119 250 231:
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 : 23.8 27.1 38.6 41.5 5.7 5.3 6.9 7.6
Old : 23.8 27.1 38.6 41.5 5.7 5.3 6.9 7.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,982: 2,602 3,308 103 0 0 2,705 3,411: 1,277 570
Old : 3,982: 2,602 3,308 103 0 0 2,705 3,411: 1,277 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 6: 331 176 -67 0 0 264 109: -258 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 83.1 2.6 0.0 0.0 67.9 85.7: 32.1 14.3
Old : 100.0: 65.3 83.1 2.6 0.0 0.0 67.9 85.7: 32.1 14.3
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 : 44: 27 17 6 0 0 31 19:
Old : 44: 27 17 6 0 0 31 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 : 30.5 60.9 43.1 76.7 30.4 59.2 43.1 75.0
Old : 30.5 60.9 43.1 76.7 30.4 59.2 43.1 75.0
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 31, 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 : 165,708: 36,738 30,757 28,284 100,621 104,103 165,643 163,145: 65 2,563
Old : 165,708: 36,738 30,757 28,284 100,621 104,103 165,643 163,145: 65 2,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -6,121: 6,195 -4,399 -8,503 -3,538 5,436 -5,846 -7,466: -275 1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 18.6 17.1 60.7 62.8 100.0 98.5: 0.0 1.5
Old : 100.0: 22.2 18.6 17.1 60.7 62.8 100.0 98.5: 0.0 1.5
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 : 46: 12 14 20 10 16 34 40:
Old : 46: 12 14 20 10 16 34 40:
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 : 73.4 54.8 88.8 73.5 70.4 46.3 72.6 59.5
Old : 73.4 54.8 88.8 73.5 70.4 46.3 72.6 59.5
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 31, 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 : 371,091: 20,482 91,459 21,981 328,486 254,522 370,949 367,962: 142 3,129
Old : 371,091: 20,482 91,459 21,981 328,486 254,522 370,949 367,962: 142 3,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 21,736: -5,390 -797 -1,308 28,395 23,322 21,697 21,217: 39 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 24.6 5.9 88.5 68.6 100.0 99.2: 0.0 0.8
Old : 100.0: 5.5 24.6 5.9 88.5 68.6 100.0 99.2: 0.0 0.8
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 : 88: 15 26 26 25 38 53 78:
Old : 88: 15 26 26 25 38 53 78:
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 : 78.4 33.7 86.9 47.0 75.9 33.1 80.5 45.3
Old : 78.4 33.7 86.9 47.0 75.9 33.1 80.5 45.3
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 31, 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 : 1,079,152: 75,960 86,689 250,079 616,963 593,004 943,002 929,772: 136,151 149,380
Old : 1,079,152: 75,960 86,689 250,079 616,963 593,004 943,002 929,772: 136,151 149,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -11,382: 1,475 1,403 -40,478 7,442 -8,525 -31,561 -47,600: 20,179 36,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 8.0 23.2 57.2 55.0 87.4 86.2: 12.6 13.8
Old : 100.0: 7.0 8.0 23.2 57.2 55.0 87.4 86.2: 12.6 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 : 637: 108 124 118 300 311 474 487:
Old : 637: 108 124 118 300 311 474 487:
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 19.7 26.2 29.0 8.3 8.4 11.8 14.5
Old : 17.6 19.7 26.2 29.0 8.3 8.4 11.8 14.5
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 31, 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 : 105,390: 10,840 6,825 16,358 57,695 17,121 84,894 40,304: 20,496 65,086
Old : 105,390: 10,840 6,825 16,358 57,695 17,121 84,894 40,304: 20,496 65,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 32,427: 5,736 2,114 -1,840 23,373 4,068 27,268 4,342: 5,159 28,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 6.5 15.5 54.7 16.2 80.6 38.2: 19.4 61.8
Old : 100.0: 10.3 6.5 15.5 54.7 16.2 80.6 38.2: 19.4 61.8
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 : 28: 5 5 7 16 11 24 20:
Old : 28: 5 5 7 16 11 24 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 : 38.3 19.0 56.0 29.0 35.1 9.2 45.4 12.0
Old : 38.3 19.0 56.0 29.0 35.1 9.2 45.4 12.0
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 31, 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 : 9,677: 902 754 0 7,326 7,488 8,228 8,242: 1,449 1,435
Old : 9,677: 902 754 0 7,326 7,488 8,228 8,242: 1,449 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -222: 536 215 -84 -153 -382 299 -251: -521 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.8 0.0 75.7 77.4 85.0 85.2: 15.0 14.8
Old : 100.0: 9.3 7.8 0.0 75.7 77.4 85.0 85.2: 15.0 14.8
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 : 22: 2 2 0 11 8 13 10:
Old : 22: 2 2 0 11 8 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 62.2 71.4 80.1 53.0 62.2 71.4 80.1
Old : 53.0 62.2 71.4 80.1 53.0 62.2 71.4 80.1
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 31, 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 : 4,868,810: 405,249 478,974 1,088,953 2,796,336 2,879,415 4,290,538 4,447,342: 578,272 421,469
Old : 4,868,810: 405,249 478,974 1,088,953 2,796,336 2,879,415 4,290,538 4,447,342: 578,272 421,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -219,046: 32,033 49,779 -246,526 -79,652 -62,964 -294,145 -259,711: 75,100 40,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 9.8 22.4 57.4 59.1 88.1 91.3: 11.9 8.7
Old : 100.0: 8.3 9.8 22.4 57.4 59.1 88.1 91.3: 11.9 8.7
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 : 636: 106 126 116 297 309 470 484:
Old : 636: 106 126 116 297 309 470 484:
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 : 17.7 20.6 26.8 30.4 8.7 11.1 12.5 18.0
Old : 17.7 20.6 26.8 30.4 8.7 11.1 12.5 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 80,977: 7,196 2,380 513 65,892 73,500 73,601 76,393: 7,376 4,584
Old : 80,977: 7,196 2,380 513 65,892 73,500 73,601 76,393: 7,376 4,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -1,207: -2,135 1 513 350 -1,944 -1,272 -1,430: 65 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 2.9 0.6 81.4 90.8 90.9 94.3: 9.1 5.7
Old : 100.0: 8.9 2.9 0.6 81.4 90.8 90.9 94.3: 9.1 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 : 74: 7 5 2 45 34 52 41:
Old : 74: 7 5 2 45 34 52 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 : 29.7 44.7 48.8 65.9 27.3 44.3 44.5 64.1
Old : 29.7 44.7 48.8 65.9 27.3 44.3 44.5 64.1
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 31, 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 : 46,528: 12,433 7,754 8,696 19,720 22,578 40,850 39,029: 5,678 7,498
Old : 46,528: 12,433 7,754 8,696 19,720 22,578 40,850 39,029: 5,678 7,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -4,556: 11 1,169 -2,377 -1,221 -3,800 -3,588 -5,008: -968 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 16.7 18.7 42.4 48.5 87.8 83.9: 12.2 16.1
Old : 100.0: 26.7 16.7 18.7 42.4 48.5 87.8 83.9: 12.2 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 : 252: 58 44 19 99 97 169 148:
Old : 252: 58 44 19 99 97 169 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 21.4 31.8 32.7 14.1 13.1 21.0 20.9
Old : 20.8 21.4 31.8 32.7 14.1 13.1 21.0 20.9
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 31, 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 : 232,638: 62,166 38,772 43,482 98,600 112,892 204,248 195,146: 28,390 37,492
Old : 232,638: 62,166 38,772 43,482 98,600 112,892 204,248 195,146: 28,390 37,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -22,782: 53 5,846 -11,887 -6,107 -19,001 -17,942 -25,042: -4,841 2,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 16.7 18.7 42.4 48.5 87.8 83.9: 12.2 16.1
Old : 100.0: 26.7 16.7 18.7 42.4 48.5 87.8 83.9: 12.2 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 : 252: 58 44 19 99 97 169 148:
Old : 252: 58 44 19 99 97 169 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 21.4 31.8 32.7 14.1 13.1 21.0 20.9
Old : 20.8 21.4 31.8 32.7 14.1 13.1 21.0 20.9
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 31, 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 : 165,745: 24,043 60,619 18,967 103,895 56,551 146,905 136,137: 18,841 29,609
Old : 165,745: 24,043 60,619 18,967 103,895 56,551 146,905 136,137: 18,841 29,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -2,876: -3,388 3,267 -725 2,532 -4,534 -1,580 -1,991: -1,296 -885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 36.6 11.4 62.7 34.1 88.6 82.1: 11.4 17.9
Old : 100.0: 14.5 36.6 11.4 62.7 34.1 88.6 82.1: 11.4 17.9
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 : 85: 13 30 14 25 37 49 70:
Old : 85: 13 30 14 25 37 49 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 : 40.3 22.6 59.8 34.6 39.3 18.8 54.0 26.8
Old : 40.3 22.6 59.8 34.6 39.3 18.8 54.0 26.8
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 31, 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 : 550,180: 60,165 73,399 15,701 458,527 443,997 534,393 533,098: 15,787 17,082
Old : 550,180: 60,165 73,399 15,701 458,527 443,997 534,393 533,098: 15,787 17,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -3,331: 7,409 549 -2,625 -9,716 -2,982 -4,932 -5,058: 1,601 1,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 13.3 2.9 83.3 80.7 97.1 96.9: 2.9 3.1
Old : 100.0: 10.9 13.3 2.9 83.3 80.7 97.1 96.9: 2.9 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 : 290: 45 41 17 136 123 186 176:
Old : 290: 45 41 17 136 123 186 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 17.8 31.2 32.1 17.0 16.9 26.7 29.4
Old : 18.1 17.8 31.2 32.1 17.0 16.9 26.7 29.4
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 31, 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 : 31,807: 3,129 4,300 220 22,802 18,655 26,151 23,175: 5,656 8,632
Old : 31,807: 3,129 4,300 220 22,802 18,655 26,151 23,175: 5,656 8,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -7,128: -1,971 -1,977 -75 -935 -7,112 -2,981 -9,164: -4,147 2,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.5 0.7 71.7 58.7 82.2 72.9: 17.8 27.1
Old : 100.0: 9.8 13.5 0.7 71.7 58.7 82.2 72.9: 17.8 27.1
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 : 62: 7 11 2 24 26 33 37:
Old : 62: 7 11 2 24 26 33 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 : 33.1 30.5 49.4 40.0 32.9 30.5 48.4 40.0
Old : 33.1 30.5 49.4 40.0 32.9 30.5 48.4 40.0
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 31, 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 : 145,118: 62,411 51 1,441 81,112 143,295 144,964 144,787: 154 331
Old : 145,118: 62,411 51 1,441 81,112 143,295 144,964 144,787: 154 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -979: 4,251 2 -5 -5,240 -1,265 -994 -1,268: 15 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 0.0 1.0 55.9 98.7 99.9 99.8: 0.1 0.2
Old : 100.0: 43.0 0.0 1.0 55.9 98.7 99.9 99.8: 0.1 0.2
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 : 50: 14 1 4 28 24 43 28:
Old : 50: 14 1 4 28 24 43 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 : 61.7 57.3 83.8 84.3 50.0 41.7 58.6 55.9
Old : 61.7 57.3 83.8 84.3 50.0 41.7 58.6 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 03, 2020