BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 15,769
COMMITMENTS
9 2,628 2,316 12,488 10,137 14,812 15,081 956 688
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 187)
-3 -509 192 -102 521 86 203 101 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 16.7 14.7 79.2 64.3 93.9 95.6 6.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 9 9 31 25 40 36
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,575
COMMITMENTS
6,882 3,272 12,630 19,384 15,883 38,896 31,785 4,679 11,790
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,753)
1,197 330 784 681 864 2,662 1,978 91 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 7.5 29.0 44.5 36.4 89.3 72.9 10.7 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 17 27 33 29 63 63
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 17,891
COMMITMENTS
531 969 4,131 12,304 12,232 16,966 17,333 925 558
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -486)
188 -532 -174 -542 300 -528 -407 42 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 5.4 23.1 68.8 68.4 94.8 96.9 5.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 6 8 40 29 51 40
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,801
COMMITMENTS
2,331 1,720 3,226 6,390 5,211 11,947 10,157 854 2,644
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -1,098)
-1,214 -81 320 -103 -655 -997 -416 -101 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 13.4 25.2 49.9 40.7 93.3 79.3 6.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 8 19 23 28 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 371,463
COMMITMENTS
96,165 58,010 127,395 118,483 148,821 342,043 334,226 29,419 37,237
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -4,575)
-4,269 -7,366 2,595 -3,341 -923 -5,016 -5,694 441 1,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 15.6 34.3 31.9 40.1 92.1 90.0 7.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
128 96 134 90 93 283 269
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 412,034
COMMITMENTS
92,149 60,993 122,681 156,794 176,234 371,624 359,908 40,410 52,127
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 7,761)
-2,380 8,011 6,207 2,079 -4,362 5,906 9,855 1,855 -2,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 14.8 29.8 38.1 42.8 90.2 87.3 9.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
132 85 144 154 161 351 340
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,860
COMMITMENTS
1,460 473 383 885 2,104 2,728 2,960 1,132 900
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -1,228)
-861 13 -382 -3 -552 -1,246 -921 19 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 12.2 9.9 22.9 54.5 70.7 76.7 29.3 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 8 6 13 16 29 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,508
COMMITMENTS
15,079 14,523 21,914 11,899 7,765 48,891 44,202 11,617 16,306
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -2,804)
-2,153 -690 -1,218 -432 -1,326 -3,803 -3,234 998 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 24.0 36.2 19.7 12.8 80.8 73.1 19.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
54 48 67 63 57 151 147
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,507
COMMITMENTS
620 6,684 3,952 22,331 15,195 26,904 25,832 603 1,675
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,762)
-100 1,497 228 2,633 760 2,761 2,484 0 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 24.3 14.4 81.2 55.2 97.8 93.9 2.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
10 17 16 33 32 55 53
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,706
COMMITMENTS
29,123 1,424 537 17,708 45,442 47,368 47,403 6,338 6,303
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -81)
2,703 963 139 -7,186 -6,085 -4,344 -4,983 4,263 4,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 2.7 1.0 33.0 84.6 88.2 88.3 11.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 6 3 8 8 28 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 180,234
COMMITMENTS
55,007 45,861 9,980 76,463 93,653 141,450 149,494 38,784 30,740
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -3,884)
-8,375 -3,069 2,329 1,680 -3,307 -4,366 -4,047 482 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 25.4 5.5 42.4 52.0 78.5 82.9 21.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
25 26 12 40 42 72 75
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,861
COMMITMENTS
14,920 17,560 2,048 25,327 20,235 42,295 39,843 15,566 18,018
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -2,518)
-5,439 -1,959 898 -2,060 3,734 -6,601 2,673 4,083 -5,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 30.3 3.5 43.8 35.0 73.1 68.9 26.9 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 14 6 17 20 30 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 235,903
COMMITMENTS
147,316 16,134 4,245 78,306 212,101 229,868 232,480 6,034 3,423
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -41,321)
-29,527 -10,138 2,796 -14,412 -33,867 -41,144 -41,209 -178 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 6.8 1.8 33.2 89.9 97.4 98.5 2.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
72 31 15 28 31 109 69
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 248,017
COMMITMENTS
76,705 43,954 25,211 117,872 149,107 219,788 218,272 28,229 29,746
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 8,793)
1,946 -1,211 8,307 2,564 -312 12,817 6,784 -4,024 2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 17.7 10.2 47.5 60.1 88.6 88.0 11.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
30 28 19 50 49 88 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 254,783
COMMITMENTS
48,754 90,548 34,864 145,665 95,212 229,283 220,624 25,500 34,159
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -14,308)
-2,565 -22,378 9,442 -20,769 8,662 -13,891 -4,275 -417 -10,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 35.5 13.7 57.2 37.4 90.0 86.6 10.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
30 47 26 43 49 93 102
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 752,287
COMMITMENTS
153,147 237,148 69,274 439,092 381,946 661,513 688,367 90,774 63,920
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 41,897)
-324 -40,089 8,829 40,794 75,632 49,299 44,373 -7,402 -2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 31.5 9.2 58.4 50.8 87.9 91.5 12.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
78 75 59 115 88 220 198
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,266
COMMITMENTS
3,043 1,142 716 11,481 14,923 15,240 16,781 7,026 5,485
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -735)
-219 -243 151 514 -752 446 -844 -1,181 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 5.1 3.2 51.6 67.0 68.4 75.4 31.6 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 2 13 11 17 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 55,131
COMMITMENTS
5,229 48,087 442 47,368 4,534 53,039 53,063 2,092 2,068
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -17,094)
-6,464 -593 -401 -9,724 -15,234 -16,589 -16,228 -505 -866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 87.2 0.8 85.9 8.2 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 29 4 9 10 25 40
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 63,548
COMMITMENTS
20,440 37,465 1,920 38,684 18,593 61,045 57,979 2,503 5,569
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 4,722)
1,476 3,160 389 3,467 1,445 5,333 4,995 -611 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 59.0 3.0 60.9 29.3 96.1 91.2 3.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
26 51 16 27 19 62 78
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,860
COMMITMENTS
14,288 2,967 192 4,743 14,618 19,223 17,777 637 2,083
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -602)
-1,186 364 177 862 -1,071 -147 -530 -455 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.9 14.9 1.0 23.9 73.6 96.8 89.5 3.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 8 2 4 8 13 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 29,369,956
COMMITMENTS
2566882 432,608 16936274 9165091 11104004 28668246 28472885 701,710 897,070
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 4,953,784)
352,445 -203,127 4193878 484,560 972,406 5030883 4963158 -77,099 -9,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.5 57.7 31.2 37.8 97.6 96.9 2.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
80 58 104 128 129 257 246
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 4,897
COMMITMENTS
2,219 3,812 654 0 0 2,873 4,466 2,024 431
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -857)
-1,497 -1,070 241 0 0 -1,255 -828 399 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 77.8 13.4 0.0 0.0 58.7 91.2 41.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
25 14 8 0 0 27 21
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 209,600
COMMITMENTS
37,275 48,254 41,386 129,720 117,018 208,381 206,658 1,220 2,943
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 31,974)
16,555 14,790 6,262 9,192 11,177 32,009 32,229 -35 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 23.0 19.7 61.9 55.8 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
20 13 22 13 20 44 46
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 306,314
COMMITMENTS
101,735 63,665 40,877 162,989 200,930 305,601 305,472 713 842
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,733)
-3,882 1,474 -6,731 13,056 8,125 2,443 2,868 290 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 20.8 13.3 53.2 65.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 26 22 22 33 51 74
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,006,337
COMMITMENTS
80,263 77,598 244,575 544,825 554,031 869,664 876,204 136,673 130,132
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 116,931)
-11,624 -2,703 40,415 58,963 46,319 87,754 84,031 29,177 32,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 7.7 24.3 54.1 55.1 86.4 87.1 13.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661)
133 120 136 320 315 513 511
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 110,279
COMMITMENTS
12,689 10,614 15,828 59,309 23,966 87,825 50,408 22,453 59,871
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 28,528)
1,372 2,349 1,107 22,789 -6,829 25,267 -3,372 3,261 31,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 9.6 14.4 53.8 21.7 79.6 45.7 20.4 54.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 5 10 18 16 30 27
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 13,435
COMMITMENTS
1,352 508 0 9,678 12,365 11,030 12,873 2,405 562
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -100)
-654 130 -2 645 182 -11 310 -89 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.8 0.0 72.0 92.0 82.1 95.8 17.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 0 7 14 11 16
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 16,781
COMMITMENTS
935 1,353 0 13,251 13,968 14,186 15,321 2,595 1,460
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 673)
128 980 -46 273 -399 355 535 318 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.1 0.0 79.0 83.2 84.5 91.3 15.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 14 8 16 11
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,480,289
COMMITMENTS
432,152 429,197 1049458 2427582 2650325 3909193 4128981 571,096 351,308
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 442,013)
-38,704 1,013 170,263 180,874 265,742 312,433 437,019 129,580 4,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 9.6 23.4 54.2 59.2 87.3 92.2 12.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 658)
132 119 133 317 312 507 506
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 28,305
COMMITMENTS
594 2,484 0 22,364 24,585 22,958 27,069 5,347 1,236
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -205)
-218 55 0 627 -858 409 -803 -614 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.8 0.0 79.0 86.9 81.1 95.6 18.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 0 7 13 9 15
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 9,419
COMMITMENTS
785 1,363 0 7,280 7,758 8,065 9,121 1,354 298
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 14.5 0.0 77.3 82.4 85.6 96.8 14.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 9 8 12 9
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 11,117
COMMITMENTS
548 204 0 8,218 10,189 8,766 10,393 2,351 724
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -1,301)
25 -249 0 -1,541 -893 -1,516 -1,142 215 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.8 0.0 73.9 91.7 78.9 93.5 21.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 8 11 10 12
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 16,040
COMMITMENTS
1,510 1,415 0 10,127 14,290 11,637 15,705 4,403 335
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 87)
93 0 0 -827 1,267 -734 1,267 821 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.8 0.0 63.1 89.1 72.5 97.9 27.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 0 11 11 15 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 72,814
COMMITMENTS
14,156 2,685 930 48,455 66,193 63,541 69,808 9,273 3,006
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -2,867)
-1,382 -502 488 229 -2,392 -665 -2,406 -2,202 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 3.7 1.3 66.5 90.9 87.3 95.9 12.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 5 8 41 40 59 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 57,397
COMMITMENTS
15,470 9,105 12,049 21,604 28,264 49,124 49,419 8,274 7,978
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 3,780)
-1,281 197 3,414 4,576 2,508 6,710 6,119 -2,929 -2,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 15.9 21.0 37.6 49.2 85.6 86.1 14.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
60 61 43 91 95 170 180
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 286,986
COMMITMENTS
77,350 45,527 60,247 108,020 141,321 245,618 247,095 41,369 39,891
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 18,901)
-6,403 983 17,069 22,882 12,541 33,548 30,593 -14,647 -11,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 15.9 21.0 37.6 49.2 85.6 86.1 14.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
60 61 43 91 95 170 180
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 252,966
COMMITMENTS
62,497 117,083 15,869 148,383 83,133 226,750 216,085 26,216 36,881
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 9,134)
6,401 14,439 -245 11,946 -4,408 18,102 9,786 -8,968 -652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 46.3 6.3 58.7 32.9 89.6 85.4 10.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
27 43 20 28 41 64 95
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 482,865
COMMITMENTS
84,168 61,751 18,791 357,569 384,788 460,529 465,330 22,336 17,535
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -4,924)
-27,449 -1,923 6,157 20,431 -7,464 -861 -3,231 -4,063 -1,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 12.8 3.9 74.1 79.7 95.4 96.4 4.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
54 43 23 144 121 206 180
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 17,253
COMMITMENTS
2,797 4,218 1,043 8,125 8,127 11,965 13,388 5,288 3,865
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -2,306)
-254 -4,088 440 -1,995 1,241 -1,809 -2,407 -497 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 24.4 6.0 47.1 47.1 69.4 77.6 30.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 5 3 9 8 17 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,600
COMMITMENTS
8,586 10,306 2,300 30,631 17,112 41,517 29,718 10,083 21,882
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -8,494)
-8,741 -433 1,003 -1,703 2,032 -9,441 2,602 947 -11,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 20.0 4.5 59.4 33.2 80.5 57.6 19.5 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 21 7 31 25 46 51
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 137,717
COMMITMENTS
57,085 950 1,744 78,810 134,462 137,639 137,156 78 561
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 12,489)
16,581 -3,411 -450 -3,668 15,850 12,463 11,989 26 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 0.7 1.3 57.2 97.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 1 4 29 23 43 28
Updated March 06, 2020