BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 16,164 COMMITMENTS 96 1,960 2,439 12,778 11,132 15,314 15,531 850 633 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,641) 91 -26 332 1,240 1,344 1,664 1,650 -23 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 12.1 15.1 79.1 68.9 94.7 96.1 5.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 10 10 31 24 41 36 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,486 COMMITMENTS 9,620 4,494 11,856 17,232 15,524 38,709 31,874 4,777 11,612 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,876) 1,919 813 1,065 584 1,213 3,568 3,091 309 786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 10.3 27.3 39.6 35.7 89.0 73.3 11.0 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 18 20 28 34 30 63 67 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 22,182 COMMITMENTS 466 708 6,256 14,393 14,494 21,115 21,458 1,068 724 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,698) 46 18 1,453 2,064 2,107 3,562 3,578 136 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 3.2 28.2 64.9 65.3 95.2 96.7 4.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 8 9 39 26 50 38 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,699 COMMITMENTS 1,333 2,887 3,822 6,512 3,778 11,667 10,487 1,032 2,212 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 534) 96 999 266 118 -617 480 648 54 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 22.7 30.1 51.3 29.7 91.9 82.6 8.1 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 5 8 19 21 28 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 356,649 COMMITMENTS 82,141 47,194 126,273 124,156 148,102 332,570 321,568 24,079 35,081 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -10,132) -6,615 -4,560 -8,194 8,667 1,970 -6,142 -10,785 -3,990 653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 13.2 35.4 34.8 41.5 93.2 90.2 6.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 101 92 126 91 92 259 257 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 387,058 COMMITMENTS 79,734 57,513 117,359 152,724 164,664 349,816 339,535 37,242 47,523 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -19,060) -10,614 -6,708 -376 -4,714 -7,266 -15,705 -14,350 -3,355 -4,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 14.9 30.3 39.5 42.5 90.4 87.7 9.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 112 84 141 152 150 331 320 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,270 COMMITMENTS 317 568 345 1,669 1,639 2,331 2,552 939 718 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -441) -524 -42 27 285 -394 -211 -408 -230 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 17.4 10.5 51.0 50.1 71.3 78.0 28.7 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 11 6 17 17 26 30 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,431 COMMITMENTS 11,113 11,044 20,418 12,281 8,031 43,812 39,493 11,619 15,938 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -3,949) -3,282 -3,055 -688 527 86 -3,443 -3,657 -506 -292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 19.9 36.8 22.2 14.5 79.0 71.2 21.0 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 45 51 60 71 61 153 144 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,370 COMMITMENTS 753 9,484 4,071 27,026 17,215 31,850 30,771 520 1,599 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 4,932) 56 1,816 548 4,422 2,763 5,025 5,127 -93 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 29.3 12.6 83.5 53.2 98.4 95.1 1.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 9 15 14 31 33 49 53 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,596 COMMITMENTS 8,583 4,457 44 15,792 19,641 24,419 24,142 1,177 1,454 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -26,206) -21,006 1,341 -467 -4,474 -26,074 -25,947 -25,200 -259 -1,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 17.4 0.2 61.7 76.7 95.4 94.3 4.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 12 1 5 7 18 20 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 212,290 COMMITMENTS 42,728 54,291 15,986 121,680 96,144 180,393 166,421 31,896 45,868 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 12,723) -5,182 2,785 3,042 19,366 -6,159 17,226 -333 -4,503 13,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 25.6 7.5 57.3 45.3 85.0 78.4 15.0 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 22 22 16 43 37 71 72 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,112 COMMITMENTS 14,201 6,167 1,395 10,887 17,991 26,484 25,554 11,628 12,558 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -15,472) 469 -5,620 -1,691 -9,312 -7,181 -10,533 -14,491 -4,939 -981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 16.2 3.7 28.6 47.2 69.5 67.0 30.5 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 6 3 11 14 20 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 123,469 COMMITMENTS 55,287 21,624 1,674 62,697 96,385 119,658 119,682 3,811 3,787 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -102,354) -74,014 4,790 -2,017 -23,859 -104,353 -99,890 -101,580 -2,465 -774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 17.5 1.4 50.8 78.1 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 28 34 9 21 28 52 68 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 221,771 COMMITMENTS 56,445 42,963 23,712 119,351 133,877 199,508 200,552 22,263 21,219 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -17,668) -2,089 9,583 4,283 -12,633 -29,736 -10,439 -15,870 -7,228 -1,798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 19.4 10.7 53.8 60.4 90.0 90.4 10.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 23 27 15 38 48 67 85 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 168,978 COMMITMENTS 56,087 24,941 27,193 60,834 94,482 144,114 146,616 24,864 22,362 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -39,970) -4,606 -25,951 -4,311 -29,001 -3,500 -37,919 -33,762 -2,051 -6,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 14.8 16.1 36.0 55.9 85.3 86.8 14.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 29 22 20 37 39 80 69 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 680,940 COMMITMENTS 148,153 117,068 56,014 393,682 460,088 597,849 633,171 83,091 47,769 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -73,083) -4,126 -47,647 -8,367 -47,825 -10,105 -60,318 -66,119 -12,764 -6,963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 17.2 8.2 57.8 67.6 87.8 93.0 12.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 66 53 42 107 78 192 155 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 50,774 COMMITMENTS 4,131 38,114 290 44,180 9,706 48,601 48,110 2,173 2,664 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -2,608) 207 -5,636 288 -2,883 2,875 -2,388 -2,473 -220 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 75.1 0.6 87.0 19.1 95.7 94.8 4.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 10 29 3 7 10 20 41 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,623 COMMITMENTS 9,451 30,251 1,278 32,964 12,860 43,694 44,389 1,930 1,234 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -26,147) -10,876 -5,789 -2,644 -12,490 -13,451 -26,010 -21,884 -136 -4,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 66.3 2.8 72.3 28.2 95.8 97.3 4.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 17 35 10 21 17 43 57 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,501 COMMITMENTS 4,562 3,409 0 5,636 5,293 10,198 8,702 303 1,799 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -8,480) -9,598 205 -3 1,539 -8,426 -8,062 -8,224 -418 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 32.5 0.0 53.7 50.4 97.1 82.9 2.9 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 8 0 3 4 10 12 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 26,398,181 COMMITMENTS 1339134 737,946 15887723 8513302 8932101 25740159 25557770 658,022 840,411 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -5,402,599) -591,932 382,431 -3422101 -1296571 -2310131 -5310604 -5349801 -91,994 -52,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 2.8 60.2 32.2 33.8 97.5 96.8 2.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 63 58 103 122 120 241 231 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 4,559 COMMITMENTS 2,895 3,870 148 0 0 3,043 4,019 1,516 540 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 134) 516 439 -374 0 0 142 65 -8 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.5 84.9 3.3 0.0 0.0 66.7 88.1 33.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 21 23 8 0 0 25 27 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 245,220 COMMITMENTS 36,096 67,432 39,329 169,537 135,614 244,962 242,376 259 2,845 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 12,491) 6,130 13,801 -3,212 9,426 1,952 12,344 12,541 147 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 27.5 16.0 69.1 55.3 99.9 98.8 0.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 15 16 23 13 18 42 44 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 362,970 COMMITMENTS 69,343 92,877 28,362 265,191 239,358 362,896 360,597 74 2,373 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 17,767) -12,508 23,944 -16,088 46,421 9,708 17,825 17,564 -58 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 25.6 7.8 73.1 65.9 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 17 31 24 21 40 49 84 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,584,910 COMMITMENTS 78,847 75,281 472,000 824,309 828,628 1375157 1375910 209,754 209,001 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 406,698) -3,455 -4,752 165,112 191,364 199,151 353,020 359,511 53,678 47,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 4.7 29.8 52.0 52.3 86.8 86.8 13.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 659) 131 111 151 336 339 534 535 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 177,345 COMMITMENTS 23,901 13,076 30,090 97,719 34,914 151,711 78,081 25,635 99,265 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 39,248) 9,710 2,526 12,053 13,871 7,542 35,634 22,121 3,615 17,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 7.4 17.0 55.1 19.7 85.5 44.0 14.5 56.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 5 12 25 16 39 29 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| 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: 17,635 COMMITMENTS 935 1,562 341 12,496 12,664 13,772 14,567 3,863 3,068 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 716) 0 198 341 -765 -1,600 -424 -1,061 1,140 1,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 8.9 1.9 70.9 71.8 78.1 82.6 21.9 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 1 16 11 19 14 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 7,037,826 COMMITMENTS 399,195 435,489 2085087 3632949 3968569 6117231 6489145 920,594 548,680 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,837,250) -32,091 -2,656 731,564 887,460 958,042 1586933 1686950 250,316 150,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 6.2 29.6 51.6 56.4 86.9 92.2 13.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655) 129 110 148 333 338 528 531 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| 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: 24,094 COMMITMENTS 0 2,516 0 20,398 17,722 20,398 20,238 3,696 3,856 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -1,346) 0 -3 0 -2,709 -2,099 -2,709 -2,102 1,363 756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.4 0.0 84.7 73.6 84.7 84.0 15.3 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 10 17 10 19 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Health Care In OPEN INTEREST: 14,598 COMMITMENTS 2,042 1,096 0 4,786 12,004 6,828 13,100 7,770 1,498 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 7.5 0.0 32.8 82.2 46.8 89.7 53.2 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 0 10 11 12 13 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| 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: 15,955 COMMITMENTS 707 203 399 9,473 10,774 10,579 11,376 5,376 4,579 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 5,261) 58 0 399 1,607 1,097 2,064 1,496 3,197 3,765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 1.3 2.5 59.4 67.5 66.3 71.3 33.7 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 11 13 13 16 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| 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: 17,929 COMMITMENTS 1,574 265 578 12,842 14,192 14,994 15,035 2,935 2,894 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 3,547) 68 -619 562 2,483 1,978 3,113 1,921 434 1,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 1.5 3.2 71.6 79.2 83.6 83.9 16.4 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 2 13 14 17 17 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 90,152 COMMITMENTS 7,933 1,797 689 69,775 79,930 78,397 82,416 11,755 7,736 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 13,765) -4,620 -74 182 15,033 10,481 10,595 10,589 3,170 3,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 2.0 0.8 77.4 88.7 87.0 91.4 13.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 8 2 3 47 41 56 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 77,961 COMMITMENTS 12,991 8,199 20,582 31,238 36,490 64,812 65,270 13,149 12,691 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 18,907) -1,504 -2,664 7,221 8,500 9,177 14,217 13,733 4,690 5,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 10.5 26.4 40.1 46.8 83.1 83.7 16.9 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 57 45 33 105 102 180 163 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 389,806 COMMITMENTS 64,957 40,993 102,910 156,192 182,448 324,059 326,350 65,747 63,456 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 94,537) -7,519 -13,322 36,104 42,501 45,883 71,087 68,666 23,450 25,871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 10.5 26.4 40.1 46.8 83.1 83.7 16.9 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 57 45 33 105 102 180 163 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 182,147 COMMITMENTS 36,971 69,708 17,964 103,946 63,151 158,882 150,823 23,266 31,325 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -55,735) -11,895 -36,745 1,419 -42,675 -16,363 -53,151 -51,689 -2,584 -4,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 38.3 9.9 57.1 34.7 87.2 82.8 12.8 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 16 27 12 21 36 44 68 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 647,729 COMMITMENTS 61,595 79,355 36,067 516,786 501,335 614,448 616,757 33,280 30,972 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 125,443) -22,651 16,057 12,694 116,921 84,414 106,964 113,164 18,479 12,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 12.3 5.6 79.8 77.4 94.9 95.2 5.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 50 45 34 160 147 226 211 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,041 COMMITMENTS 4,624 8,858 215 23,037 25,782 27,876 34,855 13,165 6,186 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -16,502) -6,134 -3,984 -988 -13,528 -3,145 -20,650 -8,117 4,148 -8,385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 21.6 0.5 56.1 62.8 67.9 84.9 32.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 8 16 5 30 27 40 46 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| 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: 140,538 COMMITMENTS 59,957 1,157 1,664 78,761 137,670 140,382 140,491 156 47 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -3,144) -5,030 57 -80 1,916 -2,127 -3,194 -2,150 50 -994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 0.8 1.2 56.0 98.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 3 4 27 24 40 30
Updated March 20, 2020