BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 16,875
COMMITMENTS
388 1,940 2,680 13,090 11,699 16,157 16,318 718 557
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 712)
292 -20 240 312 567 844 787 -132 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 11.5 15.9 77.6 69.3 95.7 96.7 4.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 11 10 32 24 42 37
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,864
COMMITMENTS
10,478 4,804 12,946 18,001 16,696 41,425 34,446 4,439 11,418
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 2,378)
858 310 1,090 769 1,173 2,716 2,572 -338 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 10.5 28.2 39.2 36.4 90.3 75.1 9.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 19 28 35 30 64 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 23,851
COMMITMENTS
980 502 6,793 14,957 15,828 22,729 23,123 1,122 728
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,669)
514 -206 536 565 1,335 1,615 1,665 54 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.1 28.5 62.7 66.4 95.3 96.9 4.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 5 10 38 27 50 38
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,246
COMMITMENTS
1,169 3,748 3,909 7,258 3,788 12,336 11,445 910 1,801
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 547)
-164 861 87 745 10 668 958 -121 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 28.3 29.5 54.8 28.6 93.1 86.4 6.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 6 9 21 23 30 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 320,594
COMMITMENTS
72,370 36,045 109,767 116,876 142,475 299,014 288,287 21,581 32,307
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -36,055)
-9,770 -11,149 -16,506 -7,280 -5,626 -33,556 -33,281 -2,499 -2,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 11.2 34.2 36.5 44.4 93.3 89.9 6.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
103 76 120 88 89 247 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 357,528
COMMITMENTS
72,208 49,625 99,556 145,649 164,074 317,413 313,255 40,115 44,273
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -29,530)
-7,526 -7,887 -17,803 -7,074 -590 -32,403 -26,280 2,873 -3,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 13.9 27.8 40.7 45.9 88.8 87.6 11.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
108 77 126 152 141 317 299
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,355
COMMITMENTS
327 720 402 1,698 1,452 2,427 2,574 928 781
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 85)
10 152 57 29 -187 96 22 -11 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 21.5 12.0 50.6 43.3 72.3 76.7 27.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 10 8 14 12 26 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,331
COMMITMENTS
10,135 9,045 17,432 11,383 8,201 38,949 34,678 10,382 14,653
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -6,100)
-979 -1,998 -2,986 -898 170 -4,863 -4,815 -1,237 -1,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 18.3 35.3 23.1 16.6 79.0 70.3 21.0 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
44 48 65 68 60 153 145
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,770
COMMITMENTS
99 2,208 150 2,788 1,140 3,037 3,498 733 272
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 58.6 4.0 73.9 30.2 80.5 92.8 19.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 5 4 13 6 18 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,497
COMMITMENTS
682 9,947 4,351 28,912 18,322 33,945 32,620 552 1,876
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 2,127)
-70 463 279 1,886 1,107 2,095 1,850 32 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 28.8 12.6 83.8 53.1 98.4 94.6 1.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
7 16 12 31 34 47 53
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,821
COMMITMENTS
7,667 2,701 34 14,944 19,679 22,645 22,414 1,176 1,407
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,775)
-916 -1,756 -10 -848 38 -1,774 -1,728 -1 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 11.3 0.1 62.7 82.6 95.1 94.1 4.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 10 1 6 8 18 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 156,714
COMMITMENTS
20,811 52,907 16,038 91,912 58,784 128,760 127,730 27,954 28,984
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -55,576)
-21,917 -1,384 52 -29,768 -37,359 -51,633 -38,692 -3,943 -16,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 33.8 10.2 58.6 37.5 82.2 81.5 17.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
16 24 12 39 36 62 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 33,581
COMMITMENTS
10,198 5,460 1,288 11,944 14,977 23,430 21,726 10,151 11,855
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -4,530)
-4,003 -707 -107 1,056 -3,014 -3,053 -3,828 -1,477 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 16.3 3.8 35.6 44.6 69.8 64.7 30.2 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 8 3 13 14 20 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,863
COMMITMENTS
40,452 18,647 1,152 66,417 87,573 108,022 107,373 3,842 4,491
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -11,606)
-14,835 -2,976 -521 3,720 -8,812 -11,636 -12,309 30 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 16.7 1.0 59.4 78.3 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
27 39 10 19 29 50 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 226,568
COMMITMENTS
47,928 39,430 26,380 132,561 131,250 206,869 197,060 19,699 29,508
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 4,797)
-8,517 -3,533 2,668 13,210 -2,626 7,361 -3,492 -2,564 8,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 17.4 11.6 58.5 57.9 91.3 87.0 8.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
22 24 12 37 44 65 75
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 167,689
COMMITMENTS
55,743 36,129 24,320 66,625 83,107 146,688 143,557 21,000 24,132
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,289)
-343 11,188 -2,873 5,791 -11,374 2,574 -3,059 -3,864 1,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 21.5 14.5 39.7 49.6 87.5 85.6 12.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
30 22 17 40 41 80 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 666,348
COMMITMENTS
149,736 94,002 60,254 368,920 453,033 578,910 607,289 87,438 59,059
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -14,592)
1,583 -23,066 4,240 -24,762 -7,055 -18,939 -25,881 4,348 11,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 14.1 9.0 55.4 68.0 86.9 91.1 13.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
71 43 41 102 78 187 149
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 49,376
COMMITMENTS
3,193 36,462 524 43,892 9,680 47,609 46,666 1,767 2,710
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,398)
-938 -1,652 234 -288 -26 -992 -1,444 -406 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 73.8 1.1 88.9 19.6 96.4 94.5 3.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 27 5 8 9 21 39
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,573
COMMITMENTS
6,460 23,009 1,193 29,377 8,717 37,031 32,920 1,542 5,653
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -7,051)
-2,991 -7,242 -85 -3,587 -4,143 -6,663 -11,469 -388 4,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 59.7 3.1 76.2 22.6 96.0 85.3 4.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 35 6 21 17 36 56
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,972
COMMITMENTS
2,088 3,624 0 7,001 5,345 9,089 8,969 1,883 2,003
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 471)
-2,474 215 0 1,365 52 -1,109 267 1,580 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 33.0 0.0 63.8 48.7 82.8 81.7 17.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 9 0 3 5 7 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 27,086,678
COMMITMENTS
1073688 1133480 16395686 9007736 8751865 26477110 26281031 609,567 805,647
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 688,496)
-265,447 395,533 507,963 494,434 -180,236 736,951 723,260 -48,455 -34,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.2 60.5 33.3 32.3 97.7 97.0 2.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
57 62 100 126 118 240 227
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 3,976
COMMITMENTS
2,271 3,133 170 0 0 2,441 3,303 1,535 673
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -583)
-624 -738 22 0 0 -602 -716 19 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 78.8 4.3 0.0 0.0 61.4 83.1 38.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 17 8 0 0 29 20
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 171,829
COMMITMENTS
30,543 35,157 36,787 104,159 98,667 171,489 170,611 340 1,218
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -73,392)
-5,553 -32,276 -2,542 -65,378 -36,947 -73,473 -71,765 81 -1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 20.5 21.4 60.6 57.4 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 15 19 10 15 34 38
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 349,355
COMMITMENTS
25,872 92,256 23,289 300,091 231,200 349,252 346,745 103 2,610
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -13,615)
-43,471 -621 -5,073 34,900 -8,158 -13,644 -13,852 29 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 26.4 6.7 85.9 66.2 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
16 28 25 24 38 54 77
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,090,535
COMMITMENTS
74,485 85,286 290,557 609,520 601,529 974,563 977,373 115,972 113,162
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -494,376)
-4,362 10,005 -181,443 -214,789 -227,099 -400,594 -398,537 -93,782 -95,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 7.8 26.6 55.9 55.2 89.4 89.6 10.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 641)
121 116 116 302 304 484 475
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 72,963
COMMITMENTS
5,105 4,710 18,198 34,323 13,053 57,626 35,962 15,338 37,001
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -104,382)
-18,797 -8,366 -11,891 -63,397 -21,861 -94,085 -42,118 -10,297 -62,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.5 24.9 47.0 17.9 79.0 49.3 21.0 50.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 7 9 13 9 23 20
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| 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: 9,899
COMMITMENTS
366 539 84 7,479 7,870 7,929 8,493 1,970 1,406
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -7,736)
-569 -1,023 -257 -5,017 -4,794 -5,843 -6,074 -1,893 -1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.4 0.8 75.6 79.5 80.1 85.8 19.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 12 6 14 8
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 5,087,856
COMMITMENTS
373,216 429,194 1335479 2875988 2942379 4584683 4707052 503,173 380,804
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,949,970)
-25,979 -6,295 -749,608 -756,961 -1026190 -1532548 -1782093 -417,422 -167,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.4 26.2 56.5 57.8 90.1 92.5 9.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 639)
121 114 114 302 304 482 473
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 82,184
COMMITMENTS
9,331 2,379 0 65,542 75,444 74,873 77,823 7,311 4,361
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -7,968)
1,398 582 -689 -4,233 -4,486 -3,524 -4,593 -4,444 -3,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 2.9 0.0 79.8 91.8 91.1 94.7 8.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 5 0 44 34 53 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 51,084
COMMITMENTS
12,423 6,585 11,074 20,941 26,378 44,438 44,037 6,646 7,047
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -26,877)
-569 -1,613 -9,508 -10,297 -10,111 -20,374 -21,233 -6,503 -5,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 12.9 21.7 41.0 51.6 87.0 86.2 13.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
52 40 21 99 84 166 130
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 255,420
COMMITMENTS
62,113 32,926 55,370 104,707 131,892 222,190 220,187 33,230 35,233
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -134,386)
-2,844 -8,067 -47,540 -51,485 -50,555 -101,869 -106,163 -32,517 -28,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 12.9 21.7 41.0 51.6 87.0 86.2 13.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
52 40 21 99 84 166 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 168,621
COMMITMENTS
27,430 57,352 19,692 101,363 61,084 148,485 138,128 20,136 30,494
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -13,526)
-9,541 -12,356 1,727 -2,583 -2,066 -10,396 -12,695 -3,129 -831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 34.0 11.7 60.1 36.2 88.1 81.9 11.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 28 14 23 39 46 70
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 553,511
COMMITMENTS
52,756 72,850 18,326 468,243 446,979 539,325 538,155 14,186 15,356
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -94,217)
-8,839 -6,505 -17,741 -48,543 -54,356 -75,123 -78,602 -19,094 -15,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 13.2 3.3 84.6 80.8 97.4 97.2 2.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
44 41 15 138 128 189 177
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,935
COMMITMENTS
5,100 6,277 295 23,737 25,767 29,132 32,339 9,803 6,596
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -2,106)
476 -2,581 80 700 -15 1,256 -2,516 -3,362 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 16.1 0.8 61.0 66.2 74.8 83.1 25.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 15 3 26 30 35 47
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| 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: 146,097
COMMITMENTS
58,160 49 1,446 86,352 144,560 145,958 146,055 139 42
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 5,559)
-1,797 -1,108 -218 7,591 6,890 5,576 5,564 -17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 0.0 1.0 59.1 98.9 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 1 5 27 25 40 30
Updated March 27, 2020