BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 15,967
COMMITMENTS
793 1,806 2,503 12,117 11,025 15,412 15,333 555 634
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,887)
346 -86 -623 -1,563 -1,153 -1,840 -1,861 -47 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 11.3 15.7 75.9 69.0 96.5 96.0 3.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 10 10 31 26 41 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,975
COMMITMENTS
11,380 5,117 17,366 18,624 18,976 47,370 41,458 4,605 10,517
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -3,170)
-434 -814 317 -2,583 -20 -2,699 -517 -470 -2,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 9.8 33.4 35.8 36.5 91.1 79.8 8.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 25 29 38 33 68 71
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 23,855
COMMITMENTS
1,254 476 7,059 14,581 15,674 22,894 23,209 961 646
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -3,099)
-112 -72 -804 -2,145 -2,132 -3,061 -3,009 -38 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.0 29.6 61.1 65.7 96.0 97.3 4.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 6 10 40 28 52 39
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,018
COMMITMENTS
1,263 4,649 4,086 6,878 3,038 12,227 11,773 791 1,245
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -648)
-310 488 -156 -139 -623 -605 -291 -43 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 35.7 31.4 52.8 23.3 93.9 90.4 6.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 9 23 22 32 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,073
COMMITMENTS
79,757 37,829 131,590 111,154 144,363 322,502 313,782 21,571 30,290
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 6,025)
6,633 2,241 7,416 -7,578 -1,201 6,471 8,456 -446 -2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 11.0 38.2 32.3 42.0 93.7 91.2 6.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
94 100 129 88 93 257 257
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,370
COMMITMENTS
68,271 42,206 82,380 132,086 156,707 282,737 281,293 42,633 44,077
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -27,232)
-875 -566 -21,229 -9,219 -7,528 -31,323 -29,322 4,090 2,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 13.0 25.3 40.6 48.2 86.9 86.5 13.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
95 89 119 130 133 295 285
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,282
COMMITMENTS
172 816 359 1,801 1,327 2,332 2,502 951 781
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -36)
-67 -1 17 13 -118 -37 -102 1 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 24.9 10.9 54.9 40.4 71.0 76.2 29.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 15 7 15 13 25 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,084
COMMITMENTS
10,361 9,067 15,333 10,799 8,698 36,493 33,098 9,590 12,985
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 2,610)
-541 1,266 2,027 401 384 1,888 3,677 722 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 19.7 33.3 23.4 18.9 79.2 71.8 20.8 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
36 44 44 57 55 121 122
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,345
COMMITMENTS
90 2,868 94 3,374 1,190 3,559 4,151 786 194
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -216)
-18 101 -54 -100 -179 -172 -131 -43 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 66.0 2.2 77.7 27.4 81.9 95.5 18.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 5 4 12 5 17 11
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,571
COMMITMENTS
1,067 12,247 5,677 31,137 18,345 37,880 36,269 691 2,302
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,796)
250 -455 320 -2,279 -1,476 -1,709 -1,611 -87 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 31.8 14.7 80.7 47.6 98.2 94.0 1.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
7 19 12 30 32 44 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 22,849
COMMITMENTS
8,491 3,204 0 13,520 18,261 22,011 21,465 838 1,384
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -18)
1,537 404 -40 -1,398 -426 99 -62 -117 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 14.0 0.0 59.2 79.9 96.3 93.9 3.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 10 0 6 7 19 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,657
COMMITMENTS
17,071 42,268 10,418 82,390 52,324 109,880 105,010 26,778 31,647
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -14,488)
-3,100 -4,547 -2,398 -8,806 -8,563 -14,305 -15,508 -184 1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 30.9 7.6 60.3 38.3 80.4 76.8 19.6 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 22 10 34 34 55 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 32,212
COMMITMENTS
11,240 5,582 794 10,141 14,289 22,175 20,665 10,036 11,547
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -40)
777 608 -621 254 -500 411 -512 -451 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 17.3 2.5 31.5 44.4 68.8 64.2 31.2 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 8 3 11 13 18 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 103,482
COMMITMENTS
26,480 20,726 1,719 70,544 76,221 98,742 98,665 4,739 4,816
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -834)
-1,689 43 560 -59 -1,836 -1,188 -1,232 354 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 20.0 1.7 68.2 73.7 95.4 95.3 4.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
30 44 11 21 32 54 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 180,719
COMMITMENTS
33,255 27,791 19,829 107,468 106,838 160,552 154,458 20,167 26,261
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -29,582)
-4,027 -5,985 -6,365 -20,314 -16,289 -30,706 -28,640 1,124 -942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 15.4 11.0 59.5 59.1 88.8 85.5 11.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
17 28 11 37 47 61 79
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 144,816
COMMITMENTS
48,898 27,333 15,752 60,257 79,380 124,906 122,464 19,910 22,352
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -12,536)
667 -3,230 -5,692 -6,951 -2,509 -11,976 -11,430 -560 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 18.9 10.9 41.6 54.8 86.3 84.6 13.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
26 31 17 42 37 80 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 615,155
COMMITMENTS
161,204 83,102 40,697 327,350 444,143 529,250 567,941 85,904 47,214
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -19,600)
6,022 832 -12,478 -22,576 -6,043 -29,033 -17,689 9,433 -1,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 13.5 6.6 53.2 72.2 86.0 92.3 14.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
73 52 39 102 76 188 154
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 21,364
COMMITMENTS
3,373 2,480 163 6,115 15,238 9,651 17,881 11,713 3,483
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 11.6 0.8 28.6 71.3 45.2 83.7 54.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 1 9 9 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,169
COMMITMENTS
4,533 13,861 126 13,656 3,409 18,315 17,396 1,854 2,773
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -28,326)
377 -18,099 -1,723 -26,925 -8,198 -28,271 -28,020 -55 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 68.7 0.6 67.7 16.9 90.8 86.3 9.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 19 2 7 9 19 30
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,699
COMMITMENTS
9,917 24,621 1,042 27,721 9,228 38,679 34,891 2,020 5,808
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 964)
2,053 475 -139 -1,453 325 461 661 503 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 60.5 2.6 68.1 22.7 95.0 85.7 5.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
20 28 7 22 15 44 48
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,827
COMMITMENTS
4,671 5,200 0 10,689 8,595 15,360 13,795 467 2,032
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 2,876)
1,931 492 0 853 2,503 2,784 2,995 92 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 32.9 0.0 67.5 54.3 97.0 87.2 3.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 8 0 4 6 8 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 27,838,752
COMMITMENTS
1023336 1739553 16742892 9383859 8534045 27150087 27016490 688,665 822,262
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -258,087)
-17,422 54,993 -231,134 -58,835 -122,659 -307,390 -298,799 49,303 40,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.2 60.1 33.7 30.7 97.5 97.0 2.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
66 59 103 133 122 254 233
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 5,491
COMMITMENTS
3,383 4,790 324 0 0 3,707 5,114 1,784 377
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 1,510)
781 1,482 221 0 0 1,002 1,703 507 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.6 87.2 5.9 0.0 0.0 67.5 93.1 32.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
33 22 10 0 0 40 25
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 159,135
COMMITMENTS
35,257 27,955 25,078 98,729 103,526 159,065 156,559 70 2,576
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -6,573)
-1,480 -2,803 -3,206 -1,892 -577 -6,578 -6,586 5 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 17.6 15.8 62.0 65.1 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 15 19 12 18 35 41
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 316,356
COMMITMENTS
17,125 84,371 16,568 282,552 212,987 316,245 313,926 111 2,430
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -54,735)
-3,357 -7,088 -5,413 -45,934 -41,535 -54,704 -54,036 -31 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 26.7 5.2 89.3 67.3 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
13 28 24 24 38 52 76
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,085,173
COMMITMENTS
76,038 98,920 236,863 626,524 589,440 939,425 925,224 145,748 159,949
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 6,020)
79 12,231 -13,216 9,561 -3,564 -3,577 -4,549 9,597 10,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.1 21.8 57.7 54.3 86.6 85.3 13.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655)
110 134 130 302 318 484 510
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 121,569
COMMITMENTS
14,195 1,508 18,085 74,575 20,235 106,854 39,828 14,715 81,741
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 16,179)
3,355 -5,316 1,726 16,879 3,114 21,960 -476 -5,782 16,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 1.2 14.9 61.3 16.6 87.9 32.8 12.1 67.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 5 11 17 12 29 23
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| 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: 9,069
COMMITMENTS
356 431 0 7,108 7,328 7,464 7,759 1,605 1,310
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -608)
-546 -323 0 -218 -160 -764 -483 156 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.8 0.0 78.4 80.8 82.3 85.6 17.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 9 11 10
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,818,018
COMMITMENTS
377,436 555,281 1025672 2759745 2846024 4162852 4426978 655,166 391,040
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -50,792)
-27,813 76,307 -63,281 -36,592 -33,390 -127,686 -20,364 76,894 -30,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 11.5 21.3 57.3 59.1 86.4 91.9 13.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 652)
107 136 127 298 316 478 506
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 79,254
COMMITMENTS
8,307 2,133 241 63,209 72,546 71,757 74,920 7,497 4,334
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,723)
1,111 -247 -272 -2,683 -954 -1,844 -1,473 121 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 2.7 0.3 79.8 91.5 90.5 94.5 9.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 5 4 42 35 52 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 45,884
COMMITMENTS
11,766 8,799 8,670 19,629 20,792 40,065 38,262 5,819 7,623
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -643)
-667 1,045 -26 -91 -1,786 -785 -768 141 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 19.2 18.9 42.8 45.3 87.3 83.4 12.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
57 38 27 102 88 173 139
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 229,421
COMMITMENTS
58,830 43,996 43,351 98,144 103,962 200,324 191,308 29,097 38,113
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -3,217)
-3,336 5,224 -132 -456 -8,930 -3,924 -3,838 707 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 19.2 18.9 42.8 45.3 87.3 83.4 12.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
57 38 27 102 88 173 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 154,176
COMMITMENTS
25,929 61,842 14,637 95,925 48,849 136,490 125,327 17,686 28,848
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -11,570)
1,886 1,222 -4,330 -7,971 -7,701 -10,415 -10,809 -1,155 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 40.1 9.5 62.2 31.7 88.5 81.3 11.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 30 15 26 34 52 68
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 574,853
COMMITMENTS
59,584 70,629 17,390 482,148 468,702 559,122 556,721 15,731 18,132
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 24,673)
-581 -2,770 1,689 23,621 24,704 24,729 23,623 -56 1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 12.3 3.0 83.9 81.5 97.3 96.8 2.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
46 42 17 141 126 194 178
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 33,345
COMMITMENTS
4,182 4,875 627 22,947 18,341 27,756 23,843 5,589 9,502
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 1,538)
1,053 575 407 145 -314 1,605 668 -67 870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 14.6 1.9 68.8 55.0 83.2 71.5 16.8 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
11 10 5 24 26 36 40
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| 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: 149,989
COMMITMENTS
67,141 1 1,520 80,866 148,193 149,527 149,714 462 275
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 4,871)
4,730 -50 79 -246 4,898 4,563 4,927 308 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 0.0 1.0 53.9 98.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 1 5 29 25 47 30
Updated April 10, 2020