BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,337: 806 1,199 577 8,533 8,116 9,916 9,892: 421 445
Old : 10,337: 806 1,199 577 8,533 8,116 9,916 9,892: 421 445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 130: 10 13 57 36 71 103 141: 27 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 11.6 5.6 82.5 78.5 95.9 95.7: 4.1 4.3
Old : 100.0: 7.8 11.6 5.6 82.5 78.5 95.9 95.7: 4.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 7 6 28 24 34 33:
Old : 45: 2 7 6 28 24 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 43.9 65.7 62.0 44.2 38.1 62.1 55.0
Old : 45.6 43.9 65.7 62.0 44.2 38.1 62.1 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 23,952: 10,792 5,549 1,571 9,756 11,939 22,119 19,059: 1,833 4,893
Old : 23,952: 10,792 5,549 1,571 9,756 11,939 22,119 19,059: 1,833 4,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 407: -19 -158 460 -178 274 263 576: 144 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 23.2 6.6 40.7 49.8 92.3 79.6: 7.7 20.4
Old : 100.0: 45.1 23.2 6.6 40.7 49.8 92.3 79.6: 7.7 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 14 26 18 26 28 50 62:
Old : 83: 14 26 18 26 28 50 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 30.6 74.1 42.6 66.3 29.7 73.5 39.8
Old : 66.4 30.6 74.1 42.6 66.3 29.7 73.5 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 9,894: 1,329 386 654 7,413 8,240 9,396 9,280: 498 614
Old : 9,894: 1,329 386 654 7,413 8,240 9,396 9,280: 498 614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 535: -17 -128 161 388 326 532 359: 3 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 3.9 6.6 74.9 83.3 95.0 93.8: 5.0 6.2
Old : 100.0: 13.4 3.9 6.6 74.9 83.3 95.0 93.8: 5.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 5 6 38 24 44 32:
Old : 50: 3 5 6 38 24 44 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 46.9 52.6 71.4 34.0 44.6 51.1 64.0
Old : 34.1 46.9 52.6 71.4 34.0 44.6 51.1 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,124: 34 3,759 549 5,156 1,510 5,739 5,818: 385 306
Old : 6,124: 34 3,759 549 5,156 1,510 5,739 5,818: 385 306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 341: -14 271 33 288 -38 307 266: 34 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 61.4 9.0 84.2 24.7 93.7 95.0: 6.3 5.0
Old : 100.0: 0.6 61.4 9.0 84.2 24.7 93.7 95.0: 6.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 7 6 19 9 26 16:
Old : 30: 1 7 6 19 9 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 67.6 77.7 82.6 57.8 64.3 69.3 74.7
Old : 60.4 67.6 77.7 82.6 57.8 64.3 69.3 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 208,538: 69,699 55,693 40,952 80,676 90,729 191,327 187,374: 17,211 21,164
Old : 166,355: 62,774 57,601 23,881 67,166 67,670 153,821 149,152: 12,534 17,203
Other: 42,183: 21,478 12,645 2,518 13,510 23,059 37,506 38,222: 4,677 3,961
: : :
: : Changes in Commitments from: May 12, 2020 :
: 4,044: 1,074 3,594 3,368 -247 -3,260 4,195 3,702: -151 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 26.7 19.6 38.7 43.5 91.7 89.9: 8.3 10.1
Old : 100.0: 37.7 34.6 14.4 40.4 40.7 92.5 89.7: 7.5 10.3
Other: 100.0: 50.9 30.0 6.0 32.0 54.7 88.9 90.6: 11.1 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 78 83 93 57 66 199 196:
Old : 249: 79 89 79 50 60 174 186:
Other: 137: 35 34 26 40 43 93 87:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 27.6 28.5 36.3 16.1 21.5 26.3 28.2
Old : 19.6 26.5 32.5 35.3 18.8 20.6 29.4 27.8
Other: 29.7 50.6 42.6 59.1 29.7 45.1 42.2 52.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 258,012: 69,511 35,186 49,769 108,408 141,353 227,688 226,308: 30,324 31,704
Old : 258,012: 69,511 35,186 49,769 108,408 141,353 227,688 226,308: 30,324 31,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -2,596: -33 0 587 -3,045 -1,344 -2,491 -757: -105 -1,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 13.6 19.3 42.0 54.8 88.2 87.7: 11.8 12.3
Old : 100.0: 26.9 13.6 19.3 42.0 54.8 88.2 87.7: 11.8 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 84 73 103 99 114 245 248:
Old : 324: 84 73 103 99 114 245 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 22.4 28.5 31.2 17.6 22.1 28.1 29.8
Old : 17.6 22.4 28.5 31.2 17.6 22.1 28.1 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 2,576: 372 636 136 1,273 1,083 1,781 1,855: 795 721
Old : 2,576: 372 636 136 1,273 1,083 1,781 1,855: 795 721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -20: 71 -1 -43 -5 -56 23 -100: -43 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 24.7 5.3 49.4 42.0 69.1 72.0: 30.9 28.0
Old : 100.0: 14.4 24.7 5.3 49.4 42.0 69.1 72.0: 30.9 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 13 3 10 8 17 22:
Old : 33: 5 13 3 10 8 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 35.2 54.4 54.6 39.8 34.2 52.1 49.6
Old : 39.8 35.2 54.4 54.6 39.8 34.2 52.1 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,169: 8,236 7,347 5,053 10,159 7,763 23,448 20,163: 5,721 9,006
Old : 29,169: 8,236 7,347 5,053 10,159 7,763 23,448 20,163: 5,721 9,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -903: -201 122 -937 276 224 -862 -591: -41 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 25.2 17.3 34.8 26.6 80.4 69.1: 19.6 30.9
Old : 100.0: 28.2 25.2 17.3 34.8 26.6 80.4 69.1: 19.6 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 28 44 42 38 52 99 113:
Old : 153: 28 44 42 38 52 99 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 11.4 31.8 19.7 20.3 8.8 28.1 14.8
Old : 22.8 11.4 31.8 19.7 20.3 8.8 28.1 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 25,744: 1,057 10,370 780 23,652 13,644 25,489 24,794: 255 950
Old : 25,744: 1,057 10,370 780 23,652 13,644 25,489 24,794: 255 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 783: -28 536 74 697 39 743 649: 40 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 40.3 3.0 91.9 53.0 99.0 96.3: 1.0 3.7
Old : 100.0: 4.1 40.3 3.0 91.9 53.0 99.0 96.3: 1.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 9 9 10 27 27 41 41:
Old : 59: 9 9 10 27 27 41 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 61.0 81.4 74.4 55.8 61.0 78.3 73.9
Old : 58.2 61.0 81.4 74.4 55.8 61.0 78.3 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 23,711: 9,079 3,569 3 13,262 18,540 22,344 22,112: 1,367 1,599
Old : 23,711: 9,079 3,569 3 13,262 18,540 22,344 22,112: 1,367 1,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -169: -998 -50 1 227 -70 -770 -119: 601 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 15.1 0.0 55.9 78.2 94.2 93.3: 5.8 6.7
Old : 100.0: 38.3 15.1 0.0 55.9 78.2 94.2 93.3: 5.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 12 1 7 6 19 18:
Old : 34: 11 12 1 7 6 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 77.8 84.2 86.0 61.8 77.8 84.0 86.0
Old : 62.0 77.8 84.2 86.0 61.8 77.8 84.0 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 130,099: 23,142 58,198 1,692 77,910 40,986 102,744 100,876: 27,355 29,223
Old : 130,099: 23,142 58,198 1,692 77,910 40,986 102,744 100,876: 27,355 29,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 9,646: 6,147 8,957 -557 1,756 2,362 7,346 10,762: 2,300 -1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 44.7 1.3 59.9 31.5 79.0 77.5: 21.0 22.5
Old : 100.0: 17.8 44.7 1.3 59.9 31.5 79.0 77.5: 21.0 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 21 27 10 39 34 66 65:
Old : 103: 21 27 10 39 34 66 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 26.8 43.0 39.6 28.9 26.8 40.0 38.1
Old : 30.3 26.8 43.0 39.6 28.9 26.8 40.0 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 38,746: 13,678 4,950 19 14,422 20,534 28,119 25,503: 10,627 13,243
Old : 38,746: 13,678 4,950 19 14,422 20,534 28,119 25,503: 10,627 13,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -1,723: 1,054 -1,026 6 -2,371 -1,904 -1,311 -2,924: -412 1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 12.8 0.0 37.2 53.0 72.6 65.8: 27.4 34.2
Old : 100.0: 35.3 12.8 0.0 37.2 53.0 72.6 65.8: 27.4 34.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 8 1 17 13 23 22:
Old : 38: 6 8 1 17 13 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 41.0 52.7 49.9 38.4 41.0 52.7 49.9
Old : 38.4 41.0 52.7 49.9 38.4 41.0 52.7 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 103,425: 24,268 30,252 1,264 72,673 65,717 98,205 97,233: 5,220 6,192
Old : 103,425: 24,268 30,252 1,264 72,673 65,717 98,205 97,233: 5,220 6,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 2,327: 1,777 2,641 -137 166 -1,075 1,806 1,429: 521 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 29.3 1.2 70.3 63.5 95.0 94.0: 5.0 6.0
Old : 100.0: 23.5 29.3 1.2 70.3 63.5 95.0 94.0: 5.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 31 48 6 21 38 56 88:
Old : 130: 31 48 6 21 38 56 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 42.4 69.8 55.8 54.7 42.4 69.6 55.8
Old : 54.8 42.4 69.8 55.8 54.7 42.4 69.6 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 179,734: 35,810 54,799 5,398 120,800 87,501 162,008 147,698: 17,726 32,036
Old : 179,734: 35,810 54,799 5,398 120,800 87,501 162,008 147,698: 17,726 32,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 13,166: 4,285 9,586 -687 8,317 3,164 11,915 12,063: 1,251 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 30.5 3.0 67.2 48.7 90.1 82.2: 9.9 17.8
Old : 100.0: 19.9 30.5 3.0 67.2 48.7 90.1 82.2: 9.9 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 16 27 10 32 46 54 77:
Old : 105: 16 27 10 32 46 54 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 17.6 59.3 28.7 46.6 17.6 59.1 28.5
Old : 46.7 17.6 59.3 28.7 46.6 17.6 59.1 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 147,975: 52,038 24,568 1,381 71,027 98,736 124,446 124,685: 23,529 23,290
Old : 147,975: 52,038 24,568 1,381 71,027 98,736 124,446 124,685: 23,529 23,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -5,395: -4,269 -3,802 -30 -1,333 -2,863 -5,632 -6,695: 237 1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 16.6 0.9 48.0 66.7 84.1 84.3: 15.9 15.7
Old : 100.0: 35.2 16.6 0.9 48.0 66.7 84.1 84.3: 15.9 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 24 30 4 31 34 57 66:
Old : 106: 24 30 4 31 34 57 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 42.3 46.4 51.3 30.0 40.6 44.3 49.4
Old : 30.0 42.3 46.4 51.3 30.0 40.6 44.3 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 547,206: 167,756 95,194 6,820 295,367 397,961 469,943 499,975: 77,263 47,231
Old : 547,206: 167,756 95,194 6,820 295,367 397,961 469,943 499,975: 77,263 47,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -123: -4,224 1,354 332 997 -2,866 -2,895 -1,180: 2,772 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 17.4 1.2 54.0 72.7 85.9 91.4: 14.1 8.6
Old : 100.0: 30.7 17.4 1.2 54.0 72.7 85.9 91.4: 14.1 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 76 47 29 104 77 189 144:
Old : 263: 76 47 29 104 77 189 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 47.7 30.1 59.4 18.3 47.6 29.0 59.3
Old : 18.8 47.7 30.1 59.4 18.3 47.6 29.0 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 24,751: 7,445 17,861 100 15,464 3,156 23,009 21,117: 1,742 3,634
Old : 24,751: 7,445 17,861 100 15,464 3,156 23,009 21,117: 1,742 3,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 3,642: 3,054 3,717 -6 510 -193 3,558 3,518: 84 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 72.2 0.4 62.5 12.8 93.0 85.3: 7.0 14.7
Old : 100.0: 30.1 72.2 0.4 62.5 12.8 93.0 85.3: 7.0 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 20 1 7 9 17 30:
Old : 44: 9 20 1 7 9 17 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 52.0 86.2 64.5 72.7 52.0 85.3 64.5
Old : 73.5 52.0 86.2 64.5 72.7 52.0 85.3 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 44,143: 10,742 26,609 1,129 29,961 10,234 41,832 37,972: 2,311 6,171
Old : 44,143: 10,742 26,609 1,129 29,961 10,234 41,832 37,972: 2,311 6,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -1,225: -1,211 -1,222 88 -272 -191 -1,395 -1,325: 170 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 60.3 2.6 67.9 23.2 94.8 86.0: 5.2 14.0
Old : 100.0: 24.3 60.3 2.6 67.9 23.2 94.8 86.0: 5.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 24 30 10 17 17 44 54:
Old : 83: 24 30 10 17 17 44 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 35.8 66.9 53.3 51.0 35.8 66.9 53.3
Old : 51.0 35.8 66.9 53.3 51.0 35.8 66.9 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 17,185: 7,290 5,941 0 9,431 9,496 16,721 15,437: 464 1,748
Old : 17,185: 7,290 5,941 0 9,431 9,496 16,721 15,437: 464 1,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -422: -403 246 0 -139 -562 -542 -316: 120 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 34.6 0.0 54.9 55.3 97.3 89.8: 2.7 10.2
Old : 100.0: 42.4 34.6 0.0 54.9 55.3 97.3 89.8: 2.7 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 8 0 5 5 12 13:
Old : 25: 7 8 0 5 5 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 76.6 93.4 85.6 71.6 76.6 93.4 85.6
Old : 71.6 76.6 93.4 85.6 71.6 76.6 93.4 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,730,612: 1,403,974 1,744,556 3,147,221 5,541,129 5,123,828 10,092,324 10,015,605: 638,288 715,007
Old :10,730,612: 1,403,974 1,744,556 3,147,221 5,541,129 5,123,828 10,092,324 10,015,605: 638,288 715,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -21,473: 147,690 -217,291 41,614 -198,627 159,277 -9,323 -16,400: -12,150 -5,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 16.3 29.3 51.6 47.7 94.1 93.3: 5.9 6.7
Old : 100.0: 13.1 16.3 29.3 51.6 47.7 94.1 93.3: 5.9 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 54 47 77 112 119 209 205:
Old : 233: 54 47 77 112 119 209 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 24.0 29.2 34.4 10.0 15.5 15.8 19.5
Old : 17.3 24.0 29.2 34.4 10.0 15.5 15.8 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 10,878: 7,342 9,926 606 34 0 7,982 10,532: 2,896 346
Old : 10,878: 7,342 9,926 606 34 0 7,982 10,532: 2,896 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 939: 736 989 -51 3 0 688 938: 251 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 91.2 5.6 0.3 0.0 73.4 96.8: 26.6 3.2
Old : 100.0: 67.5 91.2 5.6 0.3 0.0 73.4 96.8: 26.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 44 30 10 1 0 53 32:
Old : 75: 44 30 10 1 0 53 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 65.7 46.4 78.7 34.2 65.7 46.4 77.2
Old : 34.2 65.7 46.4 78.7 34.2 65.7 46.4 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 173,497: 35,356 26,929 31,467 106,456 110,148 173,279 168,544: 218 4,953
Old : 173,497: 35,356 26,929 31,467 106,456 110,148 173,279 168,544: 218 4,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 4,874: -606 -883 1,534 3,908 3,119 4,836 3,770: 38 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 15.5 18.1 61.4 63.5 99.9 97.1: 0.1 2.9
Old : 100.0: 20.4 15.5 18.1 61.4 63.5 99.9 97.1: 0.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 17 12 18 15 22 40 46:
Old : 55: 17 12 18 15 22 40 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 46.0 85.3 69.3 64.7 38.4 66.3 54.6
Old : 72.4 46.0 85.3 69.3 64.7 38.4 66.3 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 278,523: 33,100 84,649 19,820 225,527 170,626 278,447 275,095: 76 3,428
Old : 278,523: 33,100 84,649 19,820 225,527 170,626 278,447 275,095: 76 3,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 15,694: -7,127 8,134 5,912 16,923 1,579 15,708 15,625: -14 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 30.4 7.1 81.0 61.3 100.0 98.8: 0.0 1.2
Old : 100.0: 11.9 30.4 7.1 81.0 61.3 100.0 98.8: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 18 26 29 20 41 53 82:
Old : 90: 18 26 29 20 41 53 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 35.5 84.3 52.5 71.7 34.3 78.4 49.5
Old : 74.4 35.5 84.3 52.5 71.7 34.3 78.4 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 748,020: 63,991 98,845 32,644 517,938 462,279 614,573 593,769: 133,447 154,251
Old : 748,020: 63,991 98,845 32,644 517,938 462,279 614,573 593,769: 133,447 154,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -5,226: 1,901 4,914 813 -7,637 -5,814 -4,924 -87: -302 -5,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 13.2 4.4 69.2 61.8 82.2 79.4: 17.8 20.6
Old : 100.0: 8.6 13.2 4.4 69.2 61.8 82.2 79.4: 17.8 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 89 121 61 279 300 396 454:
Old : 617: 89 121 61 279 300 396 454:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 14.7 21.2 23.3 11.0 11.9 18.2 18.4
Old : 11.7 14.7 21.2 23.3 11.0 11.9 18.2 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 105,290: 18,813 3,095 511 78,198 18,915 97,522 22,521: 7,768 82,769
Old : 105,290: 18,813 3,095 511 78,198 18,915 97,522 22,521: 7,768 82,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 1,940: 496 190 424 11 1,333 931 1,947: 1,009 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 2.9 0.5 74.3 18.0 92.6 21.4: 7.4 78.6
Old : 100.0: 17.9 2.9 0.5 74.3 18.0 92.6 21.4: 7.4 78.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 2 1 14 6 20 9:
Old : 27: 6 2 1 14 6 20 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 17.5 74.5 21.4 50.5 17.5 74.0 20.9
Old : 51.0 17.5 74.5 21.4 50.5 17.5 74.0 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 11,497: 796 600 16 8,755 9,166 9,567 9,782: 1,930 1,715
Old : 11,497: 796 600 16 8,755 9,166 9,567 9,782: 1,930 1,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 266: -36 0 2 557 -494 523 -492: -257 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 5.2 0.1 76.2 79.7 83.2 85.1: 16.8 14.9
Old : 100.0: 6.9 5.2 0.1 76.2 79.7 83.2 85.1: 16.8 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 1 14 9 16 11:
Old : 25: 2 1 1 14 9 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 51.2 62.1 76.0 42.3 51.2 62.1 76.0
Old : 42.3 51.2 62.1 76.0 42.3 51.2 62.1 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,213,651: 316,699 569,562 69,857 2,198,700 2,216,822 2,585,256 2,856,241: 628,395 357,410
Old : 3,213,651: 316,699 569,562 69,857 2,198,700 2,216,822 2,585,256 2,856,241: 628,395 357,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -35,831: 10,871 27,469 -1,904 -38,241 -35,736 -29,274 -10,171: -6,557 -25,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.7 2.2 68.4 69.0 80.4 88.9: 19.6 11.1
Old : 100.0: 9.9 17.7 2.2 68.4 69.0 80.4 88.9: 19.6 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 89 121 60 275 298 391 452:
Old : 617: 89 121 60 275 298 391 452:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 17.1 21.3 27.1 12.8 17.1 20.0 26.3
Old : 13.3 17.1 21.3 27.1 12.8 17.1 20.0 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 13,733: 2,644 446 5 5,024 12,901 7,673 13,352: 6,060 381
Old : 13,733: 2,644 446 5 5,024 12,901 7,673 13,352: 6,060 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 873: -19 -24 2 780 915 763 893: 110 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.2 0.0 36.6 93.9 55.9 97.2: 44.1 2.8
Old : 100.0: 19.3 3.2 0.0 36.6 93.9 55.9 97.2: 44.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 2 10 9 14 11:
Old : 22: 2 2 2 10 9 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 74.7 47.4 93.0 30.6 74.7 46.4 93.0
Old : 31.6 74.7 47.4 93.0 30.6 74.7 46.4 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 70,161: 6,776 5,419 816 54,865 59,479 62,457 65,714: 7,704 4,447
Old : 70,161: 6,776 5,419 816 54,865 59,479 62,457 65,714: 7,704 4,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -281: 774 -445 -686 13 1,175 101 44: -382 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.7 1.2 78.2 84.8 89.0 93.7: 11.0 6.3
Old : 100.0: 9.7 7.7 1.2 78.2 84.8 89.0 93.7: 11.0 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 7 6 3 47 38 55 46:
Old : 81: 7 6 3 47 38 55 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 42.7 46.1 63.0 30.7 42.7 45.7 62.5
Old : 30.7 42.7 46.1 63.0 30.7 42.7 45.7 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 39,633: 11,930 12,921 794 20,668 20,105 33,392 33,820: 6,241 5,813
Old : 39,633: 11,930 12,921 794 20,668 20,105 33,392 33,820: 6,241 5,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 320: -900 1,780 277 930 -1,420 306 637: 14 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 32.6 2.0 52.1 50.7 84.3 85.3: 15.7 14.7
Old : 100.0: 30.1 32.6 2.0 52.1 50.7 84.3 85.3: 15.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 56 49 19 97 98 166 154:
Old : 261: 56 49 19 97 98 166 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 18.3 21.3 28.8 11.2 18.3 21.3 28.6
Old : 11.2 18.3 21.3 28.8 11.2 18.3 21.3 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 198,166: 59,651 64,605 3,970 103,341 100,526 166,962 169,101: 31,204 29,065
Old : 198,166: 59,651 64,605 3,970 103,341 100,526 166,962 169,101: 31,204 29,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 1,602: -4,502 8,899 1,384 4,650 -7,100 1,532 3,183: 70 -1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 32.6 2.0 52.1 50.7 84.3 85.3: 15.7 14.7
Old : 100.0: 30.1 32.6 2.0 52.1 50.7 84.3 85.3: 15.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 56 49 19 97 98 166 154:
Old : 261: 56 49 19 97 98 166 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 18.3 21.3 28.8 11.2 18.3 21.3 28.6
Old : 11.2 18.3 21.3 28.8 11.2 18.3 21.3 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 132,797: 25,301 64,859 558 91,226 39,980 117,085 105,397: 15,712 27,400
Old : 132,797: 25,301 64,859 558 91,226 39,980 117,085 105,397: 15,712 27,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 3,533: 1,582 5,715 -369 1,540 257 2,753 5,603: 780 -2,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 48.8 0.4 68.7 30.1 88.2 79.4: 11.8 20.6
Old : 100.0: 19.1 48.8 0.4 68.7 30.1 88.2 79.4: 11.8 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 13 26 7 26 33 45 60:
Old : 81: 13 26 7 26 33 45 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 36.7 69.2 46.3 50.0 36.5 68.8 45.4
Old : 50.2 36.7 69.2 46.3 50.0 36.5 68.8 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 552,883: 85,991 79,777 9,586 439,748 440,955 535,325 530,318: 17,558 22,565
Old : 552,883: 85,991 79,777 9,586 439,748 440,955 535,325 530,318: 17,558 22,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 24,983: 23,398 -1,148 1,506 -1,320 24,572 23,584 24,930: 1,399 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.4 1.7 79.5 79.8 96.8 95.9: 3.2 4.1
Old : 100.0: 15.6 14.4 1.7 79.5 79.8 96.8 95.9: 3.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 54 53 22 141 141 207 204:
Old : 331: 54 53 22 141 141 207 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 19.8 31.7 31.6 19.6 19.8 30.3 30.4
Old : 20.0 19.8 31.7 31.6 19.6 19.8 30.3 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 40,276: 7,026 4,737 454 26,865 18,763 34,345 23,954: 5,931 16,322
Old : 40,276: 7,026 4,737 454 26,865 18,763 34,345 23,954: 5,931 16,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 3,093: -1,113 1,032 19 2,805 -1,245 1,711 -194: 1,382 3,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.8 1.1 66.7 46.6 85.3 59.5: 14.7 40.5
Old : 100.0: 17.4 11.8 1.1 66.7 46.6 85.3 59.5: 14.7 40.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 12 11 5 25 28 39 42:
Old : 68: 12 11 5 25 28 39 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 23.3 46.4 33.4 28.4 23.3 44.7 33.4
Old : 30.1 23.3 46.4 33.4 28.4 23.3 44.7 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 146,422: 59,453 65 1,619 85,108 144,698 146,180 146,382: 242 40
Old : 146,422: 59,453 65 1,619 85,108 144,698 146,180 146,382: 242 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 1,398: 448 10 123 854 1,266 1,425 1,399: -27 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 0.0 1.1 58.1 98.8 99.8 100.0: 0.2 0.0
Old : 100.0: 40.6 0.0 1.1 58.1 98.8 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 24 1 4 33 27 57 32:
Old : 67: 24 1 4 33 27 57 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 58.2 74.2 83.5 45.2 44.2 55.8 59.5
Old : 56.2 58.2 74.2 83.5 45.2 44.2 55.8 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2020