BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 26, 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 : 10,410: 752 1,251 541 8,709 8,158 10,002 9,950: 408 460
Old : 10,410: 752 1,251 541 8,709 8,158 10,002 9,950: 408 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 73: -54 52 -36 176 42 86 58: -13 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 12.0 5.2 83.7 78.4 96.1 95.6: 3.9 4.4
Old : 100.0: 7.2 12.0 5.2 83.7 78.4 96.1 95.6: 3.9 4.4
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 : 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 : 45.2 43.8 65.7 62.4 43.7 38.1 62.7 55.7
Old : 45.2 43.8 65.7 62.4 43.7 38.1 62.7 55.7
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 26, 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 : 24,439: 10,914 5,610 1,283 10,081 12,360 22,278 19,253: 2,161 5,186
Old : 24,439: 10,914 5,610 1,283 10,081 12,360 22,278 19,253: 2,161 5,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 487: 122 61 -288 325 421 159 194: 328 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 23.0 5.2 41.2 50.6 91.2 78.8: 8.8 21.2
Old : 100.0: 44.7 23.0 5.2 41.2 50.6 91.2 78.8: 8.8 21.2
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 : 76: 14 21 19 25 27 48 58:
Old : 76: 14 21 19 25 27 48 58:
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 : 64.8 31.8 73.3 43.4 64.7 31.3 72.9 41.2
Old : 64.8 31.8 73.3 43.4 64.7 31.3 72.9 41.2
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 26, 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 : 10,024: 1,326 375 639 7,581 8,519 9,546 9,533: 478 491
Old : 10,024: 1,326 375 639 7,581 8,519 9,546 9,533: 478 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 130: -3 -11 -15 168 279 150 253: -20 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 3.7 6.4 75.6 85.0 95.2 95.1: 4.8 4.9
Old : 100.0: 13.2 3.7 6.4 75.6 85.0 95.2 95.1: 4.8 4.9
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 : 51: 3 5 6 38 25 44 33:
Old : 51: 3 5 6 38 25 44 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 : 33.3 47.8 53.4 72.6 33.1 46.1 50.8 63.8
Old : 33.3 47.8 53.4 72.6 33.1 46.1 50.8 63.8
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 26, 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 : 6,079: 34 3,683 547 5,162 1,537 5,743 5,767: 336 312
Old : 6,079: 34 3,683 547 5,162 1,537 5,743 5,767: 336 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -45: 0 -76 -2 6 27 4 -51: -49 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 60.6 9.0 84.9 25.3 94.5 94.9: 5.5 5.1
Old : 100.0: 0.6 60.6 9.0 84.9 25.3 94.5 94.9: 5.5 5.1
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 : 31: 1 7 6 19 11 26 18:
Old : 31: 1 7 6 19 11 26 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 : 61.3 66.9 78.7 81.8 58.2 63.6 70.3 73.9
Old : 61.3 66.9 78.7 81.8 58.2 63.6 70.3 73.9
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 26, 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 : 216,933: 72,879 59,940 44,275 82,108 91,724 199,262 195,939: 17,671 20,994
Old : 172,565: 65,730 61,078 26,384 67,851 68,390 159,965 155,852: 12,600 16,713
Other: 44,368: 22,402 14,115 2,638 14,257 23,334 39,297 40,087: 5,071 4,281
: : :
: : Changes in Commitments from: May 19, 2020 :
: 8,395: 3,180 4,247 3,323 1,432 995 7,935 8,565: 460 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 27.6 20.4 37.8 42.3 91.9 90.3: 8.1 9.7
Old : 100.0: 38.1 35.4 15.3 39.3 39.6 92.7 90.3: 7.3 9.7
Other: 100.0: 50.5 31.8 5.9 32.1 52.6 88.6 90.4: 11.4 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 83 82 97 56 69 205 198:
Old : 253: 80 88 84 48 63 180 188:
Other: 138: 37 32 26 39 43 94 86:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 27.8 29.7 36.4 16.1 20.2 26.4 27.1
Old : 20.2 25.1 33.7 34.1 18.6 19.3 29.9 27.1
Other: 30.2 52.4 43.3 60.0 30.2 46.7 42.8 53.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 26, 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 : 260,172: 70,707 36,046 49,844 109,582 142,572 230,133 228,462: 30,039 31,710
Old : 260,172: 70,707 36,046 49,844 109,582 142,572 230,133 228,462: 30,039 31,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 2,160: 1,196 860 75 1,174 1,219 2,445 2,154: -285 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 13.9 19.2 42.1 54.8 88.5 87.8: 11.5 12.2
Old : 100.0: 27.2 13.9 19.2 42.1 54.8 88.5 87.8: 11.5 12.2
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 : 337: 84 84 105 106 123 257 260:
Old : 337: 84 84 105 106 123 257 260:
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 : 17.8 22.0 28.7 30.7 17.7 21.7 28.3 29.2
Old : 17.8 22.0 28.7 30.7 17.7 21.7 28.3 29.2
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 26, 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 : 2,559: 437 533 43 1,250 1,250 1,730 1,826: 829 733
Old : 2,559: 437 533 43 1,250 1,250 1,730 1,826: 829 733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -17: 65 -103 -93 -23 167 -51 -29: 34 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 20.8 1.7 48.8 48.8 67.6 71.4: 32.4 28.6
Old : 100.0: 17.1 20.8 1.7 48.8 48.8 67.6 71.4: 32.4 28.6
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 : 32: 5 11 3 10 9 17 21:
Old : 32: 5 11 3 10 9 17 21:
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 : 41.1 37.1 53.6 55.3 41.1 35.8 53.6 53.3
Old : 41.1 37.1 53.6 55.3 41.1 35.8 53.6 53.3
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 26, 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 : 28,961: 7,973 7,634 4,814 10,471 8,083 23,258 20,531: 5,703 8,430
Old : 28,961: 7,973 7,634 4,814 10,471 8,083 23,258 20,531: 5,703 8,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -208: -263 287 -239 312 320 -190 368: -18 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 26.4 16.6 36.2 27.9 80.3 70.9: 19.7 29.1
Old : 100.0: 27.5 26.4 16.6 36.2 27.9 80.3 70.9: 19.7 29.1
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 : 153: 33 40 35 40 51 94 112:
Old : 153: 33 40 35 40 51 94 112:
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 : 23.6 13.1 32.6 22.2 21.2 9.7 28.7 15.8
Old : 23.6 13.1 32.6 22.2 21.2 9.7 28.7 15.8
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 26, 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 : 26,288: 752 10,418 1,011 24,250 13,881 26,013 25,310: 275 978
Old : 26,288: 752 10,418 1,011 24,250 13,881 26,013 25,310: 275 978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 544: -305 48 231 598 237 524 516: 20 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 39.6 3.8 92.2 52.8 99.0 96.3: 1.0 3.7
Old : 100.0: 2.9 39.6 3.8 92.2 52.8 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 : 62: 10 9 9 27 29 40 44:
Old : 62: 10 9 9 27 29 40 44:
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 : 57.9 59.9 80.8 73.3 56.3 59.8 77.8 72.9
Old : 57.9 59.9 80.8 73.3 56.3 59.8 77.8 72.9
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 26, 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 : 25,402: 10,818 3,617 79 13,106 20,061 24,003 23,757: 1,399 1,645
Old : 25,402: 10,818 3,617 79 13,106 20,061 24,003 23,757: 1,399 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 1,691: 1,739 48 76 -156 1,521 1,659 1,645: 32 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 14.2 0.3 51.6 79.0 94.5 93.5: 5.5 6.5
Old : 100.0: 42.6 14.2 0.3 51.6 79.0 94.5 93.5: 5.5 6.5
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 : 37: 10 13 2 9 8 20 22:
Old : 37: 10 13 2 9 8 20 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 : 67.3 74.3 85.1 84.0 67.1 74.2 84.6 83.9
Old : 67.3 74.3 85.1 84.0 67.1 74.2 84.6 83.9
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 26, 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 : 129,849: 21,844 55,798 1,511 77,827 41,753 101,182 99,062: 28,667 30,787
Old : 129,849: 21,844 55,798 1,511 77,827 41,753 101,182 99,062: 28,667 30,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -250: -1,298 -2,400 -181 -83 767 -1,562 -1,814: 1,312 1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 43.0 1.2 59.9 32.2 77.9 76.3: 22.1 23.7
Old : 100.0: 16.8 43.0 1.2 59.9 32.2 77.9 76.3: 22.1 23.7
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 : 99: 20 25 10 36 33 61 64:
Old : 99: 20 25 10 36 33 61 64:
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 : 31.4 26.3 44.3 40.0 30.5 26.3 41.3 38.5
Old : 31.4 26.3 44.3 40.0 30.5 26.3 41.3 38.5
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 26, 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 : 39,072: 13,246 4,507 21 14,593 21,439 27,860 25,967: 11,212 13,105
Old : 39,072: 13,246 4,507 21 14,593 21,439 27,860 25,967: 11,212 13,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 326: -432 -443 2 171 905 -259 464: 585 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 11.5 0.1 37.3 54.9 71.3 66.5: 28.7 33.5
Old : 100.0: 33.9 11.5 0.1 37.3 54.9 71.3 66.5: 28.7 33.5
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 : 36: 6 6 1 17 14 23 21:
Old : 36: 6 6 1 17 14 23 21:
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 : 38.0 42.1 52.5 51.7 38.0 42.1 52.5 51.7
Old : 38.0 42.1 52.5 51.7 38.0 42.1 52.5 51.7
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 26, 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 : 128,952: 43,294 38,603 1,713 79,009 73,548 124,016 113,864: 4,936 15,088
Old : 128,952: 43,294 38,603 1,713 79,009 73,548 124,016 113,864: 4,936 15,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 25,527: 19,026 8,351 449 6,336 7,831 25,811 16,631: -284 8,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 29.9 1.3 61.3 57.0 96.2 88.3: 3.8 11.7
Old : 100.0: 33.6 29.9 1.3 61.3 57.0 96.2 88.3: 3.8 11.7
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 : 144: 38 54 9 22 38 66 96:
Old : 144: 38 54 9 22 38 66 96:
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 : 58.4 33.9 71.7 46.4 58.3 33.9 71.6 46.4
Old : 58.4 33.9 71.7 46.4 58.3 33.9 71.6 46.4
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 26, 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 : 188,650: 39,192 61,449 5,798 124,256 88,967 169,246 156,214: 19,404 32,436
Old : 188,650: 39,192 61,449 5,798 124,256 88,967 169,246 156,214: 19,404 32,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 8,916: 3,382 6,650 400 3,456 1,466 7,238 8,516: 1,678 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 32.6 3.1 65.9 47.2 89.7 82.8: 10.3 17.2
Old : 100.0: 20.8 32.6 3.1 65.9 47.2 89.7 82.8: 10.3 17.2
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 : 107: 18 29 14 29 49 55 84:
Old : 107: 18 29 14 29 49 55 84:
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 : 46.0 18.2 59.6 29.0 45.7 18.2 59.1 29.0
Old : 46.0 18.2 59.6 29.0 45.7 18.2 59.1 29.0
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 26, 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 : 156,827: 57,873 23,266 2,581 74,238 108,460 134,692 134,307: 22,135 22,520
Old : 156,827: 57,873 23,266 2,581 74,238 108,460 134,692 134,307: 22,135 22,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 8,852: 5,835 -1,302 1,200 3,211 9,724 10,246 9,622: -1,394 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 14.8 1.6 47.3 69.2 85.9 85.6: 14.1 14.4
Old : 100.0: 36.9 14.8 1.6 47.3 69.2 85.9 85.6: 14.1 14.4
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 : 110: 29 26 6 34 37 66 66:
Old : 110: 29 26 6 34 37 66 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 : 28.0 45.6 43.4 55.2 28.0 43.2 41.7 52.1
Old : 28.0 45.6 43.4 55.2 28.0 43.2 41.7 52.1
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 26, 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 : 556,749: 175,034 99,812 7,179 298,419 404,675 480,632 511,666: 76,117 45,083
Old : 556,749: 175,034 99,812 7,179 298,419 404,675 480,632 511,666: 76,117 45,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 9,543: 7,278 4,618 359 3,052 6,714 10,689 11,691: -1,146 -2,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 17.9 1.3 53.6 72.7 86.3 91.9: 13.7 8.1
Old : 100.0: 31.4 17.9 1.3 53.6 72.7 86.3 91.9: 13.7 8.1
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 : 266: 73 52 30 106 77 190 148:
Old : 266: 73 52 30 106 77 190 148:
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 : 19.0 48.2 30.2 59.4 18.5 48.1 29.1 59.4
Old : 19.0 48.2 30.2 59.4 18.5 48.1 29.1 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, May 26, 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 : 22,871: 2,922 3,653 118 7,063 14,686 10,103 18,457: 12,768 4,414
Old : 22,871: 2,922 3,653 118 7,063 14,686 10,103 18,457: 12,768 4,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 16.0 0.5 30.9 64.2 44.2 80.7: 55.8 19.3
Old : 100.0: 12.8 16.0 0.5 30.9 64.2 44.2 80.7: 55.8 19.3
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 : 20: 4 3 1 10 9 15 12:
Old : 20: 4 3 1 10 9 15 12:
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 : 20.2 62.8 33.4 75.7 19.5 61.8 31.1 72.2
Old : 20.2 62.8 33.4 75.7 19.5 61.8 31.1 72.2
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 26, 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 : 27,377: 9,551 20,709 347 15,370 3,043 25,268 24,099: 2,109 3,278
Old : 27,377: 9,551 20,709 347 15,370 3,043 25,268 24,099: 2,109 3,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 2,626: 2,106 2,848 247 -94 -113 2,259 2,982: 367 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 75.6 1.3 56.1 11.1 92.3 88.0: 7.7 12.0
Old : 100.0: 34.9 75.6 1.3 56.1 11.1 92.3 88.0: 7.7 12.0
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 : 49: 13 19 3 8 9 23 31:
Old : 49: 13 19 3 8 9 23 31:
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 : 67.4 57.5 80.3 69.1 66.6 57.5 79.5 69.1
Old : 67.4 57.5 80.3 69.1 66.6 57.5 79.5 69.1
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 26, 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 : 45,668: 12,218 27,261 1,048 29,684 11,710 42,950 40,019: 2,718 5,649
Old : 45,668: 12,218 27,261 1,048 29,684 11,710 42,950 40,019: 2,718 5,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 1,525: 1,476 652 -81 -277 1,476 1,118 2,047: 407 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 59.7 2.3 65.0 25.6 94.0 87.6: 6.0 12.4
Old : 100.0: 26.8 59.7 2.3 65.0 25.6 94.0 87.6: 6.0 12.4
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 : 80: 23 31 12 16 13 43 52:
Old : 80: 23 31 12 16 13 43 52:
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 : 49.2 35.4 64.7 52.9 49.2 35.4 64.7 52.8
Old : 49.2 35.4 64.7 52.9 49.2 35.4 64.7 52.8
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 26, 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 : 15,994: 6,864 5,627 10 8,784 8,733 15,658 14,370: 336 1,624
Old : 15,994: 6,864 5,627 10 8,784 8,733 15,658 14,370: 336 1,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -1,191: -426 -314 10 -647 -763 -1,063 -1,067: -128 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 35.2 0.1 54.9 54.6 97.9 89.8: 2.1 10.2
Old : 100.0: 42.9 35.2 0.1 54.9 54.6 97.9 89.8: 2.1 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 : 24: 7 7 1 5 5 12 13:
Old : 24: 7 7 1 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 : 65.5 76.9 90.5 86.2 65.4 76.9 90.5 86.2
Old : 65.5 76.9 90.5 86.2 65.4 76.9 90.5 86.2
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 26, 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 :10,860,944: 1,552,717 1,711,897 3,149,517 5,522,228 5,240,447 10,224,462 10,101,861: 636,482 759,083
Old :10,860,944: 1,552,717 1,711,897 3,149,517 5,522,228 5,240,447 10,224,462 10,101,861: 636,482 759,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 130,332: 148,743 -32,659 2,296 -18,901 116,619 132,138 86,256: -1,806 44,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.8 29.0 50.8 48.3 94.1 93.0: 5.9 7.0
Old : 100.0: 14.3 15.8 29.0 50.8 48.3 94.1 93.0: 5.9 7.0
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 : 235: 59 44 76 114 119 211 205:
Old : 235: 59 44 76 114 119 211 205:
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 : 17.1 23.1 28.6 33.6 9.9 15.6 16.3 19.8
Old : 17.1 23.1 28.6 33.6 9.9 15.6 16.3 19.8
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 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 8,722: 6,034 7,684 402 0 0 6,436 8,086: 2,286 636
Old : 8,722: 6,034 7,684 402 0 0 6,436 8,086: 2,286 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -2,156: -1,308 -2,242 -204 -34 0 -1,546 -2,446: -610 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 88.1 4.6 0.0 0.0 73.8 92.7: 26.2 7.3
Old : 100.0: 69.2 88.1 4.6 0.0 0.0 73.8 92.7: 26.2 7.3
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 : 65: 41 24 12 0 0 46 31:
Old : 65: 41 24 12 0 0 46 31:
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 : 35.0 63.6 48.5 79.0 35.0 63.5 48.5 77.7
Old : 35.0 63.6 48.5 79.0 35.0 63.5 48.5 77.7
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 26, 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 : 169,570: 31,968 28,809 29,050 108,338 106,277 169,356 164,136: 214 5,434
Old : 169,570: 31,968 28,809 29,050 108,338 106,277 169,356 164,136: 214 5,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -3,927: -3,388 1,880 -2,417 1,882 -3,871 -3,923 -4,408: -4 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 17.0 17.1 63.9 62.7 99.9 96.8: 0.1 3.2
Old : 100.0: 18.9 17.0 17.1 63.9 62.7 99.9 96.8: 0.1 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 : 55: 17 13 19 16 21 41 46:
Old : 55: 17 13 19 16 21 41 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 : 71.6 44.1 84.9 69.8 63.3 38.2 66.2 55.3
Old : 71.6 44.1 84.9 69.8 63.3 38.2 66.2 55.3
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 26, 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 : 286,931: 32,071 91,057 22,656 232,146 169,908 286,873 283,621: 58 3,310
Old : 286,931: 32,071 91,057 22,656 232,146 169,908 286,873 283,621: 58 3,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 8,408: -1,029 6,408 2,836 6,619 -718 8,426 8,526: -18 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 31.7 7.9 80.9 59.2 100.0 98.8: 0.0 1.2
Old : 100.0: 11.2 31.7 7.9 80.9 59.2 100.0 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: 20 25 29 20 40 53 82:
Old : 90: 20 25 29 20 40 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 : 72.3 35.0 83.4 51.6 69.8 32.7 77.2 47.6
Old : 72.3 35.0 83.4 51.6 69.8 32.7 77.2 47.6
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 26, 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 : 748,823: 65,913 105,198 34,977 514,540 455,046 615,430 595,221: 133,393 153,602
Old : 748,823: 65,913 105,198 34,977 514,540 455,046 615,430 595,221: 133,393 153,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 803: 1,923 6,353 2,332 -3,398 -7,233 857 1,452: -54 -649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 14.0 4.7 68.7 60.8 82.2 79.5: 17.8 20.5
Old : 100.0: 8.8 14.0 4.7 68.7 60.8 82.2 79.5: 17.8 20.5
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 : 610: 86 119 58 277 300 391 449:
Old : 610: 86 119 58 277 300 391 449:
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 : 11.6 14.6 20.6 23.5 10.7 12.0 17.7 18.6
Old : 11.6 14.6 20.6 23.5 10.7 12.0 17.7 18.6
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 26, 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 : 108,239: 20,302 4,245 1,000 80,694 20,609 101,996 25,854: 6,243 82,385
Old : 108,239: 20,302 4,245 1,000 80,694 20,609 101,996 25,854: 6,243 82,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 2,949: 1,489 1,150 489 2,496 1,694 4,474 3,333: -1,525 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 3.9 0.9 74.6 19.0 94.2 23.9: 5.8 76.1
Old : 100.0: 18.8 3.9 0.9 74.6 19.0 94.2 23.9: 5.8 76.1
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 : 28: 7 1 2 14 7 21 10:
Old : 28: 7 1 2 14 7 21 10:
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 : 50.4 20.4 74.4 23.7 50.2 20.4 74.2 23.0
Old : 50.4 20.4 74.4 23.7 50.2 20.4 74.2 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, May 26, 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 Consumer Stapl :
: : :
All : 17,199: 293 0 0 15,150 10,455 15,443 10,455: 1,756 6,744
Old : 17,199: 293 0 0 15,150 10,455 15,443 10,455: 1,756 6,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 88.1 60.8 89.8 60.8: 10.2 39.2
Old : 100.0: 1.7 0.0 0.0 88.1 60.8 89.8 60.8: 10.2 39.2
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 : 20: 1 0 0 10 10 11 10:
Old : 20: 1 0 0 10 10 11 10:
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 : 72.9 46.0 85.5 57.9 72.9 46.0 84.1 57.9
Old : 72.9 46.0 85.5 57.9 72.9 46.0 84.1 57.9
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 26, 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 : 10,879: 512 600 0 8,731 8,882 9,243 9,482: 1,636 1,397
Old : 10,879: 512 600 0 8,731 8,882 9,243 9,482: 1,636 1,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -618: -284 0 -16 -24 -284 -324 -300: -294 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.5 0.0 80.3 81.6 85.0 87.2: 15.0 12.8
Old : 100.0: 4.7 5.5 0.0 80.3 81.6 85.0 87.2: 15.0 12.8
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 : 25: 1 1 0 15 9 16 10:
Old : 25: 1 1 0 15 9 16 10:
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 : 44.1 54.1 63.7 79.9 44.1 54.1 63.7 79.9
Old : 44.1 54.1 63.7 79.9 44.1 54.1 63.7 79.9
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 26, 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 : 3,202,921: 326,600 603,308 71,341 2,169,228 2,172,185 2,567,169 2,846,834: 635,752 356,087
Old : 3,202,921: 326,600 603,308 71,341 2,169,228 2,172,185 2,567,169 2,846,834: 635,752 356,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -10,730: 9,901 33,746 1,484 -29,472 -44,637 -18,087 -9,407: 7,357 -1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.8 2.2 67.7 67.8 80.2 88.9: 19.8 11.1
Old : 100.0: 10.2 18.8 2.2 67.7 67.8 80.2 88.9: 19.8 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 : 610: 85 120 57 273 298 386 447:
Old : 610: 85 120 57 273 298 386 447:
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 : 13.1 17.0 20.9 27.5 12.4 17.0 19.5 26.7
Old : 13.1 17.0 20.9 27.5 12.4 17.0 19.5 26.7
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 26, 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 : 67,282: 6,539 5,480 325 52,716 56,293 59,580 62,098: 7,702 5,184
Old : 67,282: 6,539 5,480 325 52,716 56,293 59,580 62,098: 7,702 5,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -2,879: -237 61 -491 -2,149 -3,186 -2,877 -3,616: -2 737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 8.1 0.5 78.4 83.7 88.6 92.3: 11.4 7.7
Old : 100.0: 9.7 8.1 0.5 78.4 83.7 88.6 92.3: 11.4 7.7
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 : 75: 6 7 3 43 36 50 45:
Old : 75: 6 7 3 43 36 50 45:
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 : 31.1 42.8 46.8 61.7 30.7 42.7 46.3 61.3
Old : 31.1 42.8 46.8 61.7 30.7 42.7 46.3 61.3
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 26, 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 : 42,000: 13,748 13,060 747 20,787 21,810 35,282 35,617: 6,719 6,384
Old : 42,000: 13,748 13,060 747 20,787 21,810 35,282 35,617: 6,719 6,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 2,367: 1,817 139 -47 119 1,705 1,889 1,796: 478 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 31.1 1.8 49.5 51.9 84.0 84.8: 16.0 15.2
Old : 100.0: 32.7 31.1 1.8 49.5 51.9 84.0 84.8: 16.0 15.2
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 : 266: 62 51 21 99 95 174 154:
Old : 266: 62 51 21 99 95 174 154:
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 : 12.9 19.2 22.2 29.7 12.9 19.2 22.2 29.3
Old : 12.9 19.2 22.2 29.7 12.9 19.2 22.2 29.3
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 26, 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 : 210,002: 68,738 65,299 3,734 103,936 109,050 176,408 178,083: 33,594 31,919
Old : 210,002: 68,738 65,299 3,734 103,936 109,050 176,408 178,083: 33,594 31,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 11,836: 9,087 694 -236 595 8,524 9,446 8,982: 2,390 2,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 31.1 1.8 49.5 51.9 84.0 84.8: 16.0 15.2
Old : 100.0: 32.7 31.1 1.8 49.5 51.9 84.0 84.8: 16.0 15.2
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 : 266: 62 51 21 99 95 174 154:
Old : 266: 62 51 21 99 95 174 154:
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 : 12.9 19.2 22.2 29.7 12.9 19.2 22.2 29.3
Old : 12.9 19.2 22.2 29.7 12.9 19.2 22.2 29.3
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 26, 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 : 136,920: 25,530 66,068 572 94,516 40,279 120,618 106,919: 16,302 30,001
Old : 136,920: 25,530 66,068 572 94,516 40,279 120,618 106,919: 16,302 30,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 4,123: 229 1,209 14 3,290 299 3,533 1,522: 590 2,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 48.3 0.4 69.0 29.4 88.1 78.1: 11.9 21.9
Old : 100.0: 18.6 48.3 0.4 69.0 29.4 88.1 78.1: 11.9 21.9
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 : 82: 14 26 5 27 32 45 59:
Old : 82: 14 26 5 27 32 45 59:
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 : 49.1 34.4 68.0 45.4 48.9 34.1 67.7 44.7
Old : 49.1 34.4 68.0 45.4 48.9 34.1 67.7 44.7
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 26, 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 : 563,594: 104,973 76,186 6,735 434,222 457,349 545,930 540,270: 17,664 23,324
Old : 563,594: 104,973 76,186 6,735 434,222 457,349 545,930 540,270: 17,664 23,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 10,711: 18,982 -3,591 -2,851 -5,526 16,394 10,605 9,952: 106 759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 13.5 1.2 77.0 81.1 96.9 95.9: 3.1 4.1
Old : 100.0: 18.6 13.5 1.2 77.0 81.1 96.9 95.9: 3.1 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 : 336: 63 48 22 142 145 217 203:
Old : 336: 63 48 22 142 145 217 203:
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 : 19.2 21.3 30.7 35.1 18.8 21.2 29.8 34.2
Old : 19.2 21.3 30.7 35.1 18.8 21.2 29.8 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 14,916: 2,710 5,543 0 8,866 4,474 11,576 10,017: 3,340 4,899
Old : 14,916: 2,710 5,543 0 8,866 4,474 11,576 10,017: 3,340 4,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 37.2 0.0 59.4 30.0 77.6 67.2: 22.4 32.8
Old : 100.0: 18.2 37.2 0.0 59.4 30.0 77.6 67.2: 22.4 32.8
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: 4 8 0 6 5 10 13:
Old : 22: 4 8 0 6 5 10 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 : 58.5 40.4 74.5 59.0 58.5 40.4 74.5 59.0
Old : 58.5 40.4 74.5 59.0 58.5 40.4 74.5 59.0
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 26, 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 : 42,119: 8,758 3,378 320 26,716 20,156 35,794 23,854: 6,325 18,265
Old : 42,119: 8,758 3,378 320 26,716 20,156 35,794 23,854: 6,325 18,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 1,843: 1,732 -1,359 -134 -149 1,393 1,449 -100: 394 1,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 8.0 0.8 63.4 47.9 85.0 56.6: 15.0 43.4
Old : 100.0: 20.8 8.0 0.8 63.4 47.9 85.0 56.6: 15.0 43.4
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 : 67: 14 8 4 23 31 38 42:
Old : 67: 14 8 4 23 31 38 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 : 31.2 23.3 46.7 33.0 29.0 23.3 44.5 33.0
Old : 31.2 23.3 46.7 33.0 29.0 23.3 44.5 33.0
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 26, 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 : 148,166: 58,602 65 1,631 87,700 146,431 147,933 148,127: 233 39
Old : 148,166: 58,602 65 1,631 87,700 146,431 147,933 148,127: 233 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 1,744: -851 0 12 2,592 1,733 1,753 1,745: -9 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 0.0 1.1 59.2 98.8 99.8 100.0: 0.2 0.0
Old : 100.0: 39.6 0.0 1.1 59.2 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 : 68: 25 1 4 34 27 59 32:
Old : 68: 25 1 4 34 27 59 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 : 54.5 58.5 72.6 83.3 43.8 44.0 54.6 59.4
Old : 54.5 58.5 72.6 83.3 43.8 44.0 54.6 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2020