BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 02, 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 : 10,422: 788 1,259 510 8,728 8,260 10,026 10,029: 396 393
Old : 10,422: 788 1,259 510 8,728 8,260 10,026 10,029: 396 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 12: 36 8 -31 19 102 24 79: -12 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 12.1 4.9 83.7 79.3 96.2 96.2: 3.8 3.8
Old : 100.0: 7.6 12.1 4.9 83.7 79.3 96.2 96.2: 3.8 3.8
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 : 47: 3 7 6 29 26 36 35:
Old : 47: 3 7 6 29 26 36 35:
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 : 45.5 44.0 66.4 62.4 44.1 38.6 63.5 55.6
Old : 45.5 44.0 66.4 62.4 44.1 38.6 63.5 55.6
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, June 02, 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 : 25,801: 11,374 5,205 1,458 10,417 13,932 23,249 20,595: 2,552 5,206
Old : 25,801: 11,374 5,205 1,458 10,417 13,932 23,249 20,595: 2,552 5,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,362: 460 -405 175 336 1,572 971 1,342: 391 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 20.2 5.7 40.4 54.0 90.1 79.8: 9.9 20.2
Old : 100.0: 44.1 20.2 5.7 40.4 54.0 90.1 79.8: 9.9 20.2
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 : 80: 15 21 20 27 30 55 58:
Old : 80: 15 21 20 27 30 55 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 : 62.4 33.3 70.5 46.0 62.2 32.4 69.8 42.3
Old : 62.4 33.3 70.5 46.0 62.2 32.4 69.8 42.3
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, June 02, 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 : 10,319: 1,264 421 675 7,903 8,637 9,842 9,733: 477 586
Old : 10,319: 1,264 421 675 7,903 8,637 9,842 9,733: 477 586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 295: -62 46 36 322 118 296 200: -1 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.1 6.5 76.6 83.7 95.4 94.3: 4.6 5.7
Old : 100.0: 12.2 4.1 6.5 76.6 83.7 95.4 94.3: 4.6 5.7
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 : 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 : 32.5 46.6 53.9 70.8 32.4 44.4 50.7 61.8
Old : 32.5 46.6 53.9 70.8 32.4 44.4 50.7 61.8
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, June 02, 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 : 6,175: 46 3,747 550 5,230 1,572 5,826 5,869: 349 306
Old : 6,175: 46 3,747 550 5,230 1,572 5,826 5,869: 349 306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 96: 12 64 3 68 35 83 102: 13 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 60.7 8.9 84.7 25.5 94.3 95.0: 5.7 5.0
Old : 100.0: 0.7 60.7 8.9 84.7 25.5 94.3 95.0: 5.7 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: 2 6 6 18 11 25 18:
Old : 30: 2 6 6 18 11 25 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 : 60.4 67.0 79.3 81.7 58.9 62.8 70.9 73.3
Old : 60.4 67.0 79.3 81.7 58.9 62.8 70.9 73.3
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, June 02, 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 : 217,207: 77,133 67,975 41,218 82,023 86,727 200,374 195,920: 16,833 21,287
Old : 169,348: 69,319 68,175 22,462 66,475 62,722 158,256 153,359: 11,092 15,989
Other: 47,859: 23,325 15,311 3,245 15,548 24,005 42,118 42,561: 5,741 5,298
: : :
: : Changes in Commitments from: May 26, 2020 :
: 274: 4,254 8,035 -3,057 -85 -4,997 1,112 -19: -838 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 31.3 19.0 37.8 39.9 92.3 90.2: 7.7 9.8
Old : 100.0: 40.9 40.3 13.3 39.3 37.0 93.5 90.6: 6.5 9.4
Other: 100.0: 48.7 32.0 6.8 32.5 50.2 88.0 88.9: 12.0 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 77 101 95 55 68 200 212:
Old : 262: 74 105 78 45 63 170 201:
Other: 145: 37 35 27 39 43 98 90:
:----------------------------------------------------------------------------------------------------
: 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 26.6 31.8 35.0 17.1 19.7 28.6 26.3
Old : 21.8 23.3 37.0 31.8 21.1 18.6 33.2 26.3
Other: 28.5 49.9 41.0 58.0 28.5 44.9 40.2 51.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 02, 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 : 268,330: 73,758 40,269 49,778 115,458 147,546 238,994 237,593: 29,336 30,737
Old : 268,330: 73,758 40,269 49,778 115,458 147,546 238,994 237,593: 29,336 30,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 8,158: 3,051 4,223 -66 5,876 4,974 8,861 9,131: -703 -973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 15.0 18.6 43.0 55.0 89.1 88.5: 10.9 11.5
Old : 100.0: 27.5 15.0 18.6 43.0 55.0 89.1 88.5: 10.9 11.5
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 : 346: 89 82 106 105 128 258 273:
Old : 346: 89 82 106 105 128 258 273:
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 : 18.9 21.5 30.1 30.3 18.8 21.2 29.3 28.5
Old : 18.9 21.5 30.1 30.3 18.8 21.2 29.3 28.5
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, June 02, 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 : 2,561: 470 441 26 1,151 1,285 1,647 1,752: 914 809
Old : 2,561: 470 441 26 1,151 1,285 1,647 1,752: 914 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2: 33 -92 -17 -99 35 -83 -74: 85 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 17.2 1.0 44.9 50.2 64.3 68.4: 35.7 31.6
Old : 100.0: 18.4 17.2 1.0 44.9 50.2 64.3 68.4: 35.7 31.6
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 : 30: 5 10 4 9 9 17 20:
Old : 30: 5 10 4 9 9 17 20:
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 : 39.7 38.2 53.5 54.4 39.7 36.9 53.5 52.7
Old : 39.7 38.2 53.5 54.4 39.7 36.9 53.5 52.7
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, June 02, 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 : 30,397: 9,911 8,405 4,354 10,594 8,603 24,859 21,362: 5,538 9,035
Old : 30,397: 9,911 8,405 4,354 10,594 8,603 24,859 21,362: 5,538 9,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,436: 1,938 771 -460 123 520 1,601 831: -165 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 27.7 14.3 34.9 28.3 81.8 70.3: 18.2 29.7
Old : 100.0: 32.6 27.7 14.3 34.9 28.3 81.8 70.3: 18.2 29.7
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 : 152: 29 43 36 33 54 86 116:
Old : 152: 29 43 36 33 54 86 116:
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 : 26.2 13.3 37.7 21.8 26.2 10.0 34.6 16.3
Old : 26.2 13.3 37.7 21.8 26.2 10.0 34.6 16.3
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, June 02, 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 : 26,616: 823 10,552 1,001 24,433 14,110 26,257 25,663: 359 953
Old : 26,616: 823 10,552 1,001 24,433 14,110 26,257 25,663: 359 953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 328: 71 134 -10 183 229 244 353: 84 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 39.6 3.8 91.8 53.0 98.7 96.4: 1.3 3.6
Old : 100.0: 3.1 39.6 3.8 91.8 53.0 98.7 96.4: 1.3 3.6
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 : 65: 11 11 9 27 28 43 43:
Old : 65: 11 11 9 27 28 43 43:
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 : 57.3 60.5 79.9 75.0 56.0 60.3 77.1 74.4
Old : 57.3 60.5 79.9 75.0 56.0 60.3 77.1 74.4
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, June 02, 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 : 26,208: 15,516 4,254 81 9,377 20,424 24,974 24,759: 1,234 1,449
Old : 26,208: 15,516 4,254 81 9,377 20,424 24,974 24,759: 1,234 1,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 806: 4,698 637 2 -3,729 363 971 1,002: -165 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 16.2 0.3 35.8 77.9 95.3 94.5: 4.7 5.5
Old : 100.0: 59.2 16.2 0.3 35.8 77.9 95.3 94.5: 4.7 5.5
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: 12 11 2 7 8 20 20:
Old : 36: 12 11 2 7 8 20 20:
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 : 68.7 75.3 84.0 85.1 68.6 75.0 83.8 84.8
Old : 68.7 75.3 84.0 85.1 68.6 75.0 83.8 84.8
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, June 02, 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 : 128,476: 19,774 52,912 1,202 78,954 46,714 99,930 100,828: 28,546 27,648
Old : 128,476: 19,774 52,912 1,202 78,954 46,714 99,930 100,828: 28,546 27,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -1,373: -2,070 -2,886 -309 1,127 4,961 -1,252 1,766: -121 -3,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 41.2 0.9 61.5 36.4 77.8 78.5: 22.2 21.5
Old : 100.0: 15.4 41.2 0.9 61.5 36.4 77.8 78.5: 22.2 21.5
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 : 98: 19 28 9 34 31 57 64:
Old : 98: 19 28 9 34 31 57 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 29.2 45.5 44.5 30.6 28.9 42.8 44.0
Old : 31.4 29.2 45.5 44.5 30.6 28.9 42.8 44.0
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, June 02, 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 : 40,352: 13,364 4,375 120 14,432 22,186 27,916 26,681: 12,436 13,671
Old : 40,352: 13,364 4,375 120 14,432 22,186 27,916 26,681: 12,436 13,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,280: 118 -132 99 -161 747 56 714: 1,224 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 10.8 0.3 35.8 55.0 69.2 66.1: 30.8 33.9
Old : 100.0: 33.1 10.8 0.3 35.8 55.0 69.2 66.1: 30.8 33.9
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 : 36: 6 7 2 17 12 23 21:
Old : 36: 6 7 2 17 12 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 : 36.8 41.1 51.4 50.8 36.8 41.0 51.3 50.5
Old : 36.8 41.1 51.4 50.8 36.8 41.0 51.3 50.5
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, June 02, 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 : 122,614: 56,663 48,346 1,614 59,334 68,055 117,611 118,015: 5,003 4,599
Old : 122,614: 56,663 48,346 1,614 59,334 68,055 117,611 118,015: 5,003 4,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -6,338: 13,369 9,743 -99 -19,675 -5,493 -6,405 4,151: 67 -10,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 39.4 1.3 48.4 55.5 95.9 96.2: 4.1 3.8
Old : 100.0: 46.2 39.4 1.3 48.4 55.5 95.9 96.2: 4.1 3.8
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 : 134: 42 44 11 22 34 71 83:
Old : 134: 42 44 11 22 34 71 83:
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 : 53.1 38.9 67.8 53.5 53.1 38.7 67.8 53.3
Old : 53.1 38.9 67.8 53.5 53.1 38.7 67.8 53.3
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, June 02, 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 : 190,138: 26,970 63,014 6,440 136,633 92,230 170,043 161,684: 20,095 28,454
Old : 190,138: 26,970 63,014 6,440 136,633 92,230 170,043 161,684: 20,095 28,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,488: -12,222 1,565 642 12,377 3,263 797 5,470: 691 -3,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 33.1 3.4 71.9 48.5 89.4 85.0: 10.6 15.0
Old : 100.0: 14.2 33.1 3.4 71.9 48.5 89.4 85.0: 10.6 15.0
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 : 112: 16 32 13 32 52 58 87:
Old : 112: 16 32 13 32 52 58 87:
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 : 48.2 18.6 60.7 29.2 47.5 18.6 59.7 29.2
Old : 48.2 18.6 60.7 29.2 47.5 18.6 59.7 29.2
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, June 02, 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 : 158,743: 61,958 29,379 3,398 72,106 100,594 137,462 133,371: 21,281 25,372
Old : 158,743: 61,958 29,379 3,398 72,106 100,594 137,462 133,371: 21,281 25,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,916: 4,085 6,113 817 -2,132 -7,866 2,770 -936: -854 2,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 18.5 2.1 45.4 63.4 86.6 84.0: 13.4 16.0
Old : 100.0: 39.0 18.5 2.1 45.4 63.4 86.6 84.0: 13.4 16.0
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 : 115: 29 30 9 34 39 66 75:
Old : 115: 29 30 9 34 39 66 75:
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 : 27.2 40.9 43.2 48.1 27.2 38.4 41.5 45.6
Old : 27.2 40.9 43.2 48.1 27.2 38.4 41.5 45.6
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, June 02, 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 : 583,384: 174,412 93,172 14,831 312,787 429,985 502,030 537,988: 81,354 45,396
Old : 583,384: 174,412 93,172 14,831 312,787 429,985 502,030 537,988: 81,354 45,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 26,635: -622 -6,640 7,652 14,368 25,310 21,398 26,322: 5,237 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 16.0 2.5 53.6 73.7 86.1 92.2: 13.9 7.8
Old : 100.0: 29.9 16.0 2.5 53.6 73.7 86.1 92.2: 13.9 7.8
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 : 268: 79 49 26 107 76 193 144:
Old : 268: 79 49 26 107 76 193 144:
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 : 18.1 50.4 28.8 61.3 17.5 48.4 27.6 59.4
Old : 18.1 50.4 28.8 61.3 17.5 48.4 27.6 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, June 02, 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 : 23,212: 3,257 3,739 143 7,221 14,821 10,621 18,703: 12,591 4,509
Old : 23,212: 3,257 3,739 143 7,221 14,821 10,621 18,703: 12,591 4,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 341: 335 86 25 158 135 518 246: -177 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 16.1 0.6 31.1 63.9 45.8 80.6: 54.2 19.4
Old : 100.0: 14.0 16.1 0.6 31.1 63.9 45.8 80.6: 54.2 19.4
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 : 21: 5 3 2 11 9 18 12:
Old : 21: 5 3 2 11 9 18 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 : 19.6 62.7 33.0 75.7 19.3 61.6 31.1 71.9
Old : 19.6 62.7 33.0 75.7 19.3 61.6 31.1 71.9
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, June 02, 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 : 26,354: 9,103 21,106 100 15,588 2,543 24,791 23,749: 1,563 2,605
Old : 26,354: 9,103 21,106 100 15,588 2,543 24,791 23,749: 1,563 2,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -1,023: -448 397 -247 218 -500 -477 -350: -546 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 80.1 0.4 59.1 9.6 94.1 90.1: 5.9 9.9
Old : 100.0: 34.5 80.1 0.4 59.1 9.6 94.1 90.1: 5.9 9.9
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 : 44: 13 18 1 7 7 21 26:
Old : 44: 13 18 1 7 7 21 26:
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 : 66.0 65.2 81.7 75.3 65.0 65.2 80.7 75.3
Old : 66.0 65.2 81.7 75.3 65.0 65.2 80.7 75.3
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, June 02, 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 : 46,537: 14,318 27,241 1,064 28,204 13,122 43,586 41,427: 2,951 5,110
Old : 46,537: 14,318 27,241 1,064 28,204 13,122 43,586 41,427: 2,951 5,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 869: 2,100 -20 16 -1,480 1,412 636 1,408: 233 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 58.5 2.3 60.6 28.2 93.7 89.0: 6.3 11.0
Old : 100.0: 30.8 58.5 2.3 60.6 28.2 93.7 89.0: 6.3 11.0
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 : 79: 22 31 10 16 14 43 50:
Old : 79: 22 31 10 16 14 43 50:
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 : 46.9 34.8 62.9 53.5 46.9 34.8 62.6 53.5
Old : 46.9 34.8 62.9 53.5 46.9 34.8 62.6 53.5
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, June 02, 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 : 12,878: 6,039 2,746 103 6,260 8,870 12,402 11,719: 476 1,159
Old : 12,878: 6,039 2,746 103 6,260 8,870 12,402 11,719: 476 1,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -3,116: -825 -2,881 93 -2,524 137 -3,256 -2,651: 140 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 21.3 0.8 48.6 68.9 96.3 91.0: 3.7 9.0
Old : 100.0: 46.9 21.3 0.8 48.6 68.9 96.3 91.0: 3.7 9.0
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 : 25: 8 8 2 5 6 13 16:
Old : 25: 8 8 2 5 6 13 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 : 66.5 74.2 90.8 85.1 65.8 74.1 90.0 85.0
Old : 66.5 74.2 90.8 85.1 65.8 74.1 90.0 85.0
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, June 02, 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 :11,015,495: 1,462,644 1,661,881 3,262,481 5,658,168 5,410,262 10,383,293 10,334,624: 632,202 680,871
Old :11,015,495: 1,462,644 1,661,881 3,262,481 5,658,168 5,410,262 10,383,293 10,334,624: 632,202 680,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 154,551: -90,073 -50,016 112,964 135,940 169,815 158,831 232,763: -4,280 -78,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 15.1 29.6 51.4 49.1 94.3 93.8: 5.7 6.2
Old : 100.0: 13.3 15.1 29.6 51.4 49.1 94.3 93.8: 5.7 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 : 239: 55 49 79 117 120 215 210:
Old : 239: 55 49 79 117 120 215 210:
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 : 16.8 23.0 28.2 33.2 10.3 15.7 16.4 19.9
Old : 16.8 23.0 28.2 33.2 10.3 15.7 16.4 19.9
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 8,824: 5,914 8,066 278 35 0 6,227 8,344: 2,597 480
Old : 8,824: 5,914 8,066 278 35 0 6,227 8,344: 2,597 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 102: -120 382 -124 35 0 -209 258: 311 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 91.4 3.2 0.4 0.0 70.6 94.6: 29.4 5.4
Old : 100.0: 67.0 91.4 3.2 0.4 0.0 70.6 94.6: 29.4 5.4
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 : 68: 44 23 9 1 0 51 26:
Old : 68: 44 23 9 1 0 51 26:
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 : 32.8 62.4 45.5 76.9 32.8 61.8 45.5 76.2
Old : 32.8 62.4 45.5 76.9 32.8 61.8 45.5 76.2
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, June 02, 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 : 173,013: 32,099 35,680 30,191 110,595 107,055 172,885 172,926: 128 87
Old : 173,013: 32,099 35,680 30,191 110,595 107,055 172,885 172,926: 128 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 3,443: 131 6,871 1,141 2,257 778 3,529 8,790: -86 -5,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.6 17.5 63.9 61.9 99.9 99.9: 0.1 0.1
Old : 100.0: 18.6 20.6 17.5 63.9 61.9 99.9 99.9: 0.1 0.1
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 : 61: 19 14 19 15 24 42 50:
Old : 61: 19 14 19 15 24 42 50:
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 : 71.4 43.6 84.8 69.9 63.7 38.4 66.1 55.4
Old : 71.4 43.6 84.8 69.9 63.7 38.4 66.1 55.4
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, June 02, 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 : 215,648: 28,080 77,539 18,782 168,689 118,235 215,551 214,556: 97 1,092
Old : 215,648: 28,080 77,539 18,782 168,689 118,235 215,551 214,556: 97 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -71,283: -3,991 -13,518 -3,874 -63,457 -51,673 -71,322 -69,065: 39 -2,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 36.0 8.7 78.2 54.8 100.0 99.5: 0.0 0.5
Old : 100.0: 13.0 36.0 8.7 78.2 54.8 100.0 99.5: 0.0 0.5
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 : 84: 16 24 27 20 40 48 81:
Old : 84: 16 24 27 20 40 48 81:
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 : 75.8 39.0 84.8 56.7 74.2 36.2 79.1 53.0
Old : 75.8 39.0 84.8 56.7 74.2 36.2 79.1 53.0
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, June 02, 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 : 750,830: 72,765 105,925 34,038 512,878 460,327 619,680 600,289: 131,149 150,541
Old : 750,830: 72,765 105,925 34,038 512,878 460,327 619,680 600,289: 131,149 150,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,006: 6,851 727 -939 -1,661 5,281 4,251 5,068: -2,244 -3,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 14.1 4.5 68.3 61.3 82.5 80.0: 17.5 20.0
Old : 100.0: 9.7 14.1 4.5 68.3 61.3 82.5 80.0: 17.5 20.0
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 : 597: 94 111 57 271 283 396 420:
Old : 597: 94 111 57 271 283 396 420:
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 : 11.1 14.3 20.2 23.7 10.2 11.9 16.9 18.8
Old : 11.1 14.3 20.2 23.7 10.2 11.9 16.9 18.8
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, June 02, 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 : 107,739: 19,097 7,098 289 82,356 19,827 101,742 27,214: 5,997 80,525
Old : 107,739: 19,097 7,098 289 82,356 19,827 101,742 27,214: 5,997 80,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -500: -1,205 2,853 -711 1,662 -782 -254 1,360: -246 -1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.6 0.3 76.4 18.4 94.4 25.3: 5.6 74.7
Old : 100.0: 17.7 6.6 0.3 76.4 18.4 94.4 25.3: 5.6 74.7
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 : 26: 6 2 1 14 5 20 8:
Old : 26: 6 2 1 14 5 20 8:
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 : 53.0 22.6 77.2 25.3 52.8 22.6 76.9 25.0
Old : 53.0 22.6 77.2 25.3 52.8 22.6 76.9 25.0
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, June 02, 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 : 12,695: 1,551 600 0 9,580 8,393 11,131 8,993: 1,564 3,702
Old : 12,695: 1,551 600 0 9,580 8,393 11,131 8,993: 1,564 3,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,816: 1,039 0 0 849 -489 1,888 -489: -72 2,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.7 0.0 75.5 66.1 87.7 70.8: 12.3 29.2
Old : 100.0: 12.2 4.7 0.0 75.5 66.1 87.7 70.8: 12.3 29.2
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 : 29: 3 1 0 15 11 18 12:
Old : 29: 3 1 0 15 11 18 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 : 45.1 43.0 65.2 61.9 45.1 43.0 65.2 61.9
Old : 45.1 43.0 65.2 61.9 45.1 43.0 65.2 61.9
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, June 02, 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 : 3,215,453: 371,808 597,604 65,273 2,152,611 2,202,498 2,589,692 2,865,375: 625,761 350,078
Old : 3,215,453: 371,808 597,604 65,273 2,152,611 2,202,498 2,589,692 2,865,375: 625,761 350,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 12,532: 45,208 -5,704 -6,068 -16,617 30,313 22,523 18,541: -9,991 -6,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 18.6 2.0 66.9 68.5 80.5 89.1: 19.5 10.9
Old : 100.0: 11.6 18.6 2.0 66.9 68.5 80.5 89.1: 19.5 10.9
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 : 597: 94 111 54 268 282 391 418:
Old : 597: 94 111 54 268 282 391 418:
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 : 12.5 16.7 20.3 27.7 11.9 16.6 18.8 27.0
Old : 12.5 16.7 20.3 27.7 11.9 16.6 18.8 27.0
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, June 02, 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 : 65,041: 6,353 4,626 341 50,696 54,547 57,390 59,514: 7,651 5,527
Old : 65,041: 6,353 4,626 341 50,696 54,547 57,390 59,514: 7,651 5,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -2,241: -186 -854 16 -2,020 -1,746 -2,190 -2,584: -51 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.1 0.5 77.9 83.9 88.2 91.5: 11.8 8.5
Old : 100.0: 9.8 7.1 0.5 77.9 83.9 88.2 91.5: 11.8 8.5
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 : 78: 7 8 3 42 35 50 45:
Old : 78: 7 8 3 42 35 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 : 30.8 43.4 47.1 61.1 30.6 43.3 46.5 60.8
Old : 30.8 43.4 47.1 61.1 30.6 43.3 46.5 60.8
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, June 02, 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 : 41,947: 13,707 11,187 620 21,673 23,590 36,000 35,397: 5,947 6,550
Old : 41,947: 13,707 11,187 620 21,673 23,590 36,000 35,397: 5,947 6,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -54: -41 -1,872 -127 886 1,780 718 -220: -772 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 26.7 1.5 51.7 56.2 85.8 84.4: 14.2 15.6
Old : 100.0: 32.7 26.7 1.5 51.7 56.2 85.8 84.4: 14.2 15.6
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 : 283: 65 58 28 103 100 183 172:
Old : 283: 65 58 28 103 100 183 172:
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 18.6 21.5 27.6 12.1 18.3 20.6 27.2
Old : 12.9 18.6 21.5 27.6 12.1 18.3 20.6 27.2
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, June 02, 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 : 209,734: 68,534 55,937 3,100 108,365 117,948 179,999 176,985: 29,735 32,749
Old : 209,734: 68,534 55,937 3,100 108,365 117,948 179,999 176,985: 29,735 32,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -268: -204 -9,362 -634 4,429 8,898 3,591 -1,098: -3,859 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 26.7 1.5 51.7 56.2 85.8 84.4: 14.2 15.6
Old : 100.0: 32.7 26.7 1.5 51.7 56.2 85.8 84.4: 14.2 15.6
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 : 283: 65 58 28 103 100 183 172:
Old : 283: 65 58 28 103 100 183 172:
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 18.6 21.5 27.6 12.1 18.3 20.6 27.2
Old : 12.9 18.6 21.5 27.6 12.1 18.3 20.6 27.2
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, June 02, 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 : 135,378: 26,571 67,362 1,210 91,638 37,786 119,419 106,358: 15,959 29,020
Old : 135,378: 26,571 67,362 1,210 91,638 37,786 119,419 106,358: 15,959 29,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -1,542: 1,041 1,294 638 -2,878 -2,493 -1,199 -561: -343 -981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 49.8 0.9 67.7 27.9 88.2 78.6: 11.8 21.4
Old : 100.0: 19.6 49.8 0.9 67.7 27.9 88.2 78.6: 11.8 21.4
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 : 79: 12 23 8 29 31 45 58:
Old : 79: 12 23 8 29 31 45 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 : 49.8 34.8 64.7 44.4 49.7 34.6 64.5 44.1
Old : 49.8 34.8 64.7 44.4 49.7 34.6 64.5 44.1
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, June 02, 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 : 570,574: 96,779 80,252 7,866 448,582 460,153 553,227 548,271: 17,347 22,303
Old : 570,574: 96,779 80,252 7,866 448,582 460,153 553,227 548,271: 17,347 22,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 6,980: -8,194 4,066 1,131 14,360 2,804 7,297 8,001: -317 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 14.1 1.4 78.6 80.6 97.0 96.1: 3.0 3.9
Old : 100.0: 17.0 14.1 1.4 78.6 80.6 97.0 96.1: 3.0 3.9
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 : 331: 55 53 23 147 136 217 197:
Old : 331: 55 53 23 147 136 217 197:
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 : 20.7 21.6 32.5 36.0 20.2 21.5 31.8 35.1
Old : 20.7 21.6 32.5 36.0 20.2 21.5 31.8 35.1
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, June 02, 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 : 17,377: 3,118 7,865 1 10,766 4,671 13,885 12,537: 3,492 4,840
Old : 17,377: 3,118 7,865 1 10,766 4,671 13,885 12,537: 3,492 4,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,461: 408 2,322 1 1,900 197 2,309 2,520: 152 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 45.3 0.0 62.0 26.9 79.9 72.1: 20.1 27.9
Old : 100.0: 17.9 45.3 0.0 62.0 26.9 79.9 72.1: 20.1 27.9
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: 4 8 1 8 6 13 14:
Old : 25: 4 8 1 8 6 13 14:
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 : 59.3 48.4 74.0 63.8 59.3 48.4 74.0 63.8
Old : 59.3 48.4 74.0 63.8 59.3 48.4 74.0 63.8
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, June 02, 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 : 46,071: 12,010 5,177 268 27,672 25,797 39,950 31,242: 6,121 14,829
Old : 46,071: 12,010 5,177 268 27,672 25,797 39,950 31,242: 6,121 14,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 3,952: 3,252 1,799 -52 956 5,641 4,156 7,388: -204 -3,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.2 0.6 60.1 56.0 86.7 67.8: 13.3 32.2
Old : 100.0: 26.1 11.2 0.6 60.1 56.0 86.7 67.8: 13.3 32.2
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: 18 10 5 27 34 45 49:
Old : 76: 18 10 5 27 34 45 49:
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 : 31.9 28.2 51.2 39.2 29.3 28.0 48.5 39.1
Old : 31.9 28.2 51.2 39.2 29.3 28.0 48.5 39.1
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, June 02, 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 : 145,991: 59,576 65 1,699 84,491 144,087 145,766 145,851: 225 140
Old : 145,991: 59,576 65 1,699 84,491 144,087 145,766 145,851: 225 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -2,175: 974 0 68 -3,209 -2,344 -2,167 -2,276: -8 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 0.0 1.2 57.9 98.7 99.8 99.9: 0.2 0.1
Old : 100.0: 40.8 0.0 1.2 57.9 98.7 99.8 99.9: 0.2 0.1
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 : 71: 27 1 4 34 26 62 31:
Old : 71: 27 1 4 34 26 62 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 : 50.4 58.4 66.4 83.0 41.2 46.7 54.5 63.1
Old : 50.4 58.4 66.4 83.0 41.2 46.7 54.5 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 05, 2020