BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 23, 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 : 10,174: 988 1,098 491 8,237 8,222 9,716 9,811: 458 363
Old : 10,174: 988 1,098 491 8,237 8,222 9,716 9,811: 458 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 207: 4 8 45 225 169 274 222: -67 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 10.8 4.8 81.0 80.8 95.5 96.4: 4.5 3.6
Old : 100.0: 9.7 10.8 4.8 81.0 80.8 95.5 96.4: 4.5 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 : 46: 3 7 8 27 25 36 34:
Old : 46: 3 7 8 27 25 36 34:
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 : 45.9 43.1 66.9 61.7 44.8 39.3 63.9 54.1
Old : 45.9 43.1 66.9 61.7 44.8 39.3 63.9 54.1
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 23, 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 : 27,001: 13,344 4,263 1,801 8,724 15,728 23,869 21,792: 3,132 5,209
Old : 27,001: 13,344 4,263 1,801 8,724 15,728 23,869 21,792: 3,132 5,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,489: 1,254 260 530 90 1,868 1,874 2,658: 615 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 15.8 6.7 32.3 58.2 88.4 80.7: 11.6 19.3
Old : 100.0: 49.4 15.8 6.7 32.3 58.2 88.4 80.7: 11.6 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 : 81: 25 16 19 24 29 57 56:
Old : 81: 25 16 19 24 29 57 56:
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 : 53.8 39.7 62.8 53.5 53.5 38.4 62.5 48.7
Old : 53.8 39.7 62.8 53.5 53.5 38.4 62.5 48.7
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 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 9,295: 1,363 448 531 6,882 7,713 8,776 8,692: 519 603
Old : 9,295: 1,363 448 531 6,882 7,713 8,776 8,692: 519 603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 339: 4 -8 27 265 289 296 308: 43 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 4.8 5.7 74.0 83.0 94.4 93.5: 5.6 6.5
Old : 100.0: 14.7 4.8 5.7 74.0 83.0 94.4 93.5: 5.6 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 : 46: 3 4 6 35 22 41 29:
Old : 46: 3 4 6 35 22 41 29:
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 : 36.7 45.6 56.3 72.7 36.5 44.4 55.0 66.5
Old : 36.7 45.6 56.3 72.7 36.5 44.4 55.0 66.5
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 23, 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 : 6,041: 22 3,918 429 5,224 1,394 5,675 5,741: 366 300
Old : 6,041: 22 3,918 429 5,224 1,394 5,675 5,741: 366 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 147: 0 166 -26 160 2 134 142: 13 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 64.9 7.1 86.5 23.1 93.9 95.0: 6.1 5.0
Old : 100.0: 0.4 64.9 7.1 86.5 23.1 93.9 95.0: 6.1 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 : 26: 1 6 5 15 10 20 17:
Old : 26: 1 6 5 15 10 20 17:
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 : 62.5 67.1 81.3 82.5 60.8 61.6 75.2 74.2
Old : 62.5 67.1 81.3 82.5 60.8 61.6 75.2 74.2
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 23, 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 : 222,093: 77,324 67,333 48,939 77,229 83,452 203,492 199,724: 18,601 22,369
Old : 160,143: 72,027 69,494 20,796 55,944 54,176 148,767 144,466: 11,376 15,677
Other: 61,950: 28,125 20,667 5,315 21,285 29,276 54,725 55,258: 7,225 6,692
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,202: 2,922 3,907 553 -773 -611 2,702 3,849: -500 -1,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 30.3 22.0 34.8 37.6 91.6 89.9: 8.4 10.1
Old : 100.0: 45.0 43.4 13.0 34.9 33.8 92.9 90.2: 7.1 9.8
Other: 100.0: 45.4 33.4 8.6 34.4 47.3 88.3 89.2: 11.7 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 77 106 98 48 68 196 215:
Old : 264: 72 113 78 41 58 165 200:
Other: 169: 56 41 34 38 48 116 104:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 26.0 31.5 34.3 17.9 20.4 28.6 26.5
Old : 24.0 22.1 37.5 30.4 24.0 19.3 35.5 26.7
Other: 25.5 50.2 39.1 57.6 25.5 43.8 38.2 50.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 23, 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 : 277,497: 70,703 46,268 53,112 123,300 143,583 247,115 242,963: 30,382 34,534
Old : 277,497: 70,703 46,268 53,112 123,300 143,583 247,115 242,963: 30,382 34,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 5,494: 2,989 2,558 3,451 -1,832 -1,359 4,608 4,650: 886 844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 16.7 19.1 44.4 51.7 89.1 87.6: 10.9 12.4
Old : 100.0: 25.5 16.7 19.1 44.4 51.7 89.1 87.6: 10.9 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 : 355: 95 87 105 103 131 258 278:
Old : 355: 95 87 105 103 131 258 278:
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 21.1 31.4 30.9 18.3 20.3 28.7 27.5
Old : 18.9 21.1 31.4 30.9 18.3 20.3 28.7 27.5
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 23, 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 : 2,485: 651 440 39 879 1,245 1,569 1,724: 916 761
Old : 2,485: 651 440 39 879 1,245 1,569 1,724: 916 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 114: 229 54 30 -244 -87 15 -3: 99 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 17.7 1.6 35.4 50.1 63.1 69.4: 36.9 30.6
Old : 100.0: 26.2 17.7 1.6 35.4 50.1 63.1 69.4: 36.9 30.6
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: 7 7 1 9 9 17 17:
Old : 30: 7 7 1 9 9 17 17:
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 : 33.7 37.3 48.6 54.2 33.6 37.3 48.5 54.2
Old : 33.7 37.3 48.6 54.2 33.6 37.3 48.5 54.2
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 23, 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 : 35,248: 11,038 9,812 6,497 12,067 9,043 29,602 25,352: 5,646 9,896
Old : 35,248: 11,038 9,812 6,497 12,067 9,043 29,602 25,352: 5,646 9,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,251: 977 -49 1,465 -115 739 2,327 2,155: -76 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 27.8 18.4 34.2 25.7 84.0 71.9: 16.0 28.1
Old : 100.0: 31.3 27.8 18.4 34.2 25.7 84.0 71.9: 16.0 28.1
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 : 165: 39 42 39 40 52 103 116:
Old : 165: 39 42 39 40 52 103 116:
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 : 22.5 13.5 35.2 21.8 22.5 9.4 31.0 15.8
Old : 22.5 13.5 35.2 21.8 22.5 9.4 31.0 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, June 23, 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 : 24,310: 996 10,334 625 22,201 12,529 23,822 23,488: 488 822
Old : 24,310: 996 10,334 625 22,201 12,529 23,822 23,488: 488 822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 874: 166 770 -51 695 152 810 871: 64 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 42.5 2.6 91.3 51.5 98.0 96.6: 2.0 3.4
Old : 100.0: 4.1 42.5 2.6 91.3 51.5 98.0 96.6: 2.0 3.4
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 : 62: 13 8 10 28 23 47 35:
Old : 62: 13 8 10 28 23 47 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 : 57.9 61.0 79.3 75.7 57.6 60.7 75.1 74.3
Old : 57.9 61.0 79.3 75.7 57.6 60.7 75.1 74.3
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 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 23,935: 14,881 2,813 0 7,752 19,890 22,633 22,703: 1,302 1,232
Old : 23,935: 14,881 2,813 0 7,752 19,890 22,633 22,703: 1,302 1,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 42: -469 -27 0 580 -138 111 -165: -69 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 11.8 0.0 32.4 83.1 94.6 94.9: 5.4 5.1
Old : 100.0: 62.2 11.8 0.0 32.4 83.1 94.6 94.9: 5.4 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 : 37: 14 11 0 6 8 20 19:
Old : 37: 14 11 0 6 8 20 19:
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 : 71.3 78.2 84.9 88.6 71.1 78.2 84.7 88.6
Old : 71.3 78.2 84.9 88.6 71.1 78.2 84.7 88.6
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 23, 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 : 105,412: 22,852 43,686 1,131 55,180 37,083 79,163 81,900: 26,249 23,512
Old : 105,412: 22,852 43,686 1,131 55,180 37,083 79,163 81,900: 26,249 23,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -20,242: 3,157 -1,495 -1,455 -22,597 -16,331 -20,895 -19,281: 653 -961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 41.4 1.1 52.3 35.2 75.1 77.7: 24.9 22.3
Old : 100.0: 21.7 41.4 1.1 52.3 35.2 75.1 77.7: 24.9 22.3
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 : 83: 17 23 10 27 26 48 55:
Old : 83: 17 23 10 27 26 48 55:
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 : 32.3 28.6 45.3 44.1 31.6 28.6 42.9 43.6
Old : 32.3 28.6 45.3 44.1 31.6 28.6 42.9 43.6
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 23, 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 : 42,299: 11,739 10,291 3 15,131 21,803 26,873 32,097: 15,426 10,202
Old : 42,299: 11,739 10,291 3 15,131 21,803 26,873 32,097: 15,426 10,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 6,566: 2,589 2,747 -14 2,262 3,277 4,837 6,010: 1,729 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 24.3 0.0 35.8 51.5 63.5 75.9: 36.5 24.1
Old : 100.0: 27.8 24.3 0.0 35.8 51.5 63.5 75.9: 36.5 24.1
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 : 39: 5 11 1 12 14 18 25:
Old : 39: 5 11 1 12 14 18 25:
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 : 35.9 40.6 51.1 54.5 35.9 40.6 51.1 54.5
Old : 35.9 40.6 51.1 54.5 35.9 40.6 51.1 54.5
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 23, 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 : 113,290: 51,601 28,423 394 56,295 79,754 108,290 108,571: 5,000 4,719
Old : 113,290: 51,601 28,423 394 56,295 79,754 108,290 108,571: 5,000 4,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,961: 2,343 1,271 -141 1,702 1,927 3,904 3,057: 57 904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 25.1 0.3 49.7 70.4 95.6 95.8: 4.4 4.2
Old : 100.0: 45.5 25.1 0.3 49.7 70.4 95.6 95.8: 4.4 4.2
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 : 118: 36 35 6 21 33 58 73:
Old : 118: 36 35 6 21 33 58 73:
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 : 59.5 53.6 72.1 67.3 59.5 53.6 72.0 67.3
Old : 59.5 53.6 72.1 67.3 59.5 53.6 72.0 67.3
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 23, 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 : 170,455: 29,654 48,170 4,599 117,032 89,355 151,285 142,124: 19,170 28,331
Old : 170,455: 29,654 48,170 4,599 117,032 89,355 151,285 142,124: 19,170 28,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,647: 276 2,794 14 222 1,609 512 4,417: 3,135 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 28.3 2.7 68.7 52.4 88.8 83.4: 11.2 16.6
Old : 100.0: 17.4 28.3 2.7 68.7 52.4 88.8 83.4: 11.2 16.6
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 : 104: 16 30 10 27 42 49 76:
Old : 104: 16 30 10 27 42 49 76:
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 : 45.0 21.9 64.3 33.9 45.0 21.9 64.1 33.6
Old : 45.0 21.9 64.3 33.9 45.0 21.9 64.1 33.6
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 23, 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 : 144,549: 50,490 23,032 498 68,487 102,372 119,475 125,902: 25,074 18,647
Old : 144,549: 50,490 23,032 498 68,487 102,372 119,475 125,902: 25,074 18,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 17,262: 7,364 2,016 -342 4,183 15,923 11,205 17,597: 6,057 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 15.9 0.3 47.4 70.8 82.7 87.1: 17.3 12.9
Old : 100.0: 34.9 15.9 0.3 47.4 70.8 82.7 87.1: 17.3 12.9
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 : 95: 21 21 12 32 34 60 60:
Old : 95: 21 21 12 32 34 60 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 46.4 44.7 56.0 30.5 45.8 42.7 54.9
Old : 31.3 46.4 44.7 56.0 30.5 45.8 42.7 54.9
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 23, 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 : 585,421: 190,816 72,368 6,055 305,405 467,945 502,276 546,368: 83,145 39,053
Old : 585,421: 190,816 72,368 6,055 305,405 467,945 502,276 546,368: 83,145 39,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 10,482: 3,696 2,380 -272 2,605 10,110 6,029 12,218: 4,453 -1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 12.4 1.0 52.2 79.9 85.8 93.3: 14.2 6.7
Old : 100.0: 32.6 12.4 1.0 52.2 79.9 85.8 93.3: 14.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 78 39 27 105 73 191 131:
Old : 256: 78 39 27 105 73 191 131:
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 : 18.6 58.8 29.2 68.5 18.0 57.2 28.1 66.9
Old : 18.6 58.8 29.2 68.5 18.0 57.2 28.1 66.9
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 23, 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 : 23,511: 3,523 5,125 118 7,334 13,959 10,975 19,202: 12,536 4,309
Old : 23,511: 3,523 5,125 118 7,334 13,959 10,975 19,202: 12,536 4,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 275: 77 446 -400 134 52 -189 98: 464 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 21.8 0.5 31.2 59.4 46.7 81.7: 53.3 18.3
Old : 100.0: 15.0 21.8 0.5 31.2 59.4 46.7 81.7: 53.3 18.3
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 : 23: 5 5 1 11 10 17 15:
Old : 23: 5 5 1 11 10 17 15:
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 61.1 33.5 73.3 19.0 59.7 31.6 69.7
Old : 19.6 61.1 33.5 73.3 19.0 59.7 31.6 69.7
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 23, 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 : 23,903: 5,908 17,217 398 15,648 3,347 21,954 20,962: 1,949 2,941
Old : 23,903: 5,908 17,217 398 15,648 3,347 21,954 20,962: 1,949 2,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -507: 515 -646 142 -1,099 -101 -442 -605: -65 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 72.0 1.7 65.5 14.0 91.8 87.7: 8.2 12.3
Old : 100.0: 24.7 72.0 1.7 65.5 14.0 91.8 87.7: 8.2 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 15 19 6 7 8 26 29:
Old : 47: 15 19 6 7 8 26 29:
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 : 61.6 53.3 76.4 65.7 57.7 52.7 72.5 64.7
Old : 61.6 53.3 76.4 65.7 57.7 52.7 72.5 64.7
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 23, 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 : 29,351: 16,174 16,189 642 9,494 8,936 26,310 25,767: 3,041 3,584
Old : 29,351: 16,174 16,189 642 9,494 8,936 26,310 25,767: 3,041 3,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,030: 1,722 -195 273 -18 2,205 1,977 2,283: 53 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 55.2 2.2 32.3 30.4 89.6 87.8: 10.4 12.2
Old : 100.0: 55.1 55.2 2.2 32.3 30.4 89.6 87.8: 10.4 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 : 75: 35 20 10 13 9 50 37:
Old : 75: 35 20 10 13 9 50 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 47.7 46.3 65.2 30.7 47.7 46.3 64.6
Old : 30.7 47.7 46.3 65.2 30.7 47.7 46.3 64.6
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 23, 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 : 10,695: 8,334 2,346 0 1,768 7,453 10,102 9,799: 593 896
Old : 10,695: 8,334 2,346 0 1,768 7,453 10,102 9,799: 593 896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 232: 156 140 0 28 297 184 437: 48 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 21.9 0.0 16.5 69.7 94.5 91.6: 5.5 8.4
Old : 100.0: 77.9 21.9 0.0 16.5 69.7 94.5 91.6: 5.5 8.4
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 : 23: 6 11 0 3 4 9 15:
Old : 23: 6 11 0 3 4 9 15:
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 : 81.3 75.7 94.2 83.2 81.3 75.5 94.2 83.0
Old : 81.3 75.7 94.2 83.2 81.3 75.5 94.2 83.0
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 23, 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 : 9,589,249: 1,333,769 1,320,053 2,539,642 5,103,574 5,047,674 8,976,985 8,907,369: 612,264 681,880
Old : 9,589,249: 1,333,769 1,320,053 2,539,642 5,103,574 5,047,674 8,976,985 8,907,369: 612,264 681,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 64,379: -12,157 6,280 -52,890 106,429 152,068 41,382 105,458: 22,997 -41,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 13.8 26.5 53.2 52.6 93.6 92.9: 6.4 7.1
Old : 100.0: 13.9 13.8 26.5 53.2 52.6 93.6 92.9: 6.4 7.1
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 : 224: 55 45 79 103 111 198 202:
Old : 224: 55 45 79 103 111 198 202:
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 : 20.3 21.4 32.7 32.1 12.9 13.7 18.7 20.8
Old : 20.3 21.4 32.7 32.1 12.9 13.7 18.7 20.8
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, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 9,330: 6,640 8,437 382 0 0 7,022 8,819: 2,308 511
Old : 9,330: 6,640 8,437 382 0 0 7,022 8,819: 2,308 511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 546: 258 491 173 0 0 431 664: 115 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 90.4 4.1 0.0 0.0 75.3 94.5: 24.7 5.5
Old : 100.0: 71.2 90.4 4.1 0.0 0.0 75.3 94.5: 24.7 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 : 65: 40 24 8 0 0 46 27:
Old : 65: 40 24 8 0 0 46 27:
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 : 39.0 64.5 53.7 76.0 39.0 64.3 53.0 75.2
Old : 39.0 64.5 53.7 76.0 39.0 64.3 53.0 75.2
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 23, 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 : 151,184: 11,730 38,719 27,249 112,053 85,080 151,032 151,048: 152 136
Old : 151,184: 11,730 38,719 27,249 112,053 85,080 151,032 151,048: 152 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -29,012: -11,280 -296 -3,378 -14,347 -25,333 -29,005 -29,007: -7 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 25.6 18.0 74.1 56.3 99.9 99.9: 0.1 0.1
Old : 100.0: 7.8 25.6 18.0 74.1 56.3 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 : 54: 10 19 17 13 22 36 46:
Old : 54: 10 19 17 13 22 36 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 44.8 85.1 71.6 62.0 42.5 66.4 58.2
Old : 72.9 44.8 85.1 71.6 62.0 42.5 66.4 58.2
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 23, 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 : 293,931: 23,494 100,303 25,034 245,297 168,457 293,825 293,794: 106 137
Old : 293,931: 23,494 100,303 25,034 245,297 168,457 293,825 293,794: 106 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 8,035: -96 3,141 2,111 6,023 3,754 8,038 9,006: -3 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 34.1 8.5 83.5 57.3 100.0 100.0: 0.0 0.0
Old : 100.0: 8.0 34.1 8.5 83.5 57.3 100.0 100.0: 0.0 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 : 87: 12 29 27 20 43 48 83:
Old : 87: 12 29 27 20 43 48 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 : 79.5 35.2 87.4 54.2 77.8 34.4 81.4 50.6
Old : 79.5 35.2 87.4 54.2 77.8 34.4 81.4 50.6
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, June 23, 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 : 520,654: 66,603 86,019 9,465 396,083 363,930 472,151 459,414: 48,503 61,240
Old : 520,654: 66,603 86,019 9,465 396,083 363,930 472,151 459,414: 48,503 61,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -291,434: -2,835 -28,746 -34,423 -159,316 -136,897 -196,574 -200,066: -94,860 -91,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 16.5 1.8 76.1 69.9 90.7 88.2: 9.3 11.8
Old : 100.0: 12.8 16.5 1.8 76.1 69.9 90.7 88.2: 9.3 11.8
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 : 569: 85 110 54 250 264 360 403:
Old : 569: 85 110 54 250 264 360 403:
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 : 15.2 17.5 24.2 23.6 14.5 17.5 22.5 23.0
Old : 15.2 17.5 24.2 23.6 14.5 17.5 22.5 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, June 23, 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 : 2,603,271: 333,015 430,093 47,326 1,980,413 1,819,652 2,360,754 2,297,071: 242,517 306,200
Old : 2,603,271: 333,015 430,093 47,326 1,980,413 1,819,652 2,360,754 2,297,071: 242,517 306,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -890,468: -12,579 -218,806 -54,399 -373,710 -569,423 -440,688 -842,628: -449,780 -47,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 16.5 1.8 76.1 69.9 90.7 88.2: 9.3 11.8
Old : 100.0: 12.8 16.5 1.8 76.1 69.9 90.7 88.2: 9.3 11.8
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 : 569: 85 110 54 250 264 360 403:
Old : 569: 85 110 54 250 264 360 403:
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 : 15.2 17.5 24.2 23.6 14.5 17.5 22.5 23.0
Old : 15.2 17.5 24.2 23.6 14.5 17.5 22.5 23.0
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 23, 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 : 63,594: 6,284 5,854 412 47,575 52,586 54,271 58,852: 9,323 4,742
Old : 63,594: 6,284 5,854 412 47,575 52,586 54,271 58,852: 9,323 4,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -7,696: -1,469 363 43 -6,261 -7,940 -7,687 -7,534: -9 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.2 0.6 74.8 82.7 85.3 92.5: 14.7 7.5
Old : 100.0: 9.9 9.2 0.6 74.8 82.7 85.3 92.5: 14.7 7.5
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 : 69: 6 8 7 34 33 45 43:
Old : 69: 6 8 7 34 33 45 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 : 33.8 44.4 52.6 63.5 33.7 44.4 52.2 63.2
Old : 33.8 44.4 52.6 63.5 33.7 44.4 52.2 63.2
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 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 36,512: 14,882 7,088 303 15,301 23,059 30,486 30,450: 6,026 6,062
Old : 36,512: 14,882 7,088 303 15,301 23,059 30,486 30,450: 6,026 6,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -9,218: 228 -2,528 -1,289 -7,644 -5,330 -8,705 -9,146: -513 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 19.4 0.8 41.9 63.2 83.5 83.4: 16.5 16.6
Old : 100.0: 40.8 19.4 0.8 41.9 63.2 83.5 83.4: 16.5 16.6
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 : 257: 59 44 17 98 98 164 152:
Old : 257: 59 44 17 98 98 164 152:
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 : 14.7 24.5 25.1 34.4 14.7 24.5 24.4 34.4
Old : 14.7 24.5 25.1 34.4 14.7 24.5 24.4 34.4
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 23, 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 : 182,561: 74,408 35,442 1,516 76,507 115,293 152,431 152,251: 30,130 30,310
Old : 182,561: 74,408 35,442 1,516 76,507 115,293 152,431 152,251: 30,130 30,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -46,088: 1,141 -12,638 -6,445 -38,219 -26,649 -43,523 -45,732: -2,565 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 19.4 0.8 41.9 63.2 83.5 83.4: 16.5 16.6
Old : 100.0: 40.8 19.4 0.8 41.9 63.2 83.5 83.4: 16.5 16.6
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 : 257: 59 44 17 98 98 164 152:
Old : 257: 59 44 17 98 98 164 152:
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 : 14.7 24.5 25.1 34.4 14.7 24.5 24.4 34.4
Old : 14.7 24.5 25.1 34.4 14.7 24.5 24.4 34.4
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 23, 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 : 93,782: 35,974 40,784 1,280 38,500 32,502 75,754 74,566: 18,028 19,216
Old : 93,782: 35,974 40,784 1,280 38,500 32,502 75,754 74,566: 18,028 19,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,979: 4,289 2,567 -142 -581 613 3,566 3,038: -587 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 43.5 1.4 41.1 34.7 80.8 79.5: 19.2 20.5
Old : 100.0: 38.4 43.5 1.4 41.1 34.7 80.8 79.5: 19.2 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 : 70: 17 18 6 21 22 41 43:
Old : 70: 17 18 6 21 22 41 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 : 44.7 43.0 58.1 53.0 44.5 42.2 57.8 51.6
Old : 44.7 43.0 58.1 53.0 44.5 42.2 57.8 51.6
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 23, 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 : 520,992: 85,315 79,586 7,080 409,024 413,921 501,419 500,587: 19,573 20,405
Old : 520,992: 85,315 79,586 7,080 409,024 413,921 501,419 500,587: 19,573 20,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -94,679: -4,469 -1,286 -4,006 -85,615 -89,038 -94,090 -94,330: -589 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.3 1.4 78.5 79.4 96.2 96.1: 3.8 3.9
Old : 100.0: 16.4 15.3 1.4 78.5 79.4 96.2 96.1: 3.8 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 : 325: 49 48 19 147 138 207 194:
Old : 325: 49 48 19 147 138 207 194:
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 20.6 33.1 33.3 18.2 20.6 32.0 31.8
Old : 19.0 20.6 33.1 33.3 18.2 20.6 32.0 31.8
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 23, 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 : 32,271: 4,876 4,231 117 20,602 18,877 25,595 23,225: 6,676 9,046
Old : 32,271: 4,876 4,231 117 20,602 18,877 25,595 23,225: 6,676 9,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,954: 1,402 673 -120 1,780 -193 3,062 360: -1,108 1,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.1 0.4 63.8 58.5 79.3 72.0: 20.7 28.0
Old : 100.0: 15.1 13.1 0.4 63.8 58.5 79.3 72.0: 20.7 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 12 6 2 22 23 34 31:
Old : 56: 12 6 2 22 23 34 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 : 36.8 30.5 51.1 46.2 36.7 29.7 51.0 45.2
Old : 36.8 30.5 51.1 46.2 36.7 29.7 51.0 45.2
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 23, 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 : 154,064: 49,712 381 4,573 99,501 149,059 153,786 154,013: 278 51
Old : 154,064: 49,712 381 4,573 99,501 149,059 153,786 154,013: 278 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 4,170: -4,081 316 1,040 7,204 2,804 4,163 4,160: 7 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 0.2 3.0 64.6 96.8 99.8 100.0: 0.2 0.0
Old : 100.0: 32.3 0.2 3.0 64.6 96.8 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 : 82: 29 3 5 42 26 74 33:
Old : 82: 29 3 5 42 26 74 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 : 39.2 58.0 53.7 84.1 31.7 49.4 46.1 69.0
Old : 39.2 58.0 53.7 84.1 31.7 49.4 46.1 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2020