BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 28, 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 : 9,720: 856 683 580 7,631 7,994 9,067 9,257: 653 463
Old : 9,720: 856 683 580 7,631 7,994 9,067 9,257: 653 463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 105: 101 -10 -25 9 92 85 57: 20 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 7.0 6.0 78.5 82.2 93.3 95.2: 6.7 4.8
Old : 100.0: 8.8 7.0 6.0 78.5 82.2 93.3 95.2: 6.7 4.8
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 : 44: 4 7 8 26 22 35 32:
Old : 44: 4 7 8 26 22 35 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 : 45.6 46.3 65.9 64.9 44.2 43.1 62.5 59.4
Old : 45.6 46.3 65.9 64.9 44.2 43.1 62.5 59.4
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, July 28, 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 : 28,078: 15,282 4,999 1,288 8,109 17,096 24,679 23,383: 3,399 4,695
Old : 28,078: 15,282 4,999 1,288 8,109 17,096 24,679 23,383: 3,399 4,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,001: 658 349 -74 519 646 1,103 921: -102 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 17.8 4.6 28.9 60.9 87.9 83.3: 12.1 16.7
Old : 100.0: 54.4 17.8 4.6 28.9 60.9 87.9 83.3: 12.1 16.7
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 : 83: 24 17 16 24 34 56 59:
Old : 83: 24 17 16 24 34 56 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 36.1 61.6 51.2 51.5 34.8 60.4 47.2
Old : 51.9 36.1 61.6 51.2 51.5 34.8 60.4 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, July 28, 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 : 8,653: 1,343 1,079 377 6,400 6,549 8,120 8,005: 533 648
Old : 8,653: 1,343 1,079 377 6,400 6,549 8,120 8,005: 533 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 259: 4 316 -38 245 45 211 323: 48 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 12.5 4.4 74.0 75.7 93.8 92.5: 6.2 7.5
Old : 100.0: 15.5 12.5 4.4 74.0 75.7 93.8 92.5: 6.2 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 : 46: 5 5 6 33 21 41 29:
Old : 46: 5 5 6 33 21 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 : 35.7 46.8 56.3 69.8 35.6 43.1 55.7 60.9
Old : 35.7 46.8 56.3 69.8 35.6 43.1 55.7 60.9
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, July 28, 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 : 6,140: 0 4,148 453 5,121 1,008 5,574 5,609: 566 531
Old : 6,140: 0 4,148 453 5,121 1,008 5,574 5,609: 566 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 230: 0 118 39 175 15 214 172: 16 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 67.6 7.4 83.4 16.4 90.8 91.4: 9.2 8.6
Old : 100.0: 0.0 67.6 7.4 83.4 16.4 90.8 91.4: 9.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 7 5 16 8 21 15:
Old : 26: 0 7 5 16 8 21 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 : 55.2 68.4 74.0 83.6 52.3 62.5 68.4 73.0
Old : 55.2 68.4 74.0 83.6 52.3 62.5 68.4 73.0
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, July 28, 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 : 229,148: 80,092 67,965 54,623 73,818 81,554 208,533 204,142: 20,615 25,006
Old : 131,809: 64,638 61,686 14,275 42,763 42,411 121,676 118,372: 10,133 13,437
Other: 97,339: 40,260 31,085 15,542 31,055 39,143 86,857 85,770: 10,482 11,569
: : :
: : Changes in Commitments from: July 21, 2020 :
: 7,434: 2,742 387 4,148 974 1,708 7,864 6,243: -430 1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 29.7 23.8 32.2 35.6 91.0 89.1: 9.0 10.9
Old : 100.0: 49.0 46.8 10.8 32.4 32.2 92.3 89.8: 7.7 10.2
Other: 100.0: 41.4 31.9 16.0 31.9 40.2 89.2 88.1: 10.8 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 91 95 107 55 71 218 225:
Old : 266: 82 103 63 37 54 157 186:
Other: 207: 69 56 53 46 56 142 144:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 22.8 31.6 32.1 18.6 19.0 28.8 25.9
Old : 21.3 24.7 34.2 34.6 21.3 21.8 34.2 31.1
Other: 27.4 33.2 40.0 40.9 27.4 29.4 38.9 36.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 28, 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 : 281,860: 80,977 43,245 53,048 117,715 149,574 251,740 245,867: 30,120 35,993
Old : 281,860: 80,977 43,245 53,048 117,715 149,574 251,740 245,867: 30,120 35,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 3,194: 4,931 338 929 -3,935 1,799 1,925 3,066: 1,269 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 15.3 18.8 41.8 53.1 89.3 87.2: 10.7 12.8
Old : 100.0: 28.7 15.3 18.8 41.8 53.1 89.3 87.2: 10.7 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 95 79 103 98 124 252 264:
Old : 344: 95 79 103 98 124 252 264:
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 : 18.3 21.3 31.9 30.8 18.3 20.6 30.0 28.0
Old : 18.3 21.3 31.9 30.8 18.3 20.6 30.0 28.0
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, July 28, 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 : 4,178: 1,042 758 168 1,664 2,511 2,874 3,437: 1,304 741
Old : 4,178: 1,042 758 168 1,664 2,511 2,874 3,437: 1,304 741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 178: -45 152 -95 231 127 91 184: 87 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 18.1 4.0 39.8 60.1 68.8 82.3: 31.2 17.7
Old : 100.0: 24.9 18.1 4.0 39.8 60.1 68.8 82.3: 31.2 17.7
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 : 53: 17 11 5 15 17 36 31:
Old : 53: 17 11 5 15 17 36 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 : 30.0 39.6 43.2 55.3 26.5 39.6 39.6 54.3
Old : 30.0 39.6 43.2 55.3 26.5 39.6 39.6 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, July 28, 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 : 42,900: 14,634 9,076 9,741 12,187 12,056 36,562 30,873: 6,338 12,027
Old : 42,900: 14,634 9,076 9,741 12,187 12,056 36,562 30,873: 6,338 12,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,025: 1,141 520 -421 1,234 1,436 1,954 1,535: 71 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 21.2 22.7 28.4 28.1 85.2 72.0: 14.8 28.0
Old : 100.0: 34.1 21.2 22.7 28.4 28.1 85.2 72.0: 14.8 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 : 165: 45 41 44 37 50 110 119:
Old : 165: 45 41 44 37 50 110 119:
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 : 21.6 14.7 34.3 23.9 19.9 9.4 28.3 15.7
Old : 21.6 14.7 34.3 23.9 19.9 9.4 28.3 15.7
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, July 28, 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 : 23,559: 1,523 9,776 485 21,068 12,555 23,076 22,816: 483 743
Old : 23,559: 1,523 9,776 485 21,068 12,555 23,076 22,816: 483 743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 490: 121 -42 41 331 472 493 471: -3 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 41.5 2.1 89.4 53.3 97.9 96.8: 2.1 3.2
Old : 100.0: 6.5 41.5 2.1 89.4 53.3 97.9 96.8: 2.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 11 12 8 27 28 46 40:
Old : 66: 11 12 8 27 28 46 40:
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 : 59.7 60.0 77.7 77.2 59.7 59.9 77.3 74.6
Old : 59.7 60.0 77.7 77.2 59.7 59.9 77.3 74.6
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, July 28, 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 : 24,648: 11,425 3,209 0 12,318 19,958 23,743 23,167: 905 1,481
Old : 24,648: 11,425 3,209 0 12,318 19,958 23,743 23,167: 905 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 852: -1,966 764 0 2,977 124 1,011 888: -159 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 13.0 0.0 50.0 81.0 96.3 94.0: 3.7 6.0
Old : 100.0: 46.4 13.0 0.0 50.0 81.0 96.3 94.0: 3.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 13 0 8 11 19 24:
Old : 40: 11 13 0 8 11 19 24:
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 : 69.5 75.9 84.8 82.8 69.5 75.9 84.8 82.8
Old : 69.5 75.9 84.8 82.8 69.5 75.9 84.8 82.8
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, July 28, 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 : 139,397: 32,105 44,601 1,960 74,931 70,498 108,996 117,059: 30,401 22,338
Old : 139,397: 32,105 44,601 1,960 74,931 70,498 108,996 117,059: 30,401 22,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -4,209: -2,179 -6,381 259 -3,230 1,928 -5,150 -4,194: 941 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 32.0 1.4 53.8 50.6 78.2 84.0: 21.8 16.0
Old : 100.0: 23.0 32.0 1.4 53.8 50.6 78.2 84.0: 21.8 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 : 100: 25 25 12 31 33 62 64:
Old : 100: 25 25 12 31 33 62 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 : 33.5 39.2 43.8 52.8 32.4 39.2 41.1 52.4
Old : 33.5 39.2 43.8 52.8 32.4 39.2 41.1 52.4
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, July 28, 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 : 51,799: 17,654 9,212 9 14,018 32,141 31,681 41,362: 20,118 10,437
Old : 51,799: 17,654 9,212 9 14,018 32,141 31,681 41,362: 20,118 10,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 793: -107 -1,170 -210 -934 2,180 -1,251 800: 2,044 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 17.8 0.0 27.1 62.0 61.2 79.9: 38.8 20.1
Old : 100.0: 34.1 17.8 0.0 27.1 62.0 61.2 79.9: 38.8 20.1
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 : 46: 10 9 2 14 19 26 28:
Old : 46: 10 9 2 14 19 26 28:
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 : 29.4 42.3 43.9 55.9 29.4 42.3 43.9 55.9
Old : 29.4 42.3 43.9 55.9 29.4 42.3 43.9 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, July 28, 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 : 133,914: 51,851 40,987 1,508 75,094 86,810 128,453 129,305: 5,461 4,609
Old : 133,914: 51,851 40,987 1,508 75,094 86,810 128,453 129,305: 5,461 4,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 5,778: 2,390 1,374 -25 3,525 4,655 5,890 6,004: -112 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 30.6 1.1 56.1 64.8 95.9 96.6: 4.1 3.4
Old : 100.0: 38.7 30.6 1.1 56.1 64.8 95.9 96.6: 4.1 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 : 134: 43 43 9 24 31 72 79:
Old : 134: 43 43 9 24 31 72 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 49.9 70.0 63.9 58.3 49.9 70.0 63.9
Old : 58.4 49.9 70.0 63.9 58.3 49.9 70.0 63.9
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, July 28, 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 : 178,912: 39,329 64,738 5,344 109,806 81,401 154,479 151,483: 24,433 27,429
Old : 178,912: 39,329 64,738 5,344 109,806 81,401 154,479 151,483: 24,433 27,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -1,425: -6,901 3,428 -655 4,496 -3,475 -3,060 -702: 1,635 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 36.2 3.0 61.4 45.5 86.3 84.7: 13.7 15.3
Old : 100.0: 22.0 36.2 3.0 61.4 45.5 86.3 84.7: 13.7 15.3
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 : 106: 21 27 14 30 41 60 73:
Old : 106: 21 27 14 30 41 60 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 : 36.2 25.0 53.6 36.8 36.1 25.0 53.2 36.7
Old : 36.2 25.0 53.6 36.8 36.1 25.0 53.2 36.7
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, July 28, 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 : 170,269: 62,924 34,417 1,091 73,649 115,708 137,664 151,216: 32,605 19,053
Old : 170,269: 62,924 34,417 1,091 73,649 115,708 137,664 151,216: 32,605 19,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 27,583: 12,070 2,870 -664 8,202 23,514 19,608 25,720: 7,975 1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 20.2 0.6 43.3 68.0 80.9 88.8: 19.1 11.2
Old : 100.0: 37.0 20.2 0.6 43.3 68.0 80.9 88.8: 19.1 11.2
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 : 115: 37 19 12 38 36 80 62:
Old : 115: 37 19 12 38 36 80 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 48.5 38.5 60.7 25.1 48.3 37.3 60.5
Old : 25.5 48.5 38.5 60.7 25.1 48.3 37.3 60.5
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, July 28, 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 : 678,965: 242,127 84,568 10,435 328,605 546,114 581,167 641,117: 97,798 37,848
Old : 678,965: 242,127 84,568 10,435 328,605 546,114 581,167 641,117: 97,798 37,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 42,753: 37,942 5,430 -4,669 7,626 44,467 40,899 45,228: 1,854 -2,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 12.5 1.5 48.4 80.4 85.6 94.4: 14.4 5.6
Old : 100.0: 35.7 12.5 1.5 48.4 80.4 85.6 94.4: 14.4 5.6
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 : 287: 95 39 36 115 75 222 139:
Old : 287: 95 39 36 115 75 222 139:
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 : 16.5 62.6 26.9 70.3 16.0 62.5 26.3 70.2
Old : 16.5 62.6 26.9 70.3 16.0 62.5 26.3 70.2
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, July 28, 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 : 23,236: 4,218 3,625 111 7,077 14,962 11,406 18,698: 11,830 4,538
Old : 23,236: 4,218 3,625 111 7,077 14,962 11,406 18,698: 11,830 4,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -156: 822 -166 0 -113 -254 709 -420: -865 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 15.6 0.5 30.5 64.4 49.1 80.5: 50.9 19.5
Old : 100.0: 18.2 15.6 0.5 30.5 64.4 49.1 80.5: 50.9 19.5
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 : 24: 6 5 1 11 10 18 15:
Old : 24: 6 5 1 11 10 18 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 : 19.0 56.4 34.1 70.2 18.9 55.3 32.5 65.0
Old : 19.0 56.4 34.1 70.2 18.9 55.3 32.5 65.0
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, July 28, 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 : 25,932: 8,532 19,266 438 14,768 3,409 23,738 23,113: 2,194 2,819
Old : 25,932: 8,532 19,266 438 14,768 3,409 23,738 23,113: 2,194 2,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -2,530: -2,007 -2,094 55 -699 -360 -2,651 -2,399: 121 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 74.3 1.7 56.9 13.1 91.5 89.1: 8.5 10.9
Old : 100.0: 32.9 74.3 1.7 56.9 13.1 91.5 89.1: 8.5 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 : 52: 14 18 7 13 8 33 28:
Old : 52: 14 18 7 13 8 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 62.0 65.5 71.6 45.6 62.0 64.4 71.6
Old : 46.7 62.0 65.5 71.6 45.6 62.0 64.4 71.6
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, July 28, 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 : 36,142: 17,383 18,228 531 13,898 14,094 31,812 32,853: 4,330 3,289
Old : 36,142: 17,383 18,228 531 13,898 14,094 31,812 32,853: 4,330 3,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 37: -2,214 1,106 3 2,383 -599 172 510: -135 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 50.4 1.5 38.5 39.0 88.0 90.9: 12.0 9.1
Old : 100.0: 48.1 50.4 1.5 38.5 39.0 88.0 90.9: 12.0 9.1
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 : 85: 33 25 7 16 14 51 44:
Old : 85: 33 25 7 16 14 51 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 44.3 44.2 62.1 29.8 44.3 44.2 62.0
Old : 29.8 44.3 44.2 62.1 29.8 44.3 44.2 62.0
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, July 28, 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 : 12,241: 8,150 4,079 0 3,558 7,004 11,708 11,083: 533 1,158
Old : 12,241: 8,150 4,079 0 3,558 7,004 11,708 11,083: 533 1,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -1,248: -1,141 -39 0 48 -1,185 -1,093 -1,224: -155 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 33.3 0.0 29.1 57.2 95.6 90.5: 4.4 9.5
Old : 100.0: 66.6 33.3 0.0 29.1 57.2 95.6 90.5: 4.4 9.5
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 : 28: 8 10 0 6 6 14 16:
Old : 28: 8 10 0 6 6 14 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 : 72.7 67.2 89.9 80.6 72.7 67.0 89.9 80.4
Old : 72.7 67.2 89.9 80.6 72.7 67.0 89.9 80.4
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, July 28, 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 : 9,620,346: 1,362,690 884,586 2,780,371 4,800,618 5,249,868 8,943,679 8,914,825: 676,667 705,521
Old : 9,620,346: 1,362,690 884,586 2,780,371 4,800,618 5,249,868 8,943,679 8,914,825: 676,667 705,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -42,931: 70,220 -44,671 35,009 -135,715 -29,344 -30,486 -39,006: -12,445 -3,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 9.2 28.9 49.9 54.6 93.0 92.7: 7.0 7.3
Old : 100.0: 14.2 9.2 28.9 49.9 54.6 93.0 92.7: 7.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 57 43 81 104 112 203 203:
Old : 228: 57 43 81 104 112 203 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 18.1 29.5 30.0 8.6 11.0 13.2 17.1
Old : 18.4 18.1 29.5 30.0 8.6 11.0 13.2 17.1
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 13,068: 8,809 12,053 463 111 0 9,383 12,516: 3,685 552
Old : 13,068: 8,809 12,053 463 111 0 9,383 12,516: 3,685 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 3,838: 1,985 3,529 334 111 0 2,430 3,863: 1,408 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 92.2 3.5 0.8 0.0 71.8 95.8: 28.2 4.2
Old : 100.0: 67.4 92.2 3.5 0.8 0.0 71.8 95.8: 28.2 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 : 84: 58 25 9 1 0 65 28:
Old : 84: 58 25 9 1 0 65 28:
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 : 29.6 63.3 40.2 81.5 29.6 61.2 39.8 79.2
Old : 29.6 63.3 40.2 81.5 29.6 61.2 39.8 79.2
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, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 169,339: 19,183 48,066 29,770 120,181 91,378 169,134 169,214: 205 125
Old : 169,339: 19,183 48,066 29,770 120,181 91,378 169,134 169,214: 205 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,356: 3,603 2,194 -2,401 1,172 2,606 2,374 2,399: -18 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 28.4 17.6 71.0 54.0 99.9 99.9: 0.1 0.1
Old : 100.0: 11.3 28.4 17.6 71.0 54.0 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 : 56: 11 19 17 13 25 36 49:
Old : 56: 11 19 17 13 25 36 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 : 72.7 44.2 84.6 71.5 62.9 42.5 67.4 57.6
Old : 72.7 44.2 84.6 71.5 62.9 42.5 67.4 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, July 28, 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 : 221,727: 40,284 64,447 19,547 161,794 137,561 221,625 221,555: 102 172
Old : 221,727: 40,284 64,447 19,547 161,794 137,561 221,625 221,555: 102 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 8,090: -769 734 3,046 5,814 4,288 8,091 8,068: -1 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 29.1 8.8 73.0 62.0 100.0 99.9: 0.0 0.1
Old : 100.0: 18.2 29.1 8.8 73.0 62.0 100.0 99.9: 0.0 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 : 80: 15 22 21 21 38 46 71:
Old : 80: 15 22 21 21 38 46 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 41.2 80.2 59.7 62.8 40.6 73.7 55.7
Old : 65.9 41.2 80.2 59.7 62.8 40.6 73.7 55.7
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, July 28, 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 : 551,791: 75,311 79,481 14,747 398,712 384,105 488,770 478,333: 63,021 73,457
Old : 551,791: 75,311 79,481 14,747 398,712 384,105 488,770 478,333: 63,021 73,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 9,653: 135 -2,915 2,339 3,763 6,069 6,237 5,493: 3,416 4,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.4 2.7 72.3 69.6 88.6 86.7: 11.4 13.3
Old : 100.0: 13.6 14.4 2.7 72.3 69.6 88.6 86.7: 11.4 13.3
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 : 573: 92 97 50 266 278 381 402:
Old : 573: 92 97 50 266 278 381 402:
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 : 14.8 16.8 22.6 24.3 14.1 16.8 20.1 23.5
Old : 14.8 16.8 22.6 24.3 14.1 16.8 20.1 23.5
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, July 28, 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 : 2,647,149: 374,943 414,156 50,207 1,981,279 1,830,569 2,406,429 2,294,932: 240,720 352,217
Old : 2,647,149: 374,943 414,156 50,207 1,981,279 1,830,569 2,406,429 2,294,932: 240,720 352,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 13,935: 677 -3,100 695 16,814 -5,505 18,186 -7,910: -4,251 21,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.6 1.9 74.8 69.2 90.9 86.7: 9.1 13.3
Old : 100.0: 14.2 15.6 1.9 74.8 69.2 90.9 86.7: 9.1 13.3
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 : 572: 92 97 46 263 276 374 400:
Old : 572: 92 97 46 263 276 374 400:
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 : 15.5 17.5 23.6 24.2 14.7 17.5 21.0 23.9
Old : 15.5 17.5 23.6 24.2 14.7 17.5 21.0 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders - Futures Only, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 135,006: 86,784 68,306 531 23,866 7,970 111,181 76,807: 23,825 58,199
Old : 135,006: 86,784 68,306 531 23,866 7,970 111,181 76,807: 23,825 58,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 50.6 0.4 17.7 5.9 82.4 56.9: 17.6 43.1
Old : 100.0: 64.3 50.6 0.4 17.7 5.9 82.4 56.9: 17.6 43.1
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 : 20: 8 6 2 4 3 13 10:
Old : 20: 8 6 2 4 3 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 42.6 78.5 56.9 73.7 42.2 78.5 56.5
Old : 73.7 42.6 78.5 56.9 73.7 42.2 78.5 56.5
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, July 28, 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 : 59,069: 5,925 4,041 573 44,005 49,999 50,503 54,613: 8,566 4,456
Old : 59,069: 5,925 4,041 573 44,005 49,999 50,503 54,613: 8,566 4,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -549: -435 366 -56 -462 -743 -953 -433: 404 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 6.8 1.0 74.5 84.6 85.5 92.5: 14.5 7.5
Old : 100.0: 10.0 6.8 1.0 74.5 84.6 85.5 92.5: 14.5 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 : 71: 7 8 6 37 33 48 43:
Old : 71: 7 8 6 37 33 48 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 : 33.5 45.4 52.2 62.9 33.3 45.2 51.7 62.8
Old : 33.5 45.4 52.2 62.9 33.3 45.2 51.7 62.8
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, July 28, 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 : 44,183: 14,488 9,667 597 21,619 27,470 36,704 37,734: 7,479 6,449
Old : 44,183: 14,488 9,667 597 21,619 27,470 36,704 37,734: 7,479 6,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -258: 1,441 -238 -478 -1,753 547 -790 -169: 532 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 21.9 1.4 48.9 62.2 83.1 85.4: 16.9 14.6
Old : 100.0: 32.8 21.9 1.4 48.9 62.2 83.1 85.4: 16.9 14.6
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 : 280: 65 50 19 96 107 170 167:
Old : 280: 65 50 19 96 107 170 167:
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 : 22.4 24.8 31.9 34.2 22.0 24.8 30.9 34.0
Old : 22.4 24.8 31.9 34.2 22.0 24.8 30.9 34.0
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, July 28, 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 : 220,915: 72,439 48,333 2,986 108,094 137,349 183,519 188,668: 37,396 32,247
Old : 220,915: 72,439 48,333 2,986 108,094 137,349 183,519 188,668: 37,396 32,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -1,288: 7,206 -1,191 -2,389 -8,767 2,733 -3,950 -847: 2,662 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 21.9 1.4 48.9 62.2 83.1 85.4: 16.9 14.6
Old : 100.0: 32.8 21.9 1.4 48.9 62.2 83.1 85.4: 16.9 14.6
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 : 280: 65 50 19 96 107 170 167:
Old : 280: 65 50 19 96 107 170 167:
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 : 22.4 24.8 31.9 34.2 22.0 24.8 30.9 34.0
Old : 22.4 24.8 31.9 34.2 22.0 24.8 30.9 34.0
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, July 28, 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 : 113,682: 42,402 47,414 922 45,814 45,768 89,138 94,104: 24,544 19,578
Old : 113,682: 42,402 47,414 922 45,814 45,768 89,138 94,104: 24,544 19,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 4,730: 624 5,431 272 3,182 2,690 4,078 8,393: 652 -3,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 41.7 0.8 40.3 40.3 78.4 82.8: 21.6 17.2
Old : 100.0: 37.3 41.7 0.8 40.3 40.3 78.4 82.8: 21.6 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 26 14 7 28 22 59 38:
Old : 80: 26 14 7 28 22 59 38:
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 : 35.8 45.8 46.6 58.5 35.6 45.4 46.4 58.1
Old : 35.8 45.8 46.6 58.5 35.6 45.4 46.4 58.1
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, July 28, 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 : 496,125: 70,761 55,153 9,001 396,933 409,593 476,695 473,747: 19,430 22,378
Old : 496,125: 70,761 55,153 9,001 396,933 409,593 476,695 473,747: 19,430 22,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -11,851: 9,208 -9,742 -722 -19,968 -2,874 -11,482 -13,338: -369 1,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 11.1 1.8 80.0 82.6 96.1 95.5: 3.9 4.5
Old : 100.0: 14.3 11.1 1.8 80.0 82.6 96.1 95.5: 3.9 4.5
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 : 331: 53 50 23 143 141 207 203:
Old : 331: 53 50 23 143 141 207 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 23.0 32.0 36.6 16.8 22.8 30.0 34.5
Old : 17.8 23.0 32.0 36.6 16.8 22.8 30.0 34.5
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, July 28, 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 : 36,509: 7,342 1,736 99 20,910 20,935 28,351 22,770: 8,158 13,739
Old : 36,509: 7,342 1,736 99 20,910 20,935 28,351 22,770: 8,158 13,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 333: 223 -898 16 -1,551 2,234 -1,312 1,352: 1,645 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.8 0.3 57.3 57.3 77.7 62.4: 22.3 37.6
Old : 100.0: 20.1 4.8 0.3 57.3 57.3 77.7 62.4: 22.3 37.6
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 : 58: 12 5 4 24 24 36 33:
Old : 58: 12 5 4 24 24 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 28.6 48.1 41.8 33.7 27.6 48.0 40.8
Old : 33.8 28.6 48.1 41.8 33.7 27.6 48.0 40.8
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, July 28, 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 : 158,946: 48,516 470 5,862 104,321 152,564 158,699 158,896: 247 50
Old : 158,946: 48,516 470 5,862 104,321 152,564 158,699 158,896: 247 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -672: -68 91 5 -595 -772 -658 -676: -14 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 0.3 3.7 65.6 96.0 99.8 100.0: 0.2 0.0
Old : 100.0: 30.5 0.3 3.7 65.6 96.0 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 2 5 42 28 74 35:
Old : 82: 29 2 5 42 28 74 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 : 37.6 57.6 52.2 83.1 30.3 46.9 44.8 66.1
Old : 37.6 57.6 52.2 83.1 30.3 46.9 44.8 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2020