BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 04, 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 : 9,959: 897 722 536 7,966 8,185 9,399 9,443: 560 516
Old : 9,959: 897 722 536 7,966 8,185 9,399 9,443: 560 516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 239: 41 39 -44 335 191 332 186: -93 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.2 5.4 80.0 82.2 94.4 94.8: 5.6 5.2
Old : 100.0: 9.0 7.2 5.4 80.0 82.2 94.4 94.8: 5.6 5.2
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 : 45: 5 6 8 27 22 36 32:
Old : 45: 5 6 8 27 22 36 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 : 46.8 46.0 66.7 65.3 45.8 44.2 63.6 60.1
Old : 46.8 46.0 66.7 65.3 45.8 44.2 63.6 60.1
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, August 04, 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 : 28,959: 15,608 5,895 1,252 8,663 17,060 25,523 24,207: 3,436 4,752
Old : 28,959: 15,608 5,895 1,252 8,663 17,060 25,523 24,207: 3,436 4,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 881: 326 896 -36 554 -36 844 824: 37 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 20.4 4.3 29.9 58.9 88.1 83.6: 11.9 16.4
Old : 100.0: 53.9 20.4 4.3 29.9 58.9 88.1 83.6: 11.9 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 21 17 16 24 33 55 56:
Old : 80: 21 17 16 24 33 55 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 : 53.6 35.0 63.4 51.1 53.0 33.4 62.3 47.4
Old : 53.6 35.0 63.4 51.1 53.0 33.4 62.3 47.4
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, August 04, 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 : 8,889: 1,389 1,058 394 6,551 6,671 8,334 8,123: 555 766
Old : 8,889: 1,389 1,058 394 6,551 6,671 8,334 8,123: 555 766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 236: 46 -21 17 151 122 214 118: 22 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.9 4.4 73.7 75.0 93.8 91.4: 6.2 8.6
Old : 100.0: 15.6 11.9 4.4 73.7 75.0 93.8 91.4: 6.2 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 : 45: 4 5 6 33 21 40 29:
Old : 45: 4 5 6 33 21 40 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 : 35.8 47.2 55.9 69.5 35.8 43.3 55.7 60.5
Old : 35.8 47.2 55.9 69.5 35.8 43.3 55.7 60.5
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, August 04, 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 : 6,466: 0 4,314 473 5,411 1,116 5,884 5,903: 582 563
Old : 6,466: 0 4,314 473 5,411 1,116 5,884 5,903: 582 563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 326: 0 166 20 290 108 310 294: 16 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 66.7 7.3 83.7 17.3 91.0 91.3: 9.0 8.7
Old : 100.0: 0.0 66.7 7.3 83.7 17.3 91.0 91.3: 9.0 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 7 6 16 8 22 15:
Old : 26: 0 7 6 16 8 22 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 : 55.8 68.9 75.1 82.3 51.6 62.2 68.4 71.7
Old : 55.8 68.9 75.1 82.3 51.6 62.2 68.4 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 04, 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 : 229,003: 83,285 73,662 51,006 73,405 78,267 207,696 202,935: 21,307 26,068
Old : 124,401: 65,468 64,323 10,277 39,280 36,214 115,025 110,814: 9,376 13,587
Other: 104,602: 42,172 33,694 16,374 34,125 42,053 92,671 92,121: 11,931 12,481
: : :
: : Changes in Commitments from: July 28, 2020 :
: -145: 3,193 5,697 -3,617 -413 -3,287 -837 -1,207: 692 1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 32.2 22.3 32.1 34.2 90.7 88.6: 9.3 11.4
Old : 100.0: 52.6 51.7 8.3 31.6 29.1 92.5 89.1: 7.5 10.9
Other: 100.0: 40.3 32.2 15.7 32.6 40.2 88.6 88.1: 11.4 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 97 97 102 57 73 216 228:
Old : 269: 86 102 59 36 60 155 193:
Other: 210: 71 57 50 49 54 146 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 21.2 32.2 30.0 18.9 17.5 29.3 24.6
Old : 23.0 21.7 35.6 32.2 22.9 20.2 35.5 29.2
Other: 27.4 31.0 39.6 39.3 27.4 28.9 39.0 35.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 04, 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 : 286,440: 84,504 43,802 50,040 121,587 154,963 256,131 248,805: 30,309 37,635
Old : 286,440: 84,504 43,802 50,040 121,587 154,963 256,131 248,805: 30,309 37,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 4,580: 3,527 557 -3,008 3,872 5,389 4,391 2,938: 189 1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 15.3 17.5 42.4 54.1 89.4 86.9: 10.6 13.1
Old : 100.0: 29.5 15.3 17.5 42.4 54.1 89.4 86.9: 10.6 13.1
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 : 350: 101 77 100 108 126 264 262:
Old : 350: 101 77 100 108 126 264 262:
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 : 18.7 20.2 31.1 29.3 18.7 19.7 30.4 27.4
Old : 18.7 20.2 31.1 29.3 18.7 19.7 30.4 27.4
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, August 04, 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 : 4,338: 1,122 777 107 1,814 2,616 3,043 3,500: 1,295 838
Old : 4,338: 1,122 777 107 1,814 2,616 3,043 3,500: 1,295 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 160: 80 19 -61 150 105 169 63: -9 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 17.9 2.5 41.8 60.3 70.1 80.7: 29.9 19.3
Old : 100.0: 25.9 17.9 2.5 41.8 60.3 70.1 80.7: 29.9 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 : 56: 18 10 5 17 16 39 30:
Old : 56: 18 10 5 17 16 39 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 38.9 40.3 54.3 23.9 37.8 36.4 51.7
Old : 27.8 38.9 40.3 54.3 23.9 37.8 36.4 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 04, 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 : 41,970: 16,280 9,039 8,925 10,780 10,401 35,985 28,365: 5,985 13,605
Old : 41,970: 16,280 9,039 8,925 10,780 10,401 35,985 28,365: 5,985 13,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -930: 1,646 -37 -816 -1,407 -1,655 -577 -2,508: -353 1,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 21.5 21.3 25.7 24.8 85.7 67.6: 14.3 32.4
Old : 100.0: 38.8 21.5 21.3 25.7 24.8 85.7 67.6: 14.3 32.4
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 : 172: 48 42 47 35 51 114 123:
Old : 172: 48 42 47 35 51 114 123:
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 : 24.6 12.8 36.9 21.1 22.9 8.5 33.2 15.4
Old : 24.6 12.8 36.9 21.1 22.9 8.5 33.2 15.4
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, August 04, 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 : 24,697: 1,592 10,576 649 22,011 12,737 24,252 23,962: 445 735
Old : 24,697: 1,592 10,576 649 22,011 12,737 24,252 23,962: 445 735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,138: 69 800 164 943 182 1,176 1,146: -38 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 42.8 2.6 89.1 51.6 98.2 97.0: 1.8 3.0
Old : 100.0: 6.4 42.8 2.6 89.1 51.6 98.2 97.0: 1.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 13 12 11 26 30 47 45:
Old : 67: 13 12 11 26 30 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 59.0 77.9 76.2 58.8 58.9 76.6 72.5
Old : 58.8 59.0 77.9 76.2 58.8 58.9 76.6 72.5
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, August 04, 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 : 24,093: 9,054 3,194 0 13,963 19,291 23,017 22,485: 1,076 1,608
Old : 24,093: 9,054 3,194 0 13,963 19,291 23,017 22,485: 1,076 1,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -555: -2,371 -15 0 1,645 -667 -726 -682: 171 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 13.3 0.0 58.0 80.1 95.5 93.3: 4.5 6.7
Old : 100.0: 37.6 13.3 0.0 58.0 80.1 95.5 93.3: 4.5 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 : 37: 10 14 0 7 9 17 23:
Old : 37: 10 14 0 7 9 17 23:
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 : 69.7 77.7 86.3 83.9 69.6 77.7 86.3 83.9
Old : 69.7 77.7 86.3 83.9 69.6 77.7 86.3 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 04, 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 : 137,101: 19,907 43,102 1,508 83,036 69,563 104,451 114,173: 32,650 22,928
Old : 137,101: 19,907 43,102 1,508 83,036 69,563 104,451 114,173: 32,650 22,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -2,296: -12,198 -1,499 -452 8,105 -935 -4,545 -2,886: 2,249 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 31.4 1.1 60.6 50.7 76.2 83.3: 23.8 16.7
Old : 100.0: 14.5 31.4 1.1 60.6 50.7 76.2 83.3: 23.8 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 : 92: 21 21 12 31 34 56 63:
Old : 92: 21 21 12 31 34 56 63:
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 40.9 47.1 54.4 37.2 40.5 44.3 53.8
Old : 39.2 40.9 47.1 54.4 37.2 40.5 44.3 53.8
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, August 04, 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 : 56,772: 21,760 10,100 134 14,628 36,477 36,522 46,711: 20,250 10,061
Old : 56,772: 21,760 10,100 134 14,628 36,477 36,522 46,711: 20,250 10,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 4,973: 4,106 888 125 610 4,336 4,841 5,349: 132 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 17.8 0.2 25.8 64.3 64.3 82.3: 35.7 17.7
Old : 100.0: 38.3 17.8 0.2 25.8 64.3 64.3 82.3: 35.7 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 : 48: 13 9 2 15 17 28 28:
Old : 48: 13 9 2 15 17 28 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 : 28.0 48.3 42.2 61.5 28.0 48.3 42.2 61.4
Old : 28.0 48.3 42.2 61.5 28.0 48.3 42.2 61.4
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 128,492: 42,692 39,693 2,200 78,576 82,159 123,468 124,052: 5,024 4,440
Old : 128,492: 42,692 39,693 2,200 78,576 82,159 123,468 124,052: 5,024 4,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -5,422: -9,159 -1,294 692 3,482 -4,651 -4,985 -5,253: -437 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 30.9 1.7 61.2 63.9 96.1 96.5: 3.9 3.5
Old : 100.0: 33.2 30.9 1.7 61.2 63.9 96.1 96.5: 3.9 3.5
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 : 131: 38 46 10 28 28 71 80:
Old : 131: 38 46 10 28 28 71 80:
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 49.1 70.7 62.3 61.5 49.1 70.7 62.3
Old : 61.6 49.1 70.7 62.3 61.5 49.1 70.7 62.3
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, August 04, 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 : 176,728: 45,977 60,704 5,568 97,040 84,599 148,585 150,871: 28,143 25,857
Old : 176,728: 45,977 60,704 5,568 97,040 84,599 148,585 150,871: 28,143 25,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -2,184: 6,648 -4,034 224 -12,766 3,198 -5,894 -612: 3,710 -1,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 34.3 3.2 54.9 47.9 84.1 85.4: 15.9 14.6
Old : 100.0: 26.0 34.3 3.2 54.9 47.9 84.1 85.4: 15.9 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 : 106: 23 26 14 29 41 62 71:
Old : 106: 23 26 14 29 41 62 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 : 34.5 23.6 50.0 36.4 34.5 23.6 49.7 36.1
Old : 34.5 23.6 50.0 36.4 34.5 23.6 49.7 36.1
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, August 04, 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 : 157,968: 52,073 20,644 936 74,165 120,290 127,174 141,870: 30,794 16,098
Old : 157,968: 52,073 20,644 936 74,165 120,290 127,174 141,870: 30,794 16,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -12,301: -10,851 -13,773 -155 516 4,582 -10,490 -9,346: -1,811 -2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 13.1 0.6 46.9 76.1 80.5 89.8: 19.5 10.2
Old : 100.0: 33.0 13.1 0.6 46.9 76.1 80.5 89.8: 19.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 32 18 12 38 36 72 64:
Old : 109: 32 18 12 38 36 72 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 : 25.4 52.9 37.4 64.0 24.5 52.8 36.5 63.9
Old : 25.4 52.9 37.4 64.0 24.5 52.8 36.5 63.9
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, August 04, 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 : 704,875: 262,109 81,461 10,965 332,310 573,668 605,384 666,094: 99,491 38,781
Old : 704,875: 262,109 81,461 10,965 332,310 573,668 605,384 666,094: 99,491 38,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 25,910: 19,982 -3,107 530 3,705 27,554 24,217 24,977: 1,693 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 11.6 1.6 47.1 81.4 85.9 94.5: 14.1 5.5
Old : 100.0: 37.2 11.6 1.6 47.1 81.4 85.9 94.5: 14.1 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 : 288: 99 38 38 113 74 225 138:
Old : 288: 99 38 38 113 74 225 138:
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 : 16.7 63.6 27.1 71.4 16.3 63.5 26.5 71.2
Old : 16.7 63.6 27.1 71.4 16.3 63.5 26.5 71.2
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, August 04, 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 : 23,970: 4,305 4,681 111 7,734 14,990 12,150 19,782: 11,820 4,188
Old : 23,970: 4,305 4,681 111 7,734 14,990 12,150 19,782: 11,820 4,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 734: 87 1,056 0 657 28 744 1,084: -10 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.5 0.5 32.3 62.5 50.7 82.5: 49.3 17.5
Old : 100.0: 18.0 19.5 0.5 32.3 62.5 50.7 82.5: 49.3 17.5
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 : 26: 6 6 1 12 10 19 16:
Old : 26: 6 6 1 12 10 19 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 : 18.8 56.7 33.2 70.6 18.7 55.6 32.5 65.5
Old : 18.8 56.7 33.2 70.6 18.7 55.6 32.5 65.5
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, August 04, 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 : 25,822: 7,034 19,736 29 16,589 3,439 23,652 23,204: 2,170 2,618
Old : 25,822: 7,034 19,736 29 16,589 3,439 23,652 23,204: 2,170 2,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -110: -1,498 470 -409 1,821 30 -86 91: -24 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 76.4 0.1 64.2 13.3 91.6 89.9: 8.4 10.1
Old : 100.0: 27.2 76.4 0.1 64.2 13.3 91.6 89.9: 8.4 10.1
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 : 50: 14 18 3 11 9 28 27:
Old : 50: 14 18 3 11 9 28 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 : 61.4 63.5 74.9 73.2 61.0 63.5 74.6 73.2
Old : 61.4 63.5 74.9 73.2 61.0 63.5 74.6 73.2
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, August 04, 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 : 38,499: 18,584 20,032 625 14,738 14,661 33,947 35,318: 4,552 3,181
Old : 38,499: 18,584 20,032 625 14,738 14,661 33,947 35,318: 4,552 3,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 2,357: 1,201 1,804 94 840 567 2,135 2,465: 222 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 52.0 1.6 38.3 38.1 88.2 91.7: 11.8 8.3
Old : 100.0: 48.3 52.0 1.6 38.3 38.1 88.2 91.7: 11.8 8.3
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: 33 22 7 18 15 53 42:
Old : 83: 33 22 7 18 15 53 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 46.9 40.1 66.1 26.2 46.7 40.1 65.9
Old : 26.2 46.9 40.1 66.1 26.2 46.7 40.1 65.9
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, August 04, 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 : 11,963: 7,873 4,344 0 3,504 6,167 11,377 10,511: 586 1,452
Old : 11,963: 7,873 4,344 0 3,504 6,167 11,377 10,511: 586 1,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -278: -277 265 0 -54 -837 -331 -572: 53 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 36.3 0.0 29.3 51.6 95.1 87.9: 4.9 12.1
Old : 100.0: 65.8 36.3 0.0 29.3 51.6 95.1 87.9: 4.9 12.1
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 : 26: 6 11 0 6 4 12 15:
Old : 26: 6 11 0 6 4 12 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 : 67.0 67.2 89.8 79.3 67.0 67.2 89.7 79.3
Old : 67.0 67.2 89.8 79.3 67.0 67.2 89.7 79.3
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, August 04, 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 : 9,667,488: 1,273,261 790,812 2,767,328 4,919,229 5,375,139 8,959,818 8,933,279: 707,670 734,209
Old : 9,667,488: 1,273,261 790,812 2,767,328 4,919,229 5,375,139 8,959,818 8,933,279: 707,670 734,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 47,142: -89,429 -93,774 -13,043 118,611 125,271 16,139 18,454: 31,003 28,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 8.2 28.6 50.9 55.6 92.7 92.4: 7.3 7.6
Old : 100.0: 13.2 8.2 28.6 50.9 55.6 92.7 92.4: 7.3 7.6
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 : 225: 54 43 79 108 111 204 200:
Old : 225: 54 43 79 108 111 204 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 18.4 29.1 30.2 7.7 10.8 12.2 17.2
Old : 18.1 18.4 29.1 30.2 7.7 10.8 12.2 17.2
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 12,703: 8,717 11,972 295 177 0 9,189 12,267: 3,514 436
Old : 12,703: 8,717 11,972 295 177 0 9,189 12,267: 3,514 436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -365: -92 -81 -168 66 0 -194 -249: -171 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 94.2 2.3 1.4 0.0 72.3 96.6: 27.7 3.4
Old : 100.0: 68.6 94.2 2.3 1.4 0.0 72.3 96.6: 27.7 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 : 93: 65 26 12 2 0 73 32:
Old : 93: 65 26 12 2 0 73 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 : 30.2 60.2 40.1 81.8 30.2 60.2 40.0 81.7
Old : 30.2 60.2 40.1 81.8 30.2 60.2 40.0 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, August 04, 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 : 172,529: 19,514 37,404 32,509 120,335 102,542 172,358 172,455: 171 74
Old : 172,529: 19,514 37,404 32,509 120,335 102,542 172,358 172,455: 171 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 3,190: 331 -10,662 2,739 154 11,164 3,224 3,241: -34 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 21.7 18.8 69.7 59.4 99.9 100.0: 0.1 0.0
Old : 100.0: 11.3 21.7 18.8 69.7 59.4 99.9 100.0: 0.1 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 : 62: 14 19 22 15 27 43 55:
Old : 62: 14 19 22 15 27 43 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 : 71.4 43.4 82.9 68.6 61.2 40.5 64.8 54.6
Old : 71.4 43.4 82.9 68.6 61.2 40.5 64.8 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, August 04, 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 : 153,242: 35,460 47,674 13,556 104,108 91,822 153,124 153,052: 118 190
Old : 153,242: 35,460 47,674 13,556 104,108 91,822 153,124 153,052: 118 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -68,485: -4,824 -16,773 -5,991 -57,686 -45,739 -68,501 -68,503: 16 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 31.1 8.8 67.9 59.9 99.9 99.9: 0.1 0.1
Old : 100.0: 23.1 31.1 8.8 67.9 59.9 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 11 23 18 23 34 45 64:
Old : 75: 11 23 18 23 34 45 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 : 62.1 45.5 74.4 63.1 59.9 44.4 69.1 57.7
Old : 62.1 45.5 74.4 63.1 59.9 44.4 69.1 57.7
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, August 04, 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 : 559,277: 79,250 85,736 11,329 400,108 385,390 490,687 482,454: 68,590 76,822
Old : 559,277: 79,250 85,736 11,329 400,108 385,390 490,687 482,454: 68,590 76,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 7,486: 3,940 6,255 -3,419 1,396 1,285 1,917 4,121: 5,569 3,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.3 2.0 71.5 68.9 87.7 86.3: 12.3 13.7
Old : 100.0: 14.2 15.3 2.0 71.5 68.9 87.7 86.3: 12.3 13.7
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 : 570: 87 97 50 263 279 372 404:
Old : 570: 87 97 50 263 279 372 404:
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 : 14.6 16.1 22.4 23.7 13.7 16.1 20.5 22.6
Old : 14.6 16.1 22.4 23.7 13.7 16.1 20.5 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, August 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 11,951: 224 277 0 9,655 10,026 9,879 10,303: 2,072 1,648
Old : 11,951: 224 277 0 9,655 10,026 9,879 10,303: 2,072 1,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 2.3 0.0 80.8 83.9 82.7 86.2: 17.3 13.8
Old : 100.0: 1.9 2.3 0.0 80.8 83.9 82.7 86.2: 17.3 13.8
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 : 20: 1 1 0 11 10 12 11:
Old : 20: 1 1 0 11 10 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 74.6 76.6 83.7 64.9 74.6 76.4 83.2
Old : 64.9 74.6 76.6 83.7 64.9 74.6 76.4 83.2
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, August 04, 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 : 2,676,398: 393,492 438,254 40,864 1,991,394 1,829,889 2,425,750 2,309,007: 250,648 367,391
Old : 2,676,398: 393,492 438,254 40,864 1,991,394 1,829,889 2,425,750 2,309,007: 250,648 367,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 29,249: 18,549 24,098 -9,343 10,115 -680 19,321 14,075: 9,928 15,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.4 1.5 74.4 68.4 90.6 86.3: 9.4 13.7
Old : 100.0: 14.7 16.4 1.5 74.4 68.4 90.6 86.3: 9.4 13.7
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 : 570: 87 97 47 261 278 367 403:
Old : 570: 87 97 47 261 278 367 403:
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 : 15.3 16.9 23.4 23.7 14.3 16.9 21.4 23.2
Old : 15.3 16.9 23.4 23.7 14.3 16.9 21.4 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders - Futures Only, August 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 231,370: 3,000 0 4,200 224,170 225,170 231,370 229,370: 0 2,000
Old : 231,370: 3,000 0 4,200 224,170 225,170 231,370 229,370: 0 2,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 1.8 96.9 97.3 100.0 99.1: 0.0 0.9
Old : 100.0: 1.3 0.0 1.8 96.9 97.3 100.0 99.1: 0.0 0.9
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 : 20: 1 0 2 14 13 16 15:
Old : 20: 1 0 2 14 13 16 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 : 60.6 63.2 90.0 87.5 42.0 40.0 53.0 53.7
Old : 60.6 63.2 90.0 87.5 42.0 40.0 53.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, August 04, 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 : 57,201: 5,410 2,653 572 42,448 49,455 48,430 52,680: 8,771 4,521
Old : 57,201: 5,410 2,653 572 42,448 49,455 48,430 52,680: 8,771 4,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -1,868: -515 -1,388 -1 -1,557 -544 -2,073 -1,933: 205 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 4.6 1.0 74.2 86.5 84.7 92.1: 15.3 7.9
Old : 100.0: 9.5 4.6 1.0 74.2 86.5 84.7 92.1: 15.3 7.9
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 : 69: 6 7 4 37 32 46 40:
Old : 69: 6 7 4 37 32 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 : 33.5 45.7 50.7 66.0 32.4 45.5 49.2 65.8
Old : 33.5 45.7 50.7 66.0 32.4 45.5 49.2 65.8
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, August 04, 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 : 45,713: 14,719 11,067 686 22,750 27,139 38,155 38,892: 7,559 6,821
Old : 45,713: 14,719 11,067 686 22,750 27,139 38,155 38,892: 7,559 6,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,530: 231 1,401 88 1,132 -331 1,451 1,158: 79 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 24.2 1.5 49.8 59.4 83.5 85.1: 16.5 14.9
Old : 100.0: 32.2 24.2 1.5 49.8 59.4 83.5 85.1: 16.5 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 64 45 22 96 110 169 168:
Old : 278: 64 45 22 96 110 169 168:
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 27.1 33.0 36.5 22.1 27.0 32.5 36.3
Old : 22.4 27.1 33.0 36.5 22.1 27.0 32.5 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 04, 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 : 228,566: 73,593 55,336 3,428 113,752 135,696 190,773 194,460: 37,793 34,106
Old : 228,566: 73,593 55,336 3,428 113,752 135,696 190,773 194,460: 37,793 34,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 7,651: 1,154 7,003 442 5,658 -1,653 7,254 5,792: 397 1,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 24.2 1.5 49.8 59.4 83.5 85.1: 16.5 14.9
Old : 100.0: 32.2 24.2 1.5 49.8 59.4 83.5 85.1: 16.5 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 64 45 22 96 110 169 168:
Old : 278: 64 45 22 96 110 169 168:
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 27.1 33.0 36.5 22.1 27.0 32.5 36.3
Old : 22.4 27.1 33.0 36.5 22.1 27.0 32.5 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders - Futures Only, August 04, 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 $2) :
: : :
All : 58,862: 38,578 37,767 134 3,643 235 42,355 38,136: 16,507 20,726
Old : 58,862: 38,578 37,767 134 3,643 235 42,355 38,136: 16,507 20,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 64.2 0.2 6.2 0.4 72.0 64.8: 28.0 35.2
Old : 100.0: 65.5 64.2 0.2 6.2 0.4 72.0 64.8: 28.0 35.2
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 : 22: 9 10 2 2 1 11 13:
Old : 22: 9 10 2 2 1 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 61.4 70.6 63.5 62.5 61.4 70.4 63.5
Old : 62.7 61.4 70.6 63.5 62.5 61.4 70.4 63.5
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, August 04, 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 : 120,274: 45,465 46,513 754 45,444 52,952 91,663 100,219: 28,611 20,055
Old : 120,274: 45,465 46,513 754 45,444 52,952 91,663 100,219: 28,611 20,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 6,592: 3,063 -901 -168 -370 7,184 2,525 6,115: 4,067 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 38.7 0.6 37.8 44.0 76.2 83.3: 23.8 16.7
Old : 100.0: 37.8 38.7 0.6 37.8 44.0 76.2 83.3: 23.8 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 : 74: 25 10 7 27 25 55 39:
Old : 74: 25 10 7 27 25 55 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 50.5 45.2 64.2 34.8 50.2 45.0 63.8
Old : 34.9 50.5 45.2 64.2 34.8 50.2 45.0 63.8
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, August 04, 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 : 509,290: 79,248 71,631 5,629 404,975 409,994 489,852 487,254: 19,438 22,036
Old : 509,290: 79,248 71,631 5,629 404,975 409,994 489,852 487,254: 19,438 22,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 13,165: 8,487 16,478 -3,372 8,042 401 13,157 13,507: 8 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.1 1.1 79.5 80.5 96.2 95.7: 3.8 4.3
Old : 100.0: 15.6 14.1 1.1 79.5 80.5 96.2 95.7: 3.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 51 57 22 147 140 208 209:
Old : 338: 51 57 22 147 140 208 209:
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 : 16.7 22.2 30.2 35.5 15.6 22.2 28.7 33.9
Old : 16.7 22.2 30.2 35.5 15.6 22.2 28.7 33.9
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, August 04, 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 : 37,641: 8,334 3,377 0 20,522 18,961 28,856 22,338: 8,785 15,303
Old : 37,641: 8,334 3,377 0 20,522 18,961 28,856 22,338: 8,785 15,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,132: 992 1,641 -99 -388 -1,974 505 -432: 627 1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 9.0 0.0 54.5 50.4 76.7 59.3: 23.3 40.7
Old : 100.0: 22.1 9.0 0.0 54.5 50.4 76.7 59.3: 23.3 40.7
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 : 60: 12 8 0 27 21 39 29:
Old : 60: 12 8 0 27 21 39 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 : 30.3 27.4 44.0 40.1 30.3 26.8 43.9 38.9
Old : 30.3 27.4 44.0 40.1 30.3 26.8 43.9 38.9
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, August 04, 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 : 161,505: 49,545 970 5,872 105,846 154,533 161,263 161,375: 242 130
Old : 161,505: 49,545 970 5,872 105,846 154,533 161,263 161,375: 242 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 2,559: 1,029 500 10 1,525 1,969 2,564 2,479: -5 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 0.6 3.6 65.5 95.7 99.9 99.9: 0.1 0.1
Old : 100.0: 30.7 0.6 3.6 65.5 95.7 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 : 81: 30 2 5 42 27 74 34:
Old : 81: 30 2 5 42 27 74 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 : 38.0 58.0 53.3 83.5 30.8 49.1 45.9 67.3
Old : 38.0 58.0 53.3 83.5 30.8 49.1 45.9 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 07, 2020