BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 11, 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 : 8,724: 516 575 525 7,021 7,272 8,062 8,372: 662 352
Old : 8,724: 516 575 525 7,021 7,272 8,062 8,372: 662 352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,235: -381 -147 -11 -945 -913 -1,337 -1,071: 102 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.6 6.0 80.5 83.4 92.4 96.0: 7.6 4.0
Old : 100.0: 5.9 6.6 6.0 80.5 83.4 92.4 96.0: 7.6 4.0
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 : 44: 3 8 8 25 23 34 33:
Old : 44: 3 8 8 25 23 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 49.3 66.0 68.7 44.2 47.6 61.9 64.0
Old : 45.2 49.3 66.0 68.7 44.2 47.6 61.9 64.0
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 11, 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 : 22,205: 10,690 4,681 1,070 7,364 12,596 19,124 18,347: 3,081 3,858
Old : 22,205: 10,690 4,681 1,070 7,364 12,596 19,124 18,347: 3,081 3,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -6,754: -4,918 -1,214 -182 -1,299 -4,464 -6,399 -5,860: -355 -894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 21.1 4.8 33.2 56.7 86.1 82.6: 13.9 17.4
Old : 100.0: 48.1 21.1 4.8 33.2 56.7 86.1 82.6: 13.9 17.4
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 : 70: 16 15 17 21 31 47 53:
Old : 70: 16 15 17 21 31 47 53:
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 : 53.7 33.6 65.2 50.6 53.5 33.5 63.7 46.8
Old : 53.7 33.6 65.2 50.6 53.5 33.5 63.7 46.8
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 11, 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 : 7,638: 1,085 1,017 389 5,729 5,415 7,203 6,821: 435 817
Old : 7,638: 1,085 1,017 389 5,729 5,415 7,203 6,821: 435 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,251: -304 -41 -5 -822 -1,256 -1,131 -1,302: -120 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 13.3 5.1 75.0 70.9 94.3 89.3: 5.7 10.7
Old : 100.0: 14.2 13.3 5.1 75.0 70.9 94.3 89.3: 5.7 10.7
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 : 47: 4 6 7 34 22 42 31:
Old : 47: 4 6 7 34 22 42 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 : 34.4 43.0 54.8 63.8 34.4 37.5 54.2 53.9
Old : 34.4 43.0 54.8 63.8 34.4 37.5 54.2 53.9
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, August 11, 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 : 5,726: 21 3,713 324 4,688 1,137 5,033 5,174: 693 552
Old : 5,726: 21 3,713 324 4,688 1,137 5,033 5,174: 693 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -740: 21 -601 -149 -723 21 -851 -729: 111 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 64.8 5.7 81.9 19.9 87.9 90.4: 12.1 9.6
Old : 100.0: 0.4 64.8 5.7 81.9 19.9 87.9 90.4: 12.1 9.6
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 : 27: 1 7 6 16 8 23 15:
Old : 27: 1 7 6 16 8 23 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 : 57.5 65.5 74.4 81.0 52.1 60.2 65.8 69.8
Old : 57.5 65.5 74.4 81.0 52.1 60.2 65.8 69.8
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 11, 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 : 220,941: 85,130 67,831 45,279 70,682 84,409 201,091 197,519: 19,850 23,422
Old : 110,751: 64,548 59,221 5,139 32,788 35,348 102,475 99,708: 8,276 11,043
Other: 110,190: 45,442 33,470 15,280 37,894 49,061 98,616 97,811: 11,574 12,379
: : :
: : Changes in Commitments from: August 4, 2020 :
: -8,062: 1,845 -5,831 -5,727 -2,723 6,142 -6,605 -5,416: -1,457 -2,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 30.7 20.5 32.0 38.2 91.0 89.4: 9.0 10.6
Old : 100.0: 58.3 53.5 4.6 29.6 31.9 92.5 90.0: 7.5 10.0
Other: 100.0: 41.2 30.4 13.9 34.4 44.5 89.5 88.8: 10.5 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 102 85 97 58 74 214 218:
Old : 262: 94 90 41 38 59 154 168:
Other: 216: 73 53 48 47 57 146 141:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 21.7 33.1 31.4 19.5 18.0 30.4 26.4
Old : 24.5 23.3 37.8 35.2 24.5 21.8 37.8 32.7
Other: 29.4 29.7 41.3 37.4 29.4 28.1 41.0 35.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 11, 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 : 288,083: 89,728 40,101 51,384 116,544 159,272 257,656 250,757: 30,427 37,326
Old : 288,083: 89,728 40,101 51,384 116,544 159,272 257,656 250,757: 30,427 37,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 1,643: 5,224 -3,701 1,344 -5,043 4,309 1,525 1,952: 118 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 13.9 17.8 40.5 55.3 89.4 87.0: 10.6 13.0
Old : 100.0: 31.1 13.9 17.8 40.5 55.3 89.4 87.0: 10.6 13.0
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 : 348: 105 68 106 107 127 265 265:
Old : 348: 105 68 106 107 127 265 265:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 20.8 31.6 30.4 18.9 20.2 30.4 28.7
Old : 18.9 20.8 31.6 30.4 18.9 20.2 30.4 28.7
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 11, 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 : 4,346: 1,286 744 138 1,691 2,581 3,115 3,463: 1,231 883
Old : 4,346: 1,286 744 138 1,691 2,581 3,115 3,463: 1,231 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 8: 164 -33 31 -123 -35 72 -37: -64 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 17.1 3.2 38.9 59.4 71.7 79.7: 28.3 20.3
Old : 100.0: 29.6 17.1 3.2 38.9 59.4 71.7 79.7: 28.3 20.3
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 : 54: 20 10 6 15 15 38 30:
Old : 54: 20 10 6 15 15 38 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 : 27.4 41.0 40.1 54.8 22.5 40.1 35.2 51.7
Old : 27.4 41.0 40.1 54.8 22.5 40.1 35.2 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 11, 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 : 43,659: 16,481 9,402 9,824 11,162 11,168 37,467 30,394: 6,192 13,265
Old : 43,659: 16,481 9,402 9,824 11,162 11,168 37,467 30,394: 6,192 13,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 1,689: 201 363 899 382 767 1,482 2,029: 207 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 21.5 22.5 25.6 25.6 85.8 69.6: 14.2 30.4
Old : 100.0: 37.7 21.5 22.5 25.6 25.6 85.8 69.6: 14.2 30.4
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 : 184: 47 46 51 37 60 119 137:
Old : 184: 47 46 51 37 60 119 137:
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 : 24.3 11.4 36.4 19.6 22.4 8.4 32.5 14.0
Old : 24.3 11.4 36.4 19.6 22.4 8.4 32.5 14.0
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 11, 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 : 21,474: 1,220 8,344 630 19,201 11,718 21,051 20,692: 423 782
Old : 21,474: 1,220 8,344 630 19,201 11,718 21,051 20,692: 423 782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,223: -372 -2,232 -19 -2,810 -1,019 -3,201 -3,270: -22 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 38.9 2.9 89.4 54.6 98.0 96.4: 2.0 3.6
Old : 100.0: 5.7 38.9 2.9 89.4 54.6 98.0 96.4: 2.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 11 11 9 26 24 45 36:
Old : 59: 11 11 9 26 24 45 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 56.2 81.3 76.1 61.3 56.2 80.1 73.2
Old : 61.3 56.2 81.3 76.1 61.3 56.2 80.1 73.2
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 11, 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 : 24,035: 9,635 3,103 0 12,698 19,265 22,333 22,368: 1,702 1,667
Old : 24,035: 9,635 3,103 0 12,698 19,265 22,333 22,368: 1,702 1,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -58: 581 -91 0 -1,265 -26 -684 -117: 626 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 12.9 0.0 52.8 80.2 92.9 93.1: 7.1 6.9
Old : 100.0: 40.1 12.9 0.0 52.8 80.2 92.9 93.1: 7.1 6.9
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 : 38: 12 13 0 7 9 19 22:
Old : 38: 12 13 0 7 9 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 77.8 80.5 84.5 65.6 77.8 80.5 84.5
Old : 65.7 77.8 80.5 84.5 65.6 77.8 80.5 84.5
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 11, 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 : 136,885: 17,256 46,803 856 85,901 68,214 104,013 115,873: 32,872 21,012
Old : 136,885: 17,256 46,803 856 85,901 68,214 104,013 115,873: 32,872 21,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -216: -2,651 3,701 -652 2,865 -1,349 -438 1,700: 222 -1,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 34.2 0.6 62.8 49.8 76.0 84.6: 24.0 15.4
Old : 100.0: 12.6 34.2 0.6 62.8 49.8 76.0 84.6: 24.0 15.4
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 : 96: 21 23 8 36 33 60 61:
Old : 96: 21 23 8 36 33 60 61:
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 : 40.3 40.7 47.6 55.0 38.3 40.4 44.7 54.7
Old : 40.3 40.7 47.6 55.0 38.3 40.4 44.7 54.7
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 11, 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 : 56,592: 23,084 5,919 84 12,731 39,999 35,899 46,002: 20,693 10,590
Old : 56,592: 23,084 5,919 84 12,731 39,999 35,899 46,002: 20,693 10,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -180: 1,324 -4,181 -50 -1,897 3,522 -623 -709: 443 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 10.5 0.1 22.5 70.7 63.4 81.3: 36.6 18.7
Old : 100.0: 40.8 10.5 0.1 22.5 70.7 63.4 81.3: 36.6 18.7
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: 14 8 5 15 17 31 28:
Old : 48: 14 8 5 15 17 31 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 : 30.1 50.0 42.5 61.5 30.1 49.6 42.5 61.1
Old : 30.1 50.0 42.5 61.5 30.1 49.6 42.5 61.1
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 11, 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 : 130,908: 44,240 37,733 1,972 79,635 86,437 125,847 126,142: 5,061 4,766
Old : 130,908: 44,240 37,733 1,972 79,635 86,437 125,847 126,142: 5,061 4,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 2,416: 1,548 -1,960 -228 1,059 4,278 2,379 2,090: 37 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 28.8 1.5 60.8 66.0 96.1 96.4: 3.9 3.6
Old : 100.0: 33.8 28.8 1.5 60.8 66.0 96.1 96.4: 3.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 41 37 9 27 30 75 69:
Old : 125: 41 37 9 27 30 75 69:
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 : 59.1 49.4 68.7 64.3 59.1 49.4 68.7 64.3
Old : 59.1 49.4 68.7 64.3 59.1 49.4 68.7 64.3
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 11, 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 : 179,071: 48,053 50,874 6,177 95,806 96,998 150,036 154,049: 29,035 25,022
Old : 179,071: 48,053 50,874 6,177 95,806 96,998 150,036 154,049: 29,035 25,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 2,343: 2,076 -9,830 609 -1,234 12,399 1,451 3,178: 892 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 28.4 3.4 53.5 54.2 83.8 86.0: 16.2 14.0
Old : 100.0: 26.8 28.4 3.4 53.5 54.2 83.8 86.0: 16.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 28 23 12 35 42 70 70:
Old : 112: 28 23 12 35 42 70 70:
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 26.3 48.4 37.8 33.7 24.7 47.9 36.1
Old : 33.8 26.3 48.4 37.8 33.7 24.7 47.9 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 11, 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 : 150,149: 48,158 21,142 1,992 72,712 107,449 122,862 130,583: 27,287 19,566
Old : 150,149: 48,158 21,142 1,992 72,712 107,449 122,862 130,583: 27,287 19,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -7,819: -3,915 498 1,056 -1,453 -12,841 -4,312 -11,287: -3,507 3,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 14.1 1.3 48.4 71.6 81.8 87.0: 18.2 13.0
Old : 100.0: 32.1 14.1 1.3 48.4 71.6 81.8 87.0: 18.2 13.0
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 : 105: 29 15 12 40 37 70 63:
Old : 105: 29 15 12 40 37 70 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 : 25.7 51.7 38.3 63.4 25.4 51.6 38.0 63.1
Old : 25.7 51.7 38.3 63.4 25.4 51.6 38.0 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 11, 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 : 706,458: 266,078 66,327 10,878 332,842 589,103 609,798 666,308: 96,660 40,150
Old : 706,458: 266,078 66,327 10,878 332,842 589,103 609,798 666,308: 96,660 40,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 1,583: 3,969 -15,134 -87 532 15,435 4,414 214: -2,831 1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 9.4 1.5 47.1 83.4 86.3 94.3: 13.7 5.7
Old : 100.0: 37.7 9.4 1.5 47.1 83.4 86.3 94.3: 13.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 102 36 33 116 75 229 134:
Old : 292: 102 36 33 116 75 229 134:
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 64.6 27.1 72.9 16.2 64.5 26.4 72.8
Old : 16.7 64.6 27.1 72.9 16.2 64.5 26.4 72.8
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 11, 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 : 24,287: 4,541 4,566 111 7,907 15,032 12,559 19,709: 11,728 4,578
Old : 24,287: 4,541 4,566 111 7,907 15,032 12,559 19,709: 11,728 4,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 317: 236 -115 0 173 42 409 -73: -92 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 18.8 0.5 32.6 61.9 51.7 81.2: 48.3 18.8
Old : 100.0: 18.7 18.8 0.5 32.6 61.9 51.7 81.2: 48.3 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 5 1 12 10 19 15:
Old : 25: 6 5 1 12 10 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 57.7 34.3 71.4 19.6 56.7 33.7 66.4
Old : 19.6 57.7 34.3 71.4 19.6 56.7 33.7 66.4
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 11, 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 : 31,846: 11,445 24,991 137 17,839 3,967 29,421 29,095: 2,425 2,751
Old : 31,846: 11,445 24,991 137 17,839 3,967 29,421 29,095: 2,425 2,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 6,024: 4,411 5,255 108 1,250 528 5,769 5,891: 255 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 78.5 0.4 56.0 12.5 92.4 91.4: 7.6 8.6
Old : 100.0: 35.9 78.5 0.4 56.0 12.5 92.4 91.4: 7.6 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 : 55: 15 21 4 10 12 28 34:
Old : 55: 15 21 4 10 12 28 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 : 64.7 63.2 77.0 71.8 64.1 63.2 76.1 71.8
Old : 64.7 63.2 77.0 71.8 64.1 63.2 76.1 71.8
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 11, 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 : 37,528: 17,878 18,057 796 14,360 15,217 33,034 34,070: 4,494 3,458
Old : 37,528: 17,878 18,057 796 14,360 15,217 33,034 34,070: 4,494 3,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -971: -706 -1,975 171 -378 556 -913 -1,248: -58 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 48.1 2.1 38.3 40.5 88.0 90.8: 12.0 9.2
Old : 100.0: 47.6 48.1 2.1 38.3 40.5 88.0 90.8: 12.0 9.2
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 : 85: 30 28 8 18 13 53 44:
Old : 85: 30 28 8 18 13 53 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 : 26.6 46.9 41.6 64.5 26.6 46.9 41.6 64.3
Old : 26.6 46.9 41.6 64.5 26.6 46.9 41.6 64.3
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 11, 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 : 13,403: 8,236 5,590 0 4,710 6,153 12,946 11,743: 457 1,660
Old : 13,403: 8,236 5,590 0 4,710 6,153 12,946 11,743: 457 1,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 1,440: 363 1,246 0 1,206 -14 1,569 1,232: -129 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 41.7 0.0 35.1 45.9 96.6 87.6: 3.4 12.4
Old : 100.0: 61.4 41.7 0.0 35.1 45.9 96.6 87.6: 3.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 14 0 6 4 12 18:
Old : 29: 6 14 0 6 4 12 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 60.3 92.1 74.3 67.9 60.3 92.1 74.3
Old : 67.9 60.3 92.1 74.3 67.9 60.3 92.1 74.3
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 11, 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 : 9,706,552: 1,243,258 735,785 2,842,430 4,947,248 5,373,084 9,032,936 8,951,299: 673,616 755,253
Old : 9,706,552: 1,243,258 735,785 2,842,430 4,947,248 5,373,084 9,032,936 8,951,299: 673,616 755,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 39,064: -30,003 -55,027 75,102 28,019 -2,055 73,118 18,020: -34,054 21,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.6 29.3 51.0 55.4 93.1 92.2: 6.9 7.8
Old : 100.0: 12.8 7.6 29.3 51.0 55.4 93.1 92.2: 6.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 55 41 78 108 111 203 200:
Old : 226: 55 41 78 108 111 203 200:
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 : 18.3 18.4 29.9 30.1 7.9 11.1 12.8 16.9
Old : 18.3 18.4 29.9 30.1 7.9 11.1 12.8 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 13,090: 8,456 11,537 1,069 137 0 9,662 12,606: 3,428 484
Old : 13,090: 8,456 11,537 1,069 137 0 9,662 12,606: 3,428 484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 387: -261 -435 774 -40 0 473 339: -86 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 88.1 8.2 1.0 0.0 73.8 96.3: 26.2 3.7
Old : 100.0: 64.6 88.1 8.2 1.0 0.0 73.8 96.3: 26.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 61 26 16 1 0 73 33:
Old : 90: 61 26 16 1 0 73 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 : 33.0 60.0 44.0 80.6 33.0 56.9 42.2 76.4
Old : 33.0 60.0 44.0 80.6 33.0 56.9 42.2 76.4
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 11, 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 : 171,855: 21,168 27,979 31,665 118,852 112,102 171,685 171,746: 170 109
Old : 171,855: 21,168 27,979 31,665 118,852 112,102 171,685 171,746: 170 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -674: 1,654 -9,425 -844 -1,483 9,560 -673 -709: -1 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.3 18.4 69.2 65.2 99.9 99.9: 0.1 0.1
Old : 100.0: 12.3 16.3 18.4 69.2 65.2 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 : 62: 14 19 21 16 27 43 54:
Old : 62: 14 19 21 16 27 43 54:
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 48.7 82.2 69.4 62.0 42.1 64.9 53.9
Old : 69.7 48.7 82.2 69.4 62.0 42.1 64.9 53.9
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 11, 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 : 157,154: 34,761 43,820 14,880 107,458 98,358 157,099 157,058: 55 96
Old : 157,154: 34,761 43,820 14,880 107,458 98,358 157,099 157,058: 55 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 3,912: -699 -3,854 1,324 3,350 6,536 3,975 4,006: -63 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 27.9 9.5 68.4 62.6 100.0 99.9: 0.0 0.1
Old : 100.0: 22.1 27.9 9.5 68.4 62.6 100.0 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 : 76: 14 22 20 21 35 46 66:
Old : 76: 14 22 20 21 35 46 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 48.7 76.6 64.3 59.5 47.6 71.2 59.5
Old : 61.7 48.7 76.6 64.3 59.5 47.6 71.2 59.5
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 11, 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 : 566,508: 78,319 84,754 17,271 403,103 386,282 498,692 488,306: 67,816 78,201
Old : 566,508: 78,319 84,754 17,271 403,103 386,282 498,692 488,306: 67,816 78,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 7,231: -932 -982 5,942 2,995 892 8,005 5,852: -774 1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 15.0 3.0 71.2 68.2 88.0 86.2: 12.0 13.8
Old : 100.0: 13.8 15.0 3.0 71.2 68.2 88.0 86.2: 12.0 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 : 570: 87 96 52 263 281 370 409:
Old : 570: 87 96 52 263 281 370 409:
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 15.2 22.7 23.0 13.7 15.0 21.1 21.8
Old : 14.6 15.2 22.7 23.0 13.7 15.0 21.1 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 10,027: 1,020 0 0 7,318 8,616 8,338 8,616: 1,689 1,411
Old : 10,027: 1,020 0 0 7,318 8,616 8,338 8,616: 1,689 1,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 0.0 73.0 85.9 83.2 85.9: 16.8 14.1
Old : 100.0: 10.2 0.0 0.0 73.0 85.9 83.2 85.9: 16.8 14.1
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: 3 0 0 9 9 12 9:
Old : 20: 3 0 0 9 9 12 9:
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 : 56.1 64.7 72.9 84.7 54.8 64.7 71.6 84.7
Old : 56.1 64.7 72.9 84.7 54.8 64.7 71.6 84.7
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 11, 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 : 14,899: 428 626 0 9,478 12,729 9,906 13,355: 4,993 1,544
Old : 14,899: 428 626 0 9,478 12,729 9,906 13,355: 4,993 1,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 2,948: 204 349 0 -177 2,703 27 3,052: 2,921 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.2 0.0 63.6 85.4 66.5 89.6: 33.5 10.4
Old : 100.0: 2.9 4.2 0.0 63.6 85.4 66.5 89.6: 33.5 10.4
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 : 24: 2 2 0 11 11 13 13:
Old : 24: 2 2 0 11 11 13 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 : 52.0 72.2 60.8 83.2 52.0 72.2 60.7 83.2
Old : 52.0 72.2 60.8 83.2 52.0 72.2 60.7 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 11, 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 : 2,694,088: 391,788 457,685 41,418 2,009,718 1,821,598 2,442,924 2,320,701: 251,164 373,387
Old : 2,694,088: 391,788 457,685 41,418 2,009,718 1,821,598 2,442,924 2,320,701: 251,164 373,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 17,690: -1,704 19,431 554 18,324 -8,291 17,174 11,694: 516 5,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 17.0 1.5 74.6 67.6 90.7 86.1: 9.3 13.9
Old : 100.0: 14.5 17.0 1.5 74.6 67.6 90.7 86.1: 9.3 13.9
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 : 570: 86 97 48 261 280 365 407:
Old : 570: 86 97 48 261 280 365 407:
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 : 15.4 15.5 23.9 22.8 14.4 15.5 22.2 22.3
Old : 15.4 15.5 23.9 22.8 14.4 15.5 22.2 22.3
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 11, 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: August 4, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 11, 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 : 56,417: 6,539 3,987 311 40,630 47,898 47,480 52,196: 8,937 4,221
Old : 56,417: 6,539 3,987 311 40,630 47,898 47,480 52,196: 8,937 4,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -784: 1,129 1,334 -261 -1,818 -1,557 -950 -484: 166 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.1 0.6 72.0 84.9 84.2 92.5: 15.8 7.5
Old : 100.0: 11.6 7.1 0.6 72.0 84.9 84.2 92.5: 15.8 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 : 70: 8 8 4 36 28 46 38:
Old : 70: 8 8 4 36 28 46 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 : 34.0 45.6 50.6 66.3 32.9 45.3 49.1 66.0
Old : 34.0 45.6 50.6 66.3 32.9 45.3 49.1 66.0
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 11, 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 : 47,013: 13,788 11,288 1,337 24,223 27,509 39,348 40,134: 7,665 6,879
Old : 47,013: 13,788 11,288 1,337 24,223 27,509 39,348 40,134: 7,665 6,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 1,299: -931 221 651 1,473 370 1,193 1,242: 106 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 24.0 2.8 51.5 58.5 83.7 85.4: 16.3 14.6
Old : 100.0: 29.3 24.0 2.8 51.5 58.5 83.7 85.4: 16.3 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 : 294: 59 60 25 104 112 178 182:
Old : 294: 59 60 25 104 112 178 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 24.3 30.0 33.6 20.0 24.2 29.3 33.4
Old : 20.5 24.3 30.0 33.6 20.0 24.2 29.3 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 11, 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 : 235,063: 68,940 56,439 6,684 121,116 137,545 196,740 200,668: 38,323 34,395
Old : 235,063: 68,940 56,439 6,684 121,116 137,545 196,740 200,668: 38,323 34,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 6,497: -4,653 1,103 3,256 7,364 1,849 5,967 6,208: 530 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 24.0 2.8 51.5 58.5 83.7 85.4: 16.3 14.6
Old : 100.0: 29.3 24.0 2.8 51.5 58.5 83.7 85.4: 16.3 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 : 294: 59 60 25 104 112 178 182:
Old : 294: 59 60 25 104 112 178 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 24.3 30.0 33.6 20.0 24.2 29.3 33.4
Old : 20.5 24.3 30.0 33.6 20.0 24.2 29.3 33.4
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 11, 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 : 62,875: 30,036 47,401 326 1,562 403 31,924 48,130: 30,951 14,745
Old : 62,875: 30,036 47,401 326 1,562 403 31,924 48,130: 30,951 14,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 4,013: -8,542 9,634 192 -2,081 168 -10,431 9,994: 14,444 -5,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 75.4 0.5 2.5 0.6 50.8 76.5: 49.2 23.5
Old : 100.0: 47.8 75.4 0.5 2.5 0.6 50.8 76.5: 49.2 23.5
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 : 20: 10 8 3 1 1 12 11:
Old : 20: 10 8 3 1 1 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 : 43.2 73.9 49.2 75.9 42.9 73.7 48.9 75.7
Old : 43.2 73.9 49.2 75.9 42.9 73.7 48.9 75.7
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 11, 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 : 122,210: 47,321 50,809 636 46,317 50,026 94,274 101,471: 27,936 20,739
Old : 122,210: 47,321 50,809 636 46,317 50,026 94,274 101,471: 27,936 20,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 1,936: 1,856 4,296 -118 873 -2,926 2,611 1,252: -675 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 41.6 0.5 37.9 40.9 77.1 83.0: 22.9 17.0
Old : 100.0: 38.7 41.6 0.5 37.9 40.9 77.1 83.0: 22.9 17.0
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 : 76: 25 11 7 29 26 57 41:
Old : 76: 25 11 7 29 26 57 41:
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 : 36.9 53.2 46.5 66.4 36.7 52.9 46.3 66.1
Old : 36.9 53.2 46.5 66.4 36.7 52.9 46.3 66.1
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, August 11, 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 : 503,384: 84,968 69,818 5,814 390,647 404,556 481,429 480,188: 21,955 23,196
Old : 503,384: 84,968 69,818 5,814 390,647 404,556 481,429 480,188: 21,955 23,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -5,906: 5,720 -1,813 185 -14,328 -5,438 -8,423 -7,066: 2,517 1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 13.9 1.2 77.6 80.4 95.6 95.4: 4.4 4.6
Old : 100.0: 16.9 13.9 1.2 77.6 80.4 95.6 95.4: 4.4 4.6
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 : 343: 51 52 23 149 142 210 207:
Old : 343: 51 52 23 149 142 210 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 22.6 30.4 35.7 16.4 22.4 28.2 33.9
Old : 17.1 22.6 30.4 35.7 16.4 22.4 28.2 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 11, 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 : 37,555: 8,177 1,921 10 20,066 20,115 28,253 22,046: 9,302 15,509
Old : 37,555: 8,177 1,921 10 20,066 20,115 28,253 22,046: 9,302 15,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -86: -157 -1,456 10 -456 1,154 -603 -292: 517 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 5.1 0.0 53.4 53.6 75.2 58.7: 24.8 41.3
Old : 100.0: 21.8 5.1 0.0 53.4 53.6 75.2 58.7: 24.8 41.3
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 : 61: 13 5 1 26 25 39 31:
Old : 61: 13 5 1 26 25 39 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 : 30.7 27.3 44.2 40.5 30.7 26.3 44.1 39.4
Old : 30.7 27.3 44.2 40.5 30.7 26.3 44.1 39.4
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 11, 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 : 167,366: 51,005 1,315 6,387 109,724 159,534 167,116 167,236: 250 130
Old : 167,366: 51,005 1,315 6,387 109,724 159,534 167,116 167,236: 250 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 5,861: 1,460 345 515 3,878 5,001 5,853 5,861: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 0.8 3.8 65.6 95.3 99.9 99.9: 0.1 0.1
Old : 100.0: 30.5 0.8 3.8 65.6 95.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 31 3 5 42 27 75 35:
Old : 83: 31 3 5 42 27 75 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 : 37.2 59.4 51.9 83.9 30.2 48.7 44.9 67.1
Old : 37.2 59.4 51.9 83.9 30.2 48.7 44.9 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2020