BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 18, 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 : 9,019: 543 1,177 530 7,359 6,910 8,432 8,617: 587 402
Old : 9,019: 543 1,177 530 7,359 6,910 8,432 8,617: 587 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 295: 27 602 5 338 -362 370 245: -75 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 13.1 5.9 81.6 76.6 93.5 95.5: 6.5 4.5
Old : 100.0: 6.0 13.1 5.9 81.6 76.6 93.5 95.5: 6.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 8 8 27 23 36 34:
Old : 46: 4 8 8 27 23 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 52.7 65.7 70.7 43.5 51.4 61.4 66.1
Old : 44.5 52.7 65.7 70.7 43.5 51.4 61.4 66.1
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 18, 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 : 22,911: 11,428 4,547 1,166 7,534 12,878 20,128 18,591: 2,783 4,320
Old : 22,911: 11,428 4,547 1,166 7,534 12,878 20,128 18,591: 2,783 4,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 706: 738 -134 96 170 282 1,004 244: -298 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 19.8 5.1 32.9 56.2 87.9 81.1: 12.1 18.9
Old : 100.0: 49.9 19.8 5.1 32.9 56.2 87.9 81.1: 12.1 18.9
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 : 75: 18 16 19 22 32 52 55:
Old : 75: 18 16 19 22 32 52 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 : 56.2 32.7 66.3 49.3 55.8 32.5 65.3 46.1
Old : 56.2 32.7 66.3 49.3 55.8 32.5 65.3 46.1
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 18, 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 : 7,776: 1,110 1,893 369 5,824 4,643 7,303 6,905: 473 871
Old : 7,776: 1,110 1,893 369 5,824 4,643 7,303 6,905: 473 871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 138: 25 876 -20 95 -772 100 84: 38 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 24.3 4.7 74.9 59.7 93.9 88.8: 6.1 11.2
Old : 100.0: 14.3 24.3 4.7 74.9 59.7 93.9 88.8: 6.1 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 7 5 32 21 40 30:
Old : 48: 5 7 5 32 21 40 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 : 33.7 42.9 54.3 63.5 33.6 37.1 53.4 54.3
Old : 33.7 42.9 54.3 63.5 33.6 37.1 53.4 54.3
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 18, 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 : 5,848: 21 3,908 315 4,809 1,137 5,145 5,360: 703 488
Old : 5,848: 21 3,908 315 4,809 1,137 5,145 5,360: 703 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 122: 0 195 -9 121 0 112 186: 10 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 66.8 5.4 82.2 19.4 88.0 91.7: 12.0 8.3
Old : 100.0: 0.4 66.8 5.4 82.2 19.4 88.0 91.7: 12.0 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 : 29: 1 8 6 18 8 25 16:
Old : 29: 1 8 6 18 8 25 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 : 56.6 66.1 73.2 81.3 51.3 61.2 64.7 70.6
Old : 56.6 66.1 73.2 81.3 51.3 61.2 64.7 70.6
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 18, 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 : 219,063: 81,752 62,472 46,853 70,588 85,356 199,193 194,681: 19,870 24,382
Old : 105,725: 62,785 55,864 4,705 30,478 34,316 97,968 94,885: 7,757 10,840
Other: 113,338: 44,651 32,292 16,464 40,110 51,040 101,225 99,796: 12,113 13,542
: : :
: : Changes in Commitments from: August 11, 2020 :
: -1,878: -3,378 -5,359 1,574 -94 947 -1,898 -2,838: 20 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 28.5 21.4 32.2 39.0 90.9 88.9: 9.1 11.1
Old : 100.0: 59.4 52.8 4.5 28.8 32.5 92.7 89.7: 7.3 10.3
Other: 100.0: 39.4 28.5 14.5 35.4 45.0 89.3 88.1: 10.7 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 91 103 104 54 76 211 234:
Old : 266: 87 102 36 33 60 140 179:
Other: 221: 69 64 51 48 58 148 149:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 21.0 33.4 29.7 19.7 17.3 30.7 24.4
Old : 26.0 21.8 39.3 31.5 26.0 19.8 39.2 28.6
Other: 29.5 29.0 41.3 36.7 29.5 27.4 41.3 33.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 18, 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 : 291,071: 98,726 38,144 51,552 112,778 163,903 263,056 253,599: 28,015 37,472
Old : 291,071: 98,726 38,144 51,552 112,778 163,903 263,056 253,599: 28,015 37,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 2,988: 8,998 -1,957 168 -3,766 4,631 5,400 2,842: -2,412 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 13.1 17.7 38.7 56.3 90.4 87.1: 9.6 12.9
Old : 100.0: 33.9 13.1 17.7 38.7 56.3 90.4 87.1: 9.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 109 70 114 95 121 271 258:
Old : 347: 109 70 114 95 121 271 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 20.7 30.7 29.4 19.0 20.5 30.5 29.0
Old : 19.0 20.7 30.7 29.4 19.0 20.5 30.5 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 18, 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 : 4,775: 1,357 819 123 1,842 2,594 3,322 3,536: 1,453 1,239
Old : 4,775: 1,357 819 123 1,842 2,594 3,322 3,536: 1,453 1,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 429: 71 75 -15 151 13 207 73: 222 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 17.2 2.6 38.6 54.3 69.6 74.1: 30.4 25.9
Old : 100.0: 28.4 17.2 2.6 38.6 54.3 69.6 74.1: 30.4 25.9
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 : 56: 19 10 5 15 18 37 33:
Old : 56: 19 10 5 15 18 37 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 : 28.7 35.4 40.0 49.1 23.9 33.9 35.2 45.3
Old : 28.7 35.4 40.0 49.1 23.9 33.9 35.2 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 18, 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 : 46,293: 17,626 9,627 10,782 11,578 12,786 39,986 33,195: 6,307 13,098
Old : 46,293: 17,626 9,627 10,782 11,578 12,786 39,986 33,195: 6,307 13,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 2,634: 1,145 225 958 416 1,618 2,519 2,801: 115 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 20.8 23.3 25.0 27.6 86.4 71.7: 13.6 28.3
Old : 100.0: 38.1 20.8 23.3 25.0 27.6 86.4 71.7: 13.6 28.3
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 : 187: 47 44 48 39 66 117 141:
Old : 187: 47 44 48 39 66 117 141:
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 : 23.8 13.3 35.6 21.4 21.4 9.6 30.7 14.9
Old : 23.8 13.3 35.6 21.4 21.4 9.6 30.7 14.9
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 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 23,286: 1,241 9,472 689 20,909 12,417 22,839 22,578: 447 708
Old : 23,286: 1,241 9,472 689 20,909 12,417 22,839 22,578: 447 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,812: 21 1,128 59 1,708 699 1,788 1,886: 24 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 40.7 3.0 89.8 53.3 98.1 97.0: 1.9 3.0
Old : 100.0: 5.3 40.7 3.0 89.8 53.3 98.1 97.0: 1.9 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 : 60: 14 9 10 25 24 44 38:
Old : 60: 14 9 10 25 24 44 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 : 63.3 55.1 82.5 75.3 63.3 55.1 81.8 72.9
Old : 63.3 55.1 82.5 75.3 63.3 55.1 81.8 72.9
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 18, 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 : 24,219: 9,811 3,365 0 12,793 19,162 22,604 22,527: 1,615 1,692
Old : 24,219: 9,811 3,365 0 12,793 19,162 22,604 22,527: 1,615 1,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 184: 176 262 0 95 -103 271 159: -87 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 13.9 0.0 52.8 79.1 93.3 93.0: 6.7 7.0
Old : 100.0: 40.5 13.9 0.0 52.8 79.1 93.3 93.0: 6.7 7.0
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 : 38: 12 13 0 8 8 20 21:
Old : 38: 12 13 0 8 8 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 77.3 80.3 84.6 66.4 77.3 80.3 84.6
Old : 66.4 77.3 80.3 84.6 66.4 77.3 80.3 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 18, 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 : 141,600: 19,497 53,084 842 88,099 66,794 108,438 120,720: 33,162 20,880
Old : 141,600: 19,497 53,084 842 88,099 66,794 108,438 120,720: 33,162 20,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 4,715: 2,241 6,281 -14 2,198 -1,420 4,425 4,847: 290 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 37.5 0.6 62.2 47.2 76.6 85.3: 23.4 14.7
Old : 100.0: 13.8 37.5 0.6 62.2 47.2 76.6 85.3: 23.4 14.7
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 : 99: 22 26 7 36 32 62 61:
Old : 99: 22 26 7 36 32 62 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 : 38.4 36.8 45.9 50.4 36.5 36.5 43.3 50.1
Old : 38.4 36.8 45.9 50.4 36.5 36.5 43.3 50.1
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 18, 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 : 56,114: 20,774 6,267 250 12,719 39,696 33,743 46,213: 22,371 9,901
Old : 56,114: 20,774 6,267 250 12,719 39,696 33,743 46,213: 22,371 9,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -478: -2,310 348 166 -12 -303 -2,156 211: 1,678 -689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 11.2 0.4 22.7 70.7 60.1 82.4: 39.9 17.6
Old : 100.0: 37.0 11.2 0.4 22.7 70.7 60.1 82.4: 39.9 17.6
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: 11 8 5 16 16 29 27:
Old : 45: 11 8 5 16 16 29 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 : 30.8 50.7 43.0 62.5 30.8 50.4 42.9 62.1
Old : 30.8 50.7 43.0 62.5 30.8 50.4 42.9 62.1
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 18, 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 : 134,542: 42,450 38,112 2,483 84,341 89,318 129,274 129,913: 5,268 4,629
Old : 134,542: 42,450 38,112 2,483 84,341 89,318 129,274 129,913: 5,268 4,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 3,634: -1,790 379 511 4,706 2,881 3,427 3,771: 207 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 28.3 1.8 62.7 66.4 96.1 96.6: 3.9 3.4
Old : 100.0: 31.6 28.3 1.8 62.7 66.4 96.1 96.6: 3.9 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 : 127: 39 38 10 30 31 74 75:
Old : 127: 39 38 10 30 31 74 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 49.6 66.5 64.6 56.0 49.6 66.4 64.6
Old : 56.0 49.6 66.5 64.6 56.0 49.6 66.4 64.6
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 18, 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 : 187,043: 54,310 47,806 6,141 93,117 110,889 153,568 164,836: 33,475 22,207
Old : 187,043: 54,310 47,806 6,141 93,117 110,889 153,568 164,836: 33,475 22,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 7,972: 6,257 -3,068 -36 -2,689 13,891 3,532 10,787: 4,440 -2,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 25.6 3.3 49.8 59.3 82.1 88.1: 17.9 11.9
Old : 100.0: 29.0 25.6 3.3 49.8 59.3 82.1 88.1: 17.9 11.9
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 : 110: 30 20 12 33 42 68 69:
Old : 110: 30 20 12 33 42 68 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 : 30.1 32.3 44.5 42.6 30.0 30.8 44.0 41.0
Old : 30.1 32.3 44.5 42.6 30.0 30.8 44.0 41.0
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 18, 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 : 147,076: 41,717 21,133 2,021 73,149 105,667 116,887 128,821: 30,189 18,255
Old : 147,076: 41,717 21,133 2,021 73,149 105,667 116,887 128,821: 30,189 18,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -3,073: -6,441 -9 29 437 -1,782 -5,975 -1,762: 2,902 -1,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 14.4 1.4 49.7 71.8 79.5 87.6: 20.5 12.4
Old : 100.0: 28.4 14.4 1.4 49.7 71.8 79.5 87.6: 20.5 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 : 107: 35 11 11 42 36 79 56:
Old : 107: 35 11 11 42 36 79 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 : 25.8 53.4 37.4 65.3 25.5 53.4 36.9 64.8
Old : 25.8 53.4 37.4 65.3 25.5 53.4 36.9 64.8
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 18, 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 : 704,050: 259,244 62,301 10,585 332,209 591,573 602,038 664,459: 102,012 39,591
Old : 704,050: 259,244 62,301 10,585 332,209 591,573 602,038 664,459: 102,012 39,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -2,408: -6,834 -4,026 -293 -633 2,470 -7,760 -1,849: 5,352 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 8.8 1.5 47.2 84.0 85.5 94.4: 14.5 5.6
Old : 100.0: 36.8 8.8 1.5 47.2 84.0 85.5 94.4: 14.5 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 105 32 34 115 74 229 132:
Old : 287: 105 32 34 115 74 229 132:
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 : 16.6 65.8 27.2 74.2 16.2 65.7 26.5 74.0
Old : 16.6 65.8 27.2 74.2 16.2 65.7 26.5 74.0
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 18, 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 : 24,606: 4,677 4,893 111 7,938 15,101 12,726 20,105: 11,880 4,501
Old : 24,606: 4,677 4,893 111 7,938 15,101 12,726 20,105: 11,880 4,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 319: 136 327 0 31 69 167 396: 152 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 19.9 0.5 32.3 61.4 51.7 81.7: 48.3 18.3
Old : 100.0: 19.0 19.9 0.5 32.3 61.4 51.7 81.7: 48.3 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 5 1 11 10 18 15:
Old : 25: 6 5 1 11 10 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 58.4 34.5 72.1 19.6 57.6 33.9 67.4
Old : 19.7 58.4 34.5 72.1 19.6 57.6 33.9 67.4
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 18, 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 : 35,406: 12,346 28,505 190 20,501 3,817 33,037 32,512: 2,369 2,894
Old : 35,406: 12,346 28,505 190 20,501 3,817 33,037 32,512: 2,369 2,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 3,560: 901 3,514 53 2,662 -150 3,616 3,417: -56 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 80.5 0.5 57.9 10.8 93.3 91.8: 6.7 8.2
Old : 100.0: 34.9 80.5 0.5 57.9 10.8 93.3 91.8: 6.7 8.2
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 : 53: 15 21 3 10 9 27 31:
Old : 53: 15 21 3 10 9 27 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 : 64.0 65.7 79.2 73.4 62.6 65.7 77.9 73.4
Old : 64.0 65.7 79.2 73.4 62.6 65.7 77.9 73.4
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 18, 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 : 38,561: 20,513 16,751 754 12,706 17,789 33,973 35,294: 4,588 3,267
Old : 38,561: 20,513 16,751 754 12,706 17,789 33,973 35,294: 4,588 3,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,033: 2,635 -1,306 -42 -1,654 2,572 939 1,224: 94 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 43.4 2.0 33.0 46.1 88.1 91.5: 11.9 8.5
Old : 100.0: 53.2 43.4 2.0 33.0 46.1 88.1 91.5: 11.9 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 36 25 12 21 14 63 45:
Old : 91: 36 25 12 21 14 63 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 : 21.7 44.7 36.9 59.7 21.7 44.7 36.4 59.4
Old : 21.7 44.7 36.9 59.7 21.7 44.7 36.4 59.4
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 18, 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 : 13,752: 8,330 5,676 0 4,958 6,544 13,288 12,220: 464 1,532
Old : 13,752: 8,330 5,676 0 4,958 6,544 13,288 12,220: 464 1,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 349: 94 86 0 248 391 342 477: 7 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 41.3 0.0 36.1 47.6 96.6 88.9: 3.4 11.1
Old : 100.0: 60.6 41.3 0.0 36.1 47.6 96.6 88.9: 3.4 11.1
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 : 30: 7 14 0 6 3 13 17:
Old : 30: 7 14 0 6 3 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 61.3 91.3 75.1 69.5 61.3 91.3 75.1
Old : 69.5 61.3 91.3 75.1 69.5 61.3 91.3 75.1
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 18, 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 : 9,607,969: 1,240,218 609,023 2,856,742 4,886,204 5,393,448 8,983,164 8,859,213: 624,805 748,756
Old : 9,607,969: 1,240,218 609,023 2,856,742 4,886,204 5,393,448 8,983,164 8,859,213: 624,805 748,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -98,583: -3,040 -126,762 14,312 -61,044 20,364 -49,772 -92,086: -48,811 -6,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.3 29.7 50.9 56.1 93.5 92.2: 6.5 7.8
Old : 100.0: 12.9 6.3 29.7 50.9 56.1 93.5 92.2: 6.5 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 : 230: 52 44 78 111 117 205 206:
Old : 230: 52 44 78 111 117 205 206:
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 18.1 30.2 29.4 8.4 11.9 13.6 17.2
Old : 18.8 18.1 30.2 29.4 8.4 11.9 13.6 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 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 14,454: 8,632 12,182 1,737 200 0 10,569 13,919: 3,885 535
Old : 14,454: 8,632 12,182 1,737 200 0 10,569 13,919: 3,885 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,364: 176 645 668 63 0 907 1,313: 457 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 84.3 12.0 1.4 0.0 73.1 96.3: 26.9 3.7
Old : 100.0: 59.7 84.3 12.0 1.4 0.0 73.1 96.3: 26.9 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 : 94: 63 27 16 2 0 76 34:
Old : 94: 63 27 16 2 0 76 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 : 27.5 59.4 40.2 78.4 26.8 55.2 36.1 71.5
Old : 27.5 59.4 40.2 78.4 26.8 55.2 36.1 71.5
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 18, 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 : 194,071: 21,913 26,351 37,121 134,891 130,454 193,925 193,926: 146 145
Old : 194,071: 21,913 26,351 37,121 134,891 130,454 193,925 193,926: 146 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 22,216: 745 -1,628 5,456 16,039 18,352 22,240 22,180: -24 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.6 19.1 69.5 67.2 99.9 99.9: 0.1 0.1
Old : 100.0: 11.3 13.6 19.1 69.5 67.2 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 : 64: 16 17 22 16 28 45 56:
Old : 64: 16 17 22 16 28 45 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 : 63.8 52.4 77.8 70.7 59.7 45.7 64.0 56.6
Old : 63.8 52.4 77.8 70.7 59.7 45.7 64.0 56.6
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 18, 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 : 169,301: 35,624 42,345 18,926 114,625 107,871 169,175 169,142: 126 159
Old : 169,301: 35,624 42,345 18,926 114,625 107,871 169,175 169,142: 126 159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 12,147: 863 -1,475 4,046 7,167 9,513 12,076 12,084: 71 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 25.0 11.2 67.7 63.7 99.9 99.9: 0.1 0.1
Old : 100.0: 21.0 25.0 11.2 67.7 63.7 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 : 80: 16 22 20 26 36 52 68:
Old : 80: 16 22 20 26 36 52 68:
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 : 57.6 47.3 71.9 61.9 55.6 45.9 67.9 57.4
Old : 57.6 47.3 71.9 61.9 55.6 45.9 67.9 57.4
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 18, 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 : 574,834: 83,642 88,160 19,541 402,919 392,919 506,103 500,621: 68,731 74,213
Old : 574,834: 83,642 88,160 19,541 402,919 392,919 506,103 500,621: 68,731 74,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 8,326: 5,323 3,406 2,271 -183 6,638 7,411 12,315: 916 -3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 15.3 3.4 70.1 68.4 88.0 87.1: 12.0 12.9
Old : 100.0: 14.6 15.3 3.4 70.1 68.4 88.0 87.1: 12.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 90 99 54 265 285 379 414:
Old : 578: 90 99 54 265 285 379 414:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 16.2 22.2 23.8 13.8 16.0 20.8 22.6
Old : 14.7 16.2 22.2 23.8 13.8 16.0 20.8 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, August 18, 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 : 28,976: 10,407 1,956 0 1,153 23,756 11,560 25,712: 17,416 3,264
Old : 28,976: 10,407 1,956 0 1,153 23,756 11,560 25,712: 17,416 3,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 6.8 0.0 4.0 82.0 39.9 88.7: 60.1 11.3
Old : 100.0: 35.9 6.8 0.0 4.0 82.0 39.9 88.7: 60.1 11.3
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 : 20: 7 3 0 3 7 10 10:
Old : 20: 7 3 0 3 7 10 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 71.0 39.3 87.7 30.1 71.0 39.3 87.7
Old : 30.1 71.0 39.3 87.7 30.1 71.0 39.3 87.7
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 18, 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 : 14,007: 450 1,852 0 11,278 10,585 11,728 12,437: 2,279 1,570
Old : 14,007: 450 1,852 0 11,278 10,585 11,728 12,437: 2,279 1,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -892: 22 1,226 0 1,800 -2,144 1,822 -918: -2,714 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 13.2 0.0 80.5 75.6 83.7 88.8: 16.3 11.2
Old : 100.0: 3.2 13.2 0.0 80.5 75.6 83.7 88.8: 16.3 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 0 13 10 15 13:
Old : 26: 2 3 0 13 10 15 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 : 59.7 65.1 73.7 81.8 59.7 65.1 73.7 81.8
Old : 59.7 65.1 73.7 81.8 59.7 65.1 73.7 81.8
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 18, 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 : 2,729,290: 414,783 479,629 49,098 2,008,832 1,845,817 2,472,713 2,374,544: 256,577 354,746
Old : 2,729,290: 414,783 479,629 49,098 2,008,832 1,845,817 2,472,713 2,374,544: 256,577 354,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 35,202: 22,995 21,944 7,680 -886 24,219 29,789 53,843: 5,413 -18,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.6 1.8 73.6 67.6 90.6 87.0: 9.4 13.0
Old : 100.0: 15.2 17.6 1.8 73.6 67.6 90.6 87.0: 9.4 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 : 578: 89 100 50 263 284 373 413:
Old : 578: 89 100 50 263 284 373 413:
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 15.9 23.4 23.1 14.5 15.7 22.0 22.9
Old : 15.4 15.9 23.4 23.1 14.5 15.7 22.0 22.9
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 18, 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 11, 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
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders - Futures Only, August 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 181,719: 133,264 107,313 1,080 25,595 2,023 159,939 110,416: 21,780 71,303
Old : 181,719: 133,264 107,313 1,080 25,595 2,023 159,939 110,416: 21,780 71,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 59.1 0.6 14.1 1.1 88.0 60.8: 12.0 39.2
Old : 100.0: 73.3 59.1 0.6 14.1 1.1 88.0 60.8: 12.0 39.2
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 : 20: 8 8 4 3 1 14 10:
Old : 20: 8 8 4 3 1 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.1 51.4 85.5 60.2 82.1 50.9 85.5 59.6
Old : 82.1 51.4 85.5 60.2 82.1 50.9 85.5 59.6
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 18, 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 : 57,694: 7,391 4,545 320 40,486 48,388 48,197 53,253: 9,497 4,441
Old : 57,694: 7,391 4,545 320 40,486 48,388 48,197 53,253: 9,497 4,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,277: 852 558 9 -144 490 717 1,057: 560 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.9 0.6 70.2 83.9 83.5 92.3: 16.5 7.7
Old : 100.0: 12.8 7.9 0.6 70.2 83.9 83.5 92.3: 16.5 7.7
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 : 72: 9 8 5 37 28 49 38:
Old : 72: 9 8 5 37 28 49 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 : 33.4 43.5 49.9 64.8 32.6 43.3 48.6 64.4
Old : 33.4 43.5 49.9 64.8 32.6 43.3 48.6 64.4
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 18, 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 : 45,989: 15,576 11,335 605 21,566 27,044 37,748 38,984: 8,241 7,005
Old : 45,989: 15,576 11,335 605 21,566 27,044 37,748 38,984: 8,241 7,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -1,024: 1,788 47 -732 -2,657 -465 -1,600 -1,150: 577 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 24.6 1.3 46.9 58.8 82.1 84.8: 17.9 15.2
Old : 100.0: 33.9 24.6 1.3 46.9 58.8 82.1 84.8: 17.9 15.2
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 : 293: 64 50 21 108 118 181 180:
Old : 293: 64 50 21 108 118 181 180:
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 : 19.7 23.7 29.8 33.0 18.9 23.5 29.1 32.8
Old : 19.7 23.7 29.8 33.0 18.9 23.5 29.1 32.8
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 18, 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 : 229,944: 77,881 56,674 3,025 107,832 135,221 188,738 194,920: 41,206 35,024
Old : 229,944: 77,881 56,674 3,025 107,832 135,221 188,738 194,920: 41,206 35,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -5,119: 8,941 235 -3,659 -13,284 -2,324 -8,002 -5,748: 2,883 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 24.6 1.3 46.9 58.8 82.1 84.8: 17.9 15.2
Old : 100.0: 33.9 24.6 1.3 46.9 58.8 82.1 84.8: 17.9 15.2
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 : 293: 64 50 21 108 118 181 180:
Old : 293: 64 50 21 108 118 181 180:
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 : 19.7 23.7 29.8 33.0 18.9 23.5 29.1 32.8
Old : 19.7 23.7 29.8 33.0 18.9 23.5 29.1 32.8
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 18, 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 : 75,489: 65,254 7,466 311 0 470 65,565 8,247: 9,924 67,242
Old : 75,489: 65,254 7,466 311 0 470 65,565 8,247: 9,924 67,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 12,614: 35,218 -39,935 -15 -1,562 67 33,641 -39,883: -21,027 52,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 9.9 0.4 0.0 0.6 86.9 10.9: 13.1 89.1
Old : 100.0: 86.4 9.9 0.4 0.0 0.6 86.9 10.9: 13.1 89.1
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 : 24: 16 7 2 0 1 16 10:
Old : 24: 16 7 2 0 1 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 9.1 82.3 10.6 71.7 9.1 81.9 10.5
Old : 72.1 9.1 82.3 10.6 71.7 9.1 81.9 10.5
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 18, 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 : 124,931: 48,489 51,789 688 45,335 51,840 94,512 104,317: 30,419 20,614
Old : 124,931: 48,489 51,789 688 45,335 51,840 94,512 104,317: 30,419 20,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 2,721: 1,168 980 52 -982 1,814 238 2,846: 2,483 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 41.5 0.6 36.3 41.5 75.7 83.5: 24.3 16.5
Old : 100.0: 38.8 41.5 0.6 36.3 41.5 75.7 83.5: 24.3 16.5
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 : 76: 25 11 7 30 25 57 41:
Old : 76: 25 11 7 30 25 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 : 36.1 50.6 46.9 64.0 36.1 50.3 46.9 63.6
Old : 36.1 50.6 46.9 64.0 36.1 50.3 46.9 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, August 18, 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 : 502,672: 86,508 72,801 6,695 387,206 400,297 480,409 479,793: 22,263 22,879
Old : 502,672: 86,508 72,801 6,695 387,206 400,297 480,409 479,793: 22,263 22,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -712: 1,540 2,983 881 -3,441 -4,259 -1,020 -395: 308 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 14.5 1.3 77.0 79.6 95.6 95.4: 4.4 4.6
Old : 100.0: 17.2 14.5 1.3 77.0 79.6 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 : 337: 52 49 25 151 141 214 204:
Old : 337: 52 49 25 151 141 214 204:
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 : 18.5 22.7 31.1 36.3 17.7 22.3 29.3 34.9
Old : 18.5 22.7 31.1 36.3 17.7 22.3 29.3 34.9
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 18, 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 : 37,203: 8,645 2,869 0 20,398 21,268 29,043 24,137: 8,160 13,066
Old : 37,203: 8,645 2,869 0 20,398 21,268 29,043 24,137: 8,160 13,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -352: 468 948 -10 332 1,153 790 2,091: -1,142 -2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.7 0.0 54.8 57.2 78.1 64.9: 21.9 35.1
Old : 100.0: 23.2 7.7 0.0 54.8 57.2 78.1 64.9: 21.9 35.1
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 : 58: 12 6 0 24 25 36 31:
Old : 58: 12 6 0 24 25 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 27.7 43.8 43.0 29.8 27.0 43.4 41.7
Old : 29.8 27.7 43.8 43.0 29.8 27.0 43.4 41.7
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 18, 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 : 178,255: 58,953 1,315 6,387 112,660 170,423 178,000 178,125: 255 130
Old : 178,255: 58,953 1,315 6,387 112,660 170,423 178,000 178,125: 255 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 10,889: 7,948 0 0 2,936 10,889 10,884 10,889: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 0.7 3.6 63.2 95.6 99.9 99.9: 0.1 0.1
Old : 100.0: 33.1 0.7 3.6 63.2 95.6 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 43 27 75 35:
Old : 83: 31 3 5 43 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 : 36.9 62.2 53.2 85.1 30.4 53.1 46.7 70.3
Old : 36.9 62.2 53.2 85.1 30.4 53.1 46.7 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2020