BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 25, 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 : 9,500: 489 1,304 594 7,754 7,134 8,837 9,032: 663 468
Old : 9,500: 489 1,304 594 7,754 7,134 8,837 9,032: 663 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 481: -54 127 64 395 224 405 415: 76 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 13.7 6.3 81.6 75.1 93.0 95.1: 7.0 4.9
Old : 100.0: 5.1 13.7 6.3 81.6 75.1 93.0 95.1: 7.0 4.9
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 : 45: 4 7 8 26 22 35 33:
Old : 45: 4 7 8 26 22 35 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 : 44.4 53.0 65.4 72.1 43.4 51.7 62.8 65.6
Old : 44.4 53.0 65.4 72.1 43.4 51.7 62.8 65.6
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 25, 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 : 23,990: 12,420 5,373 1,022 7,743 13,290 21,185 19,685: 2,805 4,305
Old : 23,990: 12,420 5,373 1,022 7,743 13,290 21,185 19,685: 2,805 4,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,079: 992 826 -144 209 412 1,057 1,094: 22 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 22.4 4.3 32.3 55.4 88.3 82.1: 11.7 17.9
Old : 100.0: 51.8 22.4 4.3 32.3 55.4 88.3 82.1: 11.7 17.9
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: 16 17 19 22 32 50 56:
Old : 75: 16 17 19 22 32 50 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 : 58.2 32.8 68.2 49.1 58.1 32.0 68.0 46.8
Old : 58.2 32.8 68.2 49.1 58.1 32.0 68.0 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 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 8,020: 1,149 2,013 384 5,993 4,722 7,526 7,119: 494 901
Old : 8,020: 1,149 2,013 384 5,993 4,722 7,526 7,119: 494 901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 244: 39 120 15 169 79 223 214: 21 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 25.1 4.8 74.7 58.9 93.8 88.8: 6.2 11.2
Old : 100.0: 14.3 25.1 4.8 74.7 58.9 93.8 88.8: 6.2 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 : 49: 6 8 7 31 21 41 32:
Old : 49: 6 8 7 31 21 41 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 40.9 54.2 62.2 33.0 35.2 52.5 51.9
Old : 33.1 40.9 54.2 62.2 33.0 35.2 52.5 51.9
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 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,042: 83 4,009 401 4,898 1,139 5,382 5,549: 660 493
Old : 6,042: 83 4,009 401 4,898 1,139 5,382 5,549: 660 493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 194: 62 101 86 89 2 237 189: -43 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 66.4 6.6 81.1 18.9 89.1 91.8: 10.9 8.2
Old : 100.0: 1.4 66.4 6.6 81.1 18.9 89.1 91.8: 10.9 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 : 31: 3 8 7 18 8 27 17:
Old : 31: 3 8 7 18 8 27 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 : 54.8 66.0 70.9 80.7 49.6 60.9 62.7 69.0
Old : 54.8 66.0 70.9 80.7 49.6 60.9 62.7 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 25, 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 : 218,420: 83,704 57,656 45,774 69,621 91,002 199,099 194,432: 19,321 23,988
Old : 99,118: 63,523 53,170 3,746 25,251 32,983 92,520 89,899: 6,598 9,219
Other: 119,302: 46,802 31,107 15,407 44,370 58,019 106,579 104,533: 12,723 14,769
: : :
: : Changes in Commitments from: August 18, 2020 :
: -643: 1,952 -4,816 -1,079 -967 5,646 -94 -249: -549 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 26.4 21.0 31.9 41.7 91.2 89.0: 8.8 11.0
Old : 100.0: 64.1 53.6 3.8 25.5 33.3 93.3 90.7: 6.7 9.3
Other: 100.0: 39.2 26.1 12.9 37.2 48.6 89.3 87.6: 10.7 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 101 79 98 53 72 209 212:
Old : 254: 93 84 23 27 54 129 152:
Other: 228: 71 59 53 49 61 154 152:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 21.8 33.3 29.8 19.5 19.1 30.8 25.8
Old : 25.8 22.8 40.0 34.4 25.8 22.2 40.0 33.8
Other: 27.9 28.0 40.7 36.1 27.9 26.6 40.6 33.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 25, 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 : 298,063: 102,235 37,212 54,298 113,801 168,423 270,334 259,933: 27,729 38,130
Old : 298,063: 102,235 37,212 54,298 113,801 168,423 270,334 259,933: 27,729 38,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 6,992: 3,509 -932 2,746 1,023 4,520 7,278 6,334: -286 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 12.5 18.2 38.2 56.5 90.7 87.2: 9.3 12.8
Old : 100.0: 34.3 12.5 18.2 38.2 56.5 90.7 87.2: 9.3 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 113 71 116 99 127 276 270:
Old : 357: 113 71 116 99 127 276 270:
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 20.5 30.2 29.0 18.7 20.4 30.1 28.5
Old : 18.8 20.5 30.2 29.0 18.7 20.4 30.1 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 25, 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 : 4,626: 1,272 879 134 1,897 2,334 3,303 3,347: 1,323 1,279
Old : 4,626: 1,272 879 134 1,897 2,334 3,303 3,347: 1,323 1,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -149: -85 60 11 55 -260 -19 -189: -130 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 19.0 2.9 41.0 50.5 71.4 72.4: 28.6 27.6
Old : 100.0: 27.5 19.0 2.9 41.0 50.5 71.4 72.4: 28.6 27.6
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: 19 11 5 16 17 39 31:
Old : 55: 19 11 5 16 17 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 : 31.5 33.4 43.3 47.3 26.2 32.3 38.0 43.0
Old : 31.5 33.4 43.3 47.3 26.2 32.3 38.0 43.0
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 25, 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 : 45,425: 18,004 10,921 9,589 11,909 12,474 39,502 32,984: 5,923 12,441
Old : 45,425: 18,004 10,921 9,589 11,909 12,474 39,502 32,984: 5,923 12,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -868: 378 1,294 -1,193 331 -312 -484 -211: -384 -657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 24.0 21.1 26.2 27.5 87.0 72.6: 13.0 27.4
Old : 100.0: 39.6 24.0 21.1 26.2 27.5 87.0 72.6: 13.0 27.4
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 : 174: 38 50 44 39 54 109 129:
Old : 174: 38 50 44 39 54 109 129:
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 : 24.5 15.3 37.0 23.8 22.6 11.8 32.1 17.3
Old : 24.5 15.3 37.0 23.8 22.6 11.8 32.1 17.3
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 25, 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 : 23,937: 1,169 9,734 806 21,534 12,678 23,509 23,218: 428 719
Old : 23,937: 1,169 9,734 806 21,534 12,678 23,509 23,218: 428 719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 651: -72 262 117 625 261 670 640: -19 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 40.7 3.4 90.0 53.0 98.2 97.0: 1.8 3.0
Old : 100.0: 4.9 40.7 3.4 90.0 53.0 98.2 97.0: 1.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 13 10 10 24 26 42 41:
Old : 61: 13 10 10 24 26 42 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 : 63.5 55.8 82.4 75.7 63.5 55.8 81.6 73.0
Old : 63.5 55.8 82.4 75.7 63.5 55.8 81.6 73.0
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 25, 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 : 25,173: 11,506 3,876 10 12,582 19,533 24,098 23,419: 1,075 1,754
Old : 25,173: 11,506 3,876 10 12,582 19,533 24,098 23,419: 1,075 1,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 954: 1,695 511 10 -211 371 1,494 892: -540 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 15.4 0.0 50.0 77.6 95.7 93.0: 4.3 7.0
Old : 100.0: 45.7 15.4 0.0 50.0 77.6 95.7 93.0: 4.3 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 : 43: 12 17 1 7 10 19 28:
Old : 43: 12 17 1 7 10 19 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 : 69.4 74.3 84.4 81.0 69.3 74.3 84.4 81.0
Old : 69.4 74.3 84.4 81.0 69.3 74.3 84.4 81.0
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 25, 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 : 129,557: 21,590 50,908 1,509 75,116 57,447 98,215 109,864: 31,342 19,693
Old : 129,557: 21,590 50,908 1,509 75,116 57,447 98,215 109,864: 31,342 19,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -12,043: 2,093 -2,176 667 -12,983 -9,347 -10,223 -10,856: -1,820 -1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 39.3 1.2 58.0 44.3 75.8 84.8: 24.2 15.2
Old : 100.0: 16.7 39.3 1.2 58.0 44.3 75.8 84.8: 24.2 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 : 102: 25 25 10 37 33 67 63:
Old : 102: 25 25 10 37 33 67 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 : 30.2 34.0 39.6 47.1 28.2 33.8 36.8 46.9
Old : 30.2 34.0 39.6 47.1 28.2 33.8 36.8 46.9
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 25, 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 : 53,085: 18,344 6,478 127 13,021 36,967 31,492 43,572: 21,593 9,513
Old : 53,085: 18,344 6,478 127 13,021 36,967 31,492 43,572: 21,593 9,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -3,029: -2,430 211 -123 302 -2,729 -2,251 -2,641: -778 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 12.2 0.2 24.5 69.6 59.3 82.1: 40.7 17.9
Old : 100.0: 34.6 12.2 0.2 24.5 69.6 59.3 82.1: 40.7 17.9
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 : 45: 13 7 4 14 16 27 27:
Old : 45: 13 7 4 14 16 27 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 : 27.5 49.1 38.8 61.6 27.5 48.7 38.8 61.1
Old : 27.5 49.1 38.8 61.6 27.5 48.7 38.8 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 25, 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 : 134,794: 42,397 38,535 2,919 83,747 89,057 129,063 130,511: 5,731 4,283
Old : 134,794: 42,397 38,535 2,919 83,747 89,057 129,063 130,511: 5,731 4,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 252: -53 423 436 -594 -261 -211 598: 463 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 28.6 2.2 62.1 66.1 95.7 96.8: 4.3 3.2
Old : 100.0: 31.5 28.6 2.2 62.1 66.1 95.7 96.8: 4.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 36 43 7 30 31 71 77:
Old : 131: 36 43 7 30 31 71 77:
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 : 53.1 49.5 65.3 64.0 53.1 49.5 65.3 64.0
Old : 53.1 49.5 65.3 64.0 53.1 49.5 65.3 64.0
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 25, 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 : 175,363: 45,390 39,790 6,201 92,696 106,546 144,287 152,537: 31,076 22,826
Old : 175,363: 45,390 39,790 6,201 92,696 106,546 144,287 152,537: 31,076 22,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -11,680: -8,920 -8,016 60 -421 -4,343 -9,281 -12,299: -2,399 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 22.7 3.5 52.9 60.8 82.3 87.0: 17.7 13.0
Old : 100.0: 25.9 22.7 3.5 52.9 60.8 82.3 87.0: 17.7 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 : 107: 27 19 11 34 43 67 67:
Old : 107: 27 19 11 34 43 67 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 32.9 45.4 43.5 31.6 31.3 44.4 41.8
Old : 32.2 32.9 45.4 43.5 31.6 31.3 44.4 41.8
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 25, 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 : 147,553: 44,978 21,362 2,199 73,477 103,640 120,654 127,201: 26,899 20,352
Old : 147,553: 44,978 21,362 2,199 73,477 103,640 120,654 127,201: 26,899 20,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 477: 3,261 229 178 328 -2,027 3,767 -1,620: -3,290 2,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 14.5 1.5 49.8 70.2 81.8 86.2: 18.2 13.8
Old : 100.0: 30.5 14.5 1.5 49.8 70.2 81.8 86.2: 18.2 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 : 109: 31 17 10 40 38 71 65:
Old : 109: 31 17 10 40 38 71 65:
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 : 24.9 49.0 37.8 60.7 24.6 48.8 37.5 60.5
Old : 24.9 49.0 37.8 60.7 24.6 48.8 37.5 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 25, 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 : 704,077: 262,061 50,309 10,194 332,664 600,646 604,919 661,149: 99,158 42,928
Old : 704,077: 262,061 50,309 10,194 332,664 600,646 604,919 661,149: 99,158 42,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 27: 2,817 -11,992 -391 455 9,073 2,881 -3,310: -2,854 3,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 7.1 1.4 47.2 85.3 85.9 93.9: 14.1 6.1
Old : 100.0: 37.2 7.1 1.4 47.2 85.3 85.9 93.9: 14.1 6.1
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 : 283: 101 31 34 112 73 221 131:
Old : 283: 101 31 34 112 73 221 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 66.0 26.7 74.6 15.7 65.7 26.1 74.3
Old : 16.2 66.0 26.7 74.6 15.7 65.7 26.1 74.3
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 25, 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 : 24,750: 4,364 5,128 111 7,911 15,158 12,386 20,397: 12,364 4,353
Old : 24,750: 4,364 5,128 111 7,911 15,158 12,386 20,397: 12,364 4,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 144: -313 235 0 -27 57 -340 292: 484 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 20.7 0.4 32.0 61.2 50.0 82.4: 50.0 17.6
Old : 100.0: 17.6 20.7 0.4 32.0 61.2 50.0 82.4: 50.0 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 : 25: 5 6 1 11 10 17 16:
Old : 25: 5 6 1 11 10 17 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 : 19.9 57.2 34.7 71.2 19.8 56.5 34.0 66.4
Old : 19.9 57.2 34.7 71.2 19.8 56.5 34.0 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 25, 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 : 50,474: 14,761 27,575 1,488 31,699 13,358 47,948 42,421: 2,526 8,053
Old : 50,474: 14,761 27,575 1,488 31,699 13,358 47,948 42,421: 2,526 8,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 15,068: 2,415 -930 1,298 11,198 9,541 14,911 9,909: 157 5,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 54.6 2.9 62.8 26.5 95.0 84.0: 5.0 16.0
Old : 100.0: 29.2 54.6 2.9 62.8 26.5 95.0 84.0: 5.0 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 15 22 5 11 11 31 35:
Old : 57: 15 22 5 11 11 31 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 : 64.0 61.7 80.1 68.9 49.8 44.0 61.7 50.4
Old : 64.0 61.7 80.1 68.9 49.8 44.0 61.7 50.4
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 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 36,678: 19,756 15,568 850 11,590 16,866 32,196 33,284: 4,482 3,394
Old : 36,678: 19,756 15,568 850 11,590 16,866 32,196 33,284: 4,482 3,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -1,883: -757 -1,183 96 -1,116 -923 -1,777 -2,010: -106 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 42.4 2.3 31.6 46.0 87.8 90.7: 12.2 9.3
Old : 100.0: 53.9 42.4 2.3 31.6 46.0 87.8 90.7: 12.2 9.3
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 : 87: 32 28 9 18 14 55 46:
Old : 87: 32 28 9 18 14 55 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 47.1 40.9 61.4 24.6 47.1 40.6 60.6
Old : 24.6 47.1 40.9 61.4 24.6 47.1 40.6 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, August 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 12,544: 6,808 5,015 0 5,134 6,281 11,942 11,296: 602 1,248
Old : 12,544: 6,808 5,015 0 5,134 6,281 11,942 11,296: 602 1,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -1,208: -1,522 -661 0 176 -263 -1,346 -924: 138 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 40.0 0.0 40.9 50.1 95.2 90.1: 4.8 9.9
Old : 100.0: 54.3 40.0 0.0 40.9 50.1 95.2 90.1: 4.8 9.9
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 : 29: 6 13 0 7 3 13 16:
Old : 29: 6 13 0 7 3 13 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 : 62.1 64.7 88.7 77.5 62.1 64.7 88.7 77.5
Old : 62.1 64.7 88.7 77.5 62.1 64.7 88.7 77.5
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 25, 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 : 9,934,095: 1,324,948 582,941 3,008,725 4,985,249 5,628,884 9,318,922 9,220,550: 615,173 713,545
Old : 9,934,095: 1,324,948 582,941 3,008,725 4,985,249 5,628,884 9,318,922 9,220,550: 615,173 713,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 326,126: 84,730 -26,082 151,983 99,045 235,436 335,758 361,337: -9,632 -35,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.9 30.3 50.2 56.7 93.8 92.8: 6.2 7.2
Old : 100.0: 13.3 5.9 30.3 50.2 56.7 93.8 92.8: 6.2 7.2
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 : 235: 54 44 81 113 119 210 211:
Old : 235: 54 44 81 113 119 210 211:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 18.8 31.3 30.2 8.3 12.3 13.2 17.3
Old : 18.7 18.8 31.3 30.2 8.3 12.3 13.2 17.3
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 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 11,615: 6,917 9,074 1,326 175 0 8,418 10,400: 3,197 1,215
Old : 11,615: 6,917 9,074 1,326 175 0 8,418 10,400: 3,197 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -2,839: -1,715 -3,108 -411 -25 0 -2,151 -3,519: -688 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 78.1 11.4 1.5 0.0 72.5 89.5: 27.5 10.5
Old : 100.0: 59.6 78.1 11.4 1.5 0.0 72.5 89.5: 27.5 10.5
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 : 84: 53 27 17 2 0 66 35:
Old : 84: 53 27 17 2 0 66 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 : 30.6 52.9 41.2 72.9 30.6 48.2 38.1 67.0
Old : 30.6 52.9 41.2 72.9 30.6 48.2 38.1 67.0
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 25, 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 : 198,062: 23,507 28,634 36,618 137,771 132,651 197,896 197,903: 166 159
Old : 198,062: 23,507 28,634 36,618 137,771 132,651 197,896 197,903: 166 159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 3,991: 1,594 2,283 -503 2,880 2,197 3,971 3,977: 20 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.5 18.5 69.6 67.0 99.9 99.9: 0.1 0.1
Old : 100.0: 11.9 14.5 18.5 69.6 67.0 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 18 18 21 17 28 46 57:
Old : 67: 18 18 21 17 28 46 57:
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 : 64.8 51.6 79.2 70.5 60.2 45.5 64.3 56.3
Old : 64.8 51.6 79.2 70.5 60.2 45.5 64.3 56.3
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 25, 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 : 171,475: 37,625 38,710 17,004 116,744 115,577 171,373 171,291: 102 184
Old : 171,475: 37,625 38,710 17,004 116,744 115,577 171,373 171,291: 102 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 2,174: 2,001 -3,635 -1,922 2,119 7,706 2,198 2,149: -24 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 22.6 9.9 68.1 67.4 99.9 99.9: 0.1 0.1
Old : 100.0: 21.9 22.6 9.9 68.1 67.4 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 18 22 20 24 35 50 69:
Old : 81: 18 22 20 24 35 50 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 : 56.7 48.5 70.6 63.8 54.4 47.1 64.9 58.7
Old : 56.7 48.5 70.6 63.8 54.4 47.1 64.9 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, August 25, 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 : 579,474: 81,957 92,090 19,526 410,901 391,954 512,384 503,570: 67,090 75,904
Old : 579,474: 81,957 92,090 19,526 410,901 391,954 512,384 503,570: 67,090 75,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 4,640: -1,685 3,930 -16 7,982 -965 6,281 2,949: -1,641 1,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.9 3.4 70.9 67.6 88.4 86.9: 11.6 13.1
Old : 100.0: 14.1 15.9 3.4 70.9 67.6 88.4 86.9: 11.6 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 91 100 56 267 280 382 412:
Old : 579: 91 100 56 267 280 382 412:
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 : 14.0 16.2 22.3 23.6 13.2 15.9 21.1 22.5
Old : 14.0 16.2 22.3 23.6 13.2 15.9 21.1 22.5
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 25, 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 : 30,240: 9,943 2,750 182 4,113 23,251 14,238 26,183: 16,002 4,057
Old : 30,240: 9,943 2,750 182 4,113 23,251 14,238 26,183: 16,002 4,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,264: -464 794 182 2,960 -505 2,678 471: -1,414 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 9.1 0.6 13.6 76.9 47.1 86.6: 52.9 13.4
Old : 100.0: 32.9 9.1 0.6 13.6 76.9 47.1 86.6: 52.9 13.4
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 : 21: 7 2 1 4 8 11 11:
Old : 21: 7 2 1 4 8 11 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 : 33.5 68.6 44.7 85.5 32.9 68.6 44.1 85.5
Old : 33.5 68.6 44.7 85.5 32.9 68.6 44.1 85.5
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 25, 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 : 15,241: 224 1,833 0 12,887 10,464 13,111 12,297: 2,130 2,944
Old : 15,241: 224 1,833 0 12,887 10,464 13,111 12,297: 2,130 2,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,234: -226 -19 0 1,609 -121 1,383 -140: -149 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 12.0 0.0 84.6 68.7 86.0 80.7: 14.0 19.3
Old : 100.0: 1.5 12.0 0.0 84.6 68.7 86.0 80.7: 14.0 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 0 14 9 15 12:
Old : 25: 1 3 0 14 9 15 12:
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 59.8 76.8 75.7 64.0 59.8 76.8 75.6
Old : 64.0 59.8 76.8 75.7 64.0 59.8 76.8 75.6
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 25, 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 : 2,746,170: 406,903 493,532 49,887 2,033,940 1,843,517 2,490,730 2,386,936: 255,440 359,234
Old : 2,746,170: 406,903 493,532 49,887 2,033,940 1,843,517 2,490,730 2,386,936: 255,440 359,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 16,880: -7,880 13,903 789 25,108 -2,300 18,017 12,392: -1,137 4,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 18.0 1.8 74.1 67.1 90.7 86.9: 9.3 13.1
Old : 100.0: 14.8 18.0 1.8 74.1 67.1 90.7 86.9: 9.3 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 90 101 53 264 279 376 411:
Old : 579: 90 101 53 264 279 376 411:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 16.0 23.5 22.9 13.9 15.7 22.2 22.6
Old : 14.8 16.0 23.5 22.9 13.9 15.7 22.2 22.6
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 25, 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 18, 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 25, 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 : 58,075: 8,860 5,665 311 39,994 48,854 49,165 54,830: 8,910 3,245
Old : 58,075: 8,860 5,665 311 39,994 48,854 49,165 54,830: 8,910 3,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 381: 1,469 1,120 -9 -492 466 968 1,577: -587 -1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 9.8 0.5 68.9 84.1 84.7 94.4: 15.3 5.6
Old : 100.0: 15.3 9.8 0.5 68.9 84.1 84.7 94.4: 15.3 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 : 78: 12 9 4 37 31 51 42:
Old : 78: 12 9 4 37 31 51 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 43.3 49.5 64.4 32.3 43.2 48.1 64.1
Old : 32.9 43.3 49.5 64.4 32.3 43.2 48.1 64.1
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 25, 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 : 46,997: 15,625 11,681 797 21,783 27,110 38,205 39,588: 8,792 7,408
Old : 46,997: 15,625 11,681 797 21,783 27,110 38,205 39,588: 8,792 7,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,008: 49 346 192 216 66 457 604: 551 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 24.9 1.7 46.3 57.7 81.3 84.2: 18.7 15.8
Old : 100.0: 33.2 24.9 1.7 46.3 57.7 81.3 84.2: 18.7 15.8
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 : 288: 63 48 18 104 118 175 176:
Old : 288: 63 48 18 104 118 175 176:
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 22.1 29.6 32.4 19.1 22.0 29.0 32.3
Old : 19.7 22.1 29.6 32.4 19.1 22.0 29.0 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 25, 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 : 234,983: 78,125 58,405 3,985 108,913 135,552 191,023 197,942: 43,960 37,041
Old : 234,983: 78,125 58,405 3,985 108,913 135,552 191,023 197,942: 43,960 37,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 5,039: 244 1,731 960 1,081 331 2,285 3,022: 2,754 2,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 24.9 1.7 46.3 57.7 81.3 84.2: 18.7 15.8
Old : 100.0: 33.2 24.9 1.7 46.3 57.7 81.3 84.2: 18.7 15.8
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 : 288: 63 48 18 104 118 175 176:
Old : 288: 63 48 18 104 118 175 176:
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 22.1 29.6 32.4 19.1 22.0 29.0 32.3
Old : 19.7 22.1 29.6 32.4 19.1 22.0 29.0 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders - Futures Only, August 25, 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 : 82,191: 70,396 22,208 345 833 0 71,574 22,553: 10,617 59,638
Old : 82,191: 70,396 22,208 345 833 0 71,574 22,553: 10,617 59,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 6,702: 5,142 14,742 34 833 -470 6,009 14,306: 693 -7,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 27.0 0.4 1.0 0.0 87.1 27.4: 12.9 72.6
Old : 100.0: 85.6 27.0 0.4 1.0 0.0 87.1 27.4: 12.9 72.6
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 : 20: 12 7 2 1 0 13 9:
Old : 20: 12 7 2 1 0 13 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 : 79.0 26.0 84.8 27.4 78.6 26.0 84.4 27.0
Old : 79.0 26.0 84.8 27.4 78.6 26.0 84.4 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 25, 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 : 127,505: 51,131 55,030 974 46,395 51,927 98,500 107,931: 29,005 19,574
Old : 127,505: 51,131 55,030 974 46,395 51,927 98,500 107,931: 29,005 19,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 2,574: 2,642 3,241 286 1,060 87 3,988 3,614: -1,414 -1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 43.2 0.8 36.4 40.7 77.3 84.6: 22.7 15.4
Old : 100.0: 40.1 43.2 0.8 36.4 40.7 77.3 84.6: 22.7 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 : 81: 25 14 9 30 25 61 42:
Old : 81: 25 14 9 30 25 61 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 48.4 47.2 62.4 36.2 48.1 47.2 62.1
Old : 36.2 48.4 47.2 62.4 36.2 48.1 47.2 62.1
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 25, 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 : 506,799: 94,968 76,694 4,695 384,168 404,638 483,831 486,027: 22,968 20,772
Old : 506,799: 94,968 76,694 4,695 384,168 404,638 483,831 486,027: 22,968 20,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 4,127: 8,460 3,893 -2,000 -3,038 4,341 3,422 6,234: 705 -2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 15.1 0.9 75.8 79.8 95.5 95.9: 4.5 4.1
Old : 100.0: 18.7 15.1 0.9 75.8 79.8 95.5 95.9: 4.5 4.1
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 : 335: 51 51 21 154 135 214 198:
Old : 335: 51 51 21 154 135 214 198:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 22.2 30.3 35.6 16.8 21.8 26.7 34.3
Old : 18.4 22.2 30.3 35.6 16.8 21.8 26.7 34.3
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 25, 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 : 37,617: 8,525 3,424 463 20,134 21,672 29,122 25,559: 8,495 12,058
Old : 37,617: 8,525 3,424 463 20,134 21,672 29,122 25,559: 8,495 12,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 414: -120 555 463 -264 404 79 1,422: 335 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 9.1 1.2 53.5 57.6 77.4 67.9: 22.6 32.1
Old : 100.0: 22.7 9.1 1.2 53.5 57.6 77.4 67.9: 22.6 32.1
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 : 60: 10 8 2 24 26 34 36:
Old : 60: 10 8 2 24 26 34 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 : 32.1 26.8 47.5 41.4 32.0 26.4 46.9 40.0
Old : 32.1 26.8 47.5 41.4 32.0 26.4 46.9 40.0
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 25, 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 : 181,569: 64,589 1,315 5,887 110,871 174,237 181,347 181,439: 222 130
Old : 181,569: 64,589 1,315 5,887 110,871 174,237 181,347 181,439: 222 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 3,314: 5,636 0 -500 -1,789 3,814 3,347 3,314: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 0.7 3.2 61.1 96.0 99.9 99.9: 0.1 0.1
Old : 100.0: 35.6 0.7 3.2 61.1 96.0 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 31 3 5 41 27 73 35:
Old : 83: 31 3 5 41 27 73 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 : 38.9 63.0 54.9 85.7 32.5 55.0 48.6 72.1
Old : 38.9 63.0 54.9 85.7 32.5 55.0 48.6 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2020