BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 15,443: 1,412 1,112 2,543 10,966 11,202 14,921 14,857: 522 586
Old : 15,443: 1,412 1,112 2,543 10,966 11,202 14,921 14,857: 522 586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 145: 22 -197 -74 222 470 170 200: -24 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 7.2 16.5 71.0 72.5 96.6 96.2: 3.4 3.8
Old : 100.0: 9.1 7.2 16.5 71.0 72.5 96.6 96.2: 3.4 3.8
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 : 46: 4 6 8 32 26 41 35:
Old : 46: 4 6 8 32 26 41 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 : 33.3 36.0 51.2 55.1 30.8 28.9 45.7 45.2
Old : 33.3 36.0 51.2 55.1 30.8 28.9 45.7 45.2
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 54,203: 12,023 5,758 18,367 20,008 21,113 50,398 45,237: 3,805 8,965
Old : 54,203: 12,023 5,758 18,367 20,008 21,113 50,398 45,237: 3,805 8,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,173: -239 -83 780 708 780 1,249 1,477: -75 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 10.6 33.9 36.9 39.0 93.0 83.5: 7.0 16.5
Old : 100.0: 22.2 10.6 33.9 36.9 39.0 93.0 83.5: 7.0 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 : 94: 19 24 32 43 41 77 82:
Old : 94: 19 24 32 43 41 77 82:
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 : 42.7 26.0 59.6 41.6 33.6 20.1 38.3 25.5
Old : 42.7 26.0 59.6 41.6 33.6 20.1 38.3 25.5
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 22,185: 1,338 225 6,394 13,692 15,054 21,423 21,673: 762 512
Old : 22,185: 1,338 225 6,394 13,692 15,054 21,423 21,673: 762 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -317: 16 -107 -160 -114 8 -258 -258: -59 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.0 28.8 61.7 67.9 96.6 97.7: 3.4 2.3
Old : 100.0: 6.0 1.0 28.8 61.7 67.9 96.6 97.7: 3.4 2.3
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 : 55: 5 6 8 42 31 52 40:
Old : 55: 5 6 8 42 31 52 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 48.4 59.7 67.5 15.3 20.8 24.9 29.8
Old : 42.5 48.4 59.7 67.5 15.3 20.8 24.9 29.8
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 12,537: 259 4,916 4,288 7,398 2,526 11,945 11,731: 592 806
Old : 12,537: 259 4,916 4,288 7,398 2,526 11,945 11,731: 592 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -153: -135 -147 64 167 -21 96 -104: -249 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 39.2 34.2 59.0 20.1 95.3 93.6: 4.7 6.4
Old : 100.0: 2.1 39.2 34.2 59.0 20.1 95.3 93.6: 4.7 6.4
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 : 39: 4 6 8 26 22 34 32:
Old : 39: 4 6 8 26 22 34 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 : 43.9 63.0 65.5 74.4 31.3 41.7 39.2 46.2
Old : 43.9 63.0 65.5 74.4 31.3 41.7 39.2 46.2
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 293,577: 67,132 37,844 109,101 95,604 119,545 271,838 266,490: 21,739 27,087
Old : 249,192: 58,984 41,096 91,577 82,045 93,812 232,606 226,485: 16,586 22,707
Other: 44,385: 16,967 5,566 8,706 13,560 25,733 39,232 40,005: 5,153 4,380
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,550: 2,633 3,479 513 -2,597 -4,841 549 -849: 1,001 2,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 12.9 37.2 32.6 40.7 92.6 90.8: 7.4 9.2
Old : 100.0: 23.7 16.5 36.7 32.9 37.6 93.3 90.9: 6.7 9.1
Other: 100.0: 38.2 12.5 19.6 30.5 58.0 88.4 90.1: 11.6 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 111 77 119 86 80 254 227:
Old : 284: 102 86 113 84 78 240 223:
Other: 143: 41 28 34 52 49 113 93:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 24.2 24.3 34.4 10.8 16.5 18.0 21.0
Old : 14.9 23.5 26.2 34.0 12.1 15.6 18.6 19.7
Other: 25.8 40.3 37.4 51.7 25.7 36.9 35.8 44.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 326,504: 69,892 30,539 92,740 126,012 160,588 288,644 283,867: 37,859 42,637
Old : 326,504: 69,892 30,539 92,740 126,012 160,588 288,644 283,867: 37,859 42,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -9,398: -1,199 -5,284 255 -6,038 -5,324 -6,981 -10,352: -2,417 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 9.4 28.4 38.6 49.2 88.4 86.9: 11.6 13.1
Old : 100.0: 21.4 9.4 28.4 38.6 49.2 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 : 351: 96 83 124 123 133 290 288:
Old : 351: 96 83 124 123 133 290 288:
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 17.8 23.2 26.0 13.6 17.1 22.0 23.3
Old : 14.0 17.8 23.2 26.0 13.6 17.1 22.0 23.3
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 2,824: 292 575 323 1,336 1,257 1,951 2,155: 873 668
Old : 2,824: 292 575 323 1,336 1,257 1,951 2,155: 873 668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -56: 34 -164 -2 -102 186 -69 20: 13 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.4 11.5 47.3 44.5 69.1 76.3: 30.9 23.7
Old : 100.0: 10.3 20.4 11.5 47.3 44.5 69.1 76.3: 30.9 23.7
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 : 34: 6 11 7 14 11 24 26:
Old : 34: 6 11 7 14 11 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 33.9 48.3 52.7 32.4 33.1 43.9 48.3
Old : 34.3 33.9 48.3 52.7 32.4 33.1 43.9 48.3
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 39,009: 8,508 5,869 12,386 10,551 8,580 31,445 26,835: 7,564 12,174
Old : 39,009: 8,508 5,869 12,386 10,551 8,580 31,445 26,835: 7,564 12,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,539: -411 -2,007 -28 -371 -47 -809 -2,082: -730 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 15.0 31.8 27.0 22.0 80.6 68.8: 19.4 31.2
Old : 100.0: 21.8 15.0 31.8 27.0 22.0 80.6 68.8: 19.4 31.2
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 : 163: 36 41 51 54 59 124 126:
Old : 163: 36 41 51 54 59 124 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 12.1 29.2 21.0 16.4 6.9 21.9 11.3
Old : 18.3 12.1 29.2 21.0 16.4 6.9 21.9 11.3
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 37,301: 842 11,670 5,476 30,385 18,254 36,702 35,399: 599 1,902
Old : 37,301: 842 11,670 5,476 30,385 18,254 36,702 35,399: 599 1,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 80: -72 -118 3 161 200 92 84: -12 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 31.3 14.7 81.5 48.9 98.4 94.9: 1.6 5.1
Old : 100.0: 2.3 31.3 14.7 81.5 48.9 98.4 94.9: 1.6 5.1
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 : 74: 8 17 11 36 35 49 58:
Old : 74: 8 17 11 36 35 49 58:
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 : 49.0 46.6 71.9 62.8 48.5 44.9 63.3 54.2
Old : 49.0 46.6 71.9 62.8 48.5 44.9 63.3 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 23,880: 10,077 3,619 2 13,035 18,610 23,114 22,231: 766 1,649
Old : 23,880: 10,077 3,619 2 13,035 18,610 23,114 22,231: 766 1,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,024: 1,098 -1,299 1 -1,901 198 -802 -1,100: -222 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 15.2 0.0 54.6 77.9 96.8 93.1: 3.2 6.9
Old : 100.0: 42.2 15.2 0.0 54.6 77.9 96.8 93.1: 3.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 12 1 7 7 19 20:
Old : 36: 12 12 1 7 7 19 20:
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 : 59.6 77.0 83.6 84.8 59.4 77.0 83.4 84.8
Old : 59.6 77.0 83.6 84.8 59.4 77.0 83.4 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 137,870: 16,452 49,162 9,355 85,611 47,576 111,419 106,094: 26,452 31,776
Old : 137,870: 16,452 49,162 9,355 85,611 47,576 111,419 106,094: 26,452 31,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -3,031: -588 -320 -2,009 -521 -2,880 -3,118 -5,209: 87 2,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 35.7 6.8 62.1 34.5 80.8 77.0: 19.2 23.0
Old : 100.0: 11.9 35.7 6.8 62.1 34.5 80.8 77.0: 19.2 23.0
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 : 96: 16 26 16 39 39 63 73:
Old : 96: 16 26 16 39 39 63 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 26.6 40.2 39.0 26.2 25.6 36.9 32.7
Old : 27.8 26.6 40.2 39.0 26.2 25.6 36.9 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 42,248: 12,624 6,044 400 17,455 23,004 30,479 29,448: 11,769 12,800
Old : 42,248: 12,624 6,044 400 17,455 23,004 30,479 29,448: 11,769 12,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 3,921: -363 785 -489 3,798 4,288 2,946 4,583: 976 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 14.3 0.9 41.3 54.5 72.1 69.7: 27.9 30.3
Old : 100.0: 29.9 14.3 0.9 41.3 54.5 72.1 69.7: 27.9 30.3
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 : 41: 6 10 2 15 15 22 26:
Old : 41: 6 10 2 15 15 22 26:
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 : 36.5 38.4 52.9 49.0 36.5 38.4 51.9 48.1
Old : 36.5 38.4 52.9 49.0 36.5 38.4 51.9 48.1
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 102,359: 22,182 27,530 2,026 73,437 67,469 97,645 97,026: 4,714 5,333
Old : 102,359: 22,182 27,530 2,026 73,437 67,469 97,645 97,026: 4,714 5,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 622: -8,695 3,739 111 8,763 -3,135 179 715: 443 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 26.9 2.0 71.7 65.9 95.4 94.8: 4.6 5.2
Old : 100.0: 21.7 26.9 2.0 71.7 65.9 95.4 94.8: 4.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 30 56 12 21 38 57 100:
Old : 134: 30 56 12 21 38 57 100:
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 : 53.5 41.9 68.4 53.4 53.3 41.9 68.3 53.4
Old : 53.5 41.9 68.4 53.4 53.3 41.9 68.3 53.4
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 196,430: 34,438 44,607 21,984 122,223 97,871 178,644 164,462: 17,785 31,968
Old : 196,430: 34,438 44,607 21,984 122,223 97,871 178,644 164,462: 17,785 31,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 2,073: 3,844 4,539 -677 604 -3,269 3,771 592: -1,698 1,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 22.7 11.2 62.2 49.8 90.9 83.7: 9.1 16.3
Old : 100.0: 17.5 22.7 11.2 62.2 49.8 90.9 83.7: 9.1 16.3
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 : 116: 20 35 18 33 49 61 94:
Old : 116: 20 35 18 33 49 61 94:
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 : 41.5 19.8 55.5 30.5 41.0 15.4 51.9 24.4
Old : 41.5 19.8 55.5 30.5 41.0 15.4 51.9 24.4
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 176,011: 55,444 27,815 14,656 80,438 109,640 150,538 152,112: 25,473 23,899
Old : 176,011: 55,444 27,815 14,656 80,438 109,640 150,538 152,112: 25,473 23,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -4,075: -660 334 -4,074 3,956 -1,738 -778 -5,478: -3,296 1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 15.8 8.3 45.7 62.3 85.5 86.4: 14.5 13.6
Old : 100.0: 31.5 15.8 8.3 45.7 62.3 85.5 86.4: 14.5 13.6
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 : 116: 27 37 19 38 35 79 77:
Old : 116: 27 37 19 38 35 79 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 : 25.5 38.9 41.3 49.3 25.5 35.7 39.6 44.5
Old : 25.5 38.9 41.3 49.3 25.5 35.7 39.6 44.5
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 598,612: 170,143 92,488 37,390 313,045 419,210 520,578 549,088: 78,034 49,524
Old : 598,612: 170,143 92,488 37,390 313,045 419,210 520,578 549,088: 78,034 49,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -6,616: 4,569 886 -7,563 -1,787 3,134 -4,781 -3,543: -1,835 -3,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 15.5 6.2 52.3 70.0 87.0 91.7: 13.0 8.3
Old : 100.0: 28.4 15.5 6.2 52.3 70.0 87.0 91.7: 13.0 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 : 279: 77 60 42 110 87 203 173:
Old : 279: 77 60 42 110 87 203 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 44.6 27.4 56.1 16.6 44.4 26.4 55.3
Old : 17.0 44.6 27.4 56.1 16.6 44.4 26.4 55.3
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 21,128: 4,402 14,144 114 14,954 3,349 19,469 17,607: 1,658 3,521
Old : 21,128: 4,402 14,144 114 14,954 3,349 19,469 17,607: 1,658 3,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,585: -819 -2,166 111 -1,122 3 -1,831 -2,052: 245 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 66.9 0.5 70.8 15.9 92.2 83.3: 7.8 16.7
Old : 100.0: 20.8 66.9 0.5 70.8 15.9 92.2 83.3: 7.8 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 14 20 3 6 9 21 32:
Old : 48: 14 20 3 6 9 21 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 : 72.2 41.9 83.3 57.1 71.2 41.9 82.3 57.1
Old : 72.2 41.9 83.3 57.1 71.2 41.9 82.3 57.1
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 45,666: 11,946 27,832 1,093 30,486 10,670 43,524 39,595: 2,141 6,071
Old : 45,666: 11,946 27,832 1,093 30,486 10,670 43,524 39,595: 2,141 6,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 996: -89 833 83 445 86 440 1,002: 556 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 60.9 2.4 66.8 23.4 95.3 86.7: 4.7 13.3
Old : 100.0: 26.2 60.9 2.4 66.8 23.4 95.3 86.7: 4.7 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 21 35 9 17 17 41 58:
Old : 85: 21 35 9 17 17 41 58:
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 : 53.2 35.6 69.7 52.2 53.2 35.6 69.6 52.1
Old : 53.2 35.6 69.7 52.2 53.2 35.6 69.6 52.1
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 17,607: 7,693 5,695 0 9,570 10,058 17,263 15,753: 344 1,854
Old : 17,607: 7,693 5,695 0 9,570 10,058 17,263 15,753: 344 1,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 833: 974 106 0 -67 1,052 907 1,158: -74 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 32.3 0.0 54.4 57.1 98.0 89.5: 2.0 10.5
Old : 100.0: 43.7 32.3 0.0 54.4 57.1 98.0 89.5: 2.0 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 : 29: 9 10 0 5 5 14 15:
Old : 29: 9 10 0 5 5 14 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 : 72.0 74.6 92.5 84.2 72.0 74.6 92.5 84.2
Old : 72.0 74.6 92.5 84.2 72.0 74.6 92.5 84.2
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 with Delta-adjusted Options and Futures Combined, May 12, 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 :27,897,020: 1,037,130 1,706,870 16,502,381 9,630,696 8,884,353 27,170,207 27,093,604: 726,813 803,416
Old :27,897,020: 1,037,130 1,706,870 16,502,381 9,630,696 8,884,353 27,170,207 27,093,604: 726,813 803,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 465,751: 101,323 133,403 280,627 137,621 158,636 519,572 572,666: -53,820 -106,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 6.1 59.2 34.5 31.8 97.4 97.1: 2.6 2.9
Old : 100.0: 3.7 6.1 59.2 34.5 31.8 97.4 97.1: 2.6 2.9
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 : 268: 65 63 103 129 126 251 240:
Old : 268: 65 63 103 129 126 251 240:
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 : 23.3 27.7 37.8 42.1 4.4 6.1 6.5 7.6
Old : 23.3 27.7 37.8 42.1 4.4 6.1 6.5 7.6
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 with Delta-adjusted Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 10,231: 6,606 8,946 916 31 0 7,553 9,861: 2,678 369
Old : 10,231: 6,606 8,946 916 31 0 7,553 9,861: 2,678 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 2,321: 1,597 2,219 129 31 0 1,758 2,348: 563 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 87.4 9.0 0.3 0.0 73.8 96.4: 26.2 3.6
Old : 100.0: 64.6 87.4 9.0 0.3 0.0 73.8 96.4: 26.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 41 29 17 1 0 55 33:
Old : 71: 41 29 17 1 0 55 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 61.4 46.4 77.4 33.4 59.1 45.6 72.7
Old : 33.4 61.4 46.4 77.4 33.4 59.1 45.6 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 168,701: 35,970 27,789 29,973 102,576 107,088 168,519 164,850: 182 3,851
Old : 168,701: 35,970 27,789 29,973 102,576 107,088 168,519 164,850: 182 3,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 7,818: -2,662 74 2,532 7,882 5,609 7,752 8,214: 66 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 16.5 17.8 60.8 63.5 99.9 97.7: 0.1 2.3
Old : 100.0: 21.3 16.5 17.8 60.8 63.5 99.9 97.7: 0.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 17 13 19 16 22 41 47:
Old : 56: 17 13 19 16 22 41 47:
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 : 72.5 49.8 85.9 70.3 65.1 42.4 67.2 55.5
Old : 72.5 49.8 85.9 70.3 65.1 42.4 67.2 55.5
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 262,829: 40,227 76,515 13,908 208,604 169,047 262,739 259,470: 90 3,359
Old : 262,829: 40,227 76,515 13,908 208,604 169,047 262,739 259,470: 90 3,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 8,760: 277 3,384 314 9,110 5,036 9,701 8,734: -941 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 29.1 5.3 79.4 64.3 100.0 98.7: 0.0 1.3
Old : 100.0: 15.3 29.1 5.3 79.4 64.3 100.0 98.7: 0.0 1.3
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: 16 24 29 19 40 51 79:
Old : 87: 16 24 29 19 40 51 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.1 33.1 84.9 49.5 73.1 32.7 80.0 47.5
Old : 76.1 33.1 84.9 49.5 73.1 32.7 80.0 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 991,664: 61,741 99,443 185,313 590,541 529,407 837,595 814,163: 154,069 177,501
Old : 991,664: 61,741 99,443 185,313 590,541 529,407 837,595 814,163: 154,069 177,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 6,427: -3,312 -2,669 3,173 -1,212 -3,135 -1,351 -2,631: 7,778 9,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.0 18.7 59.6 53.4 84.5 82.1: 15.5 17.9
Old : 100.0: 6.2 10.0 18.7 59.6 53.4 84.5 82.1: 15.5 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 : 639: 104 128 133 293 324 468 514:
Old : 639: 104 128 133 293 324 468 514:
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 : 14.1 16.4 22.8 26.4 8.3 8.8 13.6 13.5
Old : 14.1 16.4 22.8 26.4 8.3 8.8 13.6 13.5
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 131,569: 17,939 3,219 12,376 88,311 27,068 118,627 42,663: 12,942 88,906
Old : 131,569: 17,939 3,219 12,376 88,311 27,068 118,627 42,663: 12,942 88,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 3,177: 1,799 -1,756 -224 -30 1,398 1,545 -582: 1,631 3,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 2.4 9.4 67.1 20.6 90.2 32.4: 9.8 67.6
Old : 100.0: 13.6 2.4 9.4 67.1 20.6 90.2 32.4: 9.8 67.6
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 : 35: 8 3 10 21 14 32 24:
Old : 35: 8 3 10 21 14 32 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 18.2 62.4 26.8 40.2 13.2 57.2 15.7
Old : 40.8 18.2 62.4 26.8 40.2 13.2 57.2 15.7
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 with Delta-adjusted Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 11,231: 832 600 14 8,198 9,660 9,044 10,274: 2,187 957
Old : 11,231: 832 600 14 8,198 9,660 9,044 10,274: 2,187 957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 54: 107 0 -33 1,275 166 1,349 133: -1,295 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.3 0.1 73.0 86.0 80.5 91.5: 19.5 8.5
Old : 100.0: 7.4 5.3 0.1 73.0 86.0 80.5 91.5: 19.5 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 : 25: 2 1 1 13 12 15 14:
Old : 25: 2 1 1 13 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 58.3 63.1 82.0 43.3 58.3 63.0 81.9
Old : 43.3 58.3 63.1 82.0 43.3 58.3 63.0 81.9
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 4,300,474: 320,815 582,927 762,875 2,511,149 2,511,695 3,594,839 3,857,498: 705,635 442,976
Old : 4,300,474: 320,815 582,927 762,875 2,511,149 2,511,695 3,594,839 3,857,498: 705,635 442,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 16,250: -18,446 2,540 9,876 -5,912 -22,662 -14,482 -10,246: 30,733 26,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 13.6 17.7 58.4 58.4 83.6 89.7: 16.4 10.3
Old : 100.0: 7.5 13.6 17.7 58.4 58.4 83.6 89.7: 16.4 10.3
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 : 637: 102 129 131 290 321 463 510:
Old : 637: 102 129 131 290 321 463 510:
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 : 14.9 17.7 24.3 28.7 9.4 12.5 14.8 19.7
Old : 14.9 17.7 24.3 28.7 9.4 12.5 14.8 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 Health Care In :
: : :
All : 12,860: 2,663 470 3 4,244 11,986 6,910 12,459: 5,950 401
Old : 12,860: 2,663 470 3 4,244 11,986 6,910 12,459: 5,950 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 3.7 0.0 33.0 93.2 53.7 96.9: 46.3 3.1
Old : 100.0: 20.7 3.7 0.0 33.0 93.2 53.7 96.9: 46.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 1 9 9 12 11:
Old : 20: 2 2 1 9 9 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 72.7 49.1 92.2 32.9 72.5 48.0 92.0
Old : 33.9 72.7 49.1 92.2 32.9 72.5 48.0 92.0
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 70,442: 6,002 5,864 1,502 54,852 58,304 62,356 65,670: 8,086 4,772
Old : 70,442: 6,002 5,864 1,502 54,852 58,304 62,356 65,670: 8,086 4,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,338: -467 -542 685 -1,885 -2,059 -1,667 -1,916: 329 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 8.3 2.1 77.9 82.8 88.5 93.2: 11.5 6.8
Old : 100.0: 8.5 8.3 2.1 77.9 82.8 88.5 93.2: 11.5 6.8
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 : 76: 6 6 3 44 37 52 44:
Old : 76: 6 6 3 44 37 52 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 42.8 46.5 63.6 29.2 42.6 45.8 63.0
Old : 29.5 42.8 46.5 63.6 29.2 42.6 45.8 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 46,418: 12,989 11,277 6,187 20,623 22,268 39,799 39,731: 6,619 6,686
Old : 46,418: 12,989 11,277 6,187 20,623 22,268 39,799 39,731: 6,619 6,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 3,321: 1,300 2,158 779 704 476 2,783 3,414: 538 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 24.3 13.3 44.4 48.0 85.7 85.6: 14.3 14.4
Old : 100.0: 28.0 24.3 13.3 44.4 48.0 85.7 85.6: 14.3 14.4
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 : 267: 63 51 30 105 97 186 160:
Old : 267: 63 51 30 105 97 186 160:
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 : 15.7 19.0 24.3 30.6 11.3 13.9 18.8 23.0
Old : 15.7 19.0 24.3 30.6 11.3 13.9 18.8 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 232,089: 64,944 56,385 30,934 103,115 111,338 198,993 198,657: 33,095 33,431
Old : 232,089: 64,944 56,385 30,934 103,115 111,338 198,993 198,657: 33,095 33,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 16,607: 6,502 10,790 3,897 3,518 2,382 13,917 17,068: 2,690 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 24.3 13.3 44.4 48.0 85.7 85.6: 14.3 14.4
Old : 100.0: 28.0 24.3 13.3 44.4 48.0 85.7 85.6: 14.3 14.4
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 : 267: 63 51 30 105 97 186 160:
Old : 267: 63 51 30 105 97 186 160:
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 : 15.7 19.0 24.3 30.6 11.3 13.9 18.8 23.0
Old : 15.7 19.0 24.3 30.6 11.3 13.9 18.8 23.0
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 150,002: 23,852 58,469 11,039 97,866 48,722 132,758 118,230: 17,244 31,772
Old : 150,002: 23,852 58,469 11,039 97,866 48,722 132,758 118,230: 17,244 31,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -5,820: 490 2,195 -4,075 -3,427 -4,695 -7,012 -6,574: 1,192 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 39.0 7.4 65.2 32.5 88.5 78.8: 11.5 21.2
Old : 100.0: 15.9 39.0 7.4 65.2 32.5 88.5 78.8: 11.5 21.2
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 : 83: 14 27 13 29 37 51 69:
Old : 83: 14 27 13 29 37 51 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 : 43.8 29.6 62.8 41.1 43.1 28.3 60.6 37.5
Old : 43.8 29.6 62.8 41.1 43.1 28.3 60.6 37.5
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 537,097: 62,256 80,539 16,228 441,946 417,241 520,430 514,007: 16,667 23,090
Old : 537,097: 62,256 80,539 16,228 441,946 417,241 520,430 514,007: 16,667 23,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 8,988: 9,041 4,827 2,023 -2,247 519 8,817 7,369: 170 1,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.0 3.0 82.3 77.7 96.9 95.7: 3.1 4.3
Old : 100.0: 11.6 15.0 3.0 82.3 77.7 96.9 95.7: 3.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 57 45 25 142 134 209 194:
Old : 322: 57 45 25 142 134 209 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 20.1 32.7 33.4 20.4 20.1 31.1 31.9
Old : 20.9 20.1 32.7 33.4 20.4 20.1 31.1 31.9
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 with Delta-adjusted Options and Futures Combined, May 12, 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 : 37,183: 8,139 3,705 435 24,060 20,008 32,634 24,148: 4,549 13,035
Old : 37,183: 8,139 3,705 435 24,060 20,008 32,634 24,148: 4,549 13,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 2,448: 2,002 -1,484 120 552 -403 2,674 -1,767: -226 4,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 10.0 1.2 64.7 53.8 87.8 64.9: 12.2 35.1
Old : 100.0: 21.9 10.0 1.2 64.7 53.8 87.8 64.9: 12.2 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 : 67: 15 9 6 24 27 40 41:
Old : 67: 15 9 6 24 27 40 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 : 29.5 28.5 44.6 37.4 28.0 28.5 43.1 37.4
Old : 29.5 28.5 44.6 37.4 28.0 28.5 43.1 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 145,024: 59,005 55 1,496 84,254 143,432 144,755 144,983: 269 41
Old : 145,024: 59,005 55 1,496 84,254 143,432 144,755 144,983: 269 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 954: 316 0 39 629 928 984 967: -30 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 0.0 1.0 58.1 98.9 99.8 100.0: 0.2 0.0
Old : 100.0: 40.7 0.0 1.0 58.1 98.9 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 22 1 4 32 25 54 30:
Old : 63: 22 1 4 32 25 54 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 : 56.7 57.7 74.7 83.6 45.5 43.7 56.3 59.5
Old : 56.7 57.7 74.7 83.6 45.5 43.7 56.3 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2020