BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 16,173: 1,541 1,025 2,673 11,375 12,037 15,589 15,734: 584 439
Old : 16,173: 1,541 1,025 2,673 11,375 12,037 15,589 15,734: 584 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 141: 73 -34 57 -10 201 121 224: 21 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.3 16.5 70.3 74.4 96.4 97.3: 3.6 2.7
Old : 100.0: 9.5 6.3 16.5 70.3 74.4 96.4 97.3: 3.6 2.7
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 : 49: 6 5 9 32 29 42 39:
Old : 49: 6 5 9 32 29 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 35.7 51.8 55.5 30.2 30.5 44.0 45.0
Old : 32.7 35.7 51.8 55.5 30.2 30.5 44.0 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 60,469: 13,189 4,276 21,148 21,409 25,280 55,747 50,704: 4,723 9,766
Old : 60,469: 13,189 4,276 21,148 21,409 25,280 55,747 50,704: 4,723 9,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 3,866: 1,003 -345 1,192 1,120 2,607 3,315 3,454: 551 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.1 35.0 35.4 41.8 92.2 83.9: 7.8 16.1
Old : 100.0: 21.8 7.1 35.0 35.4 41.8 92.2 83.9: 7.8 16.1
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 : 93: 20 21 34 41 44 76 84:
Old : 93: 20 21 34 41 44 76 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 24.7 58.9 41.7 31.2 18.8 36.1 24.3
Old : 40.3 24.7 58.9 41.7 31.2 18.8 36.1 24.3
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, June 02, 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 : 22,795: 1,636 117 6,252 14,174 15,723 22,062 22,092: 733 703
Old : 22,795: 1,636 117 6,252 14,174 15,723 22,062 22,092: 733 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 491: -29 46 60 448 243 479 348: 12 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.5 27.4 62.2 69.0 96.8 96.9: 3.2 3.1
Old : 100.0: 7.2 0.5 27.4 62.2 69.0 96.8 96.9: 3.2 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 : 54: 6 4 7 42 30 51 38:
Old : 54: 6 4 7 42 30 51 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 47.1 57.0 68.3 15.6 23.7 25.8 34.3
Old : 39.8 47.1 57.0 68.3 15.6 23.7 25.8 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 13,403: 75 4,855 4,560 8,059 3,061 12,693 12,476: 710 927
Old : 13,403: 75 4,855 4,560 8,059 3,061 12,693 12,476: 710 927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 285: -27 -59 88 200 256 261 285: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 36.2 34.0 60.1 22.8 94.7 93.1: 5.3 6.9
Old : 100.0: 0.6 36.2 34.0 60.1 22.8 94.7 93.1: 5.3 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 : 40: 3 8 9 25 22 34 33:
Old : 40: 3 8 9 25 22 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 59.0 62.3 71.1 31.1 38.3 39.9 43.4
Old : 43.1 59.0 62.3 71.1 31.1 38.3 39.9 43.4
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, June 02, 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 : 310,277: 76,284 53,254 115,653 97,199 113,373 289,136 282,279: 21,141 27,998
Old : 253,570: 68,581 56,207 90,395 79,960 85,185 238,937 231,788: 14,633 21,783
Other: 56,706: 23,106 12,450 9,853 17,239 28,188 50,198 50,491: 6,508 6,215
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,939: 4,377 6,961 -1,236 670 -3,312 3,810 2,412: -871 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 17.2 37.3 31.3 36.5 93.2 91.0: 6.8 9.0
Old : 100.0: 27.0 22.2 35.6 31.5 33.6 94.2 91.4: 5.8 8.6
Other: 100.0: 40.7 22.0 17.4 30.4 49.7 88.5 89.0: 11.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 98 105 112 79 79 242 238:
Old : 289: 90 108 100 74 78 219 233:
Other: 154: 49 28 37 53 48 124 97:
:----------------------------------------------------------------------------------------------------
: 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 22.1 25.2 32.1 12.0 14.1 19.7 18.7
Old : 16.0 20.8 29.1 30.4 14.1 12.7 21.7 17.9
Other: 24.1 42.7 34.7 53.0 24.0 39.7 33.8 46.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 339,913: 73,997 32,223 100,060 130,247 167,698 304,304 299,981: 35,609 39,932
Old : 339,913: 73,997 32,223 100,060 130,247 167,698 304,304 299,981: 35,609 39,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 13,067: 3,926 3,229 4,150 6,451 6,167 14,527 13,547: -1,461 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.5 29.4 38.3 49.3 89.5 88.3: 10.5 11.7
Old : 100.0: 21.8 9.5 29.4 38.3 49.3 89.5 88.3: 10.5 11.7
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 : 369: 110 79 119 130 146 299 303:
Old : 369: 110 79 119 130 146 299 303:
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 : 15.1 17.7 24.6 26.1 14.6 17.1 22.9 23.1
Old : 15.1 17.7 24.6 26.1 14.6 17.1 22.9 23.1
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, June 02, 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 : 2,744: 459 413 127 1,211 1,370 1,797 1,910: 947 834
Old : 2,744: 459 413 127 1,211 1,370 1,797 1,910: 947 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -57: 34 -48 -71 -102 -9 -139 -128: 82 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.1 4.6 44.1 49.9 65.5 69.6: 34.5 30.4
Old : 100.0: 16.7 15.1 4.6 44.1 49.9 65.5 69.6: 34.5 30.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 9 7 12 11 22 23:
Old : 30: 6 9 7 12 11 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 36.9 50.6 52.0 37.2 35.5 50.0 50.2
Old : 37.8 36.9 50.6 52.0 37.2 35.5 50.0 50.2
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, June 02, 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 : 37,224: 9,907 6,967 9,031 11,188 9,734 30,126 25,732: 7,098 11,492
Old : 37,224: 9,907 6,967 9,031 11,188 9,734 30,126 25,732: 7,098 11,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,912: 1,953 551 -93 131 617 1,990 1,074: -78 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 18.7 24.3 30.1 26.2 80.9 69.1: 19.1 30.9
Old : 100.0: 26.6 18.7 24.3 30.1 26.2 80.9 69.1: 19.1 30.9
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 : 162: 39 38 45 51 58 115 123:
Old : 162: 39 38 45 51 58 115 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 11.0 31.7 19.9 21.4 8.2 28.2 13.3
Old : 21.4 11.0 31.7 19.9 21.4 8.2 28.2 13.3
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, June 02, 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 : 40,424: 1,151 11,606 6,592 32,009 20,064 39,752 38,262: 672 2,162
Old : 40,424: 1,151 11,606 6,592 32,009 20,064 39,752 38,262: 672 2,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,647: 200 -69 656 718 964 1,574 1,551: 73 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 28.7 16.3 79.2 49.6 98.3 94.7: 1.7 5.3
Old : 100.0: 2.8 28.7 16.3 79.2 49.6 98.3 94.7: 1.7 5.3
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 : 74: 11 14 14 36 39 53 61:
Old : 74: 11 14 14 36 39 53 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 45.6 67.5 61.9 46.4 43.3 59.4 53.2
Old : 46.7 45.6 67.5 61.9 46.4 43.3 59.4 53.2
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, June 02, 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 : 26,208: 15,516 4,254 81 9,377 20,424 24,974 24,759: 1,234 1,449
Old : 26,208: 15,516 4,254 81 9,377 20,424 24,974 24,759: 1,234 1,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 806: 4,698 637 2 -3,729 363 971 1,002: -165 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 16.2 0.3 35.8 77.9 95.3 94.5: 4.7 5.5
Old : 100.0: 59.2 16.2 0.3 35.8 77.9 95.3 94.5: 4.7 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 11 2 7 8 20 20:
Old : 36: 12 11 2 7 8 20 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 : 68.7 75.3 84.0 85.1 68.6 75.0 83.8 84.8
Old : 68.7 75.3 84.0 85.1 68.6 75.0 83.8 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, June 02, 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 : 151,965: 18,859 54,799 8,978 93,239 58,504 121,076 122,281: 30,889 29,684
Old : 151,965: 18,859 54,799 8,978 93,239 58,504 121,076 122,281: 30,889 29,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,206: -2,019 -1,042 -432 4,219 6,589 1,768 5,115: 438 -2,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 36.1 5.9 61.4 38.5 79.7 80.5: 20.3 19.5
Old : 100.0: 12.4 36.1 5.9 61.4 38.5 79.7 80.5: 20.3 19.5
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 : 99: 16 32 13 36 36 60 73:
Old : 99: 16 32 13 36 36 60 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 : 26.6 24.7 39.6 38.8 25.7 24.0 35.6 35.1
Old : 26.6 24.7 39.6 38.8 25.7 24.0 35.6 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 42,515: 13,364 4,335 664 15,148 23,098 29,176 28,097: 13,340 14,418
Old : 42,515: 13,364 4,335 664 15,148 23,098 29,176 28,097: 13,340 14,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,393: 118 -144 131 -183 788 66 776: 1,326 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 10.2 1.6 35.6 54.3 68.6 66.1: 31.4 33.9
Old : 100.0: 31.4 10.2 1.6 35.6 54.3 68.6 66.1: 31.4 33.9
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: 6 7 3 17 13 24 22:
Old : 36: 6 7 3 17 13 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 39.5 50.1 49.3 34.9 39.0 48.7 48.0
Old : 34.9 39.5 50.1 49.3 34.9 39.0 48.7 48.0
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, June 02, 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 : 124,310: 56,454 48,293 2,420 60,344 68,868 119,218 119,580: 5,092 4,730
Old : 124,310: 56,454 48,293 2,420 60,344 68,868 119,218 119,580: 5,092 4,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -6,045: 13,338 9,480 195 -19,698 -5,283 -6,164 4,392: 119 -10,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 38.8 1.9 48.5 55.4 95.9 96.2: 4.1 3.8
Old : 100.0: 45.4 38.8 1.9 48.5 55.4 95.9 96.2: 4.1 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 : 135: 42 44 15 23 34 75 85:
Old : 135: 42 44 15 23 34 75 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 38.4 66.9 52.8 52.4 38.2 66.9 52.6
Old : 52.4 38.4 66.9 52.8 52.4 38.2 66.9 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 224,668: 29,386 60,017 25,741 148,034 108,997 203,161 194,755: 21,507 29,913
Old : 224,668: 29,386 60,017 25,741 148,034 108,997 203,161 194,755: 21,507 29,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 5,404: -12,784 2,215 2,088 15,287 4,717 4,591 9,020: 813 -3,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 26.7 11.5 65.9 48.5 90.4 86.7: 9.6 13.3
Old : 100.0: 13.1 26.7 11.5 65.9 48.5 90.4 86.7: 9.6 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 : 121: 17 37 17 37 54 66 96:
Old : 121: 17 37 17 37 54 66 96:
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 : 41.0 20.4 55.2 30.1 39.7 15.7 50.0 24.5
Old : 41.0 20.4 55.2 30.1 39.7 15.7 50.0 24.5
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, June 02, 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 : 186,908: 60,116 31,896 18,761 84,307 109,130 163,185 159,787: 23,724 27,121
Old : 186,908: 60,116 31,896 18,761 84,307 109,130 163,185 159,787: 23,724 27,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 8,010: 3,862 8,730 2,727 2,088 -6,497 8,677 4,960: -666 3,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 17.1 10.0 45.1 58.4 87.3 85.5: 12.7 14.5
Old : 100.0: 32.2 17.1 10.0 45.1 58.4 87.3 85.5: 12.7 14.5
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 : 120: 33 30 18 42 41 83 81:
Old : 120: 33 30 18 42 41 83 81:
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 : 23.1 37.5 36.9 48.3 23.1 33.0 35.4 41.4
Old : 23.1 37.5 36.9 48.3 23.1 33.0 35.4 41.4
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, June 02, 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 : 648,551: 174,138 91,831 52,217 335,358 453,710 561,712 597,757: 86,839 50,794
Old : 648,551: 174,138 91,831 52,217 335,358 453,710 561,712 597,757: 86,839 50,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 39,201: -105 -5,732 13,000 19,793 29,935 32,688 37,203: 6,513 1,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.2 8.1 51.7 70.0 86.6 92.2: 13.4 7.8
Old : 100.0: 26.9 14.2 8.1 51.7 70.0 86.6 92.2: 13.4 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 80 59 43 111 84 205 172:
Old : 280: 80 59 43 111 84 205 172:
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 : 16.3 45.3 26.0 56.2 15.8 43.4 24.8 53.3
Old : 16.3 45.3 26.0 56.2 15.8 43.4 24.8 53.3
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 with Delta-adjusted Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 23,212: 3,257 3,739 143 7,221 14,821 10,621 18,703: 12,591 4,509
Old : 23,212: 3,257 3,739 143 7,221 14,821 10,621 18,703: 12,591 4,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 341: 335 86 25 158 135 518 246: -177 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 16.1 0.6 31.1 63.9 45.8 80.6: 54.2 19.4
Old : 100.0: 14.0 16.1 0.6 31.1 63.9 45.8 80.6: 54.2 19.4
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: 5 3 2 11 9 18 12:
Old : 21: 5 3 2 11 9 18 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 : 19.6 62.7 33.0 75.7 19.3 61.6 31.1 71.9
Old : 19.6 62.7 33.0 75.7 19.3 61.6 31.1 71.9
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, June 02, 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 : 26,433: 9,180 21,183 101 15,588 2,543 24,869 23,827: 1,564 2,606
Old : 26,433: 9,180 21,183 101 15,588 2,543 24,869 23,827: 1,564 2,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -1,055: -454 377 -253 218 -500 -489 -376: -566 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 80.1 0.4 59.0 9.6 94.1 90.1: 5.9 9.9
Old : 100.0: 34.7 80.1 0.4 59.0 9.6 94.1 90.1: 5.9 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 : 45: 13 19 2 7 7 22 27:
Old : 45: 13 19 2 7 7 22 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 : 65.8 65.0 81.4 75.0 64.8 65.0 80.5 75.0
Old : 65.8 65.0 81.4 75.0 64.8 65.0 80.5 75.0
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, June 02, 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 : 46,817: 14,238 27,245 1,150 28,478 13,311 43,866 41,706: 2,951 5,111
Old : 46,817: 14,238 27,245 1,150 28,478 13,311 43,866 41,706: 2,951 5,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 849: 2,025 -37 61 -1,469 1,365 617 1,389: 233 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 58.2 2.5 60.8 28.4 93.7 89.1: 6.3 10.9
Old : 100.0: 30.4 58.2 2.5 60.8 28.4 93.7 89.1: 6.3 10.9
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 : 79: 21 32 11 17 15 44 52:
Old : 79: 21 32 11 17 15 44 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 34.6 62.5 53.2 46.6 34.6 62.3 53.2
Old : 46.6 34.6 62.5 53.2 46.6 34.6 62.3 53.2
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, June 02, 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 : 12,878: 6,039 2,746 103 6,260 8,870 12,402 11,719: 476 1,159
Old : 12,878: 6,039 2,746 103 6,260 8,870 12,402 11,719: 476 1,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -3,116: -825 -2,881 93 -2,524 137 -3,256 -2,651: 140 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 21.3 0.8 48.6 68.9 96.3 91.0: 3.7 9.0
Old : 100.0: 46.9 21.3 0.8 48.6 68.9 96.3 91.0: 3.7 9.0
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 : 25: 8 8 2 5 6 13 16:
Old : 25: 8 8 2 5 6 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 : 66.5 74.2 90.8 85.1 65.8 74.1 90.0 85.0
Old : 66.5 74.2 90.8 85.1 65.8 74.1 90.0 85.0
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, June 02, 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 :26,908,274: 1,066,388 1,290,769 15,717,444 9,420,423 9,133,671 26,204,255 26,141,883: 704,020 766,391
Old :26,908,274: 1,066,388 1,290,769 15,717,444 9,420,423 9,133,671 26,204,255 26,141,883: 704,020 766,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 416,648: -58,253 -38,831 332,051 146,224 181,708 420,022 474,928: -3,374 -58,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.8 58.4 35.0 33.9 97.4 97.2: 2.6 2.8
Old : 100.0: 4.0 4.8 58.4 35.0 33.9 97.4 97.2: 2.6 2.8
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 : 275: 74 58 108 131 128 258 246:
Old : 275: 74 58 108 131 128 258 246:
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 : 23.4 27.1 37.9 40.3 4.8 6.4 7.0 8.0
Old : 23.4 27.1 37.9 40.3 4.8 6.4 7.0 8.0
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 9,999: 5,899 8,070 1,434 35 0 7,368 9,504: 2,631 495
Old : 9,999: 5,899 8,070 1,434 35 0 7,368 9,504: 2,631 495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 829: -118 386 604 35 0 521 990: 308 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 80.7 14.3 0.4 0.0 73.7 95.0: 26.3 5.0
Old : 100.0: 59.0 80.7 14.3 0.4 0.0 73.7 95.0: 26.3 5.0
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 : 68: 44 23 14 1 0 55 27:
Old : 68: 44 23 14 1 0 55 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 : 29.2 59.5 42.5 75.6 28.9 53.9 40.2 66.4
Old : 29.2 59.5 42.5 75.6 28.9 53.9 40.2 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 173,054: 32,100 35,674 30,209 110,614 107,083 172,923 172,967: 131 87
Old : 173,054: 32,100 35,674 30,209 110,614 107,083 172,923 172,967: 131 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 3,443: 132 6,874 1,140 2,256 778 3,528 8,792: -85 -5,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 20.6 17.5 63.9 61.9 99.9 99.9: 0.1 0.1
Old : 100.0: 18.5 20.6 17.5 63.9 61.9 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 20 13 19 16 25 43 51:
Old : 62: 20 13 19 16 25 43 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 43.6 84.8 69.9 63.7 38.4 66.1 55.3
Old : 71.4 43.6 84.8 69.9 63.7 38.4 66.1 55.3
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 with Delta-adjusted Options and Futures Combined, June 02, 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 : 215,648: 28,080 77,539 18,782 168,689 118,235 215,551 214,556: 97 1,092
Old : 215,648: 28,080 77,539 18,782 168,689 118,235 215,551 214,556: 97 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -71,283: -3,991 -13,518 -3,874 -63,457 -51,673 -71,322 -69,065: 39 -2,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 36.0 8.7 78.2 54.8 100.0 99.5: 0.0 0.5
Old : 100.0: 13.0 36.0 8.7 78.2 54.8 100.0 99.5: 0.0 0.5
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: 16 24 27 20 40 48 81:
Old : 84: 16 24 27 20 40 48 81:
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 : 75.8 39.0 84.8 56.7 74.2 36.2 79.1 53.0
Old : 75.8 39.0 84.8 56.7 74.2 36.2 79.1 53.0
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, June 02, 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 : 959,904: 68,547 107,140 171,571 570,090 512,585 810,208 791,296: 149,696 168,608
Old : 959,904: 68,547 107,140 171,571 570,090 512,585 810,208 791,296: 149,696 168,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 932: 6,031 -154 -1,553 -607 6,197 3,871 4,490: -2,939 -3,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 11.2 17.9 59.4 53.4 84.4 82.4: 15.6 17.6
Old : 100.0: 7.1 11.2 17.9 59.4 53.4 84.4 82.4: 15.6 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 : 637: 108 130 130 294 313 477 498:
Old : 637: 108 130 130 294 313 477 498:
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 : 13.1 15.7 21.5 25.4 7.9 9.3 13.2 14.4
Old : 13.1 15.7 21.5 25.4 7.9 9.3 13.2 14.4
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, June 02, 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 : 134,086: 18,675 7,474 11,951 90,482 27,666 121,108 47,091: 12,978 86,995
Old : 134,086: 18,675 7,474 11,951 90,482 27,666 121,108 47,091: 12,978 86,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 443: -1,279 2,753 149 1,769 -600 639 2,302: -196 -1,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 5.6 8.9 67.5 20.6 90.3 35.1: 9.7 64.9
Old : 100.0: 13.9 5.6 8.9 67.5 20.6 90.3 35.1: 9.7 64.9
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 : 34: 8 5 11 19 11 30 24:
Old : 34: 8 5 11 19 11 30 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 : 42.9 22.9 67.3 30.9 42.1 18.2 61.5 20.3
Old : 42.9 22.9 67.3 30.9 42.1 18.2 61.5 20.3
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, June 02, 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 : 12,695: 1,551 600 0 9,580 8,393 11,131 8,993: 1,564 3,702
Old : 12,695: 1,551 600 0 9,580 8,393 11,131 8,993: 1,564 3,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,816: 1,039 0 0 849 -489 1,888 -489: -72 2,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.7 0.0 75.5 66.1 87.7 70.8: 12.3 29.2
Old : 100.0: 12.2 4.7 0.0 75.5 66.1 87.7 70.8: 12.3 29.2
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 : 29: 3 1 0 15 11 18 12:
Old : 29: 3 1 0 15 11 18 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 : 45.1 43.0 65.2 61.9 45.1 43.0 65.2 61.9
Old : 45.1 43.0 65.2 61.9 45.1 43.0 65.2 61.9
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, June 02, 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 : 4,129,090: 359,147 608,114 688,317 2,398,038 2,424,593 3,445,503 3,721,024: 683,588 408,066
Old : 4,129,090: 359,147 608,114 688,317 2,398,038 2,424,593 3,445,503 3,721,024: 683,588 408,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,445: 41,935 -9,147 -13,897 -11,880 33,985 16,158 10,941: -13,713 -8,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.7 16.7 58.1 58.7 83.4 90.1: 16.6 9.9
Old : 100.0: 8.7 14.7 16.7 58.1 58.7 83.4 90.1: 16.6 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 : 634: 107 129 128 291 311 472 494:
Old : 634: 107 129 128 291 311 472 494:
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 : 14.3 16.9 23.2 28.0 9.2 13.1 14.8 21.4
Old : 14.3 16.9 23.2 28.0 9.2 13.1 14.8 21.4
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, June 02, 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 : 65,041: 6,353 4,626 341 50,696 54,547 57,390 59,514: 7,651 5,527
Old : 65,041: 6,353 4,626 341 50,696 54,547 57,390 59,514: 7,651 5,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -2,241: -186 -854 16 -2,020 -1,746 -2,190 -2,584: -51 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.1 0.5 77.9 83.9 88.2 91.5: 11.8 8.5
Old : 100.0: 9.8 7.1 0.5 77.9 83.9 88.2 91.5: 11.8 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 : 78: 7 8 3 42 35 50 45:
Old : 78: 7 8 3 42 35 50 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 43.4 47.1 61.1 30.6 43.3 46.5 60.8
Old : 30.8 43.4 47.1 61.1 30.6 43.3 46.5 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 48,800: 13,753 10,873 6,122 22,682 24,622 42,558 41,618: 6,242 7,182
Old : 48,800: 13,753 10,873 6,122 22,682 24,622 42,558 41,618: 6,242 7,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 314: -164 -2,180 256 1,024 1,997 1,116 73: -802 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 22.3 12.5 46.5 50.5 87.2 85.3: 12.8 14.7
Old : 100.0: 28.2 22.3 12.5 46.5 50.5 87.2 85.3: 12.8 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 64 62 39 112 107 201 184:
Old : 288: 64 62 39 112 107 201 184:
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 : 13.1 19.4 22.5 30.8 10.4 15.7 17.7 23.3
Old : 13.1 19.4 22.5 30.8 10.4 15.7 17.7 23.3
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 with Delta-adjusted Options and Futures Combined, June 02, 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 : 243,998: 68,767 54,366 30,611 113,409 123,112 212,788 208,089: 31,210 35,909
Old : 243,998: 68,767 54,366 30,611 113,409 123,112 212,788 208,089: 31,210 35,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,568: -821 -10,901 1,280 5,120 9,985 5,579 364: -4,011 1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 22.3 12.5 46.5 50.5 87.2 85.3: 12.8 14.7
Old : 100.0: 28.2 22.3 12.5 46.5 50.5 87.2 85.3: 12.8 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 64 62 39 112 107 201 184:
Old : 288: 64 62 39 112 107 201 184:
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 : 13.1 19.4 22.5 30.8 10.4 15.7 17.7 23.3
Old : 13.1 19.4 22.5 30.8 10.4 15.7 17.7 23.3
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, June 02, 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 : 164,015: 27,902 62,989 16,668 99,838 52,595 144,408 132,252: 19,607 31,763
Old : 164,015: 27,902 62,989 16,668 99,838 52,595 144,408 132,252: 19,607 31,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,274: 1,383 -866 3,290 -2,754 235 1,919 2,658: 356 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 38.4 10.2 60.9 32.1 88.0 80.6: 12.0 19.4
Old : 100.0: 17.0 38.4 10.2 60.9 32.1 88.0 80.6: 12.0 19.4
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 : 84: 13 24 13 32 37 52 67:
Old : 84: 13 24 13 32 37 52 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 : 41.3 29.2 58.5 41.0 38.9 27.8 50.5 35.4
Old : 41.3 29.2 58.5 41.0 38.9 27.8 50.5 35.4
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, June 02, 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 : 580,199: 96,700 80,262 15,871 449,793 461,081 562,364 557,214: 17,835 22,985
Old : 580,199: 96,700 80,262 15,871 449,793 461,081 562,364 557,214: 17,835 22,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 6,724: -8,041 4,357 526 14,517 2,850 7,002 7,732: -278 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.8 2.7 77.5 79.5 96.9 96.0: 3.1 4.0
Old : 100.0: 16.7 13.8 2.7 77.5 79.5 96.9 96.0: 3.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 56 53 26 150 137 221 201:
Old : 332: 56 53 26 150 137 221 201:
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 : 20.3 21.2 31.9 35.4 19.9 21.1 31.3 34.5
Old : 20.3 21.2 31.9 35.4 19.9 21.1 31.3 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 17,377: 3,118 7,865 1 10,766 4,671 13,885 12,537: 3,492 4,840
Old : 17,377: 3,118 7,865 1 10,766 4,671 13,885 12,537: 3,492 4,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,461: 408 2,322 1 1,900 197 2,309 2,520: 152 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 45.3 0.0 62.0 26.9 79.9 72.1: 20.1 27.9
Old : 100.0: 17.9 45.3 0.0 62.0 26.9 79.9 72.1: 20.1 27.9
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 : 25: 4 8 1 8 6 13 14:
Old : 25: 4 8 1 8 6 13 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 : 59.3 48.4 74.0 63.8 59.3 48.4 74.0 63.8
Old : 59.3 48.4 74.0 63.8 59.3 48.4 74.0 63.8
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, June 02, 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 : 46,071: 12,010 5,177 268 27,672 25,797 39,950 31,242: 6,121 14,829
Old : 46,071: 12,010 5,177 268 27,672 25,797 39,950 31,242: 6,121 14,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 3,952: 3,252 1,799 -52 956 5,641 4,156 7,388: -204 -3,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.2 0.6 60.1 56.0 86.7 67.8: 13.3 32.2
Old : 100.0: 26.1 11.2 0.6 60.1 56.0 86.7 67.8: 13.3 32.2
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 : 76: 18 10 5 27 34 45 49:
Old : 76: 18 10 5 27 34 45 49:
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 : 31.9 28.2 51.2 39.2 29.3 28.0 48.5 39.1
Old : 31.9 28.2 51.2 39.2 29.3 28.0 48.5 39.1
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, June 02, 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 : 145,991: 59,576 65 1,699 84,491 144,087 145,766 145,851: 225 140
Old : 145,991: 59,576 65 1,699 84,491 144,087 145,766 145,851: 225 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -2,175: 974 0 68 -3,209 -2,344 -2,167 -2,276: -8 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 0.0 1.2 57.9 98.7 99.8 99.9: 0.2 0.1
Old : 100.0: 40.8 0.0 1.2 57.9 98.7 99.8 99.9: 0.2 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 : 71: 27 1 4 34 26 62 31:
Old : 71: 27 1 4 34 26 62 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 : 50.4 58.4 66.4 83.0 41.2 46.7 54.5 63.1
Old : 50.4 58.4 66.4 83.0 41.2 46.7 54.5 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 05, 2020