BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 15,164: 1,642 892 2,386 10,461 11,491 14,489 14,770: 675 395
Old : 15,164: 1,642 892 2,386 10,461 11,491 14,489 14,770: 675 395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 213: -87 132 -24 328 73 217 181: -4 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 5.9 15.7 69.0 75.8 95.5 97.4: 4.5 2.6
Old : 100.0: 10.8 5.9 15.7 69.0 75.8 95.5 97.4: 4.5 2.6
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 : 46: 5 6 10 29 27 40 37:
Old : 46: 5 6 10 29 27 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 39.0 52.8 57.3 30.3 34.0 44.7 47.2
Old : 33.0 39.0 52.8 57.3 30.3 34.0 44.7 47.2
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, June 16, 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 : 55,987: 13,631 2,481 19,341 18,457 24,701 51,428 46,522: 4,559 9,466
Old : 55,987: 13,631 2,481 19,341 18,457 24,701 51,428 46,522: 4,559 9,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 2,067: 861 234 490 428 831 1,779 1,556: 288 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 4.4 34.5 33.0 44.1 91.9 83.1: 8.1 16.9
Old : 100.0: 24.3 4.4 34.5 33.0 44.1 91.9 83.1: 8.1 16.9
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 : 88: 27 14 31 39 39 76 74:
Old : 88: 27 14 31 39 39 76 74:
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 : 39.6 26.3 58.2 44.0 30.0 19.7 35.5 26.9
Old : 39.6 26.3 58.2 44.0 30.0 19.7 35.5 26.9
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 16, 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 : 17,153: 1,554 92 4,239 10,672 12,125 16,465 16,457: 688 696
Old : 17,153: 1,554 92 4,239 10,672 12,125 16,465 16,457: 688 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -209: 23 -8 -217 -50 68 -244 -157: 35 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.5 24.7 62.2 70.7 96.0 95.9: 4.0 4.1
Old : 100.0: 9.1 0.5 24.7 62.2 70.7 96.0 95.9: 4.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 6 3 6 41 27 49 34:
Old : 51: 6 3 6 41 27 49 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 41.3 53.9 65.4 19.7 26.4 31.6 39.6
Old : 35.0 41.3 53.9 65.4 19.7 26.4 31.6 39.6
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 16, 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 : 12,311: 45 4,735 3,915 7,652 2,826 11,612 11,477: 699 834
Old : 12,311: 45 4,735 3,915 7,652 2,826 11,612 11,477: 699 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -34: 20 -96 18 -57 24 -19 -53: -15 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 38.5 31.8 62.2 23.0 94.3 93.2: 5.7 6.8
Old : 100.0: 0.4 38.5 31.8 62.2 23.0 94.3 93.2: 5.7 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 : 37: 2 7 7 23 22 30 31:
Old : 37: 2 7 7 23 22 30 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 : 44.2 58.6 64.8 71.7 33.3 38.9 42.5 44.7
Old : 44.2 58.6 64.8 71.7 33.3 38.9 42.5 44.7
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 16, 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 : 282,902: 75,389 51,666 95,877 88,691 105,066 259,957 252,609: 22,945 30,293
Old : 215,026: 69,603 58,047 62,528 67,754 71,623 199,885 192,197: 15,141 22,829
Other: 67,876: 27,319 15,152 11,817 20,937 33,443 60,073 60,412: 7,803 7,464
: : :
: : Changes in Commitments from: June 9, 2020 :
: -25,925: 1,081 -947 -20,183 -6,879 -4,738 -25,981 -25,868: 56 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 18.3 33.9 31.4 37.1 91.9 89.3: 8.1 10.7
Old : 100.0: 32.4 27.0 29.1 31.5 33.3 93.0 89.4: 7.0 10.6
Other: 100.0: 40.2 22.3 17.4 30.8 49.3 88.5 89.0: 11.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 91 103 110 75 74 236 229:
Old : 280: 82 110 96 69 73 211 223:
Other: 170: 66 27 43 57 50 143 105:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 21.8 25.6 30.8 13.5 15.3 21.7 20.1
Old : 17.6 19.4 30.2 27.9 17.3 13.2 25.9 18.6
Other: 22.5 44.2 33.5 54.2 22.5 41.4 32.8 47.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 323,914: 68,843 34,312 85,330 135,068 161,801 289,240 281,443: 34,674 42,471
Old : 323,914: 68,843 34,312 85,330 135,068 161,801 289,240 281,443: 34,674 42,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 8,815: -2,058 1,203 6,670 4,667 -19 9,279 7,854: -465 961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 10.6 26.3 41.7 50.0 89.3 86.9: 10.7 13.1
Old : 100.0: 21.3 10.6 26.3 41.7 50.0 89.3 86.9: 10.7 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 : 368: 112 77 123 133 145 303 300:
Old : 368: 112 77 123 133 145 303 300:
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 : 16.1 19.0 26.8 28.1 15.7 18.1 24.5 24.2
Old : 16.1 19.0 26.8 28.1 15.7 18.1 24.5 24.2
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 16, 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 : 2,580: 415 330 130 1,176 1,441 1,722 1,902: 858 678
Old : 2,580: 415 330 130 1,176 1,441 1,722 1,902: 858 678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -139: 2 -87 0 -83 39 -80 -48: -59 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 12.8 5.0 45.6 55.9 66.7 73.7: 33.3 26.3
Old : 100.0: 16.1 12.8 5.0 45.6 55.9 66.7 73.7: 33.3 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 9 5 12 11 20 22:
Old : 29: 5 9 5 12 11 20 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 : 35.8 41.8 51.0 56.8 35.5 38.1 50.0 51.6
Old : 35.8 41.8 51.0 56.8 35.5 38.1 50.0 51.6
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 16, 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 : 40,300: 10,055 8,295 10,047 12,913 9,573 33,015 27,915: 7,284 12,385
Old : 40,300: 10,055 8,295 10,047 12,913 9,573 33,015 27,915: 7,284 12,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,406: 264 916 -161 1,175 252 1,277 1,007: 128 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 20.6 24.9 32.0 23.8 81.9 69.3: 18.1 30.7
Old : 100.0: 25.0 20.6 24.9 32.0 23.8 81.9 69.3: 18.1 30.7
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 : 171: 38 42 46 56 58 123 125:
Old : 171: 38 42 46 56 58 123 125:
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 11.5 31.6 20.3 19.7 8.4 26.6 13.3
Old : 20.3 11.5 31.6 20.3 19.7 8.4 26.6 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 16, 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 : 36,317: 1,141 10,523 5,928 28,510 17,876 35,580 34,327: 737 1,990
Old : 36,317: 1,141 10,523 5,928 28,510 17,876 35,580 34,327: 737 1,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,239: -88 403 263 984 682 1,159 1,348: 80 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 29.0 16.3 78.5 49.2 98.0 94.5: 2.0 5.5
Old : 100.0: 3.1 29.0 16.3 78.5 49.2 98.0 94.5: 2.0 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 : 74: 12 11 14 38 38 56 57:
Old : 74: 12 11 14 38 38 56 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 46.2 67.9 63.2 46.3 44.0 60.9 52.9
Old : 46.7 46.2 67.9 63.2 46.3 44.0 60.9 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 23,893: 15,350 2,840 0 7,172 20,028 22,522 22,868: 1,371 1,025
Old : 23,893: 15,350 2,840 0 7,172 20,028 22,522 22,868: 1,371 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -16,099: -644 -2,372 -739 -14,412 -12,646 -15,795 -15,757: -304 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 11.9 0.0 30.0 83.8 94.3 95.7: 5.7 4.3
Old : 100.0: 64.2 11.9 0.0 30.0 83.8 94.3 95.7: 5.7 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 : 35: 12 11 0 5 9 17 20:
Old : 35: 12 11 0 5 9 17 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 : 72.7 78.3 85.4 88.8 72.6 78.3 85.3 88.8
Old : 72.7 78.3 85.4 88.8 72.6 78.3 85.3 88.8
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 16, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 141,969: 19,620 45,542 9,154 86,078 61,014 114,852 115,710: 27,117 26,259
Old : 141,969: 19,620 45,542 9,154 86,078 61,014 114,852 115,710: 27,117 26,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 5,972: -2,892 -1,912 1,656 9,334 9,141 8,099 8,885: -2,127 -2,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 32.1 6.4 60.6 43.0 80.9 81.5: 19.1 18.5
Old : 100.0: 13.8 32.1 6.4 60.6 43.0 80.9 81.5: 19.1 18.5
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 : 88: 12 28 15 35 35 57 68:
Old : 88: 12 28 15 35 35 57 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 30.8 42.3 44.3 26.0 29.5 35.9 39.8
Old : 29.5 30.8 42.3 44.3 26.0 29.5 35.9 39.8
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 16, 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 : 37,230: 9,150 7,506 434 13,334 19,351 22,918 27,290: 14,312 9,939
Old : 37,230: 9,150 7,506 434 13,334 19,351 22,918 27,290: 14,312 9,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -5,912: -1,313 -1,223 -184 -3,490 -2,130 -4,987 -3,538: -924 -2,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 20.2 1.2 35.8 52.0 61.6 73.3: 38.4 26.7
Old : 100.0: 24.6 20.2 1.2 35.8 52.0 61.6 73.3: 38.4 26.7
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: 3 11 2 12 13 16 25:
Old : 34: 3 11 2 12 13 16 25:
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 : 40.9 38.6 53.6 50.0 40.9 38.2 53.2 49.4
Old : 40.9 38.6 53.6 50.0 40.9 38.2 53.2 49.4
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 16, 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 : 109,938: 49,297 26,875 891 54,607 78,281 104,795 106,046: 5,143 3,892
Old : 109,938: 49,297 26,875 891 54,607 78,281 104,795 106,046: 5,143 3,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -26,231: -9,704 -32,961 -260 -15,786 7,476 -25,750 -25,745: -481 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 24.4 0.8 49.7 71.2 95.3 96.5: 4.7 3.5
Old : 100.0: 44.8 24.4 0.8 49.7 71.2 95.3 96.5: 4.7 3.5
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 : 124: 43 36 9 21 32 68 73:
Old : 124: 43 36 9 21 32 68 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 : 57.2 54.9 70.7 67.2 57.2 54.9 70.6 67.2
Old : 57.2 54.9 70.7 67.2 57.2 54.9 70.6 67.2
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 16, 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 : 193,151: 29,910 45,357 19,675 126,322 97,722 175,907 162,753: 17,244 30,397
Old : 193,151: 29,910 45,357 19,675 126,322 97,722 175,907 162,753: 17,244 30,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -19,086: -182 -7,780 -3,381 -10,872 -6,072 -14,435 -17,234: -4,651 -1,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 23.5 10.2 65.4 50.6 91.1 84.3: 8.9 15.7
Old : 100.0: 15.5 23.5 10.2 65.4 50.6 91.1 84.3: 8.9 15.7
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 : 110: 19 29 19 35 45 65 82:
Old : 110: 19 29 19 35 45 65 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 : 40.1 20.1 58.3 31.9 40.0 18.7 55.9 28.7
Old : 40.1 20.1 58.3 31.9 40.0 18.7 55.9 28.7
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 16, 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 : 146,101: 43,854 21,262 11,209 70,368 93,418 125,430 125,889: 20,670 20,212
Old : 146,101: 43,854 21,262 11,209 70,368 93,418 125,430 125,889: 20,670 20,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -29,082: -3,315 -8,351 -4,422 -19,339 -10,240 -27,077 -23,013: -2,006 -6,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 14.6 7.7 48.2 63.9 85.9 86.2: 14.1 13.8
Old : 100.0: 30.0 14.6 7.7 48.2 63.9 85.9 86.2: 14.1 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 22 27 15 35 37 66 70:
Old : 100: 22 27 15 35 37 66 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 38.9 45.1 47.7 29.4 37.0 39.6 43.0
Old : 29.5 38.9 45.1 47.7 29.4 37.0 39.6 43.0
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 16, 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 : 637,313: 188,105 69,861 38,765 327,036 482,258 553,907 590,884: 83,406 46,429
Old : 637,313: 188,105 69,861 38,765 327,036 482,258 553,907 590,884: 83,406 46,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -17,728: 1,305 -19,391 -1,163 -12,421 7,783 -12,279 -12,771: -5,449 -4,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 11.0 6.1 51.3 75.7 86.9 92.7: 13.1 7.3
Old : 100.0: 29.5 11.0 6.1 51.3 75.7 86.9 92.7: 13.1 7.3
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 : 270: 83 44 39 114 81 208 153:
Old : 270: 83 44 39 114 81 208 153:
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 : 17.2 52.3 27.1 62.2 16.6 50.6 25.8 59.3
Old : 17.2 52.3 27.1 62.2 16.6 50.6 25.8 59.3
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 16, 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 : 23,236: 3,446 4,679 518 7,200 13,907 11,164 19,104: 12,072 4,132
Old : 23,236: 3,446 4,679 518 7,200 13,907 11,164 19,104: 12,072 4,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -1,830: 494 331 -1,257 37 -886 -726 -1,812: -1,104 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 20.1 2.2 31.0 59.9 48.0 82.2: 52.0 17.8
Old : 100.0: 14.8 20.1 2.2 31.0 59.9 48.0 82.2: 52.0 17.8
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 : 23: 5 5 2 11 10 18 15:
Old : 23: 5 5 2 11 10 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 59.6 33.2 73.7 18.8 59.5 31.2 69.5
Old : 19.5 59.6 33.2 73.7 18.8 59.5 31.2 69.5
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 16, 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 : 24,487: 5,469 17,939 257 16,747 3,448 22,473 21,643: 2,014 2,844
Old : 24,487: 5,469 17,939 257 16,747 3,448 22,473 21,643: 2,014 2,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -2,942: -2,705 -3,249 36 -488 -9 -3,157 -3,223: 215 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 73.3 1.0 68.4 14.1 91.8 88.4: 8.2 11.6
Old : 100.0: 22.3 73.3 1.0 68.4 14.1 91.8 88.4: 8.2 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 14 19 5 7 7 25 27:
Old : 45: 14 19 5 7 7 25 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 : 64.6 55.9 78.1 68.5 61.1 55.9 74.6 67.7
Old : 64.6 55.9 78.1 68.5 61.1 55.9 74.6 67.7
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 16, 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 : 27,360: 14,452 16,394 381 9,512 6,731 24,345 23,506: 3,015 3,854
Old : 27,360: 14,452 16,394 381 9,512 6,731 24,345 23,506: 3,015 3,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -19,404: -713 -10,012 -477 -17,698 -8,852 -18,888 -19,341: -516 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 59.9 1.4 34.8 24.6 89.0 85.9: 11.0 14.1
Old : 100.0: 52.8 59.9 1.4 34.8 24.6 89.0 85.9: 11.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 29 20 7 13 8 45 32:
Old : 68: 29 20 7 13 8 45 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 : 32.6 51.5 47.8 68.5 32.6 51.5 47.8 68.5
Old : 32.6 51.5 47.8 68.5 32.6 51.5 47.8 68.5
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 16, 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 : 10,463: 8,178 2,206 0 1,740 7,156 9,918 9,362: 545 1,101
Old : 10,463: 8,178 2,206 0 1,740 7,156 9,918 9,362: 545 1,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -6,406: 889 -1,395 -1,279 -5,883 -3,690 -6,273 -6,364: -133 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 21.1 0.0 16.6 68.4 94.8 89.5: 5.2 10.5
Old : 100.0: 78.2 21.1 0.0 16.6 68.4 94.8 89.5: 5.2 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 : 22: 6 10 0 3 4 9 14:
Old : 22: 6 10 0 3 4 9 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 : 81.1 74.6 94.6 82.4 81.1 74.3 94.6 82.2
Old : 81.1 74.6 94.6 82.4 81.1 74.3 94.6 82.2
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, June 16, 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 :21,317,515: 1,106,701 987,815 11,831,599 7,735,546 7,717,630 20,673,846 20,537,044: 643,669 780,471
Old :21,317,515: 1,106,701 987,815 11,831,599 7,735,546 7,717,630 20,673,846 20,537,044: 643,669 780,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
:-5,162,039: -101,666 -155,993 -3,547,340 -1,453,887 -1,453,187 -5,102,893 -5,156,519: -59,147 -5,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.6 55.5 36.3 36.2 97.0 96.3: 3.0 3.7
Old : 100.0: 5.2 4.6 55.5 36.3 36.2 97.0 96.3: 3.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 64 55 100 117 121 232 231:
Old : 254: 64 55 100 117 121 232 231:
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 : 23.6 26.1 37.8 38.0 6.0 6.4 8.4 9.0
Old : 23.6 26.1 37.8 38.0 6.0 6.4 8.4 9.0
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 16, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 9,605: 6,361 7,934 1,020 0 0 7,381 8,953: 2,224 651
Old : 9,605: 6,361 7,934 1,020 0 0 7,381 8,953: 2,224 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -1,319: -472 -858 -533 -32 0 -1,037 -1,390: -282 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 82.6 10.6 0.0 0.0 76.8 93.2: 23.2 6.8
Old : 100.0: 66.2 82.6 10.6 0.0 0.0 76.8 93.2: 23.2 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 : 66: 40 26 14 0 0 51 29:
Old : 66: 40 26 14 0 0 51 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 61.1 49.6 76.4 36.1 58.2 49.3 69.6
Old : 36.1 61.1 49.6 76.4 36.1 58.2 49.3 69.6
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 16, 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 : 180,222: 23,010 39,023 30,630 126,420 110,426 180,060 180,079: 162 143
Old : 180,222: 23,010 39,023 30,630 126,420 110,426 180,060 180,079: 162 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 6,873: -2,371 2,506 807 8,398 3,492 6,835 6,806: 38 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 21.7 17.0 70.1 61.3 99.9 99.9: 0.1 0.1
Old : 100.0: 12.8 21.7 17.0 70.1 61.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 12 17 19 15 25 39 50:
Old : 57: 12 17 19 15 25 39 50:
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 : 73.6 44.9 85.6 71.4 63.5 39.9 65.2 56.1
Old : 73.6 44.9 85.6 71.4 63.5 39.9 65.2 56.1
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 16, 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 : 285,896: 23,590 97,162 22,923 239,274 164,703 285,787 284,788: 109 1,108
Old : 285,896: 23,590 97,162 22,923 239,274 164,703 285,787 284,788: 109 1,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 26,213: 389 4,378 1,237 24,548 20,596 26,174 26,211: 39 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 34.0 8.0 83.7 57.6 100.0 99.6: 0.0 0.4
Old : 100.0: 8.3 34.0 8.0 83.7 57.6 100.0 99.6: 0.0 0.4
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 : 85: 12 30 28 20 39 49 80:
Old : 85: 12 30 28 20 39 49 80:
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 : 81.8 35.4 88.2 54.5 79.0 33.9 82.4 51.6
Old : 81.8 35.4 88.2 54.5 79.0 33.9 82.4 51.6
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 16, 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 : 1,061,534: 68,108 120,270 207,788 623,092 562,262 898,988 890,320: 162,546 171,214
Old : 1,061,534: 68,108 120,270 207,788 623,092 562,262 898,988 890,320: 162,546 171,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 50,909: -3,522 12,083 7,463 34,987 22,797 38,928 42,343: 11,981 8,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 11.3 19.6 58.7 53.0 84.7 83.9: 15.3 16.1
Old : 100.0: 6.4 11.3 19.6 58.7 53.0 84.7 83.9: 15.3 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 : 626: 104 126 147 313 318 502 507:
Old : 626: 104 126 147 313 318 502 507:
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 15.5 22.5 25.5 6.9 8.6 11.0 12.5
Old : 14.0 15.5 22.5 25.5 6.9 8.6 11.0 12.5
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, June 16, 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 : 141,335: 23,381 8,845 12,478 93,497 31,868 129,356 53,191: 11,979 88,144
Old : 141,335: 23,381 8,845 12,478 93,497 31,868 129,356 53,191: 11,979 88,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,424: 1,174 994 -2,108 2,710 -3,393 1,776 -4,508: -352 5,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 6.3 8.8 66.2 22.5 91.5 37.6: 8.5 62.4
Old : 100.0: 16.5 6.3 8.8 66.2 22.5 91.5 37.6: 8.5 62.4
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 : 34: 9 3 10 19 12 29 24:
Old : 34: 9 3 10 19 12 29 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 : 42.3 22.7 65.7 31.7 41.7 18.7 60.4 22.4
Old : 42.3 22.7 65.7 31.7 41.7 18.7 60.4 22.4
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 16, 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 : 12,551: 871 255 422 8,639 8,301 9,932 8,978: 2,619 3,573
Old : 12,551: 871 255 422 8,639 8,301 9,932 8,978: 2,619 3,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 800: 156 -260 422 -222 339 356 501: 444 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.0 3.4 68.8 66.1 79.1 71.5: 20.9 28.5
Old : 100.0: 6.9 2.0 3.4 68.8 66.1 79.1 71.5: 20.9 28.5
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 14 14 17 16:
Old : 25: 2 1 1 14 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 40.1 61.8 58.5 45.8 39.2 60.4 56.3
Old : 45.8 40.1 61.8 58.5 45.8 39.2 60.4 56.3
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 16, 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 : 4,600,995: 364,512 698,001 835,672 2,647,976 2,651,971 3,848,160 4,185,644: 752,835 415,350
Old : 4,600,995: 364,512 698,001 835,672 2,647,976 2,651,971 3,848,160 4,185,644: 752,835 415,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 247,428: -15,715 63,212 40,090 161,385 130,950 185,759 234,252: 61,669 13,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 15.2 18.2 57.6 57.6 83.6 91.0: 16.4 9.0
Old : 100.0: 7.9 15.2 18.2 57.6 57.6 83.6 91.0: 16.4 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 : 622: 104 124 145 311 316 498 503:
Old : 622: 104 124 145 311 316 498 503:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 16.2 22.9 27.6 8.3 11.4 12.9 19.5
Old : 14.6 16.2 22.9 27.6 8.3 11.4 12.9 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 Industrial Ind :
: : :
All : 16,280: 5,525 260 0 9,090 14,819 14,615 15,079: 1,665 1,201
Old : 16,280: 5,525 260 0 9,090 14,819 14,615 15,079: 1,665 1,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 7,022: 5,525 0 0 1,119 7,175 6,644 7,175: 378 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 1.6 0.0 55.8 91.0 89.8 92.6: 10.2 7.4
Old : 100.0: 33.9 1.6 0.0 55.8 91.0 89.8 92.6: 10.2 7.4
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 : 20: 1 1 0 11 11 12 12:
Old : 20: 1 1 0 11 11 12 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 : 68.2 64.3 85.2 87.1 61.9 55.1 71.5 73.2
Old : 68.2 64.3 85.2 87.1 61.9 55.1 71.5 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 244,091: 3,000 0 3,000 238,091 239,091 244,091 242,091: 0 2,000
Old : 244,091: 3,000 0 3,000 238,091 239,091 244,091 242,091: 0 2,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 1.2 97.5 98.0 100.0 99.2: 0.0 0.8
Old : 100.0: 1.2 0.0 1.2 97.5 98.0 100.0 99.2: 0.0 0.8
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 : 20: 1 0 1 17 15 18 16:
Old : 20: 1 0 1 17 15 18 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 : 57.0 58.4 83.3 83.6 30.8 35.2 42.3 44.7
Old : 57.0 58.4 83.3 83.6 30.8 35.2 42.3 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 71,290: 7,753 5,491 369 53,836 60,526 61,958 66,386: 9,332 4,904
Old : 71,290: 7,753 5,491 369 53,836 60,526 61,958 66,386: 9,332 4,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 8,203: 1,623 1,732 -166 5,520 8,193 6,977 9,759: 1,226 -1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 7.7 0.5 75.5 84.9 86.9 93.1: 13.1 6.9
Old : 100.0: 10.9 7.7 0.5 75.5 84.9 86.9 93.1: 13.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 8 6 6 41 39 52 48:
Old : 73: 8 6 6 41 39 52 48:
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 : 31.7 41.0 48.6 59.7 28.4 41.0 41.3 59.5
Old : 31.7 41.0 48.6 59.7 28.4 41.0 41.3 59.5
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 16, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 54,271: 14,671 9,193 8,513 24,192 29,807 47,376 47,513: 6,895 6,758
Old : 54,271: 14,671 9,193 8,513 24,192 29,807 47,376 47,513: 6,895 6,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 3,263: 1,127 -1,834 1,396 404 5,209 2,927 4,771: 336 -1,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 16.9 15.7 44.6 54.9 87.3 87.5: 12.7 12.5
Old : 100.0: 27.0 16.9 15.7 44.6 54.9 87.3 87.5: 12.7 12.5
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 : 283: 63 53 39 119 117 201 192:
Old : 283: 63 53 39 119 117 201 192:
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 : 14.5 22.1 25.0 33.5 9.7 17.3 17.5 23.7
Old : 14.5 22.1 25.0 33.5 9.7 17.3 17.5 23.7
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 16, 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 : 271,354: 73,354 45,966 42,565 120,960 149,034 236,880 237,566: 34,474 33,788
Old : 271,354: 73,354 45,966 42,565 120,960 149,034 236,880 237,566: 34,474 33,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 16,314: 5,633 -9,170 6,981 2,019 26,044 14,633 23,855: 1,681 -7,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 16.9 15.7 44.6 54.9 87.3 87.5: 12.7 12.5
Old : 100.0: 27.0 16.9 15.7 44.6 54.9 87.3 87.5: 12.7 12.5
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 : 283: 63 53 39 119 117 201 192:
Old : 283: 63 53 39 119 117 201 192:
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 : 14.5 22.1 25.0 33.5 9.7 17.3 17.5 23.7
Old : 14.5 22.1 25.0 33.5 9.7 17.3 17.5 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 109,895: 32,918 37,944 10,358 45,364 40,415 88,640 88,718: 21,255 21,177
Old : 109,895: 32,918 37,944 10,358 45,364 40,415 88,640 88,718: 21,255 21,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -48,655: 1,275 -27,940 -3,339 -47,686 -12,099 -49,750 -43,377: 1,095 -5,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 34.5 9.4 41.3 36.8 80.7 80.7: 19.3 19.3
Old : 100.0: 30.0 34.5 9.4 41.3 36.8 80.7 80.7: 19.3 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 17 19 9 25 28 47 51:
Old : 72: 17 19 9 25 28 47 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 : 38.4 37.6 50.8 48.7 34.5 35.8 43.9 43.2
Old : 38.4 37.6 50.8 48.7 34.5 35.8 43.9 43.2
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 16, 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 : 630,506: 89,679 80,908 23,798 496,142 504,223 609,619 608,929: 20,886 21,577
Old : 630,506: 89,679 80,908 23,798 496,142 504,223 609,619 608,929: 20,886 21,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 41,083: -6,024 -4,534 7,772 40,493 38,705 42,241 41,943: -1,158 -860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 12.8 3.8 78.7 80.0 96.7 96.6: 3.3 3.4
Old : 100.0: 14.2 12.8 3.8 78.7 80.0 96.7 96.6: 3.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 51 51 35 173 149 241 218:
Old : 335: 51 51 35 173 149 241 218:
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 : 17.6 20.5 29.6 32.9 17.0 17.6 28.1 28.6
Old : 17.6 20.5 29.6 32.9 17.0 17.6 28.1 28.6
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 16, 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 : 30,317: 3,474 3,558 237 18,822 19,070 22,533 22,865: 7,784 7,452
Old : 30,317: 3,474 3,558 237 18,822 19,070 22,533 22,865: 7,784 7,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -23,070: -9,491 -2,657 -1,310 -12,614 -9,599 -23,415 -13,566: 345 -9,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.7 0.8 62.1 62.9 74.3 75.4: 25.7 24.6
Old : 100.0: 11.5 11.7 0.8 62.1 62.9 74.3 75.4: 25.7 24.6
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 : 51: 9 8 2 20 21 30 30:
Old : 51: 9 8 2 20 21 30 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 : 34.8 31.8 50.2 49.6 34.8 31.7 50.2 49.5
Old : 34.8 31.8 50.2 49.6 34.8 31.7 50.2 49.5
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 16, 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 : 149,894: 53,793 65 3,533 92,297 146,255 149,623 149,853: 271 41
Old : 149,894: 53,793 65 3,533 92,297 146,255 149,623 149,853: 271 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -536: -2,864 -3 -48 2,373 -484 -539 -535: 3 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 0.0 2.4 61.6 97.6 99.8 100.0: 0.2 0.0
Old : 100.0: 35.9 0.0 2.4 61.6 97.6 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 : 81: 30 1 5 41 28 73 34:
Old : 81: 30 1 5 41 28 73 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 56.4 56.3 82.5 33.4 49.3 48.1 68.0
Old : 41.3 56.4 56.3 82.5 33.4 49.3 48.1 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2020