BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 15,409: 1,642 871 2,465 10,688 11,693 14,795 15,029: 614 380
Old : 15,409: 1,642 871 2,465 10,688 11,693 14,795 15,029: 614 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 245: 0 -21 79 227 201 306 260: -61 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 5.7 16.0 69.4 75.9 96.0 97.5: 4.0 2.5
Old : 100.0: 10.7 5.7 16.0 69.4 75.9 96.0 97.5: 4.0 2.5
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 : 47: 5 6 10 30 27 41 37:
Old : 47: 5 6 10 30 27 41 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 : 33.5 38.5 53.3 56.8 30.8 33.6 45.2 46.9
Old : 33.5 38.5 53.3 56.8 30.8 33.6 45.2 46.9
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 23, 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 : 62,116: 15,508 2,191 22,106 19,432 28,193 57,046 52,490: 5,070 9,626
Old : 62,116: 15,508 2,191 22,106 19,432 28,193 57,046 52,490: 5,070 9,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 6,129: 1,877 -290 2,766 975 3,493 5,617 5,968: 511 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 3.5 35.6 31.3 45.4 91.8 84.5: 8.2 15.5
Old : 100.0: 25.0 3.5 35.6 31.3 45.4 91.8 84.5: 8.2 15.5
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 : 96: 33 13 36 42 41 85 80:
Old : 96: 33 13 36 42 41 85 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 : 38.3 27.2 57.1 44.9 28.0 19.7 33.1 26.8
Old : 38.3 27.2 57.1 44.9 28.0 19.7 33.1 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 17,309: 1,540 85 4,192 10,845 12,303 16,577 16,580: 733 729
Old : 17,309: 1,540 85 4,192 10,845 12,303 16,577 16,580: 733 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 156: -14 -7 -47 173 177 112 123: 44 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.5 24.2 62.7 71.1 95.8 95.8: 4.2 4.2
Old : 100.0: 8.9 0.5 24.2 62.7 71.1 95.8 95.8: 4.2 4.2
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 : 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 : 34.2 41.2 53.1 65.6 19.6 27.1 32.2 40.6
Old : 34.2 41.2 53.1 65.6 19.6 27.1 32.2 40.6
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 23, 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 : 12,485: 58 4,958 3,864 7,836 2,827 11,758 11,649: 727 836
Old : 12,485: 58 4,958 3,864 7,836 2,827 11,758 11,649: 727 836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 174: 14 223 -52 184 1 146 172: 28 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 39.7 30.9 62.8 22.6 94.2 93.3: 5.8 6.7
Old : 100.0: 0.5 39.7 30.9 62.8 22.6 94.2 93.3: 5.8 6.7
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 : 36: 2 7 8 23 22 31 31:
Old : 36: 2 7 8 23 22 31 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 : 43.6 58.5 64.0 72.0 32.6 39.7 41.7 45.6
Old : 43.6 58.5 64.0 72.0 32.6 39.7 41.7 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 287,742: 77,915 53,960 99,378 87,663 104,968 264,956 258,306: 22,786 29,437
Old : 214,112: 72,537 59,005 63,229 64,070 70,693 199,837 192,928: 14,275 21,185
Other: 73,630: 28,235 17,812 13,291 23,592 34,274 65,119 65,378: 8,511 8,252
: : :
: : Changes in Commitments from: June 16, 2020 :
: 4,840: 2,526 2,293 3,501 -1,028 -98 4,999 5,696: -158 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 18.8 34.5 30.5 36.5 92.1 89.8: 7.9 10.2
Old : 100.0: 33.9 27.6 29.5 29.9 33.0 93.3 90.1: 6.7 9.9
Other: 100.0: 38.3 24.2 18.1 32.0 46.5 88.4 88.8: 11.6 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 89 112 115 74 75 242 234:
Old : 284: 82 116 100 68 72 214 226:
Other: 180: 64 39 47 57 54 150 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 21.4 25.9 30.8 13.8 15.8 22.1 20.7
Old : 18.0 19.3 30.9 28.9 17.9 14.4 26.6 19.9
Other: 21.5 42.4 32.9 52.1 21.5 38.3 32.1 44.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 329,867: 71,749 35,506 89,728 132,912 161,159 294,390 286,392: 35,477 43,474
Old : 329,867: 71,749 35,506 89,728 132,912 161,159 294,390 286,392: 35,477 43,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 5,953: 2,906 1,194 4,398 -2,155 -642 5,149 4,950: 803 1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 10.8 27.2 40.3 48.9 89.2 86.8: 10.8 13.2
Old : 100.0: 21.8 10.8 27.2 40.3 48.9 89.2 86.8: 10.8 13.2
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 : 372: 112 84 130 130 144 308 303:
Old : 372: 112 84 130 130 144 308 303:
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 : 15.9 18.5 26.4 27.8 15.4 17.7 24.1 24.1
Old : 15.9 18.5 26.4 27.8 15.4 17.7 24.1 24.1
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 23, 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 : 2,907: 668 255 320 935 1,498 1,923 2,073: 984 834
Old : 2,907: 668 255 320 935 1,498 1,923 2,073: 984 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 328: 253 -75 190 -242 56 202 171: 126 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 8.8 11.0 32.1 51.5 66.2 71.3: 33.8 28.7
Old : 100.0: 23.0 8.8 11.0 32.1 51.5 66.2 71.3: 33.8 28.7
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 : 30: 10 4 5 9 11 20 20:
Old : 30: 10 4 5 9 11 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 : 30.8 35.1 46.2 52.8 28.4 35.1 40.5 49.3
Old : 30.8 35.1 46.2 52.8 28.4 35.1 40.5 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 42,455: 11,016 8,077 11,606 12,631 10,288 35,252 29,971: 7,203 12,485
Old : 42,455: 11,016 8,077 11,606 12,631 10,288 35,252 29,971: 7,203 12,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,156: 961 -218 1,559 -283 715 2,237 2,056: -82 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 19.0 27.3 29.8 24.2 83.0 70.6: 17.0 29.4
Old : 100.0: 25.9 19.0 27.3 29.8 24.2 83.0 70.6: 17.0 29.4
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 : 176: 46 40 47 56 59 129 126:
Old : 176: 46 40 47 56 59 129 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 11.5 29.6 20.1 18.7 7.8 25.7 13.0
Old : 18.7 11.5 29.6 20.1 18.7 7.8 25.7 13.0
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 23, 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 : 38,552: 1,447 11,341 6,471 29,852 18,719 37,769 36,531: 783 2,022
Old : 38,552: 1,447 11,341 6,471 29,852 18,719 37,769 36,531: 783 2,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,235: 305 818 543 1,342 843 2,190 2,204: 46 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 29.4 16.8 77.4 48.6 98.0 94.8: 2.0 5.2
Old : 100.0: 3.8 29.4 16.8 77.4 48.6 98.0 94.8: 2.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 15 10 15 37 38 58 57:
Old : 76: 15 10 15 37 38 58 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 : 46.4 45.6 67.5 62.9 46.3 43.3 59.8 51.9
Old : 46.4 45.6 67.5 62.9 46.3 43.3 59.8 51.9
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 23, 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 : 23,935: 14,881 2,813 0 7,752 19,890 22,633 22,703: 1,302 1,232
Old : 23,935: 14,881 2,813 0 7,752 19,890 22,633 22,703: 1,302 1,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 42: -469 -27 0 580 -138 111 -165: -69 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 11.8 0.0 32.4 83.1 94.6 94.9: 5.4 5.1
Old : 100.0: 62.2 11.8 0.0 32.4 83.1 94.6 94.9: 5.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 11 0 6 8 20 19:
Old : 37: 14 11 0 6 8 20 19:
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 : 71.3 78.2 84.9 88.6 71.1 78.2 84.7 88.6
Old : 71.3 78.2 84.9 88.6 71.1 78.2 84.7 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 120,862: 22,806 43,525 7,698 62,675 44,634 93,178 95,857: 27,684 25,005
Old : 120,862: 22,806 43,525 7,698 62,675 44,634 93,178 95,857: 27,684 25,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -21,107: 3,185 -2,016 -1,456 -23,403 -16,380 -21,674 -19,853: 567 -1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 36.0 6.4 51.9 36.9 77.1 79.3: 22.9 20.7
Old : 100.0: 18.9 36.0 6.4 51.9 36.9 77.1 79.3: 22.9 20.7
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 : 85: 16 26 15 30 31 53 65:
Old : 85: 16 26 15 30 31 53 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 24.9 40.8 39.2 28.1 24.9 38.0 38.0
Old : 28.9 24.9 40.8 39.2 28.1 24.9 38.0 38.0
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 23, 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 : 43,983: 11,739 10,315 467 15,589 22,666 27,795 33,447: 16,188 10,535
Old : 43,983: 11,739 10,315 467 15,589 22,666 27,795 33,447: 16,188 10,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 6,753: 2,589 2,809 33 2,255 3,315 4,877 6,157: 1,876 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 23.5 1.1 35.4 51.5 63.2 76.0: 36.8 24.0
Old : 100.0: 26.7 23.5 1.1 35.4 51.5 63.2 76.0: 36.8 24.0
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 : 40: 5 12 2 14 14 21 26:
Old : 40: 5 12 2 14 14 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 39.2 49.1 52.6 34.6 38.8 49.1 52.2
Old : 34.6 39.2 49.1 52.6 34.6 38.8 49.1 52.2
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 23, 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 : 113,580: 51,633 28,374 511 56,309 79,893 108,453 108,778: 5,127 4,802
Old : 113,580: 51,633 28,374 511 56,309 79,893 108,453 108,778: 5,127 4,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,642: 2,336 1,499 -379 1,701 1,612 3,658 2,732: -16 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 25.0 0.5 49.6 70.3 95.5 95.8: 4.5 4.2
Old : 100.0: 45.5 25.0 0.5 49.6 70.3 95.5 95.8: 4.5 4.2
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 : 119: 37 35 7 21 34 60 74:
Old : 119: 37 35 7 21 34 60 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 : 59.4 53.5 71.9 67.1 59.3 53.5 71.9 67.1
Old : 59.4 53.5 71.9 67.1 59.3 53.5 71.9 67.1
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 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 196,374: 31,081 47,670 18,971 125,979 100,313 176,031 166,955: 20,343 29,419
Old : 196,374: 31,081 47,670 18,971 125,979 100,313 176,031 166,955: 20,343 29,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,223: 1,171 2,313 -703 -343 2,592 124 4,202: 3,099 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.3 9.7 64.2 51.1 89.6 85.0: 10.4 15.0
Old : 100.0: 15.8 24.3 9.7 64.2 51.1 89.6 85.0: 10.4 15.0
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 : 113: 18 33 15 33 47 59 87:
Old : 113: 18 33 15 33 47 59 87:
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 : 39.2 20.2 57.4 31.3 39.1 19.0 55.1 29.2
Old : 39.2 20.2 57.4 31.3 39.1 19.0 55.1 29.2
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 23, 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 : 169,047: 51,371 23,009 13,856 76,538 112,197 141,764 149,062: 27,283 19,984
Old : 169,047: 51,371 23,009 13,856 76,538 112,197 141,764 149,062: 27,283 19,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 22,946: 7,517 1,747 2,647 6,170 18,779 16,334 23,174: 6,612 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 13.6 8.2 45.3 66.4 83.9 88.2: 16.1 11.8
Old : 100.0: 30.4 13.6 8.2 45.3 66.4 83.9 88.2: 16.1 11.8
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 : 103: 23 25 18 39 39 71 73:
Old : 103: 23 25 18 39 39 71 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 41.4 42.2 51.4 26.1 39.7 37.0 47.4
Old : 27.6 41.4 42.2 51.4 26.1 39.7 37.0 47.4
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 23, 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 : 648,743: 191,267 71,914 39,122 329,802 493,053 560,192 604,089: 88,551 44,653
Old : 648,743: 191,267 71,914 39,122 329,802 493,053 560,192 604,089: 88,551 44,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 11,430: 3,162 2,053 357 2,766 10,795 6,285 13,205: 5,145 -1,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 11.1 6.0 50.8 76.0 86.4 93.1: 13.6 6.9
Old : 100.0: 29.5 11.1 6.0 50.8 76.0 86.4 93.1: 13.6 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 : 271: 83 46 41 113 79 209 153:
Old : 271: 83 46 41 113 79 209 153:
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 : 16.8 53.1 26.6 63.0 16.3 51.4 25.3 60.1
Old : 16.8 53.1 26.6 63.0 16.3 51.4 25.3 60.1
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 23, 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 : 23,511: 3,523 5,125 118 7,334 13,959 10,975 19,202: 12,536 4,309
Old : 23,511: 3,523 5,125 118 7,334 13,959 10,975 19,202: 12,536 4,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 275: 77 446 -400 134 52 -189 98: 464 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 21.8 0.5 31.2 59.4 46.7 81.7: 53.3 18.3
Old : 100.0: 15.0 21.8 0.5 31.2 59.4 46.7 81.7: 53.3 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 5 1 11 10 17 15:
Old : 23: 5 5 1 11 10 17 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 : 19.6 61.1 33.5 73.3 19.0 59.7 31.6 69.7
Old : 19.6 61.1 33.5 73.3 19.0 59.7 31.6 69.7
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 23, 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 : 23,989: 5,994 17,303 398 15,648 3,347 22,040 21,048: 1,949 2,941
Old : 23,989: 5,994 17,303 398 15,648 3,347 22,040 21,048: 1,949 2,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -498: 525 -635 141 -1,099 -101 -433 -595: -65 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 72.1 1.7 65.2 14.0 91.9 87.7: 8.1 12.3
Old : 100.0: 25.0 72.1 1.7 65.2 14.0 91.9 87.7: 8.1 12.3
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 : 48: 15 20 7 7 8 27 30:
Old : 48: 15 20 7 7 8 27 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 : 61.4 53.1 76.5 65.5 57.5 52.5 72.6 64.5
Old : 61.4 53.1 76.5 65.5 57.5 52.5 72.6 64.5
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 23, 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 : 29,401: 16,174 16,203 657 9,494 8,936 26,325 25,796: 3,076 3,605
Old : 29,401: 16,174 16,203 657 9,494 8,936 26,325 25,796: 3,076 3,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,040: 1,722 -191 276 -18 2,205 1,980 2,290: 61 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 55.1 2.2 32.3 30.4 89.5 87.7: 10.5 12.3
Old : 100.0: 55.0 55.1 2.2 32.3 30.4 89.5 87.7: 10.5 12.3
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 : 75: 35 20 11 13 9 51 37:
Old : 75: 35 20 11 13 9 51 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 : 30.7 47.6 46.2 65.1 30.7 47.6 46.2 64.5
Old : 30.7 47.6 46.2 65.1 30.7 47.6 46.2 64.5
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 23, 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 : 10,695: 8,334 2,346 0 1,768 7,453 10,102 9,799: 593 896
Old : 10,695: 8,334 2,346 0 1,768 7,453 10,102 9,799: 593 896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 232: 156 140 0 28 297 184 437: 48 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 21.9 0.0 16.5 69.7 94.5 91.6: 5.5 8.4
Old : 100.0: 77.9 21.9 0.0 16.5 69.7 94.5 91.6: 5.5 8.4
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 : 23: 6 11 0 3 4 9 15:
Old : 23: 6 11 0 3 4 9 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 : 81.3 75.7 94.2 83.2 81.3 75.5 94.2 83.0
Old : 81.3 75.7 94.2 83.2 81.3 75.5 94.2 83.0
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 23, 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 :21,628,671: 1,030,915 1,021,090 12,031,375 7,899,328 7,834,088 20,961,617 20,886,552: 667,054 742,118
Old :21,628,671: 1,030,915 1,021,090 12,031,375 7,899,328 7,834,088 20,961,617 20,886,552: 667,054 742,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 311,156: -75,786 33,275 199,776 163,782 116,458 287,771 349,509: 23,385 -38,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.7 55.6 36.5 36.2 96.9 96.6: 3.1 3.4
Old : 100.0: 4.8 4.7 55.6 36.5 36.2 96.9 96.6: 3.1 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 : 257: 67 56 104 117 121 238 233:
Old : 257: 67 56 104 117 121 238 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 25.7 37.9 38.2 6.3 6.3 8.9 9.2
Old : 23.3 25.7 37.9 38.2 6.3 6.3 8.9 9.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 10,091: 6,625 8,430 1,128 0 0 7,753 9,557: 2,338 534
Old : 10,091: 6,625 8,430 1,128 0 0 7,753 9,557: 2,338 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 486: 264 496 108 0 0 372 604: 114 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 83.5 11.2 0.0 0.0 76.8 94.7: 23.2 5.3
Old : 100.0: 65.7 83.5 11.2 0.0 0.0 76.8 94.7: 23.2 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 : 65: 39 26 14 0 0 51 28:
Old : 65: 39 26 14 0 0 51 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 61.5 49.6 74.6 36.0 59.3 49.0 69.3
Old : 36.0 61.5 49.6 74.6 36.0 59.3 49.0 69.3
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 23, 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 : 151,211: 11,730 38,730 27,252 112,074 85,091 151,056 151,072: 155 138
Old : 151,211: 11,730 38,730 27,252 112,074 85,091 151,056 151,072: 155 138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -29,011: -11,280 -293 -3,378 -14,347 -25,335 -29,005 -29,006: -7 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 25.6 18.0 74.1 56.3 99.9 99.9: 0.1 0.1
Old : 100.0: 7.8 25.6 18.0 74.1 56.3 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 : 55: 10 19 17 14 23 37 47:
Old : 55: 10 19 17 14 23 37 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 44.8 85.1 71.6 62.0 42.5 66.4 58.2
Old : 72.9 44.8 85.1 71.6 62.0 42.5 66.4 58.2
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 23, 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 : 293,931: 23,494 100,303 25,034 245,297 168,457 293,825 293,794: 106 137
Old : 293,931: 23,494 100,303 25,034 245,297 168,457 293,825 293,794: 106 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 8,035: -96 3,141 2,111 6,023 3,754 8,038 9,006: -3 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 34.1 8.5 83.5 57.3 100.0 100.0: 0.0 0.0
Old : 100.0: 8.0 34.1 8.5 83.5 57.3 100.0 100.0: 0.0 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 : 87: 12 29 27 20 43 48 83:
Old : 87: 12 29 27 20 43 48 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.5 35.2 87.4 54.2 77.8 34.4 81.4 50.6
Old : 79.5 35.2 87.4 54.2 77.8 34.4 81.4 50.6
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 23, 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 : 666,996: 66,890 89,088 109,574 432,558 397,855 609,022 596,517: 57,975 70,479
Old : 666,996: 66,890 89,088 109,574 432,558 397,855 609,022 596,517: 57,975 70,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -394,538: -1,218 -31,181 -98,214 -190,535 -164,408 -289,967 -293,803: -104,571 -100,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 13.4 16.4 64.9 59.6 91.3 89.4: 8.7 10.6
Old : 100.0: 10.0 13.4 16.4 64.9 59.6 91.3 89.4: 8.7 10.6
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 : 606: 108 119 115 276 294 447 465:
Old : 606: 108 119 115 276 294 447 465:
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 15.8 23.9 26.5 11.3 13.7 17.6 17.9
Old : 14.0 15.8 23.9 26.5 11.3 13.7 17.6 17.9
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 23, 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 : 3,334,982: 334,452 445,442 547,869 2,162,788 1,989,275 3,045,109 2,982,586: 289,873 352,396
Old : 3,334,982: 334,452 445,442 547,869 2,162,788 1,989,275 3,045,109 2,982,586: 289,873 352,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
:-1,266,013: -30,060 -252,559 -287,803 -485,188 -662,697 -803,051 -1,203,059: -462,961 -62,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 13.4 16.4 64.9 59.6 91.3 89.4: 8.7 10.6
Old : 100.0: 10.0 13.4 16.4 64.9 59.6 91.3 89.4: 8.7 10.6
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 : 606: 108 119 115 276 294 447 465:
Old : 606: 108 119 115 276 294 447 465:
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 15.8 23.9 26.5 11.3 13.7 17.6 17.9
Old : 14.0 15.8 23.9 26.5 11.3 13.7 17.6 17.9
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 23, 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 : 63,594: 6,284 5,854 412 47,575 52,586 54,271 58,852: 9,323 4,742
Old : 63,594: 6,284 5,854 412 47,575 52,586 54,271 58,852: 9,323 4,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -7,696: -1,469 363 43 -6,261 -7,940 -7,687 -7,534: -9 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.2 0.6 74.8 82.7 85.3 92.5: 14.7 7.5
Old : 100.0: 9.9 9.2 0.6 74.8 82.7 85.3 92.5: 14.7 7.5
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 : 69: 6 8 7 34 33 45 43:
Old : 69: 6 8 7 34 33 45 43:
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 : 33.8 44.4 52.6 63.5 33.7 44.4 52.2 63.2
Old : 33.8 44.4 52.6 63.5 33.7 44.4 52.2 63.2
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 23, 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 : 41,373: 14,683 6,454 4,338 15,944 23,845 34,966 34,637: 6,407 6,736
Old : 41,373: 14,683 6,454 4,338 15,944 23,845 34,966 34,637: 6,407 6,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -12,898: 13 -2,739 -4,175 -8,248 -5,962 -12,410 -12,876: -487 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 15.6 10.5 38.5 57.6 84.5 83.7: 15.5 16.3
Old : 100.0: 35.5 15.6 10.5 38.5 57.6 84.5 83.7: 15.5 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 62 44 26 106 101 179 160:
Old : 261: 62 44 26 106 101 179 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 23.4 24.5 34.4 13.0 21.6 21.6 30.0
Old : 13.3 23.4 24.5 34.4 13.0 21.6 21.6 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 206,866: 73,417 32,272 21,691 79,721 119,224 174,829 173,187: 32,037 33,679
Old : 206,866: 73,417 32,272 21,691 79,721 119,224 174,829 173,187: 32,037 33,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -64,488: 63 -13,694 -20,874 -41,239 -29,810 -62,050 -64,378: -2,437 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 15.6 10.5 38.5 57.6 84.5 83.7: 15.5 16.3
Old : 100.0: 35.5 15.6 10.5 38.5 57.6 84.5 83.7: 15.5 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 62 44 26 106 101 179 160:
Old : 261: 62 44 26 106 101 179 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 23.4 24.5 34.4 13.0 21.6 21.6 30.0
Old : 13.3 23.4 24.5 34.4 13.0 21.6 21.6 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 112,601: 37,270 39,574 10,375 44,088 41,309 91,732 91,258: 20,869 21,343
Old : 112,601: 37,270 39,574 10,375 44,088 41,309 91,732 91,258: 20,869 21,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,706: 4,352 1,630 17 -1,277 893 3,092 2,540: -387 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 35.1 9.2 39.2 36.7 81.5 81.0: 18.5 19.0
Old : 100.0: 33.1 35.1 9.2 39.2 36.7 81.5 81.0: 18.5 19.0
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 : 74: 19 17 9 26 29 48 52:
Old : 74: 19 17 9 26 29 48 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 : 37.6 37.2 52.7 47.8 35.0 35.2 46.0 42.8
Old : 37.6 37.2 52.7 47.8 35.0 35.2 46.0 42.8
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 23, 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 : 529,534: 85,277 79,795 14,292 409,945 414,421 509,514 508,508: 20,020 21,026
Old : 529,534: 85,277 79,795 14,292 409,945 414,421 509,514 508,508: 20,020 21,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -100,972: -4,402 -1,112 -9,506 -86,197 -89,802 -100,105 -100,420: -866 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.1 2.7 77.4 78.3 96.2 96.0: 3.8 4.0
Old : 100.0: 16.1 15.1 2.7 77.4 78.3 96.2 96.0: 3.8 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 : 325: 48 49 24 150 141 213 199:
Old : 325: 48 49 24 150 141 213 199:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 20.3 32.5 32.7 17.9 20.3 31.5 31.3
Old : 18.7 20.3 32.5 32.7 17.9 20.3 31.5 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 32,271: 4,876 4,231 117 20,602 18,877 25,595 23,225: 6,676 9,046
Old : 32,271: 4,876 4,231 117 20,602 18,877 25,595 23,225: 6,676 9,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,954: 1,402 673 -120 1,780 -193 3,062 360: -1,108 1,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.1 0.4 63.8 58.5 79.3 72.0: 20.7 28.0
Old : 100.0: 15.1 13.1 0.4 63.8 58.5 79.3 72.0: 20.7 28.0
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 : 56: 12 6 2 22 23 34 31:
Old : 56: 12 6 2 22 23 34 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 : 36.8 30.5 51.1 46.2 36.7 29.7 51.0 45.2
Old : 36.8 30.5 51.1 46.2 36.7 29.7 51.0 45.2
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 23, 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 : 154,064: 49,712 381 4,573 99,501 149,059 153,786 154,013: 278 51
Old : 154,064: 49,712 381 4,573 99,501 149,059 153,786 154,013: 278 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 4,170: -4,081 316 1,040 7,204 2,804 4,163 4,160: 7 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 0.2 3.0 64.6 96.8 99.8 100.0: 0.2 0.0
Old : 100.0: 32.3 0.2 3.0 64.6 96.8 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 : 82: 29 3 5 42 26 74 33:
Old : 82: 29 3 5 42 26 74 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 : 39.2 58.0 53.7 84.1 31.7 49.4 46.1 69.0
Old : 39.2 58.0 53.7 84.1 31.7 49.4 46.1 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2020