BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 15,746: 1,618 850 2,500 10,987 12,006 15,105 15,356: 641 390
Old : 15,746: 1,618 850 2,500 10,987 12,006 15,105 15,356: 641 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 337: -24 -22 35 299 314 310 327: 27 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 5.4 15.9 69.8 76.2 95.9 97.5: 4.1 2.5
Old : 100.0: 10.3 5.4 15.9 69.8 76.2 95.9 97.5: 4.1 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 : 48: 6 5 10 30 28 41 38:
Old : 48: 6 5 10 30 28 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 37.4 53.1 56.0 30.4 32.4 45.3 45.8
Old : 33.1 37.4 53.1 56.0 30.4 32.4 45.3 45.8
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 30, 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 : 67,363: 16,813 3,006 25,394 19,906 29,542 62,114 57,942: 5,250 9,421
Old : 67,363: 16,813 3,006 25,394 19,906 29,542 62,114 57,942: 5,250 9,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 5,247: 1,305 815 3,288 475 1,349 5,068 5,452: 179 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.5 37.7 29.6 43.9 92.2 86.0: 7.8 14.0
Old : 100.0: 25.0 4.5 37.7 29.6 43.9 92.2 86.0: 7.8 14.0
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 : 99: 30 14 36 44 46 86 84:
Old : 99: 30 14 36 44 46 86 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 26.7 56.9 46.3 27.3 20.2 31.9 26.5
Old : 37.9 26.7 56.9 46.3 27.3 20.2 31.9 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 18,290: 1,501 295 4,599 11,455 12,634 17,555 17,529: 735 761
Old : 18,290: 1,501 295 4,599 11,455 12,634 17,555 17,529: 735 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 981: -38 210 408 609 331 979 949: 2 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 1.6 25.1 62.6 69.1 96.0 95.8: 4.0 4.2
Old : 100.0: 8.2 1.6 25.1 62.6 69.1 96.0 95.8: 4.0 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: 5 5 6 41 27 49 35:
Old : 51: 5 5 6 41 27 49 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 40.9 54.6 66.2 19.0 24.3 31.1 37.8
Old : 36.5 40.9 54.6 66.2 19.0 24.3 31.1 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 13,393: 10 5,329 4,613 8,058 2,696 12,682 12,638: 711 755
Old : 13,393: 10 5,329 4,613 8,058 2,696 12,682 12,638: 711 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 908: -48 371 750 222 -131 924 989: -15 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 39.8 34.4 60.2 20.1 94.7 94.4: 5.3 5.6
Old : 100.0: 0.1 39.8 34.4 60.2 20.1 94.7 94.4: 5.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 8 8 23 22 31 31:
Old : 36: 1 8 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 : 43.1 62.4 62.5 75.5 30.7 39.5 40.8 44.9
Old : 43.1 62.4 62.5 75.5 30.7 39.5 40.8 44.9
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 30, 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 : 294,254: 80,056 61,851 101,429 89,168 99,393 270,653 262,673: 23,601 31,581
Old : 212,910: 72,219 62,957 63,846 62,874 63,993 198,939 190,795: 13,972 22,115
Other: 81,343: 28,441 19,498 16,979 26,294 35,401 71,714 71,878: 9,629 9,465
: : :
: : Changes in Commitments from: June 23, 2020 :
: 6,511: 2,141 7,891 2,051 1,505 -5,574 5,697 4,368: 814 2,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 21.0 34.5 30.3 33.8 92.0 89.3: 8.0 10.7
Old : 100.0: 33.9 29.6 30.0 29.5 30.1 93.4 89.6: 6.6 10.4
Other: 100.0: 35.0 24.0 20.9 32.3 43.5 88.2 88.4: 11.8 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 86 119 118 77 79 243 248:
Old : 289: 78 120 91 67 76 200 236:
Other: 193: 61 48 51 60 54 155 126:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 21.3 26.4 30.6 13.7 15.3 22.9 20.3
Old : 18.5 19.3 31.6 29.0 17.8 14.3 27.7 19.6
Other: 21.5 39.5 33.4 49.6 20.8 34.7 31.6 41.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 330,300: 72,014 36,200 90,839 134,676 159,818 297,529 286,857: 32,771 43,443
Old : 330,300: 72,014 36,200 90,839 134,676 159,818 297,529 286,857: 32,771 43,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 433: 265 694 1,111 1,764 -1,340 3,140 464: -2,706 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 11.0 27.5 40.8 48.4 90.1 86.8: 9.9 13.2
Old : 100.0: 21.8 11.0 27.5 40.8 48.4 90.1 86.8: 9.9 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 : 367: 107 86 128 128 142 299 302:
Old : 367: 107 86 128 128 142 299 302:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 18.4 26.8 27.9 15.8 17.5 24.6 23.7
Old : 16.3 18.4 26.8 27.9 15.8 17.5 24.6 23.7
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 30, 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 : 2,775: 766 265 161 835 1,507 1,763 1,933: 1,012 842
Old : 2,775: 766 265 161 835 1,507 1,763 1,933: 1,012 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -132: 98 10 -159 -99 9 -161 -140: 28 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 9.5 5.8 30.1 54.3 63.5 69.6: 36.5 30.4
Old : 100.0: 27.6 9.5 5.8 30.1 54.3 63.5 69.6: 36.5 30.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 5 4 10 11 23 19:
Old : 34: 12 5 4 10 11 23 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 : 27.1 37.0 40.1 52.3 27.1 37.0 39.1 52.2
Old : 27.1 37.0 40.1 52.3 27.1 37.0 39.1 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 44,228: 11,886 7,619 12,142 12,251 11,233 36,279 30,994: 7,949 13,234
Old : 44,228: 11,886 7,619 12,142 12,251 11,233 36,279 30,994: 7,949 13,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,773: 870 -458 536 -380 945 1,026 1,023: 746 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 17.2 27.5 27.7 25.4 82.0 70.1: 18.0 29.9
Old : 100.0: 26.9 17.2 27.5 27.7 25.4 82.0 70.1: 18.0 29.9
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 : 171: 42 40 47 57 59 123 128:
Old : 171: 42 40 47 57 59 123 128:
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 : 18.9 11.0 29.5 19.7 18.9 7.8 26.1 12.6
Old : 18.9 11.0 29.5 19.7 18.9 7.8 26.1 12.6
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 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 40,001: 1,387 12,652 6,507 31,293 18,925 39,187 38,084: 814 1,918
Old : 40,001: 1,387 12,652 6,507 31,293 18,925 39,187 38,084: 814 1,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,449: -59 1,311 36 1,441 206 1,418 1,553: 31 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 31.6 16.3 78.2 47.3 98.0 95.2: 2.0 4.8
Old : 100.0: 3.5 31.6 16.3 78.2 47.3 98.0 95.2: 2.0 4.8
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 : 78: 11 14 15 38 42 59 61:
Old : 78: 11 14 15 38 42 59 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 46.5 67.9 64.0 46.9 44.3 60.8 52.7
Old : 47.0 46.5 67.9 64.0 46.9 44.3 60.8 52.7
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 30, 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 : 24,278: 14,992 3,057 0 8,054 19,858 23,046 22,915: 1,232 1,363
Old : 24,278: 14,992 3,057 0 8,054 19,858 23,046 22,915: 1,232 1,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 343: 111 244 0 302 -32 413 212: -70 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 12.6 0.0 33.2 81.8 94.9 94.4: 5.1 5.6
Old : 100.0: 61.8 12.6 0.0 33.2 81.8 94.9 94.4: 5.1 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 14 0 7 9 19 23:
Old : 40: 12 14 0 7 9 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 77.0 84.4 84.7 69.4 77.0 84.3 84.7
Old : 69.6 77.0 84.4 84.7 69.4 77.0 84.3 84.7
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 30, 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 : 133,791: 29,252 48,578 6,841 70,926 53,265 107,018 108,684: 26,773 25,107
Old : 133,791: 29,252 48,578 6,841 70,926 53,265 107,018 108,684: 26,773 25,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 12,929: 6,446 5,053 -857 8,251 8,631 13,840 12,827: -911 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 36.3 5.1 53.0 39.8 80.0 81.2: 20.0 18.8
Old : 100.0: 21.9 36.3 5.1 53.0 39.8 80.0 81.2: 20.0 18.8
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 : 92: 17 29 14 33 32 56 69:
Old : 92: 17 29 14 33 32 56 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 26.8 43.7 40.4 29.1 26.5 40.9 39.8
Old : 29.2 26.8 43.7 40.4 29.1 26.5 40.9 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 30, 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 : 43,171: 12,796 8,539 433 14,685 23,746 27,914 32,717: 15,257 10,453
Old : 43,171: 12,796 8,539 433 14,685 23,746 27,914 32,717: 15,257 10,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -812: 1,057 -1,776 -34 -904 1,080 119 -730: -931 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 19.8 1.0 34.0 55.0 64.7 75.8: 35.3 24.2
Old : 100.0: 29.6 19.8 1.0 34.0 55.0 64.7 75.8: 35.3 24.2
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 : 40: 7 9 3 13 16 22 26:
Old : 40: 7 9 3 13 16 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 41.1 48.3 53.8 33.0 40.8 48.3 53.5
Old : 33.0 41.1 48.3 53.8 33.0 40.8 48.3 53.5
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 30, 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 : 122,236: 55,808 34,713 481 61,639 82,706 117,928 117,899: 4,308 4,336
Old : 122,236: 55,808 34,713 481 61,639 82,706 117,928 117,899: 4,308 4,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 8,656: 4,175 6,338 -30 5,330 2,813 9,475 9,121: -819 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 28.4 0.4 50.4 67.7 96.5 96.5: 3.5 3.5
Old : 100.0: 45.7 28.4 0.4 50.4 67.7 96.5 96.5: 3.5 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 : 116: 38 33 6 20 34 60 71:
Old : 116: 38 33 6 20 34 60 71:
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 : 61.0 52.5 74.6 66.2 60.9 52.5 74.6 66.2
Old : 61.0 52.5 74.6 66.2 60.9 52.5 74.6 66.2
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 30, 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 : 214,505: 35,071 56,029 18,998 140,065 107,032 194,134 182,059: 20,371 32,446
Old : 214,505: 35,071 56,029 18,998 140,065 107,032 194,134 182,059: 20,371 32,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 18,131: 3,990 8,359 27 14,086 6,719 18,103 15,104: 29 3,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 26.1 8.9 65.3 49.9 90.5 84.9: 9.5 15.1
Old : 100.0: 16.3 26.1 8.9 65.3 49.9 90.5 84.9: 9.5 15.1
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 : 112: 20 29 14 35 50 62 86:
Old : 112: 20 29 14 35 50 62 86:
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 : 40.2 21.4 58.3 31.9 40.1 20.1 55.2 29.3
Old : 40.2 21.4 58.3 31.9 40.1 20.1 55.2 29.3
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 30, 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 : 159,502: 40,571 19,197 15,617 78,196 104,367 134,384 139,181: 25,118 20,321
Old : 159,502: 40,571 19,197 15,617 78,196 104,367 134,384 139,181: 25,118 20,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -9,545: -10,800 -3,812 1,761 1,658 -7,830 -7,380 -9,881: -2,164 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 12.0 9.8 49.0 65.4 84.3 87.3: 15.7 12.7
Old : 100.0: 25.4 12.0 9.8 49.0 65.4 84.3 87.3: 15.7 12.7
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 : 104: 20 29 20 38 39 70 76:
Old : 104: 20 29 20 38 39 70 76:
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 : 29.1 41.6 43.6 50.5 28.5 37.7 39.9 43.9
Old : 29.1 41.6 43.6 50.5 28.5 37.7 39.9 43.9
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 30, 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 : 643,597: 180,338 78,317 40,708 330,721 481,901 551,767 600,927: 91,829 42,670
Old : 643,597: 180,338 78,317 40,708 330,721 481,901 551,767 600,927: 91,829 42,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -5,146: -10,929 6,403 1,586 919 -11,152 -8,425 -3,163: 3,278 -1,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 12.2 6.3 51.4 74.9 85.7 93.4: 14.3 6.6
Old : 100.0: 28.0 12.2 6.3 51.4 74.9 85.7 93.4: 14.3 6.6
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 : 269: 76 49 43 115 80 205 158:
Old : 269: 76 49 43 115 80 205 158:
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 : 17.1 52.4 27.2 62.4 16.5 50.7 25.7 59.6
Old : 17.1 52.4 27.2 62.4 16.5 50.7 25.7 59.6
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 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 24,041: 4,276 5,024 118 7,308 14,406 11,702 19,548: 12,339 4,493
Old : 24,041: 4,276 5,024 118 7,308 14,406 11,702 19,548: 12,339 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 530: 753 -101 0 -26 447 727 346: -197 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.9 0.5 30.4 59.9 48.7 81.3: 51.3 18.7
Old : 100.0: 17.8 20.9 0.5 30.4 59.9 48.7 81.3: 51.3 18.7
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 : 24: 6 5 1 11 10 18 15:
Old : 24: 6 5 1 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 : 18.8 60.5 33.5 73.2 18.3 59.5 31.8 69.8
Old : 18.8 60.5 33.5 73.2 18.3 59.5 31.8 69.8
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 30, 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 : 27,335: 6,700 17,409 1,907 16,636 4,868 25,243 24,184: 2,092 3,151
Old : 27,335: 6,700 17,409 1,907 16,636 4,868 25,243 24,184: 2,092 3,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 3,346: 706 106 1,509 988 1,521 3,203 3,136: 143 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 63.7 7.0 60.9 17.8 92.3 88.5: 7.7 11.5
Old : 100.0: 24.5 63.7 7.0 60.9 17.8 92.3 88.5: 7.7 11.5
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 : 49: 15 19 6 8 10 26 32:
Old : 49: 15 19 6 8 10 26 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 : 56.5 51.3 70.6 63.6 49.7 46.7 63.4 57.3
Old : 56.5 51.3 70.6 63.6 49.7 46.7 63.4 57.3
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 30, 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 : 30,877: 16,314 15,981 605 10,362 10,756 27,281 27,342: 3,596 3,535
Old : 30,877: 16,314 15,981 605 10,362 10,756 27,281 27,342: 3,596 3,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,476: 140 -221 -53 868 1,820 955 1,546: 520 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 51.8 2.0 33.6 34.8 88.4 88.6: 11.6 11.4
Old : 100.0: 52.8 51.8 2.0 33.6 34.8 88.4 88.6: 11.6 11.4
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 : 78: 33 22 9 14 12 51 39:
Old : 78: 33 22 9 14 12 51 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 47.4 48.4 63.8 33.1 47.4 48.4 63.3
Old : 33.1 47.4 48.4 63.8 33.1 47.4 48.4 63.3
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 30, 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 : 11,657: 9,258 2,571 0 1,992 8,032 11,250 10,603: 407 1,054
Old : 11,657: 9,258 2,571 0 1,992 8,032 11,250 10,603: 407 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 962: 924 225 0 224 579 1,148 804: -186 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 22.1 0.0 17.1 68.9 96.5 91.0: 3.5 9.0
Old : 100.0: 79.4 22.1 0.0 17.1 68.9 96.5 91.0: 3.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 11 0 4 4 11 15:
Old : 25: 7 11 0 4 4 11 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 : 76.3 75.2 92.7 83.0 76.3 75.0 92.7 82.8
Old : 76.3 75.2 92.7 83.0 76.3 75.0 92.7 82.8
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 30, 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 :22,251,449: 1,052,109 1,178,883 12,423,368 8,086,147 7,911,391 21,561,623 21,513,642: 689,826 737,807
Old :22,251,449: 1,052,109 1,178,883 12,423,368 8,086,147 7,911,391 21,561,623 21,513,642: 689,826 737,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 622,779: 21,194 157,793 391,993 186,819 77,303 600,006 627,089: 22,773 -4,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.3 55.8 36.3 35.6 96.9 96.7: 3.1 3.3
Old : 100.0: 4.7 5.3 55.8 36.3 35.6 96.9 96.7: 3.1 3.3
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 : 256: 63 59 102 115 119 236 229:
Old : 256: 63 59 102 115 119 236 229:
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 : 23.7 26.5 38.5 39.3 6.3 6.5 8.6 9.2
Old : 23.7 26.5 38.5 39.3 6.3 6.5 8.6 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 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 8,123: 5,653 6,893 562 0 0 6,215 7,455: 1,908 668
Old : 8,123: 5,653 6,893 562 0 0 6,215 7,455: 1,908 668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -1,969: -972 -1,537 -566 0 0 -1,538 -2,102: -431 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 84.9 6.9 0.0 0.0 76.5 91.8: 23.5 8.2
Old : 100.0: 69.6 84.9 6.9 0.0 0.0 76.5 91.8: 23.5 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 34 26 9 0 0 42 27:
Old : 60: 34 26 9 0 0 42 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 : 44.3 50.5 54.3 66.3 44.3 48.5 54.3 64.4
Old : 44.3 50.5 54.3 66.3 44.3 48.5 54.3 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 151,268: 11,761 40,577 25,197 114,144 85,375 151,102 151,149: 166 119
Old : 151,268: 11,761 40,577 25,197 114,144 85,375 151,102 151,149: 166 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 57: 31 1,848 -2,055 2,070 284 46 77: 11 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 26.8 16.7 75.5 56.4 99.9 99.9: 0.1 0.1
Old : 100.0: 7.8 26.8 16.7 75.5 56.4 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 12 18 16 14 23 37 46:
Old : 55: 12 18 16 14 23 37 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 45.2 85.2 72.6 62.6 43.1 67.2 58.5
Old : 73.5 45.2 85.2 72.6 62.6 43.1 67.2 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 299,037: 23,324 103,418 22,161 253,501 172,833 298,986 298,412: 51 625
Old : 299,037: 23,324 103,418 22,161 253,501 172,833 298,986 298,412: 51 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 5,106: -170 3,115 -2,873 8,204 4,376 5,161 4,618: -55 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 34.6 7.4 84.8 57.8 100.0 99.8: 0.0 0.2
Old : 100.0: 7.8 34.6 7.4 84.8 57.8 100.0 99.8: 0.0 0.2
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 : 90: 12 32 25 21 42 51 81:
Old : 90: 12 32 25 21 42 51 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 34.7 88.5 53.7 79.8 34.0 83.0 50.0
Old : 81.1 34.7 88.5 53.7 79.8 34.0 83.0 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 687,633: 74,097 89,210 102,416 441,450 414,754 617,964 606,381: 69,670 81,252
Old : 687,633: 74,097 89,210 102,416 441,450 414,754 617,964 606,381: 69,670 81,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 20,637: 7,207 122 -7,157 8,892 16,899 8,942 9,864: 11,695 10,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 13.0 14.9 64.2 60.3 89.9 88.2: 10.1 11.8
Old : 100.0: 10.8 13.0 14.9 64.2 60.3 89.9 88.2: 10.1 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 : 614: 106 114 113 286 309 453 475:
Old : 614: 106 114 113 286 309 453 475:
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 : 13.6 15.5 22.3 25.7 11.0 13.7 16.7 18.0
Old : 13.6 15.5 22.3 25.7 11.0 13.7 16.7 18.0
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 30, 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 : 28,625: 440 3,972 7,184 9,910 9,490 17,534 20,646: 11,091 7,979
Old : 28,625: 440 3,972 7,184 9,910 9,490 17,534 20,646: 11,091 7,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.9 25.1 34.6 33.2 61.3 72.1: 38.7 27.9
Old : 100.0: 1.5 13.9 25.1 34.6 33.2 61.3 72.1: 38.7 27.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 7 9 8 9 17 19:
Old : 20: 3 7 9 8 9 17 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 : 38.8 42.2 51.7 61.0 10.8 18.9 12.0 22.6
Old : 38.8 42.2 51.7 61.0 10.8 18.9 12.0 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 3,295,043: 368,289 426,194 476,161 2,157,699 2,026,320 3,002,148 2,928,675: 292,895 366,368
Old : 3,295,043: 368,289 426,194 476,161 2,157,699 2,026,320 3,002,148 2,928,675: 292,895 366,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -39,938: 33,836 -19,248 -71,708 -5,089 37,045 -42,960 -53,911: 3,022 13,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.9 14.5 65.5 61.5 91.1 88.9: 8.9 11.1
Old : 100.0: 11.2 12.9 14.5 65.5 61.5 91.1 88.9: 8.9 11.1
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 : 611: 105 114 111 282 306 448 470:
Old : 611: 105 114 111 282 306 448 470:
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 : 13.8 15.8 22.7 25.6 11.5 14.3 17.8 18.8
Old : 13.8 15.8 22.7 25.6 11.5 14.3 17.8 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 7,892: 1,825 0 0 4,646 7,398 6,471 7,398: 1,421 494
Old : 7,892: 1,825 0 0 4,646 7,398 6,471 7,398: 1,421 494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 0.0 0.0 58.9 93.7 82.0 93.7: 18.0 6.3
Old : 100.0: 23.1 0.0 0.0 58.9 93.7 82.0 93.7: 18.0 6.3
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 : 20: 1 0 0 12 8 13 8:
Old : 20: 1 0 0 12 8 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 78.6 70.6 93.7 50.1 78.6 70.6 93.4
Old : 50.1 78.6 70.6 93.7 50.1 78.6 70.6 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 63,501: 7,130 5,636 282 47,387 52,810 54,799 58,728: 8,702 4,773
Old : 63,501: 7,130 5,636 282 47,387 52,810 54,799 58,728: 8,702 4,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -93: 846 -218 -130 -188 224 528 -124: -621 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.9 0.4 74.6 83.2 86.3 92.5: 13.7 7.5
Old : 100.0: 11.2 8.9 0.4 74.6 83.2 86.3 92.5: 13.7 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 : 74: 10 7 7 37 34 50 45:
Old : 74: 10 7 7 37 34 50 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 45.2 51.7 63.3 31.9 45.2 51.2 62.9
Old : 32.0 45.2 51.7 63.3 31.9 45.2 51.2 62.9
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 30, 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 : 43,079: 15,676 6,421 3,847 17,030 25,850 36,553 36,118: 6,526 6,961
Old : 43,079: 15,676 6,421 3,847 17,030 25,850 36,553 36,118: 6,526 6,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,706: 992 -34 -491 1,086 2,005 1,587 1,480: 119 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 14.9 8.9 39.5 60.0 84.9 83.8: 15.1 16.2
Old : 100.0: 36.4 14.9 8.9 39.5 60.0 84.9 83.8: 15.1 16.2
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 : 263: 62 43 31 106 102 182 162:
Old : 263: 62 43 31 106 102 182 162:
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 : 13.9 23.3 24.1 33.7 13.7 21.7 22.6 30.1
Old : 13.9 23.3 24.1 33.7 13.7 21.7 22.6 30.1
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 30, 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 : 215,395: 78,379 32,104 19,237 85,150 129,248 182,766 180,589: 32,629 34,806
Old : 215,395: 78,379 32,104 19,237 85,150 129,248 182,766 180,589: 32,629 34,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 8,529: 4,962 -168 -2,455 5,429 10,024 7,937 7,402: 593 1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 14.9 8.9 39.5 60.0 84.9 83.8: 15.1 16.2
Old : 100.0: 36.4 14.9 8.9 39.5 60.0 84.9 83.8: 15.1 16.2
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 : 263: 62 43 31 106 102 182 162:
Old : 263: 62 43 31 106 102 182 162:
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 : 13.9 23.3 24.1 33.7 13.7 21.7 22.6 30.1
Old : 13.9 23.3 24.1 33.7 13.7 21.7 22.6 30.1
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 30, 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 : 117,655: 41,247 41,951 9,493 46,389 42,891 97,128 94,335: 20,527 23,321
Old : 117,655: 41,247 41,951 9,493 46,389 42,891 97,128 94,335: 20,527 23,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 5,055: 3,977 2,377 -882 2,301 1,582 5,396 3,077: -342 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 35.7 8.1 39.4 36.5 82.6 80.2: 17.4 19.8
Old : 100.0: 35.1 35.7 8.1 39.4 36.5 82.6 80.2: 17.4 19.8
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 : 77: 16 21 10 27 30 48 56:
Old : 77: 16 21 10 27 30 48 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 35.2 54.8 46.6 38.4 34.5 49.0 43.4
Old : 40.8 35.2 54.8 46.6 38.4 34.5 49.0 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 543,789: 90,171 70,415 14,801 417,862 437,837 522,833 523,052: 20,956 20,737
Old : 543,789: 90,171 70,415 14,801 417,862 437,837 522,833 523,052: 20,956 20,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 14,255: 4,894 -9,380 509 7,917 23,415 13,319 14,544: 936 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 12.9 2.7 76.8 80.5 96.1 96.2: 3.9 3.8
Old : 100.0: 16.6 12.9 2.7 76.8 80.5 96.1 96.2: 3.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 57 40 24 142 151 210 204:
Old : 329: 57 40 24 142 151 210 204:
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 : 17.5 20.8 30.8 32.8 16.7 20.8 29.5 31.1
Old : 17.5 20.8 30.8 32.8 16.7 20.8 29.5 31.1
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 30, 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 : 34,537: 5,204 4,255 120 22,674 21,012 27,998 25,387: 6,539 9,150
Old : 34,537: 5,204 4,255 120 22,674 21,012 27,998 25,387: 6,539 9,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,266: 328 24 3 2,072 2,135 2,403 2,162: -137 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.3 0.3 65.7 60.8 81.1 73.5: 18.9 26.5
Old : 100.0: 15.1 12.3 0.3 65.7 60.8 81.1 73.5: 18.9 26.5
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 : 54: 12 5 3 22 22 34 30:
Old : 54: 12 5 3 22 22 34 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 : 38.3 33.6 52.2 52.1 38.2 33.6 52.1 51.1
Old : 38.3 33.6 52.2 52.1 38.2 33.6 52.1 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 156,607: 49,032 399 5,157 101,922 151,005 156,111 156,561: 496 46
Old : 156,607: 49,032 399 5,157 101,922 151,005 156,111 156,561: 496 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,543: -680 18 584 2,421 1,946 2,325 2,548: 218 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 0.3 3.3 65.1 96.4 99.7 100.0: 0.3 0.0
Old : 100.0: 31.3 0.3 3.3 65.1 96.4 99.7 100.0: 0.3 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 : 80: 28 3 5 42 26 73 33:
Old : 80: 28 3 5 42 26 73 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 : 38.4 57.2 52.8 84.5 31.0 48.2 45.2 66.7
Old : 38.4 57.2 52.8 84.5 31.0 48.2 45.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 06, 2020