BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 14,373: 1,383 712 2,277 9,874 10,959 13,533 13,948: 840 425
Old : 14,373: 1,383 712 2,277 9,874 10,959 13,533 13,948: 840 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 607: 7 90 35 512 452 554 577: 52 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.0 15.8 68.7 76.2 94.2 97.0: 5.8 3.0
Old : 100.0: 9.6 5.0 15.8 68.7 76.2 94.2 97.0: 5.8 3.0
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 : 46: 7 5 10 28 27 39 38:
Old : 46: 7 5 10 28 27 39 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 : 33.6 40.6 53.7 59.3 29.0 36.0 45.1 48.8
Old : 33.6 40.6 53.7 59.3 29.0 36.0 45.1 48.8
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, July 21, 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 : 61,034: 16,503 1,910 22,374 16,535 28,298 55,412 52,583: 5,622 8,452
Old : 61,034: 16,503 1,910 22,374 16,535 28,298 55,412 52,583: 5,622 8,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 1,992: 1,122 -116 482 220 1,188 1,824 1,554: 169 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.1 36.7 27.1 46.4 90.8 86.2: 9.2 13.8
Old : 100.0: 27.0 3.1 36.7 27.1 46.4 90.8 86.2: 9.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 30 13 32 38 44 79 78:
Old : 93: 30 13 32 38 44 79 78:
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 : 36.9 25.4 55.7 44.0 26.7 18.9 31.4 25.6
Old : 36.9 25.4 55.7 44.0 26.7 18.9 31.4 25.6
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, July 21, 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 : 15,005: 1,374 179 3,746 9,210 10,191 14,331 14,117: 675 889
Old : 15,005: 1,374 179 3,746 9,210 10,191 14,331 14,117: 675 889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 1,025: 37 -51 483 452 529 971 960: 54 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.2 25.0 61.4 67.9 95.5 94.1: 4.5 5.9
Old : 100.0: 9.2 1.2 25.0 61.4 67.9 95.5 94.1: 4.5 5.9
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 : 46: 5 4 6 35 23 42 31:
Old : 46: 5 4 6 35 23 42 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 : 35.5 46.4 54.3 68.5 19.6 28.9 32.6 39.5
Old : 35.5 46.4 54.3 68.5 19.6 28.9 32.6 39.5
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, July 21, 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 : 11,933: 19 5,002 4,064 6,953 1,918 11,036 10,984: 897 949
Old : 11,933: 19 5,002 4,064 6,953 1,918 11,036 10,984: 897 949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 471: -16 412 88 308 29 381 529: 91 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 41.9 34.1 58.3 16.1 92.5 92.0: 7.5 8.0
Old : 100.0: 0.2 41.9 34.1 58.3 16.1 92.5 92.0: 7.5 8.0
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 : 31: 1 7 7 21 15 28 23:
Old : 31: 1 7 7 21 15 28 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 : 43.5 63.4 60.8 77.3 29.4 39.4 39.3 45.2
Old : 43.5 63.4 60.8 77.3 29.4 39.4 39.3 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 276,116: 78,119 55,506 92,468 80,201 97,482 250,788 245,457: 25,328 30,660
Old : 171,149: 63,341 54,236 45,328 49,217 54,791 157,886 154,355: 13,262 16,793
Other: 104,968: 36,940 23,432 24,978 30,984 42,692 92,902 91,101: 12,066 13,867
: : :
: : Changes in Commitments from: July 14, 2020 :
: -17,567: 234 -1,174 -13,130 -3,979 -2,794 -16,875 -17,097: -692 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 20.1 33.5 29.0 35.3 90.8 88.9: 9.2 11.1
Old : 100.0: 37.0 31.7 26.5 28.8 32.0 92.3 90.2: 7.7 9.8
Other: 100.0: 35.2 22.3 23.8 29.5 40.7 88.5 86.8: 11.5 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 99 94 116 80 78 250 233:
Old : 277: 87 101 88 65 74 200 217:
Other: 203: 74 45 60 62 58 167 137:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 20.6 27.4 29.7 14.8 15.8 23.2 21.3
Old : 18.4 20.1 29.9 29.8 17.7 16.8 27.1 22.9
Other: 22.6 31.7 34.2 41.0 22.6 28.1 32.6 33.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 332,982: 75,923 27,040 92,963 130,032 167,865 298,918 287,868: 34,065 45,115
Old : 332,982: 75,923 27,040 92,963 130,032 167,865 298,918 287,868: 34,065 45,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 14,756: 4,935 -4,144 8,806 -413 8,715 13,328 13,376: 1,428 1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 8.1 27.9 39.1 50.4 89.8 86.5: 10.2 13.5
Old : 100.0: 22.8 8.1 27.9 39.1 50.4 89.8 86.5: 10.2 13.5
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 : 358: 103 82 128 123 139 294 293:
Old : 358: 103 82 128 123 139 294 293:
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 19.3 27.4 28.5 16.2 18.3 25.4 24.9
Old : 16.3 19.3 27.4 28.5 16.2 18.3 25.4 24.9
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, July 21, 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 : 4,347: 1,113 348 539 1,445 2,685 3,097 3,571: 1,250 776
Old : 4,347: 1,113 348 539 1,445 2,685 3,097 3,571: 1,250 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 472: 234 121 150 140 296 524 567: -52 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 8.0 12.4 33.2 61.8 71.2 82.2: 28.8 17.8
Old : 100.0: 25.6 8.0 12.4 33.2 61.8 71.2 82.2: 28.8 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 21 7 10 15 19 40 35:
Old : 55: 21 7 10 15 19 40 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 : 26.0 38.7 37.9 54.5 23.0 38.7 32.9 52.3
Old : 26.0 38.7 37.9 54.5 23.0 38.7 32.9 52.3
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, July 21, 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 : 48,263: 13,468 6,506 15,812 11,509 11,747 40,789 34,066: 7,475 14,198
Old : 48,263: 13,468 6,506 15,812 11,509 11,747 40,789 34,066: 7,475 14,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 162: 1,310 -1,531 1,513 -1,829 53 995 35: -833 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 13.5 32.8 23.8 24.3 84.5 70.6: 15.5 29.4
Old : 100.0: 27.9 13.5 32.8 23.8 24.3 84.5 70.6: 15.5 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 : 170: 44 42 55 51 57 129 130:
Old : 170: 44 42 55 51 57 129 130:
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 : 19.3 13.7 31.4 23.3 18.0 8.2 24.8 12.8
Old : 19.3 13.7 31.4 23.3 18.0 8.2 24.8 12.8
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, July 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 37,464: 2,017 11,152 6,181 28,470 18,090 36,668 35,423: 797 2,041
Old : 37,464: 2,017 11,152 6,181 28,470 18,090 36,668 35,423: 797 2,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 1,328: 385 536 177 777 528 1,338 1,241: -11 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 29.8 16.5 76.0 48.3 97.9 94.6: 2.1 5.4
Old : 100.0: 5.4 29.8 16.5 76.0 48.3 97.9 94.6: 2.1 5.4
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 : 73: 13 11 13 37 40 58 56:
Old : 73: 13 11 13 37 40 58 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 : 46.3 44.8 67.4 62.8 45.8 42.6 59.9 53.1
Old : 46.3 44.8 67.4 62.8 45.8 42.6 59.9 53.1
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, July 21, 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 : 23,796: 13,391 2,445 0 9,341 19,834 22,732 22,279: 1,064 1,517
Old : 23,796: 13,391 2,445 0 9,341 19,834 22,732 22,279: 1,064 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 488: 141 296 0 515 188 656 484: -168 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 10.3 0.0 39.3 83.4 95.5 93.6: 4.5 6.4
Old : 100.0: 56.3 10.3 0.0 39.3 83.4 95.5 93.6: 4.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 10 0 9 9 24 19:
Old : 41: 15 10 0 9 9 24 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 : 62.1 78.6 79.0 86.2 62.0 78.6 78.8 86.2
Old : 62.1 78.6 79.0 86.2 62.0 78.6 78.8 86.2
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, July 21, 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 : 158,049: 34,211 51,098 7,277 85,567 75,626 127,054 134,000: 30,994 24,049
Old : 158,049: 34,211 51,098 7,277 85,567 75,626 127,054 134,000: 30,994 24,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -1,276: 6,637 3,871 1,690 -13,981 -4,780 -5,653 781: 4,378 -2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 32.3 4.6 54.1 47.8 80.4 84.8: 19.6 15.2
Old : 100.0: 21.6 32.3 4.6 54.1 47.8 80.4 84.8: 19.6 15.2
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 : 109: 29 30 17 36 37 75 74:
Old : 109: 29 30 17 36 37 75 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 : 31.0 34.8 39.9 46.2 30.1 34.7 37.8 46.1
Old : 31.0 34.8 39.9 46.2 30.1 34.7 37.8 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 52,917: 18,013 10,382 602 15,649 30,999 34,264 41,984: 18,653 10,933
Old : 52,917: 18,013 10,382 602 15,649 30,999 34,264 41,984: 18,653 10,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 2,760: 1,422 913 161 501 1,507 2,084 2,581: 675 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 19.6 1.1 29.6 58.6 64.7 79.3: 35.3 20.7
Old : 100.0: 34.0 19.6 1.1 29.6 58.6 64.7 79.3: 35.3 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 : 47: 12 8 3 15 19 28 29:
Old : 47: 12 8 3 15 19 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 38.6 45.1 52.0 30.1 38.3 45.1 51.7
Old : 30.1 38.6 45.1 52.0 30.1 38.3 45.1 51.7
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, July 21, 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 : 128,690: 49,493 39,647 2,009 71,569 82,155 123,071 123,810: 5,619 4,879
Old : 128,690: 49,493 39,647 2,009 71,569 82,155 123,071 123,810: 5,619 4,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 3,801: 744 2,762 1,019 1,169 -435 2,932 3,345: 869 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 30.8 1.6 55.6 63.8 95.6 96.2: 4.4 3.8
Old : 100.0: 38.5 30.8 1.6 55.6 63.8 95.6 96.2: 4.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 42 42 11 26 32 74 80:
Old : 132: 42 42 11 26 32 74 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 : 60.7 49.3 71.1 63.3 60.7 49.3 71.1 63.3
Old : 60.7 49.3 71.1 63.3 60.7 49.3 71.1 63.3
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, July 21, 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 : 207,420: 47,565 60,766 21,022 114,310 95,586 182,896 177,373: 24,524 30,047
Old : 207,420: 47,565 60,766 21,022 114,310 95,586 182,896 177,373: 24,524 30,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 4,537: 2,940 4,542 2,812 -4,887 -2,543 865 4,812: 3,672 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 29.3 10.1 55.1 46.1 88.2 85.5: 11.8 14.5
Old : 100.0: 22.9 29.3 10.1 55.1 46.1 88.2 85.5: 11.8 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 25 30 22 32 47 67 89:
Old : 114: 25 30 22 32 47 67 89:
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 : 30.0 21.3 48.5 31.2 29.9 20.6 45.0 29.9
Old : 30.0 21.3 48.5 31.2 29.9 20.6 45.0 29.9
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, July 21, 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 : 161,848: 48,831 31,533 13,776 72,433 97,917 135,040 143,226: 26,808 18,622
Old : 161,848: 48,831 31,533 13,776 72,433 97,917 135,040 143,226: 26,808 18,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 8,797: 5,835 4,900 1,634 -1,860 5,305 5,609 11,838: 3,188 -3,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 19.5 8.5 44.8 60.5 83.4 88.5: 16.6 11.5
Old : 100.0: 30.2 19.5 8.5 44.8 60.5 83.4 88.5: 16.6 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 : 114: 31 26 25 41 40 81 82:
Old : 114: 31 26 25 41 40 81 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 42.5 42.4 52.3 27.0 41.9 39.1 49.5
Old : 27.5 42.5 42.4 52.3 27.0 41.9 39.1 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 710,896: 205,351 75,666 56,487 346,268 532,435 608,105 664,588: 102,790 46,307
Old : 710,896: 205,351 75,666 56,487 346,268 532,435 608,105 664,588: 102,790 46,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 42,992: 9,461 -8,099 15,168 13,161 36,157 37,790 43,226: 5,201 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 10.6 7.9 48.7 74.9 85.5 93.5: 14.5 6.5
Old : 100.0: 28.9 10.6 7.9 48.7 74.9 85.5 93.5: 14.5 6.5
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 : 303: 99 49 54 120 87 234 176:
Old : 303: 99 49 54 120 87 234 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 54.7 25.8 63.6 15.7 54.3 24.0 61.5
Old : 16.1 54.7 25.8 63.6 15.7 54.3 24.0 61.5
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, July 21, 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 : 23,392: 3,396 3,791 111 7,190 15,216 10,697 19,118: 12,695 4,274
Old : 23,392: 3,396 3,791 111 7,190 15,216 10,697 19,118: 12,695 4,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -40: 122 549 -428 6 74 -300 195: 260 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 16.2 0.5 30.7 65.0 45.7 81.7: 54.3 18.3
Old : 100.0: 14.5 16.2 0.5 30.7 65.0 45.7 81.7: 54.3 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 : 19.0 57.2 32.6 71.6 18.9 56.1 31.1 66.4
Old : 19.0 57.2 32.6 71.6 18.9 56.1 31.1 66.4
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, July 21, 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 : 28,462: 10,539 21,360 383 15,467 3,769 26,389 25,512: 2,073 2,950
Old : 28,462: 10,539 21,360 383 15,467 3,769 26,389 25,512: 2,073 2,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 4,917: 2,758 4,173 364 1,678 343 4,800 4,880: 117 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 75.0 1.3 54.3 13.2 92.7 89.6: 7.3 10.4
Old : 100.0: 37.0 75.0 1.3 54.3 13.2 92.7 89.6: 7.3 10.4
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 : 57: 18 19 5 13 8 35 29:
Old : 57: 18 19 5 13 8 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 58.9 64.3 70.0 43.9 58.9 61.6 70.0
Old : 46.1 58.9 64.3 70.0 43.9 58.9 61.6 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 36,109: 19,597 17,126 528 11,515 14,693 31,640 32,347: 4,469 3,762
Old : 36,109: 19,597 17,126 528 11,515 14,693 31,640 32,347: 4,469 3,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 2,902: 2,624 1,269 -675 672 2,361 2,621 2,955: 281 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 47.4 1.5 31.9 40.7 87.6 89.6: 12.4 10.4
Old : 100.0: 54.3 47.4 1.5 31.9 40.7 87.6 89.6: 12.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 36 23 10 15 14 54 44:
Old : 84: 36 23 10 15 14 54 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 42.6 46.1 61.1 31.6 42.6 46.1 61.1
Old : 31.6 42.6 46.1 61.1 31.6 42.6 46.1 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 13,489: 9,291 4,118 0 3,510 8,189 12,801 12,307: 688 1,182
Old : 13,489: 9,291 4,118 0 3,510 8,189 12,801 12,307: 688 1,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 4: -769 128 0 724 -338 -45 -210: 49 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 30.5 0.0 26.0 60.7 94.9 91.2: 5.1 8.8
Old : 100.0: 68.9 30.5 0.0 26.0 60.7 94.9 91.2: 5.1 8.8
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 : 29: 9 10 0 6 6 15 16:
Old : 29: 9 10 0 6 6 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 68.3 88.2 82.3 67.5 68.1 88.2 82.1
Old : 67.5 68.3 88.2 82.3 67.5 68.1 88.2 82.1
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, July 21, 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 :21,319,055: 1,060,935 931,527 11,606,341 7,895,264 8,008,616 20,562,540 20,546,485: 756,514 772,570
Old :21,319,055: 1,060,935 931,527 11,606,341 7,895,264 8,008,616 20,562,540 20,546,485: 756,514 772,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 154,185: 18,879 5,301 -64,544 167,863 197,568 122,198 138,325: 31,986 15,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.4 54.4 37.0 37.6 96.5 96.4: 3.5 3.6
Old : 100.0: 5.0 4.4 54.4 37.0 37.6 96.5 96.4: 3.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 64 58 101 119 123 240 232:
Old : 260: 64 58 101 119 123 240 232:
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 : 23.5 25.6 37.9 38.2 5.3 6.1 7.7 9.1
Old : 23.5 25.6 37.9 38.2 5.3 6.1 7.7 9.1
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, July 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 9,603: 6,811 8,522 472 0 0 7,283 8,994: 2,320 610
Old : 9,603: 6,811 8,522 472 0 0 7,283 8,994: 2,320 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 877: 502 890 -4 0 0 499 887: 379 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 88.7 4.9 0.0 0.0 75.8 93.7: 24.2 6.3
Old : 100.0: 70.9 88.7 4.9 0.0 0.0 75.8 93.7: 24.2 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 : 67: 42 25 10 0 0 49 28:
Old : 67: 42 25 10 0 0 49 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 : 37.5 58.4 48.9 73.3 37.5 56.8 48.9 71.6
Old : 37.5 58.4 48.9 73.3 37.5 56.8 48.9 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 167,012: 15,590 45,889 32,174 119,022 88,781 166,786 166,844: 225 168
Old : 167,012: 15,590 45,889 32,174 119,022 88,781 166,786 166,844: 225 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 10,129: 2,246 3,767 5,320 2,595 2,988 10,161 12,075: -32 -1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 27.5 19.3 71.3 53.2 99.9 99.9: 0.1 0.1
Old : 100.0: 9.3 27.5 19.3 71.3 53.2 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 : 58: 12 18 18 13 26 37 51:
Old : 58: 12 18 18 13 26 37 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 43.5 83.8 70.7 61.5 41.9 65.6 56.8
Old : 71.4 43.5 83.8 70.7 61.5 41.9 65.6 56.8
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, July 21, 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 : 213,637: 41,053 63,713 16,501 155,980 133,273 213,534 213,487: 103 150
Old : 213,637: 41,053 63,713 16,501 155,980 133,273 213,534 213,487: 103 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 10,120: 4,075 -1,922 1,244 4,782 10,746 10,101 10,068: 19 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 29.8 7.7 73.0 62.4 100.0 99.9: 0.0 0.1
Old : 100.0: 19.2 29.8 7.7 73.0 62.4 100.0 99.9: 0.0 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 : 79: 16 21 21 19 38 44 71:
Old : 79: 16 21 21 19 38 44 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 : 70.2 41.6 84.7 60.1 69.4 41.2 77.8 56.5
Old : 70.2 41.6 84.7 60.1 69.4 41.2 77.8 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 696,115: 76,930 86,822 109,447 437,163 417,649 623,540 613,918: 72,575 82,197
Old : 696,115: 76,930 86,822 109,447 437,163 417,649 623,540 613,918: 72,575 82,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -9,387: -827 1,559 -6,939 -3,359 -1,655 -11,126 -7,036: 1,739 -2,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 12.5 15.7 62.8 60.0 89.6 88.2: 10.4 11.8
Old : 100.0: 11.1 12.5 15.7 62.8 60.0 89.6 88.2: 10.4 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 : 611: 108 110 110 300 307 464 471:
Old : 611: 108 110 110 300 307 464 471:
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 15.9 22.4 26.5 11.0 13.4 15.7 17.8
Old : 13.6 15.9 22.4 26.5 11.0 13.4 15.7 17.8
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, July 21, 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 : 33,124: 2,450 1,826 8,196 7,611 16,217 18,257 26,239: 14,867 6,885
Old : 33,124: 2,450 1,826 8,196 7,611 16,217 18,257 26,239: 14,867 6,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 205: 1,453 10 120 -2,354 1,720 -781 1,849: 986 -1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.5 24.7 23.0 49.0 55.1 79.2: 44.9 20.8
Old : 100.0: 7.4 5.5 24.7 23.0 49.0 55.1 79.2: 44.9 20.8
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 : 25: 6 7 10 8 12 20 23:
Old : 25: 6 7 10 8 12 20 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 : 34.1 40.9 45.3 60.8 11.0 29.1 13.4 36.3
Old : 34.1 40.9 45.3 60.8 11.0 29.1 13.4 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 3,314,954: 383,033 435,615 495,622 2,147,759 2,007,157 3,026,413 2,938,394: 288,541 376,560
Old : 3,314,954: 383,033 435,615 495,622 2,147,759 2,007,157 3,026,413 2,938,394: 288,541 376,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -47,958: -3,935 15,213 -42,764 -5,024 -16,874 -51,723 -44,425: 3,765 -3,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.1 15.0 64.8 60.5 91.3 88.6: 8.7 11.4
Old : 100.0: 11.6 13.1 15.0 64.8 60.5 91.3 88.6: 8.7 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 : 607: 106 110 105 297 303 457 464:
Old : 607: 106 110 105 297 303 457 464:
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 : 13.7 16.1 22.8 27.0 11.6 14.0 16.5 18.8
Old : 13.7 16.1 22.8 27.0 11.6 14.0 16.5 18.8
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, July 21, 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 : 59,618: 6,360 3,675 629 44,467 50,742 51,456 55,046: 8,162 4,572
Old : 59,618: 6,360 3,675 629 44,467 50,742 51,456 55,046: 8,162 4,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -3,431: -733 -1,319 4 -2,844 -2,111 -3,573 -3,426: 142 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.2 1.1 74.6 85.1 86.3 92.3: 13.7 7.7
Old : 100.0: 10.7 6.2 1.1 74.6 85.1 86.3 92.3: 13.7 7.7
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 : 71: 8 8 7 36 31 48 42:
Old : 71: 8 8 7 36 31 48 42:
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 : 33.7 45.6 53.2 62.9 33.4 45.4 52.7 62.3
Old : 33.7 45.6 53.2 62.9 33.4 45.4 52.7 62.3
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, July 21, 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 : 50,544: 13,149 9,581 5,546 24,439 28,172 43,134 43,299: 7,410 7,245
Old : 50,544: 13,149 9,581 5,546 24,439 28,172 43,134 43,299: 7,410 7,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -1,018: -2,740 1,392 -415 1,889 -1,264 -1,265 -287: 247 -731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 19.0 11.0 48.4 55.7 85.3 85.7: 14.7 14.3
Old : 100.0: 26.0 19.0 11.0 48.4 55.7 85.3 85.7: 14.7 14.3
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 : 271: 67 46 36 99 108 177 179:
Old : 271: 67 46 36 99 108 177 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 24.7 31.7 34.2 19.9 20.9 29.3 28.4
Old : 20.1 24.7 31.7 34.2 19.9 20.9 29.3 28.4
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, July 21, 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 : 252,721: 65,747 47,904 27,731 122,193 140,861 215,670 216,495: 37,051 36,226
Old : 252,721: 65,747 47,904 27,731 122,193 140,861 215,670 216,495: 37,051 36,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -5,091: -13,698 6,962 -2,076 9,447 -6,322 -6,327 -1,437: 1,236 -3,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 19.0 11.0 48.4 55.7 85.3 85.7: 14.7 14.3
Old : 100.0: 26.0 19.0 11.0 48.4 55.7 85.3 85.7: 14.7 14.3
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 : 271: 67 46 36 99 108 177 179:
Old : 271: 67 46 36 99 108 177 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 24.7 31.7 34.2 19.9 20.9 29.3 28.4
Old : 20.1 24.7 31.7 34.2 19.9 20.9 29.3 28.4
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, July 21, 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 : 126,590: 41,707 42,100 9,145 49,443 50,274 100,295 101,519: 26,295 25,071
Old : 126,590: 41,707 42,100 9,145 49,443 50,274 100,295 101,519: 26,295 25,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 5,617: -3,088 755 1,745 3,167 -150 1,823 2,350: 3,793 3,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 33.3 7.2 39.1 39.7 79.2 80.2: 20.8 19.8
Old : 100.0: 32.9 33.3 7.2 39.1 39.7 79.2 80.2: 20.8 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 : 84: 25 18 14 31 27 63 52:
Old : 84: 25 18 14 31 27 63 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 : 32.2 39.5 43.6 50.8 31.6 38.2 40.1 47.9
Old : 32.2 39.5 43.6 50.8 31.6 38.2 40.1 47.9
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, July 21, 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 : 514,220: 61,677 64,896 14,687 417,405 412,821 493,770 492,404: 20,451 21,816
Old : 514,220: 61,677 64,896 14,687 417,405 412,821 493,770 492,404: 20,451 21,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -5,696: -7,773 36 417 2,453 -5,269 -4,903 -4,816: -793 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.6 2.9 81.2 80.3 96.0 95.8: 4.0 4.2
Old : 100.0: 12.0 12.6 2.9 81.2 80.3 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 : 337: 48 56 26 150 146 211 215:
Old : 337: 48 56 26 150 146 211 215:
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 22.3 33.1 35.6 18.0 22.1 31.2 33.3
Old : 18.7 22.3 33.1 35.6 18.0 22.1 31.2 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 5,402: 596 712 49 4,334 4,132 4,979 4,893: 423 509
Old : 5,402: 596 712 49 4,334 4,132 4,979 4,893: 423 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.2 0.9 80.2 76.5 92.2 90.6: 7.8 9.4
Old : 100.0: 11.0 13.2 0.9 80.2 76.5 92.2 90.6: 7.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 1 8 8 10 11:
Old : 20: 2 2 1 8 8 10 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 50.7 84.4 81.2 62.6 50.7 83.5 81.2
Old : 63.5 50.7 84.4 81.2 62.6 50.7 83.5 81.2
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, July 21, 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 : 36,176: 7,119 2,634 83 22,461 18,701 29,663 21,418: 6,513 14,758
Old : 36,176: 7,119 2,634 83 22,461 18,701 29,663 21,418: 6,513 14,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 1,516: 1,458 1,242 -36 584 -476 2,006 730: -490 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 7.3 0.2 62.1 51.7 82.0 59.2: 18.0 40.8
Old : 100.0: 19.7 7.3 0.2 62.1 51.7 82.0 59.2: 18.0 40.8
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 : 57: 11 7 3 25 21 36 31:
Old : 57: 11 7 3 25 21 36 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 : 35.2 28.3 49.3 41.7 35.2 27.0 49.2 40.4
Old : 35.2 28.3 49.3 41.7 35.2 27.0 49.2 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 159,618: 48,584 379 5,857 104,916 153,336 159,357 159,572: 261 46
Old : 159,618: 48,584 379 5,857 104,916 153,336 159,357 159,572: 261 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 46: -448 -20 500 0 -434 52 46: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 0.2 3.7 65.7 96.1 99.8 100.0: 0.2 0.0
Old : 100.0: 30.4 0.2 3.7 65.7 96.1 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 : 80: 27 3 5 42 28 72 35:
Old : 80: 27 3 5 42 28 72 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 : 37.7 57.2 52.0 83.4 30.4 47.5 44.6 66.3
Old : 37.7 57.2 52.0 83.4 30.4 47.5 44.6 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2020