BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 14,535: 1,439 743 2,283 9,949 11,034 13,670 14,061: 864 474
Old : 14,535: 1,439 743 2,283 9,949 11,034 13,670 14,061: 864 474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 161: 56 31 6 75 75 137 112: 24 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.1 15.7 68.4 75.9 94.1 96.7: 5.9 3.3
Old : 100.0: 9.9 5.1 15.7 68.4 75.9 94.1 96.7: 5.9 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 : 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 : 34.5 39.4 55.1 59.0 29.9 34.8 46.0 49.1
Old : 34.5 39.4 55.1 59.0 29.9 34.8 46.0 49.1
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 28, 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 : 61,976: 16,564 2,249 22,783 17,109 28,463 56,456 53,494: 5,520 8,482
Old : 61,976: 16,564 2,249 22,783 17,109 28,463 56,456 53,494: 5,520 8,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 942: 61 338 408 574 165 1,044 912: -102 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 3.6 36.8 27.6 45.9 91.1 86.3: 8.9 13.7
Old : 100.0: 26.7 3.6 36.8 27.6 45.9 91.1 86.3: 8.9 13.7
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 : 96: 30 14 32 40 46 82 80:
Old : 96: 30 14 32 40 46 82 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 : 36.4 25.1 54.9 44.1 26.4 19.2 31.3 25.4
Old : 36.4 25.1 54.9 44.1 26.4 19.2 31.3 25.4
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 28, 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 : 16,700: 1,487 228 4,386 10,099 11,310 15,973 15,924: 727 776
Old : 16,700: 1,487 228 4,386 10,099 11,310 15,973 15,924: 727 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,694: 114 49 640 889 1,119 1,642 1,807: 52 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.4 26.3 60.5 67.7 95.6 95.4: 4.4 4.6
Old : 100.0: 8.9 1.4 26.3 60.5 67.7 95.6 95.4: 4.4 4.6
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 : 48: 8 3 6 35 23 44 31:
Old : 48: 8 3 6 35 23 44 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 : 37.7 50.1 55.6 71.0 18.1 28.9 29.7 36.9
Old : 37.7 50.1 55.6 71.0 18.1 28.9 29.7 36.9
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,315: 30 5,138 4,213 7,126 1,954 11,369 11,306: 946 1,009
Old : 12,315: 30 5,138 4,213 7,126 1,954 11,369 11,306: 946 1,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 382: 11 136 149 173 36 333 322: 49 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 41.7 34.2 57.9 15.9 92.3 91.8: 7.7 8.2
Old : 100.0: 0.2 41.7 34.2 57.9 15.9 92.3 91.8: 7.7 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 : 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 : 43.0 63.6 60.6 77.3 28.9 38.6 39.0 44.7
Old : 43.0 63.6 60.6 77.3 28.9 38.6 39.0 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 285,366: 81,765 57,480 96,843 81,598 98,772 260,206 253,095: 25,160 32,271
Old : 169,793: 65,395 54,901 44,694 47,438 53,075 157,528 152,671: 12,265 17,122
Other: 115,573: 40,756 26,965 27,762 34,160 45,696 102,678 100,424: 12,894 15,149
: : :
: : Changes in Commitments from: July 21, 2020 :
: 9,249: 3,646 1,974 4,375 1,396 1,289 9,418 7,638: -168 1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 20.1 33.9 28.6 34.6 91.2 88.7: 8.8 11.3
Old : 100.0: 38.5 32.3 26.3 27.9 31.3 92.8 89.9: 7.2 10.1
Other: 100.0: 35.3 23.3 24.0 29.6 39.5 88.8 86.9: 11.2 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 107 96 127 78 79 261 246:
Old : 289: 95 105 90 62 73 206 222:
Other: 214: 79 51 68 64 60 176 152:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 19.3 26.6 28.1 14.8 15.1 23.0 20.6
Old : 17.4 20.3 28.8 29.9 16.5 16.6 26.2 23.4
Other: 23.1 28.1 33.7 37.0 23.1 25.5 32.8 31.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 337,775: 81,360 27,680 93,867 127,040 170,430 302,267 291,977: 35,508 45,799
Old : 337,775: 81,360 27,680 93,867 127,040 170,430 302,267 291,977: 35,508 45,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 4,793: 5,437 640 904 -2,992 2,565 3,350 4,109: 1,443 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 8.2 27.8 37.6 50.5 89.5 86.4: 10.5 13.6
Old : 100.0: 24.1 8.2 27.8 37.6 50.5 89.5 86.4: 10.5 13.6
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 : 361: 103 81 126 129 142 301 295:
Old : 361: 103 81 126 129 142 301 295:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 18.7 26.6 27.9 15.3 18.0 25.0 24.7
Old : 15.4 18.7 26.6 27.9 15.3 18.0 25.0 24.7
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, July 28, 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 : 4,634: 1,060 433 528 1,704 2,893 3,292 3,854: 1,342 780
Old : 4,634: 1,060 433 528 1,704 2,893 3,292 3,854: 1,342 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 287: -52 85 -10 258 208 196 283: 91 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.3 11.4 36.8 62.4 71.0 83.2: 29.0 16.8
Old : 100.0: 22.9 9.3 11.4 36.8 62.4 71.0 83.2: 29.0 16.8
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 : 54: 20 8 7 16 19 39 33:
Old : 54: 20 8 7 16 19 39 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 : 28.6 38.0 42.5 54.8 24.0 36.7 34.2 49.5
Old : 28.6 38.0 42.5 54.8 24.0 36.7 34.2 49.5
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 28, 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 : 50,485: 14,581 6,868 15,580 12,805 13,197 42,965 35,644: 7,520 14,841
Old : 50,485: 14,581 6,868 15,580 12,805 13,197 42,965 35,644: 7,520 14,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,221: 1,113 362 -232 1,296 1,449 2,177 1,579: 45 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 13.6 30.9 25.4 26.1 85.1 70.6: 14.9 29.4
Old : 100.0: 28.9 13.6 30.9 25.4 26.1 85.1 70.6: 14.9 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 : 177: 48 44 52 53 58 136 130:
Old : 177: 48 44 52 53 58 136 130:
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 : 18.4 12.5 29.6 21.7 16.9 8.0 24.1 12.7
Old : 18.4 12.5 29.6 21.7 16.9 8.0 24.1 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 4,431: 245 2,775 29 3,388 1,478 3,662 4,281: 769 149
Old : 4,431: 245 2,775 29 3,388 1,478 3,662 4,281: 769 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 62.6 0.6 76.5 33.4 82.6 96.6: 17.4 3.4
Old : 100.0: 5.5 62.6 0.6 76.5 33.4 82.6 96.6: 17.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 2 15 6 19 9:
Old : 20: 3 2 2 15 6 19 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 87.7 66.9 96.3 41.0 83.6 62.2 86.7
Old : 45.7 87.7 66.9 96.3 41.0 83.6 62.2 86.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 38,157: 2,136 11,189 6,111 29,081 18,814 37,328 36,114: 829 2,043
Old : 38,157: 2,136 11,189 6,111 29,081 18,814 37,328 36,114: 829 2,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 692: 119 37 -69 611 724 660 691: 32 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 29.3 16.0 76.2 49.3 97.8 94.6: 2.2 5.4
Old : 100.0: 5.6 29.3 16.0 76.2 49.3 97.8 94.6: 2.2 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 : 72: 14 10 13 37 39 58 55:
Old : 72: 14 10 13 37 39 58 55:
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 45.1 67.6 62.7 45.5 42.2 60.4 53.7
Old : 46.3 45.1 67.6 62.7 45.5 42.2 60.4 53.7
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, July 28, 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 : 24,648: 11,425 3,209 0 12,318 19,958 23,743 23,167: 905 1,481
Old : 24,648: 11,425 3,209 0 12,318 19,958 23,743 23,167: 905 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 852: -1,966 764 0 2,977 124 1,011 888: -159 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 13.0 0.0 50.0 81.0 96.3 94.0: 3.7 6.0
Old : 100.0: 46.4 13.0 0.0 50.0 81.0 96.3 94.0: 3.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 13 0 8 11 19 24:
Old : 40: 11 13 0 8 11 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 75.9 84.8 82.8 69.5 75.9 84.8 82.8
Old : 69.5 75.9 84.8 82.8 69.5 75.9 84.8 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 156,503: 31,749 44,567 8,762 84,127 79,318 124,638 132,647: 31,865 23,856
Old : 156,503: 31,749 44,567 8,762 84,127 79,318 124,638 132,647: 31,865 23,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -1,546: -2,462 -6,531 1,485 -1,439 3,693 -2,416 -1,353: 870 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 28.5 5.6 53.8 50.7 79.6 84.8: 20.4 15.2
Old : 100.0: 20.3 28.5 5.6 53.8 50.7 79.6 84.8: 20.4 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 : 101: 23 28 17 35 36 68 71:
Old : 101: 23 28 17 35 36 68 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 : 30.7 34.9 40.7 47.8 29.7 34.9 37.3 46.6
Old : 30.7 34.9 40.7 47.8 29.7 34.9 37.3 46.6
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 28, 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 : 54,210: 17,762 8,657 918 14,699 33,630 33,378 43,205: 20,832 11,005
Old : 54,210: 17,762 8,657 918 14,699 33,630 33,378 43,205: 20,832 11,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,293: -250 -1,725 315 -950 2,631 -885 1,221: 2,178 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 16.0 1.7 27.1 62.0 61.6 79.7: 38.4 20.3
Old : 100.0: 32.8 16.0 1.7 27.1 62.0 61.6 79.7: 38.4 20.3
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 : 46: 11 8 3 16 19 29 28:
Old : 46: 11 8 3 16 19 29 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 : 28.1 40.4 41.9 53.7 28.1 40.1 41.9 53.0
Old : 28.1 40.4 41.9 53.7 28.1 40.1 41.9 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 134,567: 51,884 41,023 2,075 75,094 86,810 129,053 129,908: 5,514 4,659
Old : 134,567: 51,884 41,023 2,075 75,094 86,810 129,053 129,908: 5,514 4,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 5,877: 2,391 1,376 66 3,525 4,655 5,982 6,098: -105 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 30.5 1.5 55.8 64.5 95.9 96.5: 4.1 3.5
Old : 100.0: 38.6 30.5 1.5 55.8 64.5 95.9 96.5: 4.1 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 : 136: 45 43 11 24 31 75 80:
Old : 136: 45 43 11 24 31 75 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 : 58.1 49.6 69.7 63.6 58.1 49.6 69.6 63.6
Old : 58.1 49.6 69.7 63.6 58.1 49.6 69.6 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 212,659: 38,814 63,470 25,548 121,980 94,008 186,343 183,026: 26,316 29,633
Old : 212,659: 38,814 63,470 25,548 121,980 94,008 186,343 183,026: 26,316 29,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 5,239: -8,750 2,704 4,527 7,671 -1,578 3,447 5,653: 1,792 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 29.8 12.0 57.4 44.2 87.6 86.1: 12.4 13.9
Old : 100.0: 18.3 29.8 12.0 57.4 44.2 87.6 86.1: 12.4 13.9
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 : 114: 24 29 18 35 48 69 85:
Old : 114: 24 29 18 35 48 69 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 21.0 47.3 32.8 30.2 21.0 44.4 30.9
Old : 30.5 21.0 47.3 32.8 30.2 21.0 44.4 30.9
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 28, 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 : 199,230: 61,368 32,304 18,231 84,407 127,918 164,006 178,453: 35,224 20,777
Old : 199,230: 61,368 32,304 18,231 84,407 127,918 164,006 178,453: 35,224 20,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 37,382: 12,537 771 4,455 11,975 30,002 28,966 35,228: 8,416 2,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 16.2 9.2 42.4 64.2 82.3 89.6: 17.7 10.4
Old : 100.0: 30.8 16.2 9.2 42.4 64.2 82.3 89.6: 17.7 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 : 123: 39 22 22 44 42 91 78:
Old : 123: 39 22 22 44 42 91 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 : 21.8 42.9 34.7 55.4 21.4 42.0 31.8 52.9
Old : 21.8 42.9 34.7 55.4 21.4 42.0 31.8 52.9
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, July 28, 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 : 768,384: 241,628 79,408 63,241 357,551 580,839 662,419 723,488: 105,965 44,896
Old : 768,384: 241,628 79,408 63,241 357,551 580,839 662,419 723,488: 105,965 44,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 57,489: 36,277 3,742 6,754 11,283 48,404 54,314 58,900: 3,174 -1,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 10.3 8.2 46.5 75.6 86.2 94.2: 13.8 5.8
Old : 100.0: 31.4 10.3 8.2 46.5 75.6 86.2 94.2: 13.8 5.8
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 : 303: 98 48 58 124 83 241 171:
Old : 303: 98 48 58 124 83 241 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 55.3 24.6 64.6 14.2 55.0 23.2 62.2
Old : 15.0 55.3 24.6 64.6 14.2 55.0 23.2 62.2
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 23,236: 4,218 3,625 111 7,077 14,962 11,406 18,698: 11,830 4,538
Old : 23,236: 4,218 3,625 111 7,077 14,962 11,406 18,698: 11,830 4,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -156: 822 -166 0 -113 -254 709 -420: -865 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 15.6 0.5 30.5 64.4 49.1 80.5: 50.9 19.5
Old : 100.0: 18.2 15.6 0.5 30.5 64.4 49.1 80.5: 50.9 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 19.0 56.4 34.1 70.2 18.9 55.3 32.5 65.0
Old : 19.0 56.4 34.1 70.2 18.9 55.3 32.5 65.0
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 28, 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 : 25,932: 8,532 19,266 438 14,768 3,409 23,738 23,113: 2,194 2,819
Old : 25,932: 8,532 19,266 438 14,768 3,409 23,738 23,113: 2,194 2,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -2,530: -2,007 -2,094 55 -699 -360 -2,651 -2,399: 121 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 74.3 1.7 56.9 13.1 91.5 89.1: 8.5 10.9
Old : 100.0: 32.9 74.3 1.7 56.9 13.1 91.5 89.1: 8.5 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 14 18 7 13 8 33 28:
Old : 52: 14 18 7 13 8 33 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 : 46.7 62.0 65.5 71.6 45.6 62.0 64.4 71.6
Old : 46.7 62.0 65.5 71.6 45.6 62.0 64.4 71.6
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 28, 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 : 36,154: 17,383 18,233 531 13,898 14,094 31,812 32,858: 4,342 3,296
Old : 36,154: 17,383 18,233 531 13,898 14,094 31,812 32,858: 4,342 3,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 45: -2,214 1,107 3 2,383 -599 172 511: -127 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 50.4 1.5 38.4 39.0 88.0 90.9: 12.0 9.1
Old : 100.0: 48.1 50.4 1.5 38.4 39.0 88.0 90.9: 12.0 9.1
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 : 85: 33 25 8 16 14 52 44:
Old : 85: 33 25 8 16 14 52 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 : 29.8 44.3 44.2 62.0 29.8 44.3 44.2 61.9
Old : 29.8 44.3 44.2 62.0 29.8 44.3 44.2 61.9
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 12,241: 8,150 4,079 0 3,558 7,004 11,708 11,083: 533 1,158
Old : 12,241: 8,150 4,079 0 3,558 7,004 11,708 11,083: 533 1,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -1,248: -1,141 -39 0 48 -1,185 -1,093 -1,224: -155 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 33.3 0.0 29.1 57.2 95.6 90.5: 4.4 9.5
Old : 100.0: 66.6 33.3 0.0 29.1 57.2 95.6 90.5: 4.4 9.5
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 : 28: 8 10 0 6 6 14 16:
Old : 28: 8 10 0 6 6 14 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 : 72.7 67.2 89.9 80.6 72.7 67.0 89.9 80.4
Old : 72.7 67.2 89.9 80.6 72.7 67.0 89.9 80.4
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 28, 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 :21,318,251: 1,147,489 896,160 11,672,862 7,755,839 7,979,805 20,576,189 20,548,826: 742,061 769,424
Old :21,318,251: 1,147,489 896,160 11,672,862 7,755,839 7,979,805 20,576,189 20,548,826: 742,061 769,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -804: 86,554 -35,367 66,521 -139,426 -28,812 13,649 2,342: -14,453 -3,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 4.2 54.8 36.4 37.4 96.5 96.4: 3.5 3.6
Old : 100.0: 5.4 4.2 54.8 36.4 37.4 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 : 265: 68 59 104 119 122 245 235:
Old : 265: 68 59 104 119 122 245 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 25.2 37.6 38.1 4.4 5.9 6.9 8.9
Old : 23.3 25.2 37.6 38.1 4.4 5.9 6.9 8.9
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 14,459: 8,792 12,045 1,790 111 0 10,693 13,835: 3,766 624
Old : 14,459: 8,792 12,045 1,790 111 0 10,693 13,835: 3,766 624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 4,855: 1,981 3,522 1,318 111 0 3,410 4,841: 1,445 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 83.3 12.4 0.8 0.0 74.0 95.7: 26.0 4.3
Old : 100.0: 60.8 83.3 12.4 0.8 0.0 74.0 95.7: 26.0 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 58 26 13 1 0 69 29:
Old : 85: 58 26 13 1 0 69 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 : 27.7 59.0 39.3 77.4 26.8 54.2 35.9 70.9
Old : 27.7 59.0 39.3 77.4 26.8 54.2 35.9 70.9
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 28, 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 : 169,435: 19,183 48,068 29,820 120,225 91,422 169,228 169,310: 207 125
Old : 169,435: 19,183 48,068 29,820 120,225 91,422 169,228 169,310: 207 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,423: 3,593 2,179 -2,354 1,203 2,641 2,441 2,466: -18 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 28.4 17.6 71.0 54.0 99.9 99.9: 0.1 0.1
Old : 100.0: 11.3 28.4 17.6 71.0 54.0 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 11 19 17 13 26 36 50:
Old : 57: 11 19 17 13 26 36 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 44.2 84.6 71.4 62.9 42.5 67.3 57.6
Old : 72.7 44.2 84.6 71.4 62.9 42.5 67.3 57.6
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 28, 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 : 221,727: 40,284 64,447 19,547 161,794 137,561 221,625 221,555: 102 172
Old : 221,727: 40,284 64,447 19,547 161,794 137,561 221,625 221,555: 102 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 8,090: -769 734 3,046 5,814 4,288 8,091 8,068: -1 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 29.1 8.8 73.0 62.0 100.0 99.9: 0.0 0.1
Old : 100.0: 18.2 29.1 8.8 73.0 62.0 100.0 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 : 80: 15 22 21 21 38 46 71:
Old : 80: 15 22 21 21 38 46 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 : 65.9 41.2 80.2 59.7 62.8 40.6 73.7 55.7
Old : 65.9 41.2 80.2 59.7 62.8 40.6 73.7 55.7
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 28, 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 : 704,028: 78,938 84,930 108,268 440,447 424,057 627,653 617,255: 76,375 86,773
Old : 704,028: 78,938 84,930 108,268 440,447 424,057 627,653 617,255: 76,375 86,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 7,913: 2,008 -1,892 -1,180 3,285 6,409 4,113 3,337: 3,800 4,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.1 15.4 62.6 60.2 89.2 87.7: 10.8 12.3
Old : 100.0: 11.2 12.1 15.4 62.6 60.2 89.2 87.7: 10.8 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 611: 118 102 110 293 307 463 467:
Old : 611: 118 102 110 293 307 463 467:
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 : 13.5 15.5 22.4 26.2 11.1 13.2 15.8 18.5
Old : 13.5 15.5 22.4 26.2 11.1 13.2 15.8 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 40,426: 4,553 1,581 7,883 8,432 23,855 20,869 33,318: 19,557 7,108
Old : 40,426: 4,553 1,581 7,883 8,432 23,855 20,869 33,318: 19,557 7,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 7,301: 2,103 -246 -313 821 7,637 2,611 7,079: 4,690 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.9 19.5 20.9 59.0 51.6 82.4: 48.4 17.6
Old : 100.0: 11.3 3.9 19.5 20.9 59.0 51.6 82.4: 48.4 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 6 11 7 13 19 25:
Old : 26: 7 6 11 7 13 19 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 44.1 44.4 63.9 14.0 37.7 16.8 46.8
Old : 32.4 44.1 44.4 63.9 14.0 37.7 16.8 46.8
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 28, 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 : 3,318,010: 392,919 437,746 480,925 2,160,076 2,001,014 3,033,921 2,919,685: 284,089 398,326
Old : 3,318,010: 392,919 437,746 480,925 2,160,076 2,001,014 3,033,921 2,919,685: 284,089 398,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 3,056: 9,887 2,131 -14,697 12,318 -6,144 7,508 -18,710: -4,451 21,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 13.2 14.5 65.1 60.3 91.4 88.0: 8.6 12.0
Old : 100.0: 11.8 13.2 14.5 65.1 60.3 91.4 88.0: 8.6 12.0
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 : 605: 117 100 105 288 302 454 458:
Old : 605: 117 100 105 288 302 454 458:
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 15.9 23.0 26.9 11.8 14.0 16.7 19.3
Old : 13.7 15.9 23.0 26.9 11.8 14.0 16.7 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 135,006: 86,784 68,306 531 23,866 7,970 111,181 76,807: 23,825 58,199
Old : 135,006: 86,784 68,306 531 23,866 7,970 111,181 76,807: 23,825 58,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 50.6 0.4 17.7 5.9 82.4 56.9: 17.6 43.1
Old : 100.0: 64.3 50.6 0.4 17.7 5.9 82.4 56.9: 17.6 43.1
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 : 20: 8 6 2 4 3 13 10:
Old : 20: 8 6 2 4 3 13 10:
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 : 73.7 42.6 78.5 56.9 73.7 42.2 78.5 56.5
Old : 73.7 42.6 78.5 56.9 73.7 42.2 78.5 56.5
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 28, 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 : 59,069: 5,925 4,041 573 44,005 49,999 50,503 54,613: 8,566 4,456
Old : 59,069: 5,925 4,041 573 44,005 49,999 50,503 54,613: 8,566 4,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -549: -435 366 -56 -462 -743 -953 -433: 404 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 6.8 1.0 74.5 84.6 85.5 92.5: 14.5 7.5
Old : 100.0: 10.0 6.8 1.0 74.5 84.6 85.5 92.5: 14.5 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 : 71: 7 8 6 37 33 48 43:
Old : 71: 7 8 6 37 33 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 45.4 52.2 62.9 33.3 45.2 51.7 62.8
Old : 33.5 45.4 52.2 62.9 33.3 45.2 51.7 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 50,190: 14,658 9,306 4,920 22,654 28,774 42,232 43,000: 7,957 7,190
Old : 50,190: 14,658 9,306 4,920 22,654 28,774 42,232 43,000: 7,957 7,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -354: 1,509 -275 -626 -1,784 602 -902 -300: 547 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 18.5 9.8 45.1 57.3 84.1 85.7: 15.9 14.3
Old : 100.0: 29.2 18.5 9.8 45.1 57.3 84.1 85.7: 15.9 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 : 290: 69 53 36 104 114 188 188:
Old : 290: 69 53 36 104 114 188 188:
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 25.1 30.5 34.7 19.4 21.7 27.2 29.8
Old : 20.1 25.1 30.5 34.7 19.4 21.7 27.2 29.8
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 28, 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 : 250,949: 73,290 46,529 24,600 113,272 143,869 211,162 214,998: 39,787 35,951
Old : 250,949: 73,290 46,529 24,600 113,272 143,869 211,162 214,998: 39,787 35,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -1,772: 7,543 -1,375 -3,130 -8,921 3,008 -4,508 -1,498: 2,736 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 18.5 9.8 45.1 57.3 84.1 85.7: 15.9 14.3
Old : 100.0: 29.2 18.5 9.8 45.1 57.3 84.1 85.7: 15.9 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 : 290: 69 53 36 104 114 188 188:
Old : 290: 69 53 36 104 114 188 188:
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 25.1 30.5 34.7 19.4 21.7 27.2 29.8
Old : 20.1 25.1 30.5 34.7 19.4 21.7 27.2 29.8
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 28, 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 : 134,953: 41,818 47,565 11,431 54,556 54,641 107,804 113,637: 27,149 21,316
Old : 134,953: 41,818 47,565 11,431 54,556 54,641 107,804 113,637: 27,149 21,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 8,363: 111 5,465 2,286 5,113 4,367 7,509 12,118: 853 -3,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 35.2 8.5 40.4 40.5 79.9 84.2: 20.1 15.8
Old : 100.0: 31.0 35.2 8.5 40.4 40.5 79.9 84.2: 20.1 15.8
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 : 83: 25 17 11 32 29 64 50:
Old : 83: 25 17 11 32 29 64 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 38.9 44.8 51.2 31.5 37.4 40.6 48.1
Old : 32.8 38.9 44.8 51.2 31.5 37.4 40.6 48.1
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 28, 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 : 502,183: 70,916 55,144 13,768 397,469 410,096 482,154 479,008: 20,029 23,175
Old : 502,183: 70,916 55,144 13,768 397,469 410,096 482,154 479,008: 20,029 23,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -12,037: 9,239 -9,752 -919 -19,936 -2,725 -11,616 -13,396: -421 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 11.0 2.7 79.1 81.7 96.0 95.4: 4.0 4.6
Old : 100.0: 14.1 11.0 2.7 79.1 81.7 96.0 95.4: 4.0 4.6
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 : 331: 53 50 27 144 144 210 208:
Old : 331: 53 50 27 144 144 210 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 22.7 31.6 36.2 16.6 22.6 29.6 34.1
Old : 17.6 22.7 31.6 36.2 16.6 22.6 29.6 34.1
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, July 28, 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 : 36,509: 7,342 1,736 99 20,910 20,935 28,351 22,770: 8,158 13,739
Old : 36,509: 7,342 1,736 99 20,910 20,935 28,351 22,770: 8,158 13,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 333: 223 -898 16 -1,551 2,234 -1,312 1,352: 1,645 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.8 0.3 57.3 57.3 77.7 62.4: 22.3 37.6
Old : 100.0: 20.1 4.8 0.3 57.3 57.3 77.7 62.4: 22.3 37.6
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 : 58: 12 5 4 24 24 36 33:
Old : 58: 12 5 4 24 24 36 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 : 33.8 28.6 48.1 41.8 33.7 27.6 48.0 40.8
Old : 33.8 28.6 48.1 41.8 33.7 27.6 48.0 40.8
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 28, 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 : 158,946: 48,516 470 5,862 104,321 152,564 158,699 158,896: 247 50
Old : 158,946: 48,516 470 5,862 104,321 152,564 158,699 158,896: 247 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -672: -68 91 5 -595 -772 -658 -676: -14 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 0.3 3.7 65.6 96.0 99.8 100.0: 0.2 0.0
Old : 100.0: 30.5 0.3 3.7 65.6 96.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 29 2 5 42 28 74 35:
Old : 82: 29 2 5 42 28 74 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 : 37.6 57.6 52.2 83.1 30.3 46.9 44.8 66.1
Old : 37.6 57.6 52.2 83.1 30.3 46.9 44.8 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2020