BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, February 04, 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 : 11,852: 0 4,393 201 10,881 6,739 11,082 11,333: 770 519
Old : 11,852: 0 4,393 201 10,881 6,739 11,082 11,333: 770 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 300: 0 -1 9 310 403 319 411: -19 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 37.1 1.7 91.8 56.9 93.5 95.6: 6.5 4.4
Old : 100.0: 0.0 37.1 1.7 91.8 56.9 93.5 95.6: 6.5 4.4
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 : 46: 0 11 5 27 24 32 35:
Old : 46: 0 11 5 27 24 32 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 : 50.0 42.0 70.0 64.5 49.2 41.4 65.6 60.9
Old : 50.0 42.0 70.0 64.5 49.2 41.4 65.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 04, 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 : 19,164: 4,715 2,185 1,794 9,841 9,228 16,350 13,207: 2,814 5,957
Old : 19,164: 4,715 2,185 1,794 9,841 9,228 16,350 13,207: 2,814 5,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 256: -15 155 73 214 -40 272 188: -16 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 11.4 9.4 51.4 48.2 85.3 68.9: 14.7 31.1
Old : 100.0: 24.6 11.4 9.4 51.4 48.2 85.3 68.9: 14.7 31.1
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 : 65: 18 14 17 20 18 49 39:
Old : 65: 18 14 17 20 18 49 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 27.4 50.4 42.0 37.5 26.1 49.5 38.4
Old : 37.8 27.4 50.4 42.0 37.5 26.1 49.5 38.4
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 - Futures Only, February 04, 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 : 8,942: 537 2,105 336 7,331 6,055 8,204 8,496: 738 446
Old : 8,942: 537 2,105 336 7,331 6,055 8,204 8,496: 738 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -73: -105 -55 -57 295 106 133 -6: -206 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 23.5 3.8 82.0 67.7 91.7 95.0: 8.3 5.0
Old : 100.0: 6.0 23.5 3.8 82.0 67.7 91.7 95.0: 8.3 5.0
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 : 47: 5 7 6 32 23 40 33:
Old : 47: 5 7 6 32 23 40 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 : 31.7 57.8 54.1 78.2 31.2 57.2 49.5 67.7
Old : 31.7 57.8 54.1 78.2 31.2 57.2 49.5 67.7
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 - Futures Only, February 04, 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 : 8,839: 4,679 798 177 3,833 6,076 8,689 7,051: 150 1,788
Old : 8,839: 4,679 798 177 3,833 6,076 8,689 7,051: 150 1,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -30: -425 175 -87 448 128 -64 216: 34 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 9.0 2.0 43.4 68.7 98.3 79.8: 1.7 20.2
Old : 100.0: 52.9 9.0 2.0 43.4 68.7 98.3 79.8: 1.7 20.2
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: 4 4 5 9 17 16 23:
Old : 31: 4 4 5 9 17 16 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 : 82.7 48.3 94.1 62.0 82.7 48.3 93.8 61.5
Old : 82.7 48.3 94.1 62.0 82.7 48.3 93.8 61.5
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 - Futures Only, February 04, 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 : 292,313: 97,799 88,592 58,541 111,653 116,212 267,993 263,345: 24,320 28,968
Old : 273,891: 93,711 89,132 53,645 105,667 104,382 253,023 247,159: 20,868 26,732
Other: 18,422: 6,763 2,135 2,221 5,986 11,830 14,970 16,186: 3,452 2,236
: : :
: : Changes in Commitments from: January 28, 2020 :
: -7,511: 9,116 5,733 -4,566 -10,061 -7,773 -5,511 -6,606: -2,000 -905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 30.3 20.0 38.2 39.8 91.7 90.1: 8.3 9.9
Old : 100.0: 34.2 32.5 19.6 38.6 38.1 92.4 90.2: 7.6 9.8
Other: 100.0: 36.7 11.6 12.1 32.5 64.2 81.3 87.9: 18.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 102 108 110 68 85 238 254:
Old : 330: 101 111 105 56 84 219 252:
Other: 112: 32 19 15 34 42 74 70:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 20.3 24.8 26.6 13.2 17.7 22.1 23.6
Old : 15.9 19.7 26.3 26.4 13.9 17.3 23.5 23.2
Other: 23.7 40.7 36.1 52.0 19.4 36.0 29.9 45.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 04, 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 : 343,504: 113,267 42,722 69,239 134,476 190,247 316,982 302,208: 26,522 41,296
Old : 343,504: 113,267 42,722 69,239 134,476 190,247 316,982 302,208: 26,522 41,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -26,652: -18,377 -9,671 -3,382 -7,798 -9,959 -29,557 -23,012: 2,905 -3,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 12.4 20.2 39.1 55.4 92.3 88.0: 7.7 12.0
Old : 100.0: 33.0 12.4 20.2 39.1 55.4 92.3 88.0: 7.7 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 : 402: 127 78 118 111 156 298 309:
Old : 402: 127 78 118 111 156 298 309:
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 : 15.8 18.5 25.5 29.8 15.8 18.3 25.0 27.8
Old : 15.8 18.5 25.5 29.8 15.8 18.3 25.0 27.8
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 - Futures Only, February 04, 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 : 3,359: 1,534 708 195 618 1,634 2,347 2,537: 1,012 822
Old : 3,359: 1,534 708 195 618 1,634 2,347 2,537: 1,012 822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 92: -85 2 47 96 -15 58 34: 34 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 21.1 5.8 18.4 48.6 69.9 75.5: 30.1 24.5
Old : 100.0: 45.7 21.1 5.8 18.4 48.6 69.9 75.5: 30.1 24.5
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 : 46: 16 10 7 10 14 32 27:
Old : 46: 16 10 7 10 14 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 34.3 43.9 48.3 27.9 34.3 43.5 47.3
Old : 28.3 34.3 43.9 48.3 27.9 34.3 43.5 47.3
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 - Futures Only, February 04, 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 : 56,960: 15,738 16,960 20,746 11,643 7,514 48,127 45,220: 8,833 11,740
Old : 56,960: 15,738 16,960 20,746 11,643 7,514 48,127 45,220: 8,833 11,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,492: -1,758 2,265 2,344 1,444 -654 2,030 3,955: 1,462 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 29.8 36.4 20.4 13.2 84.5 79.4: 15.5 20.6
Old : 100.0: 27.6 29.8 36.4 20.4 13.2 84.5 79.4: 15.5 20.6
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 : 196: 47 57 67 52 52 142 150:
Old : 196: 47 57 67 52 52 142 150:
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 : 21.3 15.5 33.0 23.8 16.6 9.7 22.1 16.7
Old : 21.3 15.5 33.0 23.8 16.6 9.7 22.1 16.7
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 - Futures Only, February 04, 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 : 18,446: 2,117 3,621 1,437 14,451 12,278 18,005 17,336: 441 1,110
Old : 18,446: 2,117 3,621 1,437 14,451 12,278 18,005 17,336: 441 1,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 388: 150 683 -285 597 -41 462 357: -74 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 19.6 7.8 78.3 66.6 97.6 94.0: 2.4 6.0
Old : 100.0: 11.5 19.6 7.8 78.3 66.6 97.6 94.0: 2.4 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 : 62: 15 14 9 20 24 42 40:
Old : 62: 15 14 9 20 24 42 40:
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 : 58.9 45.0 74.1 61.9 58.1 44.5 73.3 59.5
Old : 58.9 45.0 74.1 61.9 58.1 44.5 73.3 59.5
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 - Futures Only, February 04, 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 : 50,702: 27,325 910 0 21,268 48,380 48,593 49,290: 2,109 1,412
Old : 50,702: 27,325 910 0 21,268 48,380 48,593 49,290: 2,109 1,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -3,045: -4,372 -1,640 0 976 -1,220 -3,396 -2,860: 351 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 1.8 0.0 41.9 95.4 95.8 97.2: 4.2 2.8
Old : 100.0: 53.9 1.8 0.0 41.9 95.4 95.8 97.2: 4.2 2.8
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 : 44: 24 4 0 12 8 36 12:
Old : 44: 24 4 0 12 8 36 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 88.6 78.8 96.5 62.0 88.4 78.8 96.3
Old : 62.1 88.6 78.8 96.5 62.0 88.4 78.8 96.3
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 - Futures Only, February 04, 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 : 174,000: 67,193 48,630 2,668 63,080 100,666 132,941 151,964: 41,059 22,036
Old : 174,000: 67,193 48,630 2,668 63,080 100,666 132,941 151,964: 41,059 22,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -11,499: -9,106 6,921 -305 -5,457 -18,603 -14,868 -11,987: 3,369 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 27.9 1.5 36.3 57.9 76.4 87.3: 23.6 12.7
Old : 100.0: 38.6 27.9 1.5 36.3 57.9 76.4 87.3: 23.6 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 28 23 12 37 36 70 67:
Old : 110: 28 23 12 37 36 70 67:
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 : 24.3 44.8 35.5 61.5 24.1 44.7 34.3 61.4
Old : 24.3 44.8 35.5 61.5 24.1 44.7 34.3 61.4
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 - Futures Only, February 04, 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 : 49,855: 14,261 9,342 4 22,497 22,512 36,762 31,858: 13,093 17,997
Old : 49,855: 14,261 9,342 4 22,497 22,512 36,762 31,858: 13,093 17,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -1,585: 1,292 -130 -2 -1,952 1,372 -662 1,240: -923 -2,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 18.7 0.0 45.1 45.2 73.7 63.9: 26.3 36.1
Old : 100.0: 28.6 18.7 0.0 45.1 45.2 73.7 63.9: 26.3 36.1
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 : 52: 8 9 1 18 23 26 33:
Old : 52: 8 9 1 18 23 26 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 : 40.3 26.8 53.5 36.7 40.3 26.8 53.5 36.6
Old : 40.3 26.8 53.5 36.7 40.3 26.8 53.5 36.6
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 - Futures Only, February 04, 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 : 308,894: 206,538 41,366 2,556 91,595 261,639 300,689 305,561: 8,205 3,333
Old : 308,894: 206,538 41,366 2,556 91,595 261,639 300,689 305,561: 8,205 3,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 2,966: -798 4,396 873 2,841 -1,701 2,916 3,568: 50 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 13.4 0.8 29.7 84.7 97.3 98.9: 2.7 1.1
Old : 100.0: 66.9 13.4 0.8 29.7 84.7 97.3 98.9: 2.7 1.1
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 : 193: 97 38 10 27 40 129 83:
Old : 193: 97 38 10 27 40 129 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 69.6 48.8 78.5 34.0 68.9 48.6 77.8
Old : 34.3 69.6 48.8 78.5 34.0 68.9 48.6 77.8
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 - Futures Only, February 04, 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 : 208,165: 59,659 46,672 8,202 110,198 127,204 178,059 182,078: 30,106 26,087
Old : 208,165: 59,659 46,672 8,202 110,198 127,204 178,059 182,078: 30,106 26,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 4,996: -2,228 2,474 1,552 6,137 3,707 5,461 7,733: -465 -2,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 22.4 3.9 52.9 61.1 85.5 87.5: 14.5 12.5
Old : 100.0: 28.7 22.4 3.9 52.9 61.1 85.5 87.5: 14.5 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 26 26 14 42 41 75 74:
Old : 121: 26 26 14 42 41 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 : 28.0 30.5 41.9 40.6 27.9 30.4 41.8 40.2
Old : 28.0 30.5 41.9 40.6 27.9 30.4 41.8 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, February 04, 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 : 190,079: 57,672 79,570 2,487 105,438 71,114 165,597 153,171: 24,482 36,908
Old : 190,079: 57,672 79,570 2,487 105,438 71,114 165,597 153,171: 24,482 36,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 5,160: 11,996 -2,131 -171 -4,974 7,888 6,851 5,586: -1,691 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 41.9 1.3 55.5 37.4 87.1 80.6: 12.9 19.4
Old : 100.0: 30.3 41.9 1.3 55.5 37.4 87.1 80.6: 12.9 19.4
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 : 133: 26 46 11 32 40 65 91:
Old : 133: 26 46 11 32 40 65 91:
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 : 45.6 24.6 56.4 34.7 45.3 24.6 55.4 34.6
Old : 45.6 24.6 56.4 34.7 45.3 24.6 55.4 34.6
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 - Futures Only, February 04, 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 : 594,698: 166,925 242,005 12,963 321,548 283,559 501,436 538,527: 93,262 56,171
Old : 594,698: 166,925 242,005 12,963 321,548 283,559 501,436 538,527: 93,262 56,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -4,095: -13,728 2,490 -285 10,202 -7,636 -3,811 -5,431: -284 1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 40.7 2.2 54.1 47.7 84.3 90.6: 15.7 9.4
Old : 100.0: 28.1 40.7 2.2 54.1 47.7 84.3 90.6: 15.7 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 : 297: 81 77 31 99 82 188 182:
Old : 297: 81 77 31 99 82 188 182:
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 : 18.2 31.7 30.1 44.4 17.5 31.7 29.0 44.3
Old : 18.2 31.7 30.1 44.4 17.5 31.7 29.0 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, February 04, 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 : 23,841: 3,642 4,117 695 7,219 12,054 11,556 16,866: 12,285 6,975
Old : 23,841: 3,642 4,117 695 7,219 12,054 11,556 16,866: 12,285 6,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 272: -33 17 33 9 119 9 169: 263 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 17.3 2.9 30.3 50.6 48.5 70.7: 51.5 29.3
Old : 100.0: 15.3 17.3 2.9 30.3 50.6 48.5 70.7: 51.5 29.3
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 : 22: 5 3 1 11 10 16 14:
Old : 22: 5 3 1 11 10 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 38.0 34.9 59.0 19.6 37.1 30.5 55.7
Old : 21.3 38.0 34.9 59.0 19.6 37.1 30.5 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, February 04, 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 : 46,403: 9,198 39,534 377 34,297 4,470 43,872 44,381: 2,531 2,022
Old : 46,403: 9,198 39,534 377 34,297 4,470 43,872 44,381: 2,531 2,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -4,842: -4,123 2,589 -371 -148 -6,784 -4,642 -4,566: -200 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 85.2 0.8 73.9 9.6 94.5 95.6: 5.5 4.4
Old : 100.0: 19.8 85.2 0.8 73.9 9.6 94.5 95.6: 5.5 4.4
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 : 58: 15 26 2 9 10 25 37:
Old : 58: 15 26 2 9 10 25 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 64.9 84.5 75.2 73.8 64.3 84.0 74.6
Old : 74.3 64.9 84.5 75.2 73.8 64.3 84.0 74.6
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 - Futures Only, February 04, 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 : 43,692: 18,599 20,791 1,202 19,491 16,010 39,292 38,003: 4,400 5,689
Old : 43,692: 18,599 20,791 1,202 19,491 16,010 39,292 38,003: 4,400 5,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -2,808: -4,283 -31 61 816 -3,537 -3,406 -3,507: 598 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 47.6 2.8 44.6 36.6 89.9 87.0: 10.1 13.0
Old : 100.0: 42.6 47.6 2.8 44.6 36.6 89.9 87.0: 10.1 13.0
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 : 93: 28 34 8 23 13 55 51:
Old : 93: 28 34 8 23 13 55 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 : 24.4 44.3 39.4 63.1 24.4 44.3 39.4 62.8
Old : 24.4 44.3 39.4 63.1 24.4 44.3 39.4 62.8
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 - Futures Only, February 04, 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 : 16,207: 12,870 1,869 0 1,923 12,842 14,793 14,711: 1,414 1,496
Old : 16,207: 12,870 1,869 0 1,923 12,842 14,793 14,711: 1,414 1,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -1,812: -2,753 -868 -68 1,023 -911 -1,798 -1,847: -14 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 11.5 0.0 11.9 79.2 91.3 90.8: 8.7 9.2
Old : 100.0: 79.4 11.5 0.0 11.9 79.2 91.3 90.8: 8.7 9.2
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 : 23: 9 4 0 3 7 12 11:
Old : 23: 9 4 0 3 7 12 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 : 72.8 78.0 86.5 88.4 72.8 78.0 86.5 88.4
Old : 72.8 78.0 86.5 88.4 72.8 78.0 86.5 88.4
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 - Futures Only, February 04, 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 :11,763,387: 2,587,512 874,843 2,833,451 5,688,551 7,200,413 11,109,514 10,908,707: 653,873 854,680
Old :11,763,387: 2,587,512 874,843 2,833,451 5,688,551 7,200,413 11,109,514 10,908,707: 653,873 854,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 516,531: 87,141 135,158 229,938 196,778 130,143 513,857 495,239: 2,674 21,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 7.4 24.1 48.4 61.2 94.4 92.7: 5.6 7.3
Old : 100.0: 22.0 7.4 24.1 48.4 61.2 94.4 92.7: 5.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 68 48 94 104 112 218 215:
Old : 242: 68 48 94 104 112 218 215:
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 30.2 30.3 40.6 14.6 24.6 22.3 30.0
Old : 18.7 30.2 30.3 40.6 14.6 24.6 22.3 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, February 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,367: 2,317 3,788 199 0 0 2,516 3,987: 1,851 380
Old : 4,367: 2,317 3,788 199 0 0 2,516 3,987: 1,851 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -550: -306 -368 -128 0 0 -434 -496: -116 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 86.7 4.6 0.0 0.0 57.6 91.3: 42.4 8.7
Old : 100.0: 53.1 86.7 4.6 0.0 0.0 57.6 91.3: 42.4 8.7
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: 32 15 3 0 0 32 18:
Old : 47: 32 15 3 0 0 32 18:
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 : 20.2 59.9 31.2 75.9 18.1 59.9 27.0 75.9
Old : 20.2 59.9 31.2 75.9 18.1 59.9 27.0 75.9
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 - Futures Only, February 04, 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 : 153,145: 24,479 21,178 28,046 99,271 102,332 151,796 151,556: 1,349 1,589
Old : 153,145: 24,479 21,178 28,046 99,271 102,332 151,796 151,556: 1,349 1,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -1,385: -3,137 1,272 -4,418 6,042 1,511 -1,513 -1,635: 128 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.8 18.3 64.8 66.8 99.1 99.0: 0.9 1.0
Old : 100.0: 16.0 13.8 18.3 64.8 66.8 99.1 99.0: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 18 15 24 10 17 38 47:
Old : 56: 18 15 24 10 17 38 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.7 55.5 89.2 70.2 63.0 46.8 67.5 57.9
Old : 79.7 55.5 89.2 70.2 63.0 46.8 67.5 57.9
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 - Futures Only, February 04, 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 : 177,293: 55,851 35,425 37,887 83,484 103,134 177,222 176,446: 71 847
Old : 177,293: 55,851 35,425 37,887 83,484 103,134 177,222 176,446: 71 847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -61,953: -6,376 -21,641 -11,116 -44,477 -28,882 -61,969 -61,639: 16 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 20.0 21.4 47.1 58.2 100.0 99.5: 0.0 0.5
Old : 100.0: 31.5 20.0 21.4 47.1 58.2 100.0 99.5: 0.0 0.5
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 : 75: 16 26 22 18 28 44 66:
Old : 75: 16 26 22 18 28 44 66:
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 : 58.9 34.5 78.0 50.3 44.2 25.6 57.4 36.7
Old : 58.9 34.5 78.0 50.3 44.2 25.6 57.4 36.7
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 - Futures Only, February 04, 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 : 575,449: 86,416 76,177 16,189 401,478 418,317 504,083 510,683: 71,365 64,765
Old : 575,449: 86,416 76,177 16,189 401,478 418,317 504,083 510,683: 71,365 64,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -7,921: 617 -2,720 1,153 -11,917 -7,728 -10,147 -9,294: 2,226 1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.2 2.8 69.8 72.7 87.6 88.7: 12.4 11.3
Old : 100.0: 15.0 13.2 2.8 69.8 72.7 87.6 88.7: 12.4 11.3
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 : 584: 115 108 62 249 264 389 410:
Old : 584: 115 108 62 249 264 389 410:
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 : 12.9 17.2 21.5 26.1 12.1 14.9 19.4 22.9
Old : 12.9 17.2 21.5 26.1 12.1 14.9 19.4 22.9
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 - Futures Only, February 04, 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 : 35,960: 5,961 4,949 162 17,564 18,204 23,687 23,315: 12,273 12,645
Old : 35,960: 5,961 4,949 162 17,564 18,204 23,687 23,315: 12,273 12,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 939: -321 2,217 -163 782 -3,149 298 -1,095: 641 2,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.8 0.5 48.8 50.6 65.9 64.8: 34.1 35.2
Old : 100.0: 16.6 13.8 0.5 48.8 50.6 65.9 64.8: 34.1 35.2
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 : 32: 5 7 1 9 12 14 20:
Old : 32: 5 7 1 9 12 14 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 31.5 58.6 51.0 40.1 31.5 57.9 51.0
Old : 40.3 31.5 58.6 51.0 40.1 31.5 57.9 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, February 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 15,668: 215 202 6 9,722 14,495 9,943 14,703: 5,725 965
Old : 15,668: 215 202 6 9,722 14,495 9,943 14,703: 5,725 965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 653: 215 202 6 -2,610 394 -2,389 602: 3,042 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.3 0.0 62.1 92.5 63.5 93.8: 36.5 6.2
Old : 100.0: 1.4 1.3 0.0 62.1 92.5 63.5 93.8: 36.5 6.2
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 : 23: 1 1 1 11 12 12 14:
Old : 23: 1 1 1 11 12 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 77.9 60.0 86.6 49.5 77.9 60.0 86.0
Old : 49.5 77.9 60.0 86.6 49.5 77.9 60.0 86.0
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 - Futures Only, February 04, 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 : 2,697,443: 439,867 393,731 42,544 1,919,571 2,000,566 2,401,982 2,436,841: 295,461 260,602
Old : 2,697,443: 439,867 393,731 42,544 1,919,571 2,000,566 2,401,982 2,436,841: 295,461 260,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -44,300: 13,657 -15,718 -2,386 -63,495 -22,893 -52,224 -40,997: 7,924 -3,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 14.6 1.6 71.2 74.2 89.0 90.3: 11.0 9.7
Old : 100.0: 16.3 14.6 1.6 71.2 74.2 89.0 90.3: 11.0 9.7
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 : 579: 117 105 58 248 261 386 404:
Old : 579: 117 105 58 248 261 386 404:
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 18.0 22.8 26.5 12.9 17.0 20.6 24.9
Old : 13.5 18.0 22.8 26.5 12.9 17.0 20.6 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, February 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 31,832: 1,494 3,495 0 27,264 24,383 28,758 27,878: 3,074 3,954
Old : 31,832: 1,494 3,495 0 27,264 24,383 28,758 27,878: 3,074 3,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,578: 650 470 0 1,023 401 1,673 871: -95 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 11.0 0.0 85.6 76.6 90.3 87.6: 9.7 12.4
Old : 100.0: 4.7 11.0 0.0 85.6 76.6 90.3 87.6: 9.7 12.4
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 : 28: 4 4 0 9 13 13 17:
Old : 28: 4 4 0 9 13 13 17:
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 : 75.1 61.4 85.5 77.6 72.8 61.4 82.4 76.9
Old : 75.1 61.4 85.5 77.6 72.8 61.4 82.4 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders - Futures Only, February 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 10,970: 0 676 0 8,805 9,769 8,805 10,445: 2,165 525
Old : 10,970: 0 676 0 8,805 9,769 8,805 10,445: 2,165 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -21: -239 -159 0 -158 119 -397 -40: 376 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 0.0 80.3 89.1 80.3 95.2: 19.7 4.8
Old : 100.0: 0.0 6.2 0.0 80.3 89.1 80.3 95.2: 19.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 0 11 11 11 14:
Old : 22: 0 3 0 11 11 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 71.5 75.3 85.4 59.7 71.5 74.3 85.4
Old : 60.7 71.5 75.3 85.4 59.7 71.5 74.3 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, February 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 13,737: 1,320 1,400 0 9,206 9,153 10,526 10,553: 3,211 3,184
Old : 13,737: 1,320 1,400 0 9,206 9,153 10,526 10,553: 3,211 3,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 321: 17 608 0 174 -2,399 191 -1,791: 130 2,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.2 0.0 67.0 66.6 76.6 76.8: 23.4 23.2
Old : 100.0: 9.6 10.2 0.0 67.0 66.6 76.6 76.8: 23.4 23.2
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 : 24: 3 2 0 11 10 14 12:
Old : 24: 3 2 0 11 10 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 52.2 60.7 70.2 42.3 48.0 58.9 65.0
Old : 42.9 52.2 60.7 70.2 42.3 48.0 58.9 65.0
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 - Futures Only, February 04, 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 : 77,951: 17,016 3,567 559 49,898 69,793 67,473 73,919: 10,478 4,032
Old : 77,951: 17,016 3,567 559 49,898 69,793 67,473 73,919: 10,478 4,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,061: 365 -661 -522 2,525 1,636 2,368 453: -1,307 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.6 0.7 64.0 89.5 86.6 94.8: 13.4 5.2
Old : 100.0: 21.8 4.6 0.7 64.0 89.5 86.6 94.8: 13.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 16 4 6 38 35 55 44:
Old : 80: 16 4 6 38 35 55 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 41.8 48.5 62.4 31.5 41.7 48.3 62.2
Old : 31.6 41.8 48.5 62.4 31.5 41.7 48.3 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, February 04, 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 : 40,957: 14,109 9,851 1,422 18,461 20,678 33,992 31,951: 6,965 9,006
Old : 40,957: 14,109 9,851 1,422 18,461 20,678 33,992 31,951: 6,965 9,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -276: -244 374 98 65 -1,193 -81 -721: -195 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 24.1 3.5 45.1 50.5 83.0 78.0: 17.0 22.0
Old : 100.0: 34.4 24.1 3.5 45.1 50.5 83.0 78.0: 17.0 22.0
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 : 271: 70 57 22 88 87 170 155:
Old : 271: 70 57 22 88 87 170 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 14.2 24.1 23.0 14.1 14.2 22.9 22.8
Old : 14.8 14.2 24.1 23.0 14.1 14.2 22.9 22.8
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 - Futures Only, February 04, 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 : 204,786: 70,544 49,254 7,109 92,307 103,391 169,960 159,754: 34,826 45,032
Old : 204,786: 70,544 49,254 7,109 92,307 103,391 169,960 159,754: 34,826 45,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -1,382: -1,221 1,870 489 326 -5,965 -406 -3,606: -976 2,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 24.1 3.5 45.1 50.5 83.0 78.0: 17.0 22.0
Old : 100.0: 34.4 24.1 3.5 45.1 50.5 83.0 78.0: 17.0 22.0
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 : 271: 70 57 22 88 87 170 155:
Old : 271: 70 57 22 88 87 170 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 14.2 24.1 23.0 14.1 14.2 22.9 22.8
Old : 14.8 14.2 24.1 23.0 14.1 14.2 22.9 22.8
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 - Futures Only, February 04, 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 : 180,856: 48,368 91,665 3,519 98,191 48,949 150,078 144,133: 30,778 36,723
Old : 180,856: 48,368 91,665 3,519 98,191 48,949 150,078 144,133: 30,778 36,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 24,135: 3,706 19,483 -359 20,933 3,070 24,280 22,194: -145 1,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 50.7 1.9 54.3 27.1 83.0 79.7: 17.0 20.3
Old : 100.0: 26.7 50.7 1.9 54.3 27.1 83.0 79.7: 17.0 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 : 101: 21 37 9 25 32 52 72:
Old : 101: 21 37 9 25 32 52 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 24.3 60.4 35.3 45.8 24.1 58.6 34.7
Old : 47.2 24.3 60.4 35.3 45.8 24.1 58.6 34.7
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 - Futures Only, February 04, 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 : 496,419: 121,684 68,311 12,084 338,031 397,668 471,799 478,063: 24,620 18,356
Old : 496,419: 121,684 68,311 12,084 338,031 397,668 471,799 478,063: 24,620 18,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -5,625: -10,185 -5,236 -1,451 6,446 -2,333 -5,190 -9,020: -435 3,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 13.8 2.4 68.1 80.1 95.0 96.3: 5.0 3.7
Old : 100.0: 24.5 13.8 2.4 68.1 80.1 95.0 96.3: 5.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 68 43 22 137 110 210 170:
Old : 306: 68 43 22 137 110 210 170:
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 : 17.8 20.8 29.9 36.3 16.9 20.3 28.0 35.7
Old : 17.8 20.8 29.9 36.3 16.9 20.3 28.0 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, February 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 17,556: 2,169 8,064 23 9,634 6,755 11,826 14,842: 5,730 2,714
Old : 17,556: 2,169 8,064 23 9,634 6,755 11,826 14,842: 5,730 2,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -3,425: -2,165 -2,353 -12 -1,109 -495 -3,286 -2,860: -139 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 45.9 0.1 54.9 38.5 67.4 84.5: 32.6 15.5
Old : 100.0: 12.4 45.9 0.1 54.9 38.5 67.4 84.5: 32.6 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 9 1 10 5 15 14:
Old : 26: 4 9 1 10 5 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 55.1 60.2 74.6 45.6 55.0 60.0 74.4
Old : 45.6 55.1 60.2 74.6 45.6 55.0 60.0 74.4
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 - Futures Only, February 04, 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 : 51,361: 14,081 7,394 432 27,145 9,598 41,658 17,424: 9,703 33,937
Old : 51,361: 14,081 7,394 432 27,145 9,598 41,658 17,424: 9,703 33,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -6,294: -6,538 -92 65 -1,231 265 -7,704 238: 1,410 -6,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 14.4 0.8 52.9 18.7 81.1 33.9: 18.9 66.1
Old : 100.0: 27.4 14.4 0.8 52.9 18.7 81.1 33.9: 18.9 66.1
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 : 69: 17 10 4 32 17 49 31:
Old : 69: 17 10 4 32 17 49 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 : 23.9 12.3 40.0 21.3 23.8 12.3 39.8 21.3
Old : 23.9 12.3 40.0 21.3 23.8 12.3 39.8 21.3
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 - Futures Only, February 04, 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 : 91,360: 29,058 4,581 909 61,369 85,816 91,336 91,306: 24 54
Old : 91,360: 29,058 4,581 909 61,369 85,816 91,336 91,306: 24 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,089: 1,804 100 -47 1,332 3,043 3,089 3,096: 0 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 5.0 1.0 67.2 93.9 100.0 99.9: 0.0 0.1
Old : 100.0: 31.8 5.0 1.0 67.2 93.9 100.0 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 : 49: 14 2 4 27 19 42 24:
Old : 49: 14 2 4 27 19 42 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 : 39.7 58.8 61.3 85.3 34.4 50.1 51.6 66.0
Old : 39.7 58.8 61.3 85.3 34.4 50.1 51.6 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 07, 2020