BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, February 11, 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 : 11,078: 1 4,072 190 10,175 6,322 10,366 10,584: 712 494
Old : 11,078: 1 4,072 190 10,175 6,322 10,366 10,584: 712 494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -774: 1 -321 -11 -706 -417 -716 -749: -58 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 36.8 1.7 91.8 57.1 93.6 95.5: 6.4 4.5
Old : 100.0: 0.0 36.8 1.7 91.8 57.1 93.6 95.5: 6.4 4.5
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: 1 10 6 28 23 35 33:
Old : 46: 1 10 6 28 23 35 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 : 49.0 44.2 69.5 67.4 48.2 43.4 64.8 64.3
Old : 49.0 44.2 69.5 67.4 48.2 43.4 64.8 64.3
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 11, 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 : 17,105: 4,180 2,490 1,294 8,995 7,910 14,469 11,694: 2,636 5,411
Old : 17,105: 4,180 2,490 1,294 8,995 7,910 14,469 11,694: 2,636 5,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,059: -535 305 -500 -846 -1,318 -1,881 -1,513: -178 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 14.6 7.6 52.6 46.2 84.6 68.4: 15.4 31.6
Old : 100.0: 24.4 14.6 7.6 52.6 46.2 84.6 68.4: 15.4 31.6
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 : 66: 17 19 11 19 17 43 40:
Old : 66: 17 19 11 19 17 43 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 : 41.1 27.2 53.3 41.7 41.1 25.6 52.3 39.0
Old : 41.1 27.2 53.3 41.7 41.1 25.6 52.3 39.0
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 11, 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 : 8,577: 359 2,210 270 7,191 5,664 7,820 8,144: 757 433
Old : 8,577: 359 2,210 270 7,191 5,664 7,820 8,144: 757 433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -365: -178 105 -66 -140 -391 -384 -352: 19 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 25.8 3.1 83.8 66.0 91.2 95.0: 8.8 5.0
Old : 100.0: 4.2 25.8 3.1 83.8 66.0 91.2 95.0: 8.8 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 : 48: 6 7 6 31 20 40 30:
Old : 48: 6 7 6 31 20 40 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 59.9 53.7 79.8 30.4 59.9 49.3 71.5
Old : 31.9 59.9 53.7 79.8 30.4 59.9 49.3 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, February 11, 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 : 8,288: 4,164 865 201 3,760 5,688 8,125 6,754: 163 1,534
Old : 8,288: 4,164 865 201 3,760 5,688 8,125 6,754: 163 1,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -551: -515 67 24 -73 -388 -564 -297: 13 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 10.4 2.4 45.4 68.6 98.0 81.5: 2.0 18.5
Old : 100.0: 50.2 10.4 2.4 45.4 68.6 98.0 81.5: 2.0 18.5
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 : 31: 4 4 4 9 17 15 23:
Old : 31: 4 4 4 9 17 15 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 : 81.5 47.3 93.8 63.6 81.5 47.3 93.2 61.9
Old : 81.5 47.3 93.8 63.6 81.5 47.3 93.2 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, February 11, 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 : 291,611: 96,817 88,802 62,141 107,541 113,848 266,499 264,791: 25,112 26,820
Old : 272,613: 93,203 89,561 56,580 101,236 102,003 251,019 248,144: 21,594 24,469
Other: 18,998: 7,003 2,630 2,172 6,305 11,845 15,480 16,647: 3,518 2,351
: : :
: : Changes in Commitments from: February 4, 2020 :
: -702: -982 210 3,600 -4,112 -2,364 -1,494 1,446: 792 -2,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 30.5 21.3 36.9 39.0 91.4 90.8: 8.6 9.2
Old : 100.0: 34.2 32.9 20.8 37.1 37.4 92.1 91.0: 7.9 9.0
Other: 100.0: 36.9 13.8 11.4 33.2 62.3 81.5 87.6: 18.5 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 95 110 112 70 85 239 259:
Old : 330: 94 117 108 58 84 220 256:
Other: 113: 33 21 15 33 42 73 72:
:----------------------------------------------------------------------------------------------------
: 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 20.2 25.3 26.7 12.7 17.3 21.5 23.1
Old : 15.6 19.7 26.8 26.4 13.4 16.9 22.8 22.9
Other: 24.2 40.4 36.9 52.3 20.0 36.3 31.0 45.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 11, 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 : 333,065: 99,314 42,097 69,128 130,667 179,119 299,109 290,344: 33,956 42,721
Old : 333,065: 99,314 42,097 69,128 130,667 179,119 299,109 290,344: 33,956 42,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -10,439: -13,953 -625 -111 -3,809 -11,128 -17,873 -11,864: 7,434 1,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 12.6 20.8 39.2 53.8 89.8 87.2: 10.2 12.8
Old : 100.0: 29.8 12.6 20.8 39.2 53.8 89.8 87.2: 10.2 12.8
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 : 384: 106 81 111 109 146 282 292:
Old : 384: 106 81 111 109 146 282 292:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 18.6 26.5 30.0 16.3 18.3 25.8 27.1
Old : 16.3 18.6 26.5 30.0 16.3 18.3 25.8 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, February 11, 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 : 4,030: 1,869 818 232 699 1,954 2,800 3,004: 1,230 1,026
Old : 4,030: 1,869 818 232 699 1,954 2,800 3,004: 1,230 1,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 671: 335 110 37 81 320 453 467: 218 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 20.3 5.8 17.3 48.5 69.5 74.5: 30.5 25.5
Old : 100.0: 46.4 20.3 5.8 17.3 48.5 69.5 74.5: 30.5 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 17 13 8 9 15 32 31:
Old : 49: 17 13 8 9 15 32 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 : 25.8 31.3 40.8 47.6 25.5 29.9 40.4 45.4
Old : 25.8 31.3 40.8 47.6 25.5 29.9 40.4 45.4
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 11, 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 : 57,672: 16,414 17,946 20,603 11,547 7,565 48,564 46,114: 9,108 11,558
Old : 57,672: 16,414 17,946 20,603 11,547 7,565 48,564 46,114: 9,108 11,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 712: 676 986 -143 -96 51 437 894: 275 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 31.1 35.7 20.0 13.1 84.2 80.0: 15.8 20.0
Old : 100.0: 28.5 31.1 35.7 20.0 13.1 84.2 80.0: 15.8 20.0
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 : 191: 46 59 64 48 48 136 144:
Old : 191: 46 59 64 48 48 136 144:
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 : 22.0 16.3 34.2 25.3 16.3 10.0 21.9 18.3
Old : 22.0 16.3 34.2 25.3 16.3 10.0 21.9 18.3
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 11, 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 : 16,075: 1,792 4,094 710 13,149 10,365 15,651 15,169: 424 906
Old : 16,075: 1,792 4,094 710 13,149 10,365 15,651 15,169: 424 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,371: -325 473 -727 -1,302 -1,913 -2,354 -2,167: -17 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 25.5 4.4 81.8 64.5 97.4 94.4: 2.6 5.6
Old : 100.0: 11.1 25.5 4.4 81.8 64.5 97.4 94.4: 2.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 12 12 7 20 25 37 40:
Old : 59: 12 12 7 20 25 37 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 : 59.9 49.3 75.7 66.6 59.9 48.0 74.5 65.0
Old : 59.9 49.3 75.7 66.6 59.9 48.0 74.5 65.0
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 11, 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 : 53,196: 27,913 977 0 23,109 51,196 51,022 52,173: 2,174 1,023
Old : 53,196: 27,913 977 0 23,109 51,196 51,022 52,173: 2,174 1,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 2,494: 588 67 0 1,841 2,816 2,429 2,883: 65 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 1.8 0.0 43.4 96.2 95.9 98.1: 4.1 1.9
Old : 100.0: 52.5 1.8 0.0 43.4 96.2 95.9 98.1: 4.1 1.9
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 : 50: 28 5 0 12 8 40 13:
Old : 50: 28 5 0 12 8 40 13:
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 : 57.3 88.3 77.5 97.2 57.2 84.3 73.4 91.6
Old : 57.3 88.3 77.5 97.2 57.2 84.3 73.4 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, February 11, 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 : 166,914: 68,225 58,520 3,395 57,774 77,069 129,394 138,984: 37,520 27,930
Old : 166,914: 68,225 58,520 3,395 57,774 77,069 129,394 138,984: 37,520 27,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -7,086: 1,032 9,890 727 -5,306 -23,597 -3,547 -12,980: -3,539 5,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 35.1 2.0 34.6 46.2 77.5 83.3: 22.5 16.7
Old : 100.0: 40.9 35.1 2.0 34.6 46.2 77.5 83.3: 22.5 16.7
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 : 112: 33 23 13 35 36 71 70:
Old : 112: 33 23 13 35 36 71 70:
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 : 25.3 37.8 36.6 49.9 25.1 37.8 34.8 49.7
Old : 25.3 37.8 36.6 49.9 25.1 37.8 34.8 49.7
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 11, 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 : 51,465: 15,937 12,170 105 22,929 19,846 38,971 32,121: 12,494 19,344
Old : 51,465: 15,937 12,170 105 22,929 19,846 38,971 32,121: 12,494 19,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,610: 1,676 2,828 101 432 -2,666 2,209 263: -599 1,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 23.6 0.2 44.6 38.6 75.7 62.4: 24.3 37.6
Old : 100.0: 31.0 23.6 0.2 44.6 38.6 75.7 62.4: 24.3 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 : 53: 9 11 3 16 21 26 34:
Old : 53: 9 11 3 16 21 26 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 23.2 53.6 32.7 40.6 23.2 53.6 32.7
Old : 40.6 23.2 53.6 32.7 40.6 23.2 53.6 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, February 11, 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 : 302,445: 193,940 37,614 1,386 98,944 259,767 294,270 298,767: 8,175 3,678
Old : 302,445: 193,940 37,614 1,386 98,944 259,767 294,270 298,767: 8,175 3,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -6,449: -12,598 -3,752 -1,170 7,349 -1,872 -6,419 -6,794: -30 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 12.4 0.5 32.7 85.9 97.3 98.8: 2.7 1.2
Old : 100.0: 64.1 12.4 0.5 32.7 85.9 97.3 98.8: 2.7 1.2
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 : 188: 94 37 10 28 35 126 78:
Old : 188: 94 37 10 28 35 126 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 : 35.7 70.8 51.3 80.0 35.7 69.8 51.2 78.9
Old : 35.7 70.8 51.3 80.0 35.7 69.8 51.2 78.9
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 11, 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 : 212,228: 65,006 43,922 8,577 107,906 133,105 181,489 185,604: 30,739 26,624
Old : 212,228: 65,006 43,922 8,577 107,906 133,105 181,489 185,604: 30,739 26,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,063: 5,347 -2,750 375 -2,292 5,901 3,430 3,526: 633 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 20.7 4.0 50.8 62.7 85.5 87.5: 14.5 12.5
Old : 100.0: 30.6 20.7 4.0 50.8 62.7 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 : 124: 27 26 16 43 44 78 78:
Old : 124: 27 26 16 43 44 78 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 : 29.5 31.1 41.6 42.2 29.4 30.9 41.5 40.7
Old : 29.5 31.1 41.6 42.2 29.4 30.9 41.5 40.7
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 11, 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 : 193,822: 54,805 80,993 2,879 111,167 70,770 168,851 154,642: 24,971 39,180
Old : 193,822: 54,805 80,993 2,879 111,167 70,770 168,851 154,642: 24,971 39,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 3,743: -2,867 1,423 392 5,729 -344 3,254 1,471: 489 2,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 41.8 1.5 57.4 36.5 87.1 79.8: 12.9 20.2
Old : 100.0: 28.3 41.8 1.5 57.4 36.5 87.1 79.8: 12.9 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 : 124: 24 41 13 31 41 64 86:
Old : 124: 24 41 13 31 41 64 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 29.1 58.3 38.7 47.8 29.1 57.6 38.2
Old : 48.2 29.1 58.3 38.7 47.8 29.1 57.6 38.2
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 11, 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 : 612,444: 169,475 255,144 14,252 338,132 281,706 521,859 551,102: 90,585 61,342
Old : 612,444: 169,475 255,144 14,252 338,132 281,706 521,859 551,102: 90,585 61,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 17,746: 2,550 13,139 1,289 16,584 -1,853 20,423 12,575: -2,677 5,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 41.7 2.3 55.2 46.0 85.2 90.0: 14.8 10.0
Old : 100.0: 27.7 41.7 2.3 55.2 46.0 85.2 90.0: 14.8 10.0
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 : 296: 81 73 35 102 82 194 179:
Old : 296: 81 73 35 102 82 194 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 31.4 31.8 43.4 19.3 31.4 30.6 43.4
Old : 20.0 31.4 31.8 43.4 19.3 31.4 30.6 43.4
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 11, 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 : 23,488: 3,350 4,031 450 7,301 12,052 11,101 16,533: 12,387 6,955
Old : 23,488: 3,350 4,031 450 7,301 12,052 11,101 16,533: 12,387 6,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -353: -292 -86 -245 82 -2 -455 -333: 102 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 17.2 1.9 31.1 51.3 47.3 70.4: 52.7 29.6
Old : 100.0: 14.3 17.2 1.9 31.1 51.3 47.3 70.4: 52.7 29.6
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 : 22: 4 4 1 11 10 16 14:
Old : 22: 4 4 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 : 21.7 37.5 33.5 58.8 19.9 36.5 31.0 55.6
Old : 21.7 37.5 33.5 58.8 19.9 36.5 31.0 55.6
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 11, 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 : 49,327: 9,459 41,664 516 36,988 4,761 46,963 46,941: 2,364 2,386
Old : 49,327: 9,459 41,664 516 36,988 4,761 46,963 46,941: 2,364 2,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 2,924: 261 2,130 139 2,691 291 3,091 2,560: -167 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 84.5 1.0 75.0 9.7 95.2 95.2: 4.8 4.8
Old : 100.0: 19.2 84.5 1.0 75.0 9.7 95.2 95.2: 4.8 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 : 68: 20 30 4 9 11 31 43:
Old : 68: 20 30 4 9 11 31 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 : 76.9 63.6 84.2 74.2 76.2 63.2 83.5 73.8
Old : 76.9 63.6 84.2 74.2 76.2 63.2 83.5 73.8
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 11, 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 : 48,946: 19,893 23,969 2,456 22,603 16,606 44,952 43,031: 3,994 5,915
Old : 48,946: 19,893 23,969 2,456 22,603 16,606 44,952 43,031: 3,994 5,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 5,254: 1,294 3,178 1,254 3,112 596 5,660 5,028: -406 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 49.0 5.0 46.2 33.9 91.8 87.9: 8.2 12.1
Old : 100.0: 40.6 49.0 5.0 46.2 33.9 91.8 87.9: 8.2 12.1
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 : 101: 30 40 9 21 13 56 57:
Old : 101: 30 40 9 21 13 56 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 40.4 41.1 56.7 26.6 40.3 41.1 55.3
Old : 26.6 40.4 41.1 56.7 26.6 40.3 41.1 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, February 11, 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 : 17,625: 13,475 2,289 1 3,108 13,805 16,584 16,095: 1,041 1,530
Old : 17,625: 13,475 2,289 1 3,108 13,805 16,584 16,095: 1,041 1,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,418: 605 420 1 1,185 963 1,791 1,384: -373 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 13.0 0.0 17.6 78.3 94.1 91.3: 5.9 8.7
Old : 100.0: 76.5 13.0 0.0 17.6 78.3 94.1 91.3: 5.9 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 : 23: 8 5 1 4 7 12 13:
Old : 23: 8 5 1 4 7 12 13:
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 : 77.9 75.2 90.7 88.0 77.9 75.2 90.7 88.0
Old : 77.9 75.2 90.7 88.0 77.9 75.2 90.7 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, February 11, 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 :11,797,176: 2,783,352 840,032 2,834,137 5,499,698 7,165,692 11,117,187 10,839,861: 679,989 957,315
Old :11,797,176: 2,783,352 840,032 2,834,137 5,499,698 7,165,692 11,117,187 10,839,861: 679,989 957,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 33,789: 195,840 -34,811 686 -188,853 -34,721 7,673 -68,846: 26,116 102,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.1 24.0 46.6 60.7 94.2 91.9: 5.8 8.1
Old : 100.0: 23.6 7.1 24.0 46.6 60.7 94.2 91.9: 5.8 8.1
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 : 253: 71 50 90 110 119 224 222:
Old : 253: 71 50 90 110 119 224 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 29.8 29.3 39.7 13.9 24.2 21.3 29.4
Old : 17.5 29.8 29.3 39.7 13.9 24.2 21.3 29.4
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 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 6,106: 3,604 5,284 390 0 0 3,994 5,674: 2,112 432
Old : 6,106: 3,604 5,284 390 0 0 3,994 5,674: 2,112 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,739: 1,287 1,496 191 0 0 1,478 1,687: 261 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 86.5 6.4 0.0 0.0 65.4 92.9: 34.6 7.1
Old : 100.0: 59.0 86.5 6.4 0.0 0.0 65.4 92.9: 34.6 7.1
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 : 59: 40 19 6 0 0 43 22:
Old : 59: 40 19 6 0 0 43 22:
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 : 19.2 69.1 32.2 81.1 17.9 66.8 29.9 78.8
Old : 19.2 69.1 32.2 81.1 17.9 66.8 29.9 78.8
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 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 167,656: 16,491 18,990 40,076 109,725 106,969 166,292 166,035: 1,364 1,621
Old : 167,656: 16,491 18,990 40,076 109,725 106,969 166,292 166,035: 1,364 1,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 14,511: -7,988 -2,188 12,030 10,454 4,637 14,496 14,479: 15 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 11.3 23.9 65.4 63.8 99.2 99.0: 0.8 1.0
Old : 100.0: 9.8 11.3 23.9 65.4 63.8 99.2 99.0: 0.8 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 : 59: 14 19 23 11 18 42 45:
Old : 59: 14 19 23 11 18 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 56.1 87.9 72.0 60.7 45.1 62.6 55.3
Old : 77.7 56.1 87.9 72.0 60.7 45.1 62.6 55.3
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 11, 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 : 212,852: 69,563 42,487 46,857 93,992 122,676 210,412 212,020: 2,440 832
Old : 212,852: 69,563 42,487 46,857 93,992 122,676 210,412 212,020: 2,440 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 35,559: 13,712 7,062 8,970 10,508 19,542 33,190 35,574: 2,369 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 20.0 22.0 44.2 57.6 98.9 99.6: 1.1 0.4
Old : 100.0: 32.7 20.0 22.0 44.2 57.6 98.9 99.6: 1.1 0.4
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 : 82: 15 31 27 22 30 52 73:
Old : 82: 15 31 27 22 30 52 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 33.2 74.6 49.2 44.1 28.6 56.8 39.5
Old : 57.6 33.2 74.6 49.2 44.1 28.6 56.8 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, February 11, 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 : 596,376: 89,949 80,335 17,981 416,705 432,255 524,634 530,571: 71,742 65,805
Old : 596,376: 89,949 80,335 17,981 416,705 432,255 524,634 530,571: 71,742 65,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 20,928: 3,533 4,158 1,791 15,226 13,938 20,551 19,888: 377 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.5 3.0 69.9 72.5 88.0 89.0: 12.0 11.0
Old : 100.0: 15.1 13.5 3.0 69.9 72.5 88.0 89.0: 12.0 11.0
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 : 589: 119 113 61 253 251 393 404:
Old : 589: 119 113 61 253 251 393 404:
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 : 12.5 16.9 21.1 25.9 11.8 14.4 18.5 22.3
Old : 12.5 16.9 21.1 25.9 11.8 14.4 18.5 22.3
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 11, 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 : 40,550: 7,780 5,125 521 20,968 20,753 29,269 26,399: 11,281 14,151
Old : 40,550: 7,780 5,125 521 20,968 20,753 29,269 26,399: 11,281 14,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,590: 1,819 176 359 3,404 2,549 5,582 3,084: -992 1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 12.6 1.3 51.7 51.2 72.2 65.1: 27.8 34.9
Old : 100.0: 19.2 12.6 1.3 51.7 51.2 72.2 65.1: 27.8 34.9
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 : 35: 5 6 3 10 15 16 23:
Old : 35: 5 6 3 10 15 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 : 37.6 31.5 60.9 48.3 37.6 31.5 60.6 48.0
Old : 37.6 31.5 60.9 48.3 37.6 31.5 60.6 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, February 11, 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 Consumer Stapl :
: : :
All : 13,759: 1,177 658 7 9,889 11,796 11,073 12,461: 2,686 1,298
Old : 13,759: 1,177 658 7 9,889 11,796 11,073 12,461: 2,686 1,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 4.8 0.1 71.9 85.7 80.5 90.6: 19.5 9.4
Old : 100.0: 8.6 4.8 0.1 71.9 85.7 80.5 90.6: 19.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 1 7 11 9 13:
Old : 20: 1 2 1 7 11 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 66.7 80.4 80.7 65.5 66.7 78.8 80.7
Old : 67.1 66.7 80.4 80.7 65.5 66.7 78.8 80.7
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 11, 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 : 14,720: 538 377 46 11,384 12,850 11,968 13,273: 2,752 1,447
Old : 14,720: 538 377 46 11,384 12,850 11,968 13,273: 2,752 1,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -948: 323 175 40 1,662 -1,645 2,025 -1,430: -2,973 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.6 0.3 77.3 87.3 81.3 90.2: 18.7 9.8
Old : 100.0: 3.7 2.6 0.3 77.3 87.3 81.3 90.2: 18.7 9.8
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 : 23: 2 1 1 12 10 14 12:
Old : 23: 2 1 1 12 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 : 55.8 75.8 73.3 85.3 55.8 75.7 73.3 84.7
Old : 55.8 75.8 73.3 85.3 55.8 75.7 73.3 84.7
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 11, 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 : 2,779,131: 451,855 417,061 46,288 1,978,683 2,057,510 2,476,826 2,520,859: 302,305 258,272
Old : 2,779,131: 451,855 417,061 46,288 1,978,683 2,057,510 2,476,826 2,520,859: 302,305 258,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 81,688: 11,988 23,330 3,744 59,112 56,944 74,844 84,018: 6,844 -2,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 15.0 1.7 71.2 74.0 89.1 90.7: 10.9 9.3
Old : 100.0: 16.3 15.0 1.7 71.2 74.0 89.1 90.7: 10.9 9.3
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 : 587: 120 112 59 252 247 391 399:
Old : 587: 120 112 59 252 247 391 399:
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 : 13.2 17.8 22.5 26.4 12.7 16.6 19.7 24.4
Old : 13.2 17.8 22.5 26.4 12.7 16.6 19.7 24.4
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 11, 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 : 32,087: 1,460 2,905 0 27,369 26,006 28,829 28,911: 3,258 3,176
Old : 32,087: 1,460 2,905 0 27,369 26,006 28,829 28,911: 3,258 3,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 255: -34 -590 0 105 1,623 71 1,033: 184 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 9.1 0.0 85.3 81.0 89.8 90.1: 10.2 9.9
Old : 100.0: 4.6 9.1 0.0 85.3 81.0 89.8 90.1: 10.2 9.9
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 : 27: 4 3 0 9 14 13 17:
Old : 27: 4 3 0 9 14 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 : 76.2 64.0 85.2 81.1 73.8 64.0 82.5 81.1
Old : 76.2 64.0 85.2 81.1 73.8 64.0 82.5 81.1
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 11, 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 : 11,962: 200 670 0 8,433 10,695 8,633 11,365: 3,329 597
Old : 11,962: 200 670 0 8,433 10,695 8,633 11,365: 3,329 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 992: 200 -6 0 -372 926 -172 920: 1,164 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.6 0.0 70.5 89.4 72.2 95.0: 27.8 5.0
Old : 100.0: 1.7 5.6 0.0 70.5 89.4 72.2 95.0: 27.8 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 : 24: 1 3 0 11 12 12 15:
Old : 24: 1 3 0 11 12 12 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 : 52.1 67.9 66.2 83.2 51.2 67.9 65.2 83.2
Old : 52.1 67.9 66.2 83.2 51.2 67.9 65.2 83.2
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 11, 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 : 17,272: 1,362 1,300 0 11,710 14,528 13,072 15,828: 4,200 1,444
Old : 17,272: 1,362 1,300 0 11,710 14,528 13,072 15,828: 4,200 1,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 3,535: 42 -100 0 2,504 5,375 2,546 5,275: 989 -1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 7.5 0.0 67.8 84.1 75.7 91.6: 24.3 8.4
Old : 100.0: 7.9 7.5 0.0 67.8 84.1 75.7 91.6: 24.3 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 0 9 13 12 15:
Old : 25: 3 2 0 9 13 12 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 : 49.4 53.4 66.9 77.6 48.9 53.4 65.3 73.2
Old : 49.4 53.4 66.9 77.6 48.9 53.4 65.3 73.2
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 11, 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 : 78,717: 16,465 4,225 818 50,506 69,992 67,789 75,035: 10,928 3,682
Old : 78,717: 16,465 4,225 818 50,506 69,992 67,789 75,035: 10,928 3,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 766: -551 658 259 608 199 316 1,116: 450 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 5.4 1.0 64.2 88.9 86.1 95.3: 13.9 4.7
Old : 100.0: 20.9 5.4 1.0 64.2 88.9 86.1 95.3: 13.9 4.7
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 : 79: 14 6 6 37 36 53 46:
Old : 79: 14 6 6 37 36 53 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 41.5 49.1 61.7 32.2 41.4 48.8 61.5
Old : 32.4 41.5 49.1 61.7 32.2 41.4 48.8 61.5
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 11, 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 : 41,566: 14,808 13,062 1,202 18,352 19,430 34,362 33,695: 7,204 7,871
Old : 41,566: 14,808 13,062 1,202 18,352 19,430 34,362 33,695: 7,204 7,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 609: 700 3,212 -220 -110 -1,248 370 1,744: 239 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 31.4 2.9 44.2 46.7 82.7 81.1: 17.3 18.9
Old : 100.0: 35.6 31.4 2.9 44.2 46.7 82.7 81.1: 17.3 18.9
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 : 278: 71 57 19 92 92 170 161:
Old : 278: 71 57 19 92 92 170 161:
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 : 14.2 15.8 24.7 24.2 13.2 14.6 23.5 22.9
Old : 14.2 15.8 24.7 24.2 13.2 14.6 23.5 22.9
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 11, 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 : 207,829: 74,042 65,312 6,009 91,758 97,152 171,809 168,473: 36,020 39,356
Old : 207,829: 74,042 65,312 6,009 91,758 97,152 171,809 168,473: 36,020 39,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 3,043: 3,498 16,058 -1,100 -549 -6,239 1,849 8,719: 1,194 -5,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 31.4 2.9 44.2 46.7 82.7 81.1: 17.3 18.9
Old : 100.0: 35.6 31.4 2.9 44.2 46.7 82.7 81.1: 17.3 18.9
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 : 278: 71 57 19 92 92 170 161:
Old : 278: 71 57 19 92 92 170 161:
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 : 14.2 15.8 24.7 24.2 13.2 14.6 23.5 22.9
Old : 14.2 15.8 24.7 24.2 13.2 14.6 23.5 22.9
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 11, 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 : 177,528: 48,188 80,856 4,320 96,321 56,891 148,829 142,067: 28,699 35,461
Old : 177,528: 48,188 80,856 4,320 96,321 56,891 148,829 142,067: 28,699 35,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -3,328: -180 -10,809 801 -1,870 7,942 -1,249 -2,066: -2,079 -1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 45.5 2.4 54.3 32.0 83.8 80.0: 16.2 20.0
Old : 100.0: 27.1 45.5 2.4 54.3 32.0 83.8 80.0: 16.2 20.0
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 : 107: 27 35 10 23 33 54 74:
Old : 107: 27 35 10 23 33 54 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 : 44.6 23.9 57.1 36.5 43.1 23.7 55.5 35.9
Old : 44.6 23.9 57.1 36.5 43.1 23.7 55.5 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, February 11, 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 : 485,582: 109,856 69,951 7,128 343,354 391,344 460,338 468,423: 25,244 17,159
Old : 485,582: 109,856 69,951 7,128 343,354 391,344 460,338 468,423: 25,244 17,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -10,837: -11,828 1,640 -4,956 5,323 -6,324 -11,461 -9,640: 624 -1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 14.4 1.5 70.7 80.6 94.8 96.5: 5.2 3.5
Old : 100.0: 22.6 14.4 1.5 70.7 80.6 94.8 96.5: 5.2 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 : 300: 62 45 22 134 108 205 166:
Old : 300: 62 45 22 134 108 205 166:
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 21.2 31.5 37.4 17.7 21.0 29.9 36.8
Old : 18.7 21.2 31.5 37.4 17.7 21.0 29.9 36.8
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 11, 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 : 18,958: 2,728 8,448 386 9,937 6,742 13,051 15,576: 5,907 3,382
Old : 18,958: 2,728 8,448 386 9,937 6,742 13,051 15,576: 5,907 3,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,402: 559 384 363 303 -13 1,225 734: 177 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 44.6 2.0 52.4 35.6 68.8 82.2: 31.2 17.8
Old : 100.0: 14.4 44.6 2.0 52.4 35.6 68.8 82.2: 31.2 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 9 2 9 5 17 14:
Old : 27: 6 9 2 9 5 17 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 : 44.7 55.6 58.8 73.4 44.7 55.5 58.5 73.2
Old : 44.7 55.6 58.8 73.4 44.7 55.5 58.5 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, February 11, 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 : 56,300: 17,643 6,943 850 30,000 11,499 48,493 19,292: 7,807 37,008
Old : 56,300: 17,643 6,943 850 30,000 11,499 48,493 19,292: 7,807 37,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,939: 3,562 -451 418 2,855 1,901 6,835 1,868: -1,896 3,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 12.3 1.5 53.3 20.4 86.1 34.3: 13.9 65.7
Old : 100.0: 31.3 12.3 1.5 53.3 20.4 86.1 34.3: 13.9 65.7
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 : 79: 21 12 5 32 21 55 36:
Old : 79: 21 12 5 32 21 55 36:
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 : 25.2 12.2 42.4 19.7 25.1 12.2 42.2 19.6
Old : 25.2 12.2 42.4 19.7 25.1 12.2 42.2 19.6
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 11, 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 : 98,445: 33,006 5,181 909 64,506 92,294 98,421 98,384: 24 61
Old : 98,445: 33,006 5,181 909 64,506 92,294 98,421 98,384: 24 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 7,085: 3,948 600 0 3,137 6,478 7,085 7,078: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 5.3 0.9 65.5 93.8 100.0 99.9: 0.0 0.1
Old : 100.0: 33.5 5.3 0.9 65.5 93.8 100.0 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 : 50: 14 3 4 27 19 42 25:
Old : 50: 14 3 4 27 19 42 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 : 40.0 59.7 62.6 84.9 36.2 53.6 54.7 69.4
Old : 40.0 59.7 62.6 84.9 36.2 53.6 54.7 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2020