BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, February 25, 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 : 11,846: 0 3,938 217 10,870 7,079 11,087 11,234: 759 612
Old : 11,846: 0 3,938 217 10,870 7,079 11,087 11,234: 759 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 355: 0 -28 30 341 364 371 366: -16 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 33.2 1.8 91.8 59.8 93.6 94.8: 6.4 5.2
Old : 100.0: 0.0 33.2 1.8 91.8 59.8 93.6 94.8: 6.4 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 : 46: 0 11 9 28 23 37 34:
Old : 46: 0 11 9 28 23 37 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 : 47.6 39.4 68.2 62.5 46.6 37.4 64.0 58.4
Old : 47.6 39.4 68.2 62.5 46.6 37.4 64.0 58.4
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 25, 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 : 18,654: 4,658 2,535 1,725 9,830 8,251 16,213 12,511: 2,441 6,143
Old : 18,654: 4,658 2,535 1,725 9,830 8,251 16,213 12,511: 2,441 6,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 624: 518 -7 67 123 266 708 326: -84 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 13.6 9.2 52.7 44.2 86.9 67.1: 13.1 32.9
Old : 100.0: 25.0 13.6 9.2 52.7 44.2 86.9 67.1: 13.1 32.9
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 : 67: 17 20 20 20 18 48 47:
Old : 67: 17 20 20 20 18 48 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 : 44.3 25.4 57.5 39.3 43.4 23.9 54.5 36.2
Old : 44.3 25.4 57.5 39.3 43.4 23.9 54.5 36.2
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 25, 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 : 9,697: 286 2,079 381 8,384 6,652 9,051 9,112: 646 585
Old : 9,697: 286 2,079 381 8,384 6,652 9,051 9,112: 646 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 576: 62 -52 19 516 604 597 571: -21 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 21.4 3.9 86.5 68.6 93.3 94.0: 6.7 6.0
Old : 100.0: 2.9 21.4 3.9 86.5 68.6 93.3 94.0: 6.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 8 6 34 26 42 36:
Old : 51: 4 8 6 34 26 42 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 : 29.2 47.3 50.8 69.5 28.6 43.9 47.9 59.6
Old : 29.2 47.3 50.8 69.5 28.6 43.9 47.9 59.6
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 25, 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 : 7,882: 3,045 1,376 91 4,568 4,996 7,704 6,463: 178 1,419
Old : 7,882: 3,045 1,376 91 4,568 4,996 7,704 6,463: 178 1,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -608: -884 352 -41 274 -933 -651 -622: 43 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 17.5 1.2 58.0 63.4 97.7 82.0: 2.3 18.0
Old : 100.0: 38.6 17.5 1.2 58.0 63.4 97.7 82.0: 2.3 18.0
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 : 33: 4 6 3 13 16 18 24:
Old : 33: 4 6 3 13 16 18 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 : 80.9 49.8 92.4 68.8 80.9 47.8 92.1 66.7
Old : 80.9 49.8 92.4 68.8 80.9 47.8 92.1 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, February 25, 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 : 293,616: 99,470 83,093 66,337 104,060 116,569 269,867 265,999: 23,749 27,617
Old : 271,148: 96,092 84,879 58,394 96,867 103,195 251,353 246,468: 19,795 24,680
Other: 22,468: 9,106 3,942 2,215 7,193 13,374 18,514 19,531: 3,954 2,937
: : :
: : Changes in Commitments from: February 18, 2020 :
: -7,437: -1,995 -7,878 -34 -4,002 -48 -6,031 -7,960: -1,406 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 28.3 22.6 35.4 39.7 91.9 90.6: 8.1 9.4
Old : 100.0: 35.4 31.3 21.5 35.7 38.1 92.7 90.9: 7.3 9.1
Other: 100.0: 40.5 17.5 9.9 32.0 59.5 82.4 86.9: 17.6 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 97 102 106 69 86 234 249:
Old : 320: 92 112 101 55 83 211 245:
Other: 124: 33 23 17 35 48 77 84:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 20.6 27.0 26.7 14.9 17.9 24.2 23.4
Old : 17.4 19.9 28.9 26.4 15.7 17.5 25.8 23.3
Other: 22.0 35.3 36.4 48.9 19.6 33.1 30.7 42.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 25, 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 : 347,268: 94,881 61,803 81,177 139,446 162,478 315,504 305,458: 31,764 41,810
Old : 347,268: 94,881 61,803 81,177 139,446 162,478 315,504 305,458: 31,764 41,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 8,647: -6,220 11,629 11,302 4,470 -13,581 9,552 9,350: -905 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 17.8 23.4 40.2 46.8 90.9 88.0: 9.1 12.0
Old : 100.0: 27.3 17.8 23.4 40.2 46.8 90.9 88.0: 9.1 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 : 386: 108 89 116 123 139 296 300:
Old : 386: 108 89 116 123 139 296 300:
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 : 16.0 17.1 26.8 27.5 15.5 16.2 25.0 22.7
Old : 16.0 17.1 26.8 27.5 15.5 16.2 25.0 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, February 25, 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 : 4,532: 2,361 806 307 816 2,306 3,484 3,419: 1,048 1,113
Old : 4,532: 2,361 806 307 816 2,306 3,484 3,419: 1,048 1,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 234: 211 -34 54 76 243 341 263: -107 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 17.8 6.8 18.0 50.9 76.9 75.4: 23.1 24.6
Old : 100.0: 52.1 17.8 6.8 18.0 50.9 76.9 75.4: 23.1 24.6
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 : 57: 23 8 7 14 19 40 34:
Old : 57: 23 8 7 14 19 40 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 : 26.7 29.9 43.0 48.1 24.9 29.9 40.6 46.6
Old : 26.7 29.9 43.0 48.1 24.9 29.9 40.6 46.6
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 25, 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 : 53,915: 16,897 16,175 17,901 10,919 7,663 45,717 41,739: 8,198 12,176
Old : 53,915: 16,897 16,175 17,901 10,919 7,663 45,717 41,739: 8,198 12,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -3,351: 222 -1,212 -2,598 -1,133 174 -3,509 -3,636: 158 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 30.0 33.2 20.3 14.2 84.8 77.4: 15.2 22.6
Old : 100.0: 31.3 30.0 33.2 20.3 14.2 84.8 77.4: 15.2 22.6
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 : 178: 45 55 54 46 47 126 133:
Old : 178: 45 55 54 46 47 126 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 15.0 34.8 25.1 18.8 10.4 24.4 17.3
Old : 23.5 15.0 34.8 25.1 18.8 10.4 24.4 17.3
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 25, 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 : 17,415: 1,552 4,772 638 14,809 11,017 16,999 16,427: 416 988
Old : 17,415: 1,552 4,772 638 14,809 11,017 16,999 16,427: 416 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,098: -315 557 -17 1,426 515 1,094 1,055: 4 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 27.4 3.7 85.0 63.3 97.6 94.3: 2.4 5.7
Old : 100.0: 8.9 27.4 3.7 85.0 63.3 97.6 94.3: 2.4 5.7
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 : 61: 11 15 8 20 26 36 44:
Old : 61: 11 15 8 20 26 36 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 : 61.5 48.5 79.0 65.5 61.5 47.9 76.8 64.2
Old : 61.5 48.5 79.0 65.5 61.5 47.9 76.8 64.2
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 25, 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 : 53,787: 26,420 461 398 24,894 51,527 51,712 52,386: 2,075 1,401
Old : 53,787: 26,420 461 398 24,894 51,527 51,712 52,386: 2,075 1,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 408: -1,266 -203 307 1,463 51 504 155: -96 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 0.9 0.7 46.3 95.8 96.1 97.4: 3.9 2.6
Old : 100.0: 49.1 0.9 0.7 46.3 95.8 96.1 97.4: 3.9 2.6
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 : 43: 22 4 2 10 10 33 15:
Old : 43: 22 4 2 10 10 33 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 : 56.7 87.3 78.1 96.1 56.6 83.4 75.0 89.4
Old : 56.7 87.3 78.1 96.1 56.6 83.4 75.0 89.4
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 25, 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 : 168,819: 63,658 49,034 2,582 66,151 88,098 132,391 139,714: 36,428 29,105
Old : 168,819: 63,658 49,034 2,582 66,151 88,098 132,391 139,714: 36,428 29,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 4,121: 2,099 -4,708 -1,443 1,693 9,136 2,349 2,985: 1,772 1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 29.0 1.5 39.2 52.2 78.4 82.8: 21.6 17.2
Old : 100.0: 37.7 29.0 1.5 39.2 52.2 78.4 82.8: 21.6 17.2
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 : 113: 28 26 12 37 36 71 69:
Old : 113: 28 26 12 37 36 71 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 40.3 37.7 50.1 25.1 40.3 35.2 49.9
Old : 25.3 40.3 37.7 50.1 25.1 40.3 35.2 49.9
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 25, 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 : 57,192: 19,914 19,298 3 26,102 15,665 46,019 34,966: 11,173 22,226
Old : 57,192: 19,914 19,298 3 26,102 15,665 46,019 34,966: 11,173 22,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 4,672: 2,857 3,782 -8 1,603 354 4,452 4,128: 220 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 33.7 0.0 45.6 27.4 80.5 61.1: 19.5 38.9
Old : 100.0: 34.8 33.7 0.0 45.6 27.4 80.5 61.1: 19.5 38.9
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 : 59: 11 14 1 18 22 29 37:
Old : 59: 11 14 1 18 22 29 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 : 44.7 22.3 55.2 31.8 44.7 22.3 55.2 31.8
Old : 44.7 22.3 55.2 31.8 44.7 22.3 55.2 31.8
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 25, 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 : 276,267: 176,836 26,235 1,213 92,104 245,362 270,153 272,810: 6,114 3,457
Old : 276,267: 176,836 26,235 1,213 92,104 245,362 270,153 272,810: 6,114 3,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -25,530: -15,509 -12,828 156 -8,084 -12,736 -23,437 -25,408: -2,093 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 9.5 0.4 33.3 88.8 97.8 98.7: 2.2 1.3
Old : 100.0: 64.0 9.5 0.4 33.3 88.8 97.8 98.7: 2.2 1.3
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 : 173: 83 39 11 26 32 113 78:
Old : 173: 83 39 11 26 32 113 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 : 39.1 72.6 54.9 81.0 39.0 71.5 54.8 79.9
Old : 39.1 72.6 54.9 81.0 39.0 71.5 54.8 79.9
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 25, 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 : 211,321: 72,667 43,069 6,568 101,927 136,111 181,162 185,748: 30,159 25,573
Old : 211,321: 72,667 43,069 6,568 101,927 136,111 181,162 185,748: 30,159 25,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -5,612: -117 -457 -1,021 -2,785 -2,783 -3,923 -4,261: -1,689 -1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 20.4 3.1 48.2 64.4 85.7 87.9: 14.3 12.1
Old : 100.0: 34.4 20.4 3.1 48.2 64.4 85.7 87.9: 14.3 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 : 125: 24 31 11 42 44 71 81:
Old : 125: 24 31 11 42 44 71 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 32.4 45.1 43.4 33.5 31.3 45.0 42.3
Old : 33.6 32.4 45.1 43.4 33.5 31.3 45.0 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, February 25, 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 : 223,904: 53,855 110,244 2,697 144,064 69,816 200,616 182,757: 23,288 41,147
Old : 223,904: 53,855 110,244 2,697 144,064 69,816 200,616 182,757: 23,288 41,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 20,273: -4,750 24,418 -528 27,378 -4,093 22,100 19,797: -1,827 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 49.2 1.2 64.3 31.2 89.6 81.6: 10.4 18.4
Old : 100.0: 24.1 49.2 1.2 64.3 31.2 89.6 81.6: 10.4 18.4
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 : 143: 28 50 10 36 44 67 101:
Old : 143: 28 50 10 36 44 67 101:
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 : 51.9 27.0 62.0 37.6 51.6 27.0 61.5 37.6
Old : 51.9 27.0 62.0 37.6 51.6 27.0 61.5 37.6
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 25, 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 : 625,563: 157,587 271,608 22,229 355,329 270,784 535,145 564,621: 90,418 60,942
Old : 625,563: 157,587 271,608 22,229 355,329 270,784 535,145 564,621: 90,418 60,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 8,076: -12,999 9,515 8,641 15,084 -11,226 10,726 6,930: -2,650 1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 43.4 3.6 56.8 43.3 85.5 90.3: 14.5 9.7
Old : 100.0: 25.2 43.4 3.6 56.8 43.3 85.5 90.3: 14.5 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 : 300: 78 76 36 105 81 194 182:
Old : 300: 78 76 36 105 81 194 182:
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 : 19.0 27.7 29.5 39.3 18.2 27.6 28.3 39.2
Old : 19.0 27.7 29.5 39.3 18.2 27.6 28.3 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, February 25, 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 : 23,419: 3,343 3,653 686 6,503 12,022 10,532 16,361: 12,887 7,058
Old : 23,419: 3,343 3,653 686 6,503 12,022 10,532 16,361: 12,887 7,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -441: -15 -159 0 -570 -94 -585 -253: 144 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.6 2.9 27.8 51.3 45.0 69.9: 55.0 30.1
Old : 100.0: 14.3 15.6 2.9 27.8 51.3 45.0 69.9: 55.0 30.1
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 : 21: 4 5 2 9 9 15 14:
Old : 21: 4 5 2 9 9 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 : 22.0 36.7 34.0 55.5 19.8 34.9 31.5 52.2
Old : 22.0 36.7 34.0 55.5 19.8 34.9 31.5 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, February 25, 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 : 23,001: 3,262 1,385 565 10,967 15,675 14,794 17,625: 8,207 5,376
Old : 23,001: 3,262 1,385 565 10,967 15,675 14,794 17,625: 8,207 5,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -3,198: -3,837 367 -366 134 -3,027 -4,069 -3,026: 871 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 6.0 2.5 47.7 68.1 64.3 76.6: 35.7 23.4
Old : 100.0: 14.2 6.0 2.5 47.7 68.1 64.3 76.6: 35.7 23.4
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 : 22: 4 3 1 13 11 18 14:
Old : 22: 4 3 1 13 11 18 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 : 36.6 47.9 51.8 63.2 35.3 41.0 48.2 53.0
Old : 36.6 47.9 51.8 63.2 35.3 41.0 48.2 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, February 25, 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 : 72,225: 11,693 48,680 843 57,092 19,768 69,628 69,291: 2,597 2,934
Old : 72,225: 11,693 48,680 843 57,092 19,768 69,628 69,291: 2,597 2,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 19,918: 1,963 3,970 264 17,315 14,672 19,542 18,906: 376 1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 67.4 1.2 79.0 27.4 96.4 95.9: 3.6 4.1
Old : 100.0: 16.2 67.4 1.2 79.0 27.4 96.4 95.9: 3.6 4.1
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 : 71: 20 33 5 9 11 33 46:
Old : 71: 20 33 5 9 11 33 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 : 78.3 67.2 87.1 77.5 59.4 50.3 67.0 57.7
Old : 78.3 67.2 87.1 77.5 59.4 50.3 67.0 57.7
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 25, 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 : 58,240: 18,994 34,305 1,361 34,787 16,744 55,142 52,410: 3,098 5,830
Old : 58,240: 18,994 34,305 1,361 34,787 16,744 55,142 52,410: 3,098 5,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 5,655: 1,509 4,633 -325 4,636 1,537 5,820 5,845: -165 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 58.9 2.3 59.7 28.8 94.7 90.0: 5.3 10.0
Old : 100.0: 32.6 58.9 2.3 59.7 28.8 94.7 90.0: 5.3 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 : 100: 26 41 11 24 13 55 60:
Old : 100: 26 41 11 24 13 55 60:
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 : 39.4 35.9 52.7 53.5 39.4 35.7 52.7 53.4
Old : 39.4 35.9 52.7 53.5 39.4 35.7 52.7 53.4
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 25, 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 : 20,462: 15,474 2,603 15 3,881 15,689 19,370 18,307: 1,092 2,155
Old : 20,462: 15,474 2,603 15 3,881 15,689 19,370 18,307: 1,092 2,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,696: 1,333 -33 14 289 1,164 1,636 1,145: 60 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 12.7 0.1 19.0 76.7 94.7 89.5: 5.3 10.5
Old : 100.0: 75.6 12.7 0.1 19.0 76.7 94.7 89.5: 5.3 10.5
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 : 25: 8 7 1 4 8 12 16:
Old : 25: 8 7 1 4 8 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 72.7 90.7 85.1 69.7 72.7 90.6 85.1
Old : 69.7 72.7 90.7 85.1 69.7 72.7 90.6 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, February 25, 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 :11,886,154: 3,018,589 769,292 2,998,642 5,176,970 7,260,261 11,194,201 11,028,195: 691,953 857,959
Old :11,886,154: 3,018,589 769,292 2,998,642 5,176,970 7,260,261 11,194,201 11,028,195: 691,953 857,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 340,855: 195,426 -37,786 112,800 -23,718 262,270 284,508 337,284: 56,347 3,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 6.5 25.2 43.6 61.1 94.2 92.8: 5.8 7.2
Old : 100.0: 25.4 6.5 25.2 43.6 61.1 94.2 92.8: 5.8 7.2
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 : 252: 76 43 87 109 120 220 221:
Old : 252: 76 43 87 109 120 220 221:
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 29.2 29.9 39.4 14.4 24.7 22.0 29.2
Old : 17.8 29.2 29.9 39.4 14.4 24.7 22.0 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 5,632: 3,750 4,916 289 0 0 4,039 5,205: 1,593 427
Old : 5,632: 3,750 4,916 289 0 0 4,039 5,205: 1,593 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -831: -616 -858 14 0 0 -602 -844: -229 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 87.3 5.1 0.0 0.0 71.7 92.4: 28.3 7.6
Old : 100.0: 66.6 87.3 5.1 0.0 0.0 71.7 92.4: 28.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 40 18 7 0 0 41 24:
Old : 58: 40 18 7 0 0 41 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 : 37.2 67.7 44.8 79.8 32.9 67.7 40.5 79.3
Old : 37.2 67.7 44.8 79.8 32.9 67.7 40.5 79.3
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 25, 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 : 177,614: 20,720 33,459 35,120 120,524 105,840 176,364 174,419: 1,250 3,195
Old : 177,614: 20,720 33,459 35,120 120,524 105,840 176,364 174,419: 1,250 3,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 7,138: 3,942 14,095 -6,334 9,675 -549 7,283 7,212: -145 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 18.8 19.8 67.9 59.6 99.3 98.2: 0.7 1.8
Old : 100.0: 11.7 18.8 19.8 67.9 59.6 99.3 98.2: 0.7 1.8
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 : 58: 15 16 22 13 18 42 44:
Old : 58: 15 16 22 13 18 42 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 : 70.1 54.6 82.7 71.1 58.3 44.4 65.0 55.8
Old : 70.1 54.6 82.7 71.1 58.3 44.4 65.0 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, February 25, 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 : 303,581: 105,617 62,191 47,608 149,933 192,805 303,158 302,604: 423 977
Old : 303,581: 105,617 62,191 47,608 149,933 192,805 303,158 302,604: 423 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 40,787: 18,416 7,125 -3,310 25,358 37,029 40,464 40,844: 323 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 20.5 15.7 49.4 63.5 99.9 99.7: 0.1 0.3
Old : 100.0: 34.8 20.5 15.7 49.4 63.5 99.9 99.7: 0.1 0.3
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 : 88: 21 27 25 24 33 54 76:
Old : 88: 21 27 25 24 33 54 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 25.2 68.9 43.3 42.9 22.6 55.7 36.0
Old : 52.0 25.2 68.9 43.3 42.9 22.6 55.7 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, February 25, 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 : 617,822: 89,674 75,831 26,153 420,099 443,231 535,926 545,215: 81,896 72,607
Old : 617,822: 89,674 75,831 26,153 420,099 443,231 535,926 545,215: 81,896 72,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 10,506: -4,631 -8,635 7,536 -2,604 4,346 301 3,247: 10,205 7,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.3 4.2 68.0 71.7 86.7 88.2: 13.3 11.8
Old : 100.0: 14.5 12.3 4.2 68.0 71.7 86.7 88.2: 13.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 602: 117 105 63 275 275 410 425:
Old : 602: 117 105 63 275 275 410 425:
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 : 11.8 16.1 19.5 26.5 10.3 14.1 16.5 23.7
Old : 11.8 16.1 19.5 26.5 10.3 14.1 16.5 23.7
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 25, 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 : 49,066: 10,316 7,596 445 27,301 21,261 38,062 29,302: 11,004 19,764
Old : 49,066: 10,316 7,596 445 27,301 21,261 38,062 29,302: 11,004 19,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 9,619: 2,052 3,217 223 8,620 175 10,895 3,615: -1,276 6,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 15.5 0.9 55.6 43.3 77.6 59.7: 22.4 40.3
Old : 100.0: 21.0 15.5 0.9 55.6 43.3 77.6 59.7: 22.4 40.3
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 : 34: 7 3 3 11 15 18 21:
Old : 34: 7 3 3 11 15 18 21:
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 29.5 60.1 46.4 38.9 29.5 59.0 46.4
Old : 39.7 29.5 60.1 46.4 38.9 29.5 59.0 46.4
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 25, 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 : 13,535: 2,006 378 2 9,033 12,183 11,041 12,563: 2,494 972
Old : 13,535: 2,006 378 2 9,033 12,183 11,041 12,563: 2,494 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 2.8 0.0 66.7 90.0 81.6 92.8: 18.4 7.2
Old : 100.0: 14.8 2.8 0.0 66.7 90.0 81.6 92.8: 18.4 7.2
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 : 21: 3 1 1 6 12 9 14:
Old : 21: 3 1 1 6 12 9 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 : 68.9 63.7 79.9 80.6 67.2 63.7 78.2 80.6
Old : 68.9 63.7 79.9 80.6 67.2 63.7 78.2 80.6
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 25, 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 : 16,108: 807 373 46 12,978 14,367 13,831 14,786: 2,277 1,322
Old : 16,108: 807 373 46 12,978 14,367 13,831 14,786: 2,277 1,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -26: 269 -588 0 355 325 624 -263: -650 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 2.3 0.3 80.6 89.2 85.9 91.8: 14.1 8.2
Old : 100.0: 5.0 2.3 0.3 80.6 89.2 85.9 91.8: 14.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 1 16 9 19 11:
Old : 27: 3 1 1 16 9 19 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 : 49.1 81.2 70.0 88.8 49.1 81.2 70.0 88.4
Old : 49.1 81.2 70.0 88.8 49.1 81.2 70.0 88.4
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 25, 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 : 2,843,780: 440,884 385,268 84,446 1,963,992 2,109,850 2,489,322 2,579,564: 354,458 264,216
Old : 2,843,780: 440,884 385,268 84,446 1,963,992 2,109,850 2,489,322 2,579,564: 354,458 264,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 4,433: -29,869 -55,713 33,020 -56,122 20,855 -52,971 -1,838: 57,404 6,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.5 3.0 69.1 74.2 87.5 90.7: 12.5 9.3
Old : 100.0: 15.5 13.5 3.0 69.1 74.2 87.5 90.7: 12.5 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 : 599: 118 104 62 272 270 406 420:
Old : 599: 118 104 62 272 270 406 420:
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 : 12.3 16.8 20.8 27.4 11.2 15.7 17.3 26.1
Old : 12.3 16.8 20.8 27.4 11.2 15.7 17.3 26.1
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 25, 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 : 28,510: 812 2,429 0 21,737 25,443 22,549 27,872: 5,961 638
Old : 28,510: 812 2,429 0 21,737 25,443 22,549 27,872: 5,961 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -3,316: -650 -371 0 -5,194 -607 -5,844 -978: 2,528 -2,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 8.5 0.0 76.2 89.2 79.1 97.8: 20.9 2.2
Old : 100.0: 2.8 8.5 0.0 76.2 89.2 79.1 97.8: 20.9 2.2
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: 3 2 0 7 14 10 16:
Old : 23: 3 2 0 7 14 10 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 70.1 77.4 89.3 69.4 70.1 74.1 89.3
Old : 72.0 70.1 77.4 89.3 69.4 70.1 74.1 89.3
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 25, 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 : 12,418: 523 453 0 9,759 11,082 10,282 11,535: 2,136 883
Old : 12,418: 523 453 0 9,759 11,082 10,282 11,535: 2,136 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 127: 223 -215 0 55 2 278 -213: -151 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.6 0.0 78.6 89.2 82.8 92.9: 17.2 7.1
Old : 100.0: 4.2 3.6 0.0 78.6 89.2 82.8 92.9: 17.2 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 : 23: 2 2 0 10 12 12 14:
Old : 23: 2 2 0 10 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 : 60.7 66.7 76.1 82.7 59.8 66.6 75.2 82.7
Old : 60.7 66.7 76.1 82.7 59.8 66.6 75.2 82.7
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 25, 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 : 15,953: 1,417 1,415 0 10,954 13,023 12,371 14,438: 3,582 1,515
Old : 15,953: 1,417 1,415 0 10,954 13,023 12,371 14,438: 3,582 1,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -787: 2 -100 -14 -812 -703 -824 -817: 37 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.9 0.0 68.7 81.6 77.5 90.5: 22.5 9.5
Old : 100.0: 8.9 8.9 0.0 68.7 81.6 77.5 90.5: 22.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 0 10 10 14 12:
Old : 24: 4 2 0 10 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 : 45.7 57.8 65.5 83.4 45.2 57.8 62.8 77.7
Old : 45.7 57.8 65.5 83.4 45.2 57.8 62.8 77.7
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 25, 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 : 75,681: 15,538 3,187 442 48,226 68,585 64,206 72,214: 11,475 3,467
Old : 75,681: 15,538 3,187 442 48,226 68,585 64,206 72,214: 11,475 3,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -3,104: -1,208 -761 -284 -2,083 -1,420 -3,575 -2,465: 471 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 4.2 0.6 63.7 90.6 84.8 95.4: 15.2 4.6
Old : 100.0: 20.5 4.2 0.6 63.7 90.6 84.8 95.4: 15.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 14 3 5 40 35 55 42:
Old : 80: 14 3 5 40 35 55 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 41.8 46.1 62.9 32.5 41.7 45.4 62.5
Old : 32.8 41.8 46.1 62.9 32.5 41.7 45.4 62.5
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 25, 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 : 42,933: 16,592 8,676 1,144 15,325 23,939 33,061 33,760: 9,872 9,173
Old : 42,933: 16,592 8,676 1,144 15,325 23,939 33,061 33,760: 9,872 9,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,269: 898 -3,337 -8 -2,081 3,671 -1,191 326: 2,460 943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 20.2 2.7 35.7 55.8 77.0 78.6: 23.0 21.4
Old : 100.0: 38.6 20.2 2.7 35.7 55.8 77.0 78.6: 23.0 21.4
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 : 271: 68 58 23 86 90 161 165:
Old : 271: 68 58 23 86 90 161 165:
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 12.3 23.9 20.3 14.4 11.7 22.9 19.3
Old : 14.8 12.3 23.9 20.3 14.4 11.7 22.9 19.3
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 25, 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 : 214,665: 82,960 43,382 5,721 76,623 119,697 165,304 168,800: 49,361 45,865
Old : 214,665: 82,960 43,382 5,721 76,623 119,697 165,304 168,800: 49,361 45,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 6,344: 4,492 -16,685 -41 -10,407 18,355 -5,956 1,629: 12,300 4,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 20.2 2.7 35.7 55.8 77.0 78.6: 23.0 21.4
Old : 100.0: 38.6 20.2 2.7 35.7 55.8 77.0 78.6: 23.0 21.4
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 : 271: 68 58 23 86 90 161 165:
Old : 271: 68 58 23 86 90 161 165:
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 12.3 23.9 20.3 14.4 11.7 22.9 19.3
Old : 14.8 12.3 23.9 20.3 14.4 11.7 22.9 19.3
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 25, 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 : 213,324: 56,684 100,536 5,139 121,783 71,918 183,606 177,593: 29,718 35,731
Old : 213,324: 56,684 100,536 5,139 121,783 71,918 183,606 177,593: 29,718 35,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 25,869: 8,695 15,070 -1,674 20,137 11,204 27,158 24,600: -1,289 1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 47.1 2.4 57.1 33.7 86.1 83.3: 13.9 16.7
Old : 100.0: 26.6 47.1 2.4 57.1 33.7 86.1 83.3: 13.9 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 : 115: 30 38 13 26 36 61 82:
Old : 115: 30 38 13 26 36 61 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 24.4 61.1 36.1 42.5 24.2 57.3 35.4
Old : 45.8 24.4 61.1 36.1 42.5 24.2 57.3 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, February 25, 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 : 479,421: 111,809 63,627 6,513 335,495 390,942 453,817 461,082: 25,604 18,339
Old : 479,421: 111,809 63,627 6,513 335,495 390,942 453,817 461,082: 25,604 18,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -7,160: 399 -6,907 1,106 -9,566 -2,248 -8,061 -8,049: 901 889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 13.3 1.4 70.0 81.5 94.7 96.2: 5.3 3.8
Old : 100.0: 23.3 13.3 1.4 70.0 81.5 94.7 96.2: 5.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 66 41 23 138 109 213 164:
Old : 300: 66 41 23 138 109 213 164:
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 : 18.1 20.5 31.3 37.3 17.1 20.4 30.0 36.9
Old : 18.1 20.5 31.3 37.3 17.1 20.4 30.0 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 8,215: 1,625 4,903 0 5,080 2,553 6,705 7,456: 1,510 759
Old : 8,215: 1,625 4,903 0 5,080 2,553 6,705 7,456: 1,510 759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 434: -52 513 0 212 0 160 513: 274 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 59.7 0.0 61.8 31.1 81.6 90.8: 18.4 9.2
Old : 100.0: 19.8 59.7 0.0 61.8 31.1 81.6 90.8: 18.4 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 : 21: 4 4 0 8 5 12 9:
Old : 21: 4 4 0 8 5 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 69.7 70.0 87.9 51.9 69.7 70.0 87.9
Old : 51.9 69.7 70.0 87.9 51.9 69.7 70.0 87.9
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 25, 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 : 19,559: 3,051 8,306 603 10,120 6,886 13,774 15,795: 5,785 3,764
Old : 19,559: 3,051 8,306 603 10,120 6,886 13,774 15,795: 5,785 3,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -115: 432 -170 86 -215 122 303 38: -418 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 42.5 3.1 51.7 35.2 70.4 80.8: 29.6 19.2
Old : 100.0: 15.6 42.5 3.1 51.7 35.2 70.4 80.8: 29.6 19.2
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: 6 7 2 8 5 16 12:
Old : 24: 6 7 2 8 5 16 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 : 45.3 54.1 60.2 76.1 45.3 54.0 59.9 75.2
Old : 45.3 54.1 60.2 76.1 45.3 54.0 59.9 75.2
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 25, 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 : 60,094: 17,327 10,739 1,297 32,334 15,080 50,958 27,116: 9,136 32,978
Old : 60,094: 17,327 10,739 1,297 32,334 15,080 50,958 27,116: 9,136 32,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,153: -646 4,292 315 2,246 4,810 1,915 9,417: 238 -7,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 17.9 2.2 53.8 25.1 84.8 45.1: 15.2 54.9
Old : 100.0: 28.8 17.9 2.2 53.8 25.1 84.8 45.1: 15.2 54.9
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 : 88: 20 15 6 32 27 53 47:
Old : 88: 20 15 6 32 27 53 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 : 23.7 11.9 39.8 19.3 23.7 11.9 39.7 19.3
Old : 23.7 11.9 39.8 19.3 23.7 11.9 39.7 19.3
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 25, 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 : 125,228: 40,504 4,361 2,194 82,478 118,612 125,176 125,167: 52 61
Old : 125,228: 40,504 4,361 2,194 82,478 118,612 125,176 125,167: 52 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 22,251: 6,394 -320 985 14,849 21,586 22,228 22,251: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 3.5 1.8 65.9 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 32.3 3.5 1.8 65.9 94.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 2 5 28 21 43 27:
Old : 50: 13 2 5 28 21 43 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 : 47.1 62.6 65.7 85.2 37.8 53.4 54.1 64.6
Old : 47.1 62.6 65.7 85.2 37.8 53.4 54.1 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2020