BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 12, 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 : 10,207: 796 1,186 520 8,497 8,045 9,813 9,751: 394 456
Old : 10,207: 796 1,186 520 8,497 8,045 9,813 9,751: 394 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 388: -2 -167 -46 486 638 438 425: -50 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 11.6 5.1 83.2 78.8 96.1 95.5: 3.9 4.5
Old : 100.0: 7.8 11.6 5.1 83.2 78.8 96.1 95.5: 3.9 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 : 44: 3 6 6 29 23 35 32:
Old : 44: 3 6 6 29 23 35 32:
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 : 44.1 43.8 64.4 63.0 42.9 37.9 61.1 56.0
Old : 44.1 43.8 64.4 63.0 42.9 37.9 61.1 56.0
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, May 12, 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 : 23,545: 10,811 5,707 1,111 9,934 11,665 21,856 18,483: 1,689 5,062
Old : 23,545: 10,811 5,707 1,111 9,934 11,665 21,856 18,483: 1,689 5,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 294: -158 89 242 181 64 265 395: 29 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 24.2 4.7 42.2 49.5 92.8 78.5: 7.2 21.5
Old : 100.0: 45.9 24.2 4.7 42.2 49.5 92.8 78.5: 7.2 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 14 24 17 24 24 47 56:
Old : 75: 14 24 17 24 24 47 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 33.3 76.0 45.7 68.0 32.7 75.5 44.4
Old : 68.1 33.3 76.0 45.7 68.0 32.7 75.5 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, May 12, 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 : 9,359: 1,346 514 493 7,025 7,914 8,864 8,921: 495 438
Old : 9,359: 1,346 514 493 7,025 7,914 8,864 8,921: 495 438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 78: -81 -97 105 97 113 121 121: -43 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 5.5 5.3 75.1 84.6 94.7 95.3: 5.3 4.7
Old : 100.0: 14.4 5.5 5.3 75.1 84.6 94.7 95.3: 5.3 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 : 52: 2 7 7 37 27 44 36:
Old : 52: 2 7 7 37 27 44 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 : 36.0 46.4 55.1 70.6 36.0 43.7 54.3 63.4
Old : 36.0 46.4 55.1 70.6 36.0 43.7 54.3 63.4
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, May 12, 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 : 5,783: 48 3,488 516 4,868 1,548 5,432 5,552: 351 231
Old : 5,783: 48 3,488 516 4,868 1,548 5,432 5,552: 351 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 21: -133 -67 145 198 -23 210 55: -189 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 60.3 8.9 84.2 26.8 93.9 96.0: 6.1 4.0
Old : 100.0: 0.8 60.3 8.9 84.2 26.8 93.9 96.0: 6.1 4.0
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 : 29: 2 6 6 18 9 25 16:
Old : 29: 2 6 6 18 9 25 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 : 62.5 66.2 79.7 82.9 58.7 63.2 70.1 75.0
Old : 62.5 66.2 79.7 82.9 58.7 63.2 70.1 75.0
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, May 12, 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 : 204,494: 68,625 52,099 37,584 80,923 93,989 187,132 183,672: 17,362 20,822
Old : 168,217: 60,578 52,822 25,893 68,932 72,339 155,403 151,054: 12,814 17,163
Other: 36,277: 17,297 8,527 2,441 11,991 21,650 31,729 32,618: 4,548 3,659
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,579: 2,527 3,210 -1,755 -3,463 -5,230 -2,691 -3,775: 1,112 2,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 25.5 18.4 39.6 46.0 91.5 89.8: 8.5 10.2
Old : 100.0: 36.0 31.4 15.4 41.0 43.0 92.4 89.8: 7.6 10.2
Other: 100.0: 47.7 23.5 6.7 33.1 59.7 87.5 89.9: 12.5 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 88 76 102 60 68 210 202:
Old : 256: 84 85 91 52 60 188 190:
Other: 131: 35 29 23 40 41 88 83:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 29.2 28.8 37.6 15.5 23.1 26.3 29.6
Old : 18.7 28.6 31.7 37.3 18.0 22.4 28.1 29.4
Other: 31.5 46.3 45.5 56.0 31.5 41.4 44.5 48.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 12, 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 : 260,608: 69,544 35,186 49,182 111,453 142,697 230,179 227,065: 30,429 33,543
Old : 260,608: 69,544 35,186 49,182 111,453 142,697 230,179 227,065: 30,429 33,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -12,499: -1,086 -6,103 -2,103 -6,700 -5,062 -9,889 -13,268: -2,610 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.5 18.9 42.8 54.8 88.3 87.1: 11.7 12.9
Old : 100.0: 26.7 13.5 18.9 42.8 54.8 88.3 87.1: 11.7 12.9
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 : 330: 84 77 106 100 120 250 259:
Old : 330: 84 77 106 100 120 250 259:
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 : 17.4 21.4 28.2 30.0 17.3 20.9 27.8 28.6
Old : 17.4 21.4 28.2 30.0 17.3 20.9 27.8 28.6
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, May 12, 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 : 2,596: 301 637 179 1,278 1,139 1,758 1,955: 838 641
Old : 2,596: 301 637 179 1,278 1,139 1,758 1,955: 838 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -84: 30 -147 -23 -103 168 -96 -2: 12 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 24.5 6.9 49.2 43.9 67.7 75.3: 32.3 24.7
Old : 100.0: 11.6 24.5 6.9 49.2 43.9 67.7 75.3: 32.3 24.7
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 : 34: 4 13 2 11 9 17 23:
Old : 34: 4 13 2 11 9 17 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 : 36.6 35.4 50.8 55.9 34.6 34.7 47.7 51.3
Old : 36.6 35.4 50.8 55.9 34.6 34.7 47.7 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, May 12, 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 : 30,072: 8,437 7,225 5,990 9,883 7,539 24,310 20,754: 5,762 9,318
Old : 30,072: 8,437 7,225 5,990 9,883 7,539 24,310 20,754: 5,762 9,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,684: -354 -1,336 -694 -149 -126 -1,197 -2,156: -487 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 24.0 19.9 32.9 25.1 80.8 69.0: 19.2 31.0
Old : 100.0: 28.1 24.0 19.9 32.9 25.1 80.8 69.0: 19.2 31.0
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 : 154: 28 45 43 36 53 97 117:
Old : 154: 28 45 43 36 53 97 117:
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 : 23.2 12.9 33.0 20.9 21.3 9.0 28.4 14.9
Old : 23.2 12.9 33.0 20.9 21.3 9.0 28.4 14.9
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, May 12, 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 : 24,961: 1,085 9,834 706 22,955 13,605 24,746 24,145: 215 816
Old : 24,961: 1,085 9,834 706 22,955 13,605 24,746 24,145: 215 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 468: 39 76 73 371 283 483 432: -15 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 39.4 2.8 92.0 54.5 99.1 96.7: 0.9 3.3
Old : 100.0: 4.3 39.4 2.8 92.0 54.5 99.1 96.7: 0.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 9 12 8 24 26 35 44:
Old : 60: 9 12 8 24 26 35 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 : 60.0 59.6 82.7 71.8 57.5 59.6 79.4 71.7
Old : 60.0 59.6 82.7 71.8 57.5 59.6 79.4 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 23,880: 10,077 3,619 2 13,035 18,610 23,114 22,231: 766 1,649
Old : 23,880: 10,077 3,619 2 13,035 18,610 23,114 22,231: 766 1,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,024: 1,098 -1,299 1 -1,901 198 -802 -1,100: -222 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 15.2 0.0 54.6 77.9 96.8 93.1: 3.2 6.9
Old : 100.0: 42.2 15.2 0.0 54.6 77.9 96.8 93.1: 3.2 6.9
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 : 36: 12 12 1 7 7 19 20:
Old : 36: 12 12 1 7 7 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 77.0 83.6 84.8 59.4 77.0 83.4 84.8
Old : 59.6 77.0 83.6 84.8 59.4 77.0 83.4 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, May 12, 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 : 120,453: 16,995 49,241 2,249 76,154 38,624 95,398 90,114: 25,055 30,339
Old : 120,453: 16,995 49,241 2,249 76,154 38,624 95,398 90,114: 25,055 30,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,153: -12 182 -184 1,037 -925 841 -927: 312 2,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 40.9 1.9 63.2 32.1 79.2 74.8: 20.8 25.2
Old : 100.0: 14.1 40.9 1.9 63.2 32.1 79.2 74.8: 20.8 25.2
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 : 93: 14 26 11 37 33 57 64:
Old : 93: 14 26 11 37 33 57 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 29.3 45.5 40.7 30.1 29.3 42.3 38.9
Old : 31.7 29.3 45.5 40.7 30.1 29.3 42.3 38.9
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, May 12, 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 : 40,469: 12,624 5,976 13 16,793 22,438 29,430 28,427: 11,039 12,042
Old : 40,469: 12,624 5,976 13 16,793 22,438 29,430 28,427: 11,039 12,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 4,212: -343 800 2 4,010 4,276 3,669 5,078: 543 -866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 14.8 0.0 41.5 55.4 72.7 70.2: 27.3 29.8
Old : 100.0: 31.2 14.8 0.0 41.5 55.4 72.7 70.2: 27.3 29.8
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 : 41: 6 10 1 15 14 21 25:
Old : 41: 6 10 1 15 14 21 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 : 38.1 40.1 54.2 50.1 38.1 40.1 54.2 50.0
Old : 38.1 40.1 54.2 50.1 38.1 40.1 54.2 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, May 12, 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 : 101,098: 22,491 27,611 1,401 72,507 66,792 96,399 95,804: 4,699 5,294
Old : 101,098: 22,491 27,611 1,401 72,507 66,792 96,399 95,804: 4,699 5,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 878: -8,693 3,536 381 8,720 -2,952 408 965: 470 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 27.3 1.4 71.7 66.1 95.4 94.8: 4.6 5.2
Old : 100.0: 22.2 27.3 1.4 71.7 66.1 95.4 94.8: 4.6 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 : 132: 29 55 7 20 38 52 97:
Old : 132: 29 55 7 20 38 52 97:
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 : 54.2 42.4 69.3 54.1 54.0 42.4 69.1 54.1
Old : 54.2 42.4 69.3 54.1 54.0 42.4 69.1 54.1
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, May 12, 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 : 166,568: 31,525 45,213 6,085 112,483 84,337 150,093 135,635: 16,475 30,933
Old : 166,568: 31,525 45,213 6,085 112,483 84,337 150,093 135,635: 16,475 30,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 5,485: 3,429 5,112 980 2,746 -2,193 7,155 3,899: -1,670 1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 27.1 3.7 67.5 50.6 90.1 81.4: 9.9 18.6
Old : 100.0: 18.9 27.1 3.7 67.5 50.6 90.1 81.4: 9.9 18.6
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 : 106: 17 31 12 28 44 51 81:
Old : 106: 17 31 12 28 44 51 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 : 48.6 18.3 61.7 29.5 48.3 18.1 61.2 28.8
Old : 48.6 18.3 61.7 29.5 48.3 18.1 61.2 28.8
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, May 12, 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 : 153,370: 56,307 28,370 1,411 72,360 101,599 130,078 131,380: 23,292 21,990
Old : 153,370: 56,307 28,370 1,411 72,360 101,599 130,078 131,380: 23,292 21,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,328: -327 -1,050 1,009 3,577 -21 4,259 -62: -2,931 1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 18.5 0.9 47.2 66.2 84.8 85.7: 15.2 14.3
Old : 100.0: 36.7 18.5 0.9 47.2 66.2 84.8 85.7: 15.2 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 23 33 6 32 32 60 66:
Old : 107: 23 33 6 32 32 60 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 41.8 47.1 51.7 29.3 40.4 45.2 50.3
Old : 29.3 41.8 47.1 51.7 29.3 40.4 45.2 50.3
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, May 12, 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 : 547,329: 171,980 93,840 6,488 294,370 400,827 472,838 501,155: 74,491 46,174
Old : 547,329: 171,980 93,840 6,488 294,370 400,827 472,838 501,155: 74,491 46,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 5,705: 2,708 867 -154 3,746 7,593 6,300 8,306: -595 -2,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 17.1 1.2 53.8 73.2 86.4 91.6: 13.6 8.4
Old : 100.0: 31.4 17.1 1.2 53.8 73.2 86.4 91.6: 13.6 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 : 268: 77 51 26 102 81 185 152:
Old : 268: 77 51 26 102 81 185 152:
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 : 18.6 48.8 30.0 60.7 18.1 48.7 28.9 60.6
Old : 18.6 48.8 30.0 60.7 18.1 48.7 28.9 60.6
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, May 12, 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 : 21,109: 4,391 14,144 106 14,954 3,349 19,451 17,599: 1,658 3,510
Old : 21,109: 4,391 14,144 106 14,954 3,349 19,451 17,599: 1,658 3,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,593: -830 -2,166 103 -1,122 3 -1,849 -2,060: 256 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 67.0 0.5 70.8 15.9 92.1 83.4: 7.9 16.6
Old : 100.0: 20.8 67.0 0.5 70.8 15.9 92.1 83.4: 7.9 16.6
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 : 46: 12 20 2 6 9 19 31:
Old : 46: 12 20 2 6 9 19 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 : 72.2 41.9 83.3 57.1 71.2 41.9 82.4 57.1
Old : 72.2 41.9 83.3 57.1 71.2 41.9 82.4 57.1
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, May 12, 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 : 45,368: 11,953 27,831 1,041 30,233 10,425 43,227 39,297: 2,141 6,071
Old : 45,368: 11,953 27,831 1,041 30,233 10,425 43,227 39,297: 2,141 6,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 996: -89 836 82 447 84 440 1,002: 556 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 61.3 2.3 66.6 23.0 95.3 86.6: 4.7 13.4
Old : 100.0: 26.3 61.3 2.3 66.6 23.0 95.3 86.6: 4.7 13.4
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 : 85: 22 34 8 17 15 41 55:
Old : 85: 22 34 8 17 15 41 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 35.8 70.1 52.5 53.6 35.8 70.1 52.4
Old : 53.6 35.8 70.1 52.5 53.6 35.8 70.1 52.4
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, May 12, 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 : 17,607: 7,693 5,695 0 9,570 10,058 17,263 15,753: 344 1,854
Old : 17,607: 7,693 5,695 0 9,570 10,058 17,263 15,753: 344 1,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 833: 974 106 0 -67 1,052 907 1,158: -74 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 32.3 0.0 54.4 57.1 98.0 89.5: 2.0 10.5
Old : 100.0: 43.7 32.3 0.0 54.4 57.1 98.0 89.5: 2.0 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 : 29: 9 10 0 5 5 14 15:
Old : 29: 9 10 0 5 5 14 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 : 72.0 74.6 92.5 84.2 72.0 74.6 92.5 84.2
Old : 72.0 74.6 92.5 84.2 72.0 74.6 92.5 84.2
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, May 12, 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 :10,752,085: 1,256,284 1,961,847 3,105,607 5,739,756 4,964,551 10,101,647 10,032,005: 650,438 720,080
Old :10,752,085: 1,256,284 1,961,847 3,105,607 5,739,756 4,964,551 10,101,647 10,032,005: 650,438 720,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -19,230: 73,740 46,948 25,305 -59,119 14,303 39,926 86,556: -59,156 -105,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 18.2 28.9 53.4 46.2 94.0 93.3: 6.0 6.7
Old : 100.0: 11.7 18.2 28.9 53.4 46.2 94.0 93.3: 6.0 6.7
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 : 229: 54 47 75 112 118 207 203:
Old : 229: 54 47 75 112 118 207 203:
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 : 17.2 25.2 29.7 35.4 10.5 15.3 16.9 18.8
Old : 17.2 25.2 29.7 35.4 10.5 15.3 16.9 18.8
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 9,939: 6,606 8,937 657 31 0 7,294 9,594: 2,645 345
Old : 9,939: 6,606 8,937 657 31 0 7,294 9,594: 2,645 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 2,155: 1,600 2,206 -50 31 0 1,581 2,156: 574 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 89.9 6.6 0.3 0.0 73.4 96.5: 26.6 3.5
Old : 100.0: 66.5 89.9 6.6 0.3 0.0 73.4 96.5: 26.6 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 : 71: 42 28 12 1 0 52 31:
Old : 71: 42 28 12 1 0 52 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 : 34.4 62.0 47.8 78.5 34.4 61.6 46.9 75.7
Old : 34.4 62.0 47.8 78.5 34.4 61.6 46.9 75.7
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, May 12, 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 : 168,623: 35,962 27,812 29,933 102,548 107,029 168,443 164,774: 180 3,849
Old : 168,623: 35,962 27,812 29,933 102,548 107,029 168,443 164,774: 180 3,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 7,775: -2,670 111 2,493 7,880 5,568 7,703 8,172: 72 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 16.5 17.8 60.8 63.5 99.9 97.7: 0.1 2.3
Old : 100.0: 21.3 16.5 17.8 60.8 63.5 99.9 97.7: 0.1 2.3
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 : 55: 16 14 19 14 21 39 46:
Old : 55: 16 14 19 14 21 39 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 : 72.6 49.8 85.9 70.4 65.2 42.5 67.2 55.5
Old : 72.6 49.8 85.9 70.4 65.2 42.5 67.2 55.5
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, May 12, 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 : 262,829: 40,227 76,515 13,908 208,604 169,047 262,739 259,470: 90 3,359
Old : 262,829: 40,227 76,515 13,908 208,604 169,047 262,739 259,470: 90 3,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 8,760: 277 3,384 314 9,110 5,036 9,701 8,734: -941 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 29.1 5.3 79.4 64.3 100.0 98.7: 0.0 1.3
Old : 100.0: 15.3 29.1 5.3 79.4 64.3 100.0 98.7: 0.0 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 : 87: 16 24 29 19 40 51 79:
Old : 87: 16 24 29 19 40 51 79:
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 : 76.1 33.1 84.9 49.5 73.1 32.7 80.0 47.5
Old : 76.1 33.1 84.9 49.5 73.1 32.7 80.0 47.5
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, May 12, 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 : 753,246: 62,090 93,931 31,832 525,575 468,094 619,497 593,856: 133,749 159,390
Old : 753,246: 62,090 93,931 31,832 525,575 468,094 619,497 593,856: 133,749 159,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 2,334: -4,434 -5,057 4,020 -2,931 -3,733 -3,346 -4,770: 5,679 7,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 12.5 4.2 69.8 62.1 82.2 78.8: 17.8 21.2
Old : 100.0: 8.2 12.5 4.2 69.8 62.1 82.2 78.8: 17.8 21.2
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 : 602: 89 112 60 271 298 387 443:
Old : 602: 89 112 60 271 298 387 443:
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 : 11.6 14.3 20.6 22.3 11.0 11.6 17.9 17.6
Old : 11.6 14.3 20.6 22.3 11.0 11.6 17.9 17.6
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, May 12, 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 : 103,350: 18,317 2,905 87 78,187 17,582 96,591 20,574: 6,759 82,776
Old : 103,350: 18,317 2,905 87 78,187 17,582 96,591 20,574: 6,759 82,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,485: 1,694 -1,699 -271 -620 679 803 -1,291: 682 2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 2.8 0.1 75.7 17.0 93.5 19.9: 6.5 80.1
Old : 100.0: 17.7 2.8 0.1 75.7 17.0 93.5 19.9: 6.5 80.1
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 : 30: 7 1 1 17 6 24 8:
Old : 30: 7 1 1 17 6 24 8:
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 : 51.4 17.4 73.0 19.9 51.3 17.4 72.9 19.8
Old : 51.4 17.4 73.0 19.9 51.3 17.4 72.9 19.8
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, May 12, 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 : 11,231: 832 600 14 8,198 9,660 9,044 10,274: 2,187 957
Old : 11,231: 832 600 14 8,198 9,660 9,044 10,274: 2,187 957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 54: 107 0 -33 1,275 166 1,349 133: -1,295 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.3 0.1 73.0 86.0 80.5 91.5: 19.5 8.5
Old : 100.0: 7.4 5.3 0.1 73.0 86.0 80.5 91.5: 19.5 8.5
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: 2 1 1 13 12 15 14:
Old : 25: 2 1 1 13 12 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 : 43.3 58.3 63.1 82.0 43.3 58.3 63.0 81.9
Old : 43.3 58.3 63.1 82.0 43.3 58.3 63.0 81.9
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,249,482: 305,828 542,093 71,761 2,236,941 2,252,558 2,614,530 2,866,412: 634,952 383,070
Old : 3,249,482: 305,828 542,093 71,761 2,236,941 2,252,558 2,614,530 2,866,412: 634,952 383,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 4,243: -19,300 -5,449 10,114 -11,557 -22,058 -20,743 -17,393: 24,986 21,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 16.7 2.2 68.8 69.3 80.5 88.2: 19.5 11.8
Old : 100.0: 9.4 16.7 2.2 68.8 69.3 80.5 88.2: 19.5 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: 86 115 59 268 295 383 440:
Old : 602: 86 115 59 268 295 383 440:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 16.6 21.0 25.9 12.5 16.5 19.7 25.4
Old : 12.9 16.6 21.0 25.9 12.5 16.5 19.7 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders - Futures Only, May 12, 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 Health Care In :
: : :
All : 12,860: 2,663 470 3 4,244 11,986 6,910 12,459: 5,950 401
Old : 12,860: 2,663 470 3 4,244 11,986 6,910 12,459: 5,950 401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 3.7 0.0 33.0 93.2 53.7 96.9: 46.3 3.1
Old : 100.0: 20.7 3.7 0.0 33.0 93.2 53.7 96.9: 46.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 1 9 9 12 11:
Old : 20: 2 2 1 9 9 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 72.7 49.1 92.2 32.9 72.5 48.0 92.0
Old : 33.9 72.7 49.1 92.2 32.9 72.5 48.0 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, May 12, 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 : 70,442: 6,002 5,864 1,502 54,852 58,304 62,356 65,670: 8,086 4,772
Old : 70,442: 6,002 5,864 1,502 54,852 58,304 62,356 65,670: 8,086 4,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,338: -467 -542 685 -1,885 -2,059 -1,667 -1,916: 329 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 8.3 2.1 77.9 82.8 88.5 93.2: 11.5 6.8
Old : 100.0: 8.5 8.3 2.1 77.9 82.8 88.5 93.2: 11.5 6.8
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 : 76: 6 6 3 44 37 52 44:
Old : 76: 6 6 3 44 37 52 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 42.8 46.5 63.6 29.2 42.6 45.8 63.0
Old : 29.5 42.8 46.5 63.6 29.2 42.6 45.8 63.0
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, May 12, 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 : 39,313: 12,831 11,141 517 19,738 21,525 33,086 33,184: 6,227 6,129
Old : 39,313: 12,831 11,141 517 19,738 21,525 33,086 33,184: 6,227 6,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 2,412: 1,286 2,166 92 598 331 1,977 2,589: 435 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 28.3 1.3 50.2 54.8 84.2 84.4: 15.8 15.6
Old : 100.0: 32.6 28.3 1.3 50.2 54.8 84.2 84.4: 15.8 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 64 48 22 97 94 174 151:
Old : 265: 64 48 22 97 94 174 151:
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 : 13.4 16.6 22.3 27.9 13.4 16.4 22.2 27.4
Old : 13.4 16.6 22.3 27.9 13.4 16.4 22.2 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, May 12, 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 : 196,564: 64,153 55,706 2,586 98,691 107,626 165,430 165,918: 31,134 30,646
Old : 196,564: 64,153 55,706 2,586 98,691 107,626 165,430 165,918: 31,134 30,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 12,059: 6,430 10,829 461 2,992 1,657 9,883 12,947: 2,176 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 28.3 1.3 50.2 54.8 84.2 84.4: 15.8 15.6
Old : 100.0: 32.6 28.3 1.3 50.2 54.8 84.2 84.4: 15.8 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 64 48 22 97 94 174 151:
Old : 265: 64 48 22 97 94 174 151:
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 : 13.4 16.6 22.3 27.9 13.4 16.4 22.2 27.4
Old : 13.4 16.6 22.3 27.9 13.4 16.4 22.2 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 12, 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 : 129,264: 23,719 59,144 927 89,686 39,723 114,332 99,794: 14,932 29,470
Old : 129,264: 23,719 59,144 927 89,686 39,723 114,332 99,794: 14,932 29,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -29: 178 2,148 -360 -375 -2,264 -557 -476: 528 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 45.8 0.7 69.4 30.7 88.4 77.2: 11.6 22.8
Old : 100.0: 18.3 45.8 0.7 69.4 30.7 88.4 77.2: 11.6 22.8
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 : 77: 14 24 6 23 31 40 58:
Old : 77: 14 24 6 23 31 40 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 33.9 71.1 44.9 50.0 33.6 70.7 44.2
Old : 50.2 33.9 71.1 44.9 50.0 33.6 70.7 44.2
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, May 12, 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 : 527,900: 62,593 80,925 8,080 441,068 416,383 511,741 505,388: 16,159 22,512
Old : 527,900: 62,593 80,925 8,080 441,068 416,383 511,741 505,388: 16,159 22,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 7,475: 9,389 5,242 206 -2,268 406 7,327 5,854: 148 1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.3 1.5 83.6 78.9 96.9 95.7: 3.1 4.3
Old : 100.0: 11.9 15.3 1.5 83.6 78.9 96.9 95.7: 3.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 56 45 21 141 132 207 188:
Old : 321: 56 45 21 141 132 207 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 20.5 33.3 34.0 20.7 20.5 31.7 32.4
Old : 21.2 20.5 33.3 34.0 20.7 20.5 31.7 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, May 12, 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 : 37,183: 8,139 3,705 435 24,060 20,008 32,634 24,148: 4,549 13,035
Old : 37,183: 8,139 3,705 435 24,060 20,008 32,634 24,148: 4,549 13,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 2,448: 2,002 -1,484 120 552 -403 2,674 -1,767: -226 4,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 10.0 1.2 64.7 53.8 87.8 64.9: 12.2 35.1
Old : 100.0: 21.9 10.0 1.2 64.7 53.8 87.8 64.9: 12.2 35.1
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 : 67: 15 9 6 24 27 40 41:
Old : 67: 15 9 6 24 27 40 41:
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 28.5 44.6 37.4 28.0 28.5 43.1 37.4
Old : 29.5 28.5 44.6 37.4 28.0 28.5 43.1 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, May 12, 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 : 145,024: 59,005 55 1,496 84,254 143,432 144,755 144,983: 269 41
Old : 145,024: 59,005 55 1,496 84,254 143,432 144,755 144,983: 269 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 954: 316 0 39 629 928 984 967: -30 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 0.0 1.0 58.1 98.9 99.8 100.0: 0.2 0.0
Old : 100.0: 40.7 0.0 1.0 58.1 98.9 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 22 1 4 32 25 54 30:
Old : 63: 22 1 4 32 25 54 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 : 56.7 57.7 74.7 83.6 45.5 43.7 56.3 59.5
Old : 56.7 57.7 74.7 83.6 45.5 43.7 56.3 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2020