BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 30, 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 : 10,356: 912 1,005 518 8,439 8,457 9,869 9,980: 487 376
Old : 10,356: 912 1,005 518 8,439 8,457 9,869 9,980: 487 376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 182: -76 -93 27 202 235 153 169: 29 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.7 5.0 81.5 81.7 95.3 96.4: 4.7 3.6
Old : 100.0: 8.8 9.7 5.0 81.5 81.7 95.3 96.4: 4.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 7 8 27 25 36 34:
Old : 46: 3 7 8 27 25 36 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 : 44.7 42.7 66.2 61.4 43.6 39.3 63.1 54.7
Old : 44.7 42.7 66.2 61.4 43.6 39.3 63.1 54.7
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, June 30, 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 : 28,399: 14,807 4,969 1,526 8,824 16,867 25,157 23,362: 3,242 5,037
Old : 28,399: 14,807 4,969 1,526 8,824 16,867 25,157 23,362: 3,242 5,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,398: 1,463 706 -275 100 1,139 1,288 1,570: 110 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 17.5 5.4 31.1 59.4 88.6 82.3: 11.4 17.7
Old : 100.0: 52.1 17.5 5.4 31.1 59.4 88.6 82.3: 11.4 17.7
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 : 81: 23 15 20 25 31 57 57:
Old : 81: 23 15 20 25 31 57 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 39.9 64.3 54.2 54.8 38.9 62.8 49.7
Old : 55.0 39.9 64.3 54.2 54.8 38.9 62.8 49.7
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, June 30, 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 : 9,592: 1,412 664 532 7,128 7,760 9,072 8,956: 520 636
Old : 9,592: 1,412 664 532 7,128 7,760 9,072 8,956: 520 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 297: 49 216 1 246 47 296 264: 1 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.9 5.5 74.3 80.9 94.6 93.4: 5.4 6.6
Old : 100.0: 14.7 6.9 5.5 74.3 80.9 94.6 93.4: 5.4 6.6
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: 3 5 6 35 21 41 29:
Old : 46: 3 5 6 35 21 41 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 45.8 56.2 72.5 36.1 43.1 54.9 65.0
Old : 36.2 45.8 56.2 72.5 36.1 43.1 54.9 65.0
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, June 30, 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 : 6,202: 3 4,079 434 5,396 1,403 5,833 5,916: 369 286
Old : 6,202: 3 4,079 434 5,396 1,403 5,833 5,916: 369 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 161: -19 161 5 172 9 158 175: 3 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 65.8 7.0 87.0 22.6 94.1 95.4: 5.9 4.6
Old : 100.0: 0.0 65.8 7.0 87.0 22.6 94.1 95.4: 5.9 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 : 26: 1 6 5 15 10 20 17:
Old : 26: 1 6 5 15 10 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 67.5 81.8 82.7 59.2 62.3 76.0 74.9
Old : 60.9 67.5 81.8 82.7 59.2 62.3 76.0 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, June 30, 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 : 225,597: 79,656 76,817 47,398 79,246 77,380 206,300 201,595: 19,297 24,002
Old : 158,031: 72,673 74,967 18,658 55,457 47,713 146,788 141,338: 11,243 16,693
Other: 67,566: 28,171 23,038 7,552 23,789 29,667 59,512 60,257: 8,054 7,309
: : :
: : Changes in Commitments from: June 23, 2020 :
: 3,504: 2,332 9,484 -1,541 2,017 -6,072 2,808 1,871: 696 1,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 34.1 21.0 35.1 34.3 91.4 89.4: 8.6 10.6
Old : 100.0: 46.0 47.4 11.8 35.1 30.2 92.9 89.4: 7.1 10.6
Other: 100.0: 41.7 34.1 11.2 35.2 43.9 88.1 89.2: 11.9 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 72 114 96 49 70 190 227:
Old : 266: 70 115 67 38 60 148 207:
Other: 179: 52 48 36 39 49 116 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 25.4 32.7 33.9 17.8 20.9 29.9 27.2
Old : 23.9 22.1 39.1 30.3 23.9 20.9 37.3 28.0
Other: 25.9 47.4 40.2 55.4 25.0 40.6 38.0 47.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 30, 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 : 275,097: 70,981 47,103 52,882 123,815 141,426 247,678 241,411: 27,419 33,686
Old : 275,097: 70,981 47,103 52,882 123,815 141,426 247,678 241,411: 27,419 33,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -2,400: 278 835 -230 515 -2,157 563 -1,552: -2,963 -848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 17.1 19.2 45.0 51.4 90.0 87.8: 10.0 12.2
Old : 100.0: 25.8 17.1 19.2 45.0 51.4 90.0 87.8: 10.0 12.2
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 : 349: 90 88 103 100 127 250 272:
Old : 349: 90 88 103 100 127 250 272:
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 : 19.6 21.1 31.8 30.8 18.9 20.2 29.5 27.3
Old : 19.6 21.1 31.8 30.8 18.9 20.2 29.5 27.3
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, June 30, 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 : 2,620: 746 342 77 834 1,390 1,657 1,809: 963 811
Old : 2,620: 746 342 77 834 1,390 1,657 1,809: 963 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 135: 95 -98 38 -45 145 88 85: 47 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 13.1 2.9 31.8 53.1 63.2 69.0: 36.8 31.0
Old : 100.0: 28.5 13.1 2.9 31.8 53.1 63.2 69.0: 36.8 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 : 34: 10 7 3 10 11 23 18:
Old : 34: 10 7 3 10 11 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 35.7 41.9 51.3 28.7 35.7 41.4 51.1
Old : 28.7 35.7 41.9 51.3 28.7 35.7 41.4 51.1
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, June 30, 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 : 36,744: 11,995 9,369 6,815 11,607 10,014 30,417 26,198: 6,327 10,546
Old : 36,744: 11,995 9,369 6,815 11,607 10,014 30,417 26,198: 6,327 10,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,496: 957 -443 318 -460 971 815 846: 681 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 25.5 18.5 31.6 27.3 82.8 71.3: 17.2 28.7
Old : 100.0: 32.6 25.5 18.5 31.6 27.3 82.8 71.3: 17.2 28.7
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 : 158: 33 44 37 39 51 94 116:
Old : 158: 33 44 37 39 51 94 116:
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 : 22.8 12.9 35.0 21.8 22.7 9.4 31.4 15.3
Old : 22.8 12.9 35.0 21.8 22.7 9.4 31.4 15.3
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, June 30, 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 : 25,491: 1,087 11,513 542 23,386 12,699 25,015 24,754: 476 737
Old : 25,491: 1,087 11,513 542 23,386 12,699 25,015 24,754: 476 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,181: 91 1,179 -83 1,185 170 1,193 1,266: -12 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 45.2 2.1 91.7 49.8 98.1 97.1: 1.9 2.9
Old : 100.0: 4.3 45.2 2.1 91.7 49.8 98.1 97.1: 1.9 2.9
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 : 65: 14 9 9 29 24 48 37:
Old : 65: 14 9 9 29 24 48 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 : 58.2 61.8 79.6 76.6 58.1 61.6 75.5 74.7
Old : 58.2 61.8 79.6 76.6 58.1 61.6 75.5 74.7
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, June 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 24,278: 14,992 3,057 0 8,054 19,858 23,046 22,915: 1,232 1,363
Old : 24,278: 14,992 3,057 0 8,054 19,858 23,046 22,915: 1,232 1,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 343: 111 244 0 302 -32 413 212: -70 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 12.6 0.0 33.2 81.8 94.9 94.4: 5.1 5.6
Old : 100.0: 61.8 12.6 0.0 33.2 81.8 94.9 94.4: 5.1 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 14 0 7 9 19 23:
Old : 40: 12 14 0 7 9 19 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 : 69.6 77.0 84.4 84.7 69.4 77.0 84.3 84.7
Old : 69.6 77.0 84.4 84.7 69.4 77.0 84.3 84.7
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, June 30, 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 : 118,197: 28,174 48,693 972 63,828 44,799 92,974 94,464: 25,223 23,733
Old : 118,197: 28,174 48,693 972 63,828 44,799 92,974 94,464: 25,223 23,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 12,785: 5,322 5,007 -159 8,648 7,716 13,811 12,564: -1,026 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 41.2 0.8 54.0 37.9 78.7 79.9: 21.3 20.1
Old : 100.0: 23.8 41.2 0.8 54.0 37.9 78.7 79.9: 21.3 20.1
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 : 89: 16 27 8 30 27 50 58:
Old : 89: 16 27 8 30 27 50 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 : 32.8 30.3 48.4 45.7 32.6 30.1 46.0 45.1
Old : 32.8 30.3 48.4 45.7 32.6 30.1 46.0 45.1
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, June 30, 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 : 41,400: 12,796 8,458 11 13,995 22,905 26,802 31,374: 14,598 10,026
Old : 41,400: 12,796 8,458 11 13,995 22,905 26,802 31,374: 14,598 10,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -899: 1,057 -1,833 8 -1,136 1,102 -71 -723: -828 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 20.4 0.0 33.8 55.3 64.7 75.8: 35.3 24.2
Old : 100.0: 30.9 20.4 0.0 33.8 55.3 64.7 75.8: 35.3 24.2
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 : 39: 7 8 2 11 16 19 25:
Old : 39: 7 8 2 11 16 19 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 42.7 50.3 56.0 34.4 42.7 50.3 56.0
Old : 34.4 42.7 50.3 56.0 34.4 42.7 50.3 56.0
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, June 30, 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 : 122,007: 55,795 34,839 322 61,632 82,594 117,749 117,755: 4,258 4,252
Old : 122,007: 55,795 34,839 322 61,632 82,594 117,749 117,755: 4,258 4,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 8,717: 4,194 6,416 -72 5,337 2,840 9,459 9,184: -742 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 28.6 0.3 50.5 67.7 96.5 96.5: 3.5 3.5
Old : 100.0: 45.7 28.6 0.3 50.5 67.7 96.5 96.5: 3.5 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 : 115: 37 33 5 20 33 58 70:
Old : 115: 37 33 5 20 33 58 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 52.6 74.7 66.3 61.0 52.6 74.7 66.3
Old : 61.1 52.6 74.7 66.3 61.0 52.6 74.7 66.3
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, June 30, 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 : 186,144: 34,424 55,414 4,647 127,993 94,316 167,064 154,377: 19,080 31,767
Old : 186,144: 34,424 55,414 4,647 127,993 94,316 167,064 154,377: 19,080 31,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 15,689: 4,770 7,244 48 10,961 4,961 15,779 12,253: -90 3,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 29.8 2.5 68.8 50.7 89.7 82.9: 10.3 17.1
Old : 100.0: 18.5 29.8 2.5 68.8 50.7 89.7 82.9: 10.3 17.1
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 : 103: 16 28 9 29 46 50 78:
Old : 103: 16 28 9 29 46 50 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 : 46.2 23.1 64.4 34.1 46.2 23.1 64.2 33.8
Old : 46.2 23.1 64.4 34.1 46.2 23.1 64.2 33.8
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, June 30, 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 : 137,362: 42,755 18,894 2,195 68,918 97,342 113,868 118,431: 23,494 18,931
Old : 137,362: 42,755 18,894 2,195 68,918 97,342 113,868 118,431: 23,494 18,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -7,187: -7,735 -4,138 1,697 431 -5,030 -5,607 -7,471: -1,580 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 13.8 1.6 50.2 70.9 82.9 86.2: 17.1 13.8
Old : 100.0: 31.1 13.8 1.6 50.2 70.9 82.9 86.2: 17.1 13.8
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 : 98: 18 26 15 32 35 59 67:
Old : 98: 18 26 15 32 35 59 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 45.0 48.6 53.2 33.1 44.4 46.3 51.6
Old : 33.8 45.0 48.6 53.2 33.1 44.4 46.3 51.6
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, June 30, 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 : 579,738: 180,387 81,432 6,615 306,839 453,967 493,841 542,014: 85,897 37,724
Old : 579,738: 180,387 81,432 6,615 306,839 453,967 493,841 542,014: 85,897 37,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -5,683: -10,429 9,064 560 1,434 -13,978 -8,435 -4,354: 2,752 -1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 14.0 1.1 52.9 78.3 85.2 93.5: 14.8 6.5
Old : 100.0: 31.1 14.0 1.1 52.9 78.3 85.2 93.5: 14.8 6.5
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 : 255: 73 41 28 107 73 188 134:
Old : 255: 73 41 28 107 73 188 134:
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 : 18.9 58.0 29.6 67.9 18.3 56.4 28.5 66.3
Old : 18.9 58.0 29.6 67.9 18.3 56.4 28.5 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, June 30, 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 : 24,041: 4,276 5,024 118 7,308 14,406 11,702 19,548: 12,339 4,493
Old : 24,041: 4,276 5,024 118 7,308 14,406 11,702 19,548: 12,339 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 530: 753 -101 0 -26 447 727 346: -197 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.9 0.5 30.4 59.9 48.7 81.3: 51.3 18.7
Old : 100.0: 17.8 20.9 0.5 30.4 59.9 48.7 81.3: 51.3 18.7
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 : 24: 6 5 1 11 10 18 15:
Old : 24: 6 5 1 11 10 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 60.5 33.5 73.2 18.3 59.5 31.8 69.8
Old : 18.8 60.5 33.5 73.2 18.3 59.5 31.8 69.8
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, June 30, 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 : 27,335: 6,700 17,409 1,907 16,636 4,868 25,243 24,184: 2,092 3,151
Old : 27,335: 6,700 17,409 1,907 16,636 4,868 25,243 24,184: 2,092 3,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 3,432: 792 192 1,509 988 1,521 3,289 3,222: 143 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 63.7 7.0 60.9 17.8 92.3 88.5: 7.7 11.5
Old : 100.0: 24.5 63.7 7.0 60.9 17.8 92.3 88.5: 7.7 11.5
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 : 48: 14 19 5 8 10 25 31:
Old : 48: 14 19 5 8 10 25 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 : 56.5 51.3 70.6 63.6 49.7 46.7 63.4 57.3
Old : 56.5 51.3 70.6 63.6 49.7 46.7 63.4 57.3
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, June 30, 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 : 30,845: 16,314 15,958 603 10,362 10,756 27,279 27,317: 3,566 3,528
Old : 30,845: 16,314 15,958 603 10,362 10,756 27,279 27,317: 3,566 3,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,494: 140 -231 -39 868 1,820 969 1,550: 525 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 51.7 2.0 33.6 34.9 88.4 88.6: 11.6 11.4
Old : 100.0: 52.9 51.7 2.0 33.6 34.9 88.4 88.6: 11.6 11.4
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 : 78: 33 22 8 14 12 50 39:
Old : 78: 33 22 8 14 12 50 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 47.5 48.4 63.9 33.2 47.5 48.4 63.3
Old : 33.2 47.5 48.4 63.9 33.2 47.5 48.4 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, June 30, 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 : 11,657: 9,258 2,571 0 1,992 8,032 11,250 10,603: 407 1,054
Old : 11,657: 9,258 2,571 0 1,992 8,032 11,250 10,603: 407 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 962: 924 225 0 224 579 1,148 804: -186 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 22.1 0.0 17.1 68.9 96.5 91.0: 3.5 9.0
Old : 100.0: 79.4 22.1 0.0 17.1 68.9 96.5 91.0: 3.5 9.0
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 : 25: 7 11 0 4 4 11 15:
Old : 25: 7 11 0 4 4 11 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 : 76.3 75.2 92.7 83.0 76.3 75.0 92.7 82.8
Old : 76.3 75.2 92.7 83.0 76.3 75.0 92.7 82.8
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, June 30, 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 : 9,752,715: 1,299,938 1,318,376 2,647,003 5,173,201 5,111,546 9,120,142 9,076,925: 632,573 675,790
Old : 9,752,715: 1,299,938 1,318,376 2,647,003 5,173,201 5,111,546 9,120,142 9,076,925: 632,573 675,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 163,466: -33,831 -1,677 107,361 69,627 63,872 143,157 169,556: 20,309 -6,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 13.5 27.1 53.0 52.4 93.5 93.1: 6.5 6.9
Old : 100.0: 13.3 13.5 27.1 53.0 52.4 93.5 93.1: 6.5 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 : 224: 53 45 79 103 111 198 201:
Old : 224: 53 45 79 103 111 198 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 20.7 31.9 31.9 12.8 13.3 18.5 20.0
Old : 20.1 20.7 31.9 31.9 12.8 13.3 18.5 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, June 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 7,675: 5,696 6,922 105 0 0 5,801 7,027: 1,874 648
Old : 7,675: 5,696 6,922 105 0 0 5,801 7,027: 1,874 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -1,655: -944 -1,515 -277 0 0 -1,221 -1,792: -434 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 90.2 1.4 0.0 0.0 75.6 91.6: 24.4 8.4
Old : 100.0: 74.2 90.2 1.4 0.0 0.0 75.6 91.6: 24.4 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 : 60: 35 25 5 0 0 38 27:
Old : 60: 35 25 5 0 0 38 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 : 46.9 51.7 57.4 68.5 46.9 51.6 57.4 68.4
Old : 46.9 51.7 57.4 68.5 46.9 51.6 57.4 68.4
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, June 30, 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 : 151,235: 11,751 40,559 25,194 114,127 85,365 151,072 151,118: 163 117
Old : 151,235: 11,751 40,559 25,194 114,127 85,365 151,072 151,118: 163 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 51: 21 1,840 -2,055 2,074 285 40 70: 11 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 26.8 16.7 75.5 56.4 99.9 99.9: 0.1 0.1
Old : 100.0: 7.8 26.8 16.7 75.5 56.4 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 11 18 16 13 22 35 45:
Old : 53: 11 18 16 13 22 35 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 45.2 85.2 72.6 62.6 43.1 67.2 58.5
Old : 73.5 45.2 85.2 72.6 62.6 43.1 67.2 58.5
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, June 30, 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 : 299,037: 23,324 103,418 22,161 253,501 172,833 298,986 298,412: 51 625
Old : 299,037: 23,324 103,418 22,161 253,501 172,833 298,986 298,412: 51 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 5,106: -170 3,115 -2,873 8,204 4,376 5,161 4,618: -55 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 34.6 7.4 84.8 57.8 100.0 99.8: 0.0 0.2
Old : 100.0: 7.8 34.6 7.4 84.8 57.8 100.0 99.8: 0.0 0.2
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 : 90: 12 32 25 21 42 51 81:
Old : 90: 12 32 25 21 42 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 : 81.1 34.7 88.5 53.7 79.8 34.0 83.0 50.0
Old : 81.1 34.7 88.5 53.7 79.8 34.0 83.0 50.0
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, June 30, 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 : 538,487: 73,550 86,397 10,495 398,546 374,131 482,591 471,023: 55,897 67,464
Old : 538,487: 73,550 86,397 10,495 398,546 374,131 482,591 471,023: 55,897 67,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 17,833: 6,947 379 1,030 2,464 10,201 10,440 11,609: 7,393 6,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.0 1.9 74.0 69.5 89.6 87.5: 10.4 12.5
Old : 100.0: 13.7 16.0 1.9 74.0 69.5 89.6 87.5: 10.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 86 100 49 261 276 369 403:
Old : 572: 86 100 49 261 276 369 403:
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 17.5 23.5 23.6 14.1 17.5 21.3 23.3
Old : 14.8 17.5 23.5 23.6 14.1 17.5 21.3 23.3
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, June 30, 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 : 2,647,722: 366,138 415,732 52,474 1,979,952 1,857,685 2,398,564 2,325,891: 249,158 321,831
Old : 2,647,722: 366,138 415,732 52,474 1,979,952 1,857,685 2,398,564 2,325,891: 249,158 321,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 44,451: 33,123 -14,361 5,148 -461 38,033 37,810 28,820: 6,641 15,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 15.7 2.0 74.8 70.2 90.6 87.8: 9.4 12.2
Old : 100.0: 13.8 15.7 2.0 74.8 70.2 90.6 87.8: 9.4 12.2
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 : 572: 86 100 49 258 275 366 402:
Old : 572: 86 100 49 258 275 366 402:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 17.8 23.9 23.7 14.3 17.8 22.1 23.4
Old : 15.0 17.8 23.9 23.7 14.3 17.8 22.1 23.4
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, June 30, 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 : 7,892: 1,825 0 0 4,646 7,398 6,471 7,398: 1,421 494
Old : 7,892: 1,825 0 0 4,646 7,398 6,471 7,398: 1,421 494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 0.0 0.0 58.9 93.7 82.0 93.7: 18.0 6.3
Old : 100.0: 23.1 0.0 0.0 58.9 93.7 82.0 93.7: 18.0 6.3
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 : 20: 1 0 0 12 8 13 8:
Old : 20: 1 0 0 12 8 13 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 : 50.1 78.6 70.6 93.7 50.1 78.6 70.6 93.4
Old : 50.1 78.6 70.6 93.7 50.1 78.6 70.6 93.4
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, June 30, 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 : 63,501: 7,130 5,636 282 47,387 52,810 54,799 58,728: 8,702 4,773
Old : 63,501: 7,130 5,636 282 47,387 52,810 54,799 58,728: 8,702 4,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -93: 846 -218 -130 -188 224 528 -124: -621 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 8.9 0.4 74.6 83.2 86.3 92.5: 13.7 7.5
Old : 100.0: 11.2 8.9 0.4 74.6 83.2 86.3 92.5: 13.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 10 7 7 37 34 50 45:
Old : 74: 10 7 7 37 34 50 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 45.2 51.7 63.3 31.9 45.2 51.2 62.9
Old : 32.0 45.2 51.7 63.3 31.9 45.2 51.2 62.9
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, June 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 38,816: 15,656 6,892 438 16,491 25,095 32,586 32,426: 6,231 6,390
Old : 38,816: 15,656 6,892 438 16,491 25,095 32,586 32,426: 6,231 6,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,304: 774 -196 135 1,190 2,037 2,099 1,976: 205 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 17.8 1.1 42.5 64.7 83.9 83.5: 16.1 16.5
Old : 100.0: 40.3 17.8 1.1 42.5 64.7 83.9 83.5: 16.1 16.5
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 : 258: 61 41 21 100 98 171 150:
Old : 258: 61 41 21 100 98 171 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 24.1 25.3 33.8 15.2 24.1 25.1 33.7
Old : 15.2 24.1 25.3 33.8 15.2 24.1 25.1 33.7
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, June 30, 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 : 194,081: 78,279 34,460 2,192 82,457 125,477 162,928 162,129: 31,153 31,952
Old : 194,081: 78,279 34,460 2,192 82,457 125,477 162,928 162,129: 31,153 31,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 11,520: 3,871 -982 676 5,950 10,184 10,497 9,878: 1,023 1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 17.8 1.1 42.5 64.7 83.9 83.5: 16.1 16.5
Old : 100.0: 40.3 17.8 1.1 42.5 64.7 83.9 83.5: 16.1 16.5
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 : 258: 61 41 21 100 98 171 150:
Old : 258: 61 41 21 100 98 171 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 24.1 25.3 33.8 15.2 24.1 25.1 33.7
Old : 15.2 24.1 25.3 33.8 15.2 24.1 25.1 33.7
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, June 30, 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 : 100,658: 40,025 42,933 1,404 41,029 34,920 82,458 79,257: 18,200 21,401
Old : 100,658: 40,025 42,933 1,404 41,029 34,920 82,458 79,257: 18,200 21,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 6,876: 4,051 2,149 124 2,529 2,418 6,704 4,691: 172 2,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 42.7 1.4 40.8 34.7 81.9 78.7: 18.1 21.3
Old : 100.0: 39.8 42.7 1.4 40.8 34.7 81.9 78.7: 18.1 21.3
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 : 73: 14 22 7 23 23 42 47:
Old : 73: 14 22 7 23 23 42 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 : 47.4 40.7 59.8 52.0 47.2 40.3 59.6 51.2
Old : 47.4 40.7 59.8 52.0 47.2 40.3 59.6 51.2
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, June 30, 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 : 536,422: 90,029 70,377 8,590 417,304 437,454 515,923 516,421: 20,499 20,001
Old : 536,422: 90,029 70,377 8,590 417,304 437,454 515,923 516,421: 20,499 20,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 15,430: 4,714 -9,209 1,510 8,280 23,533 14,504 15,834: 926 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.1 1.6 77.8 81.6 96.2 96.3: 3.8 3.7
Old : 100.0: 16.8 13.1 1.6 77.8 81.6 96.2 96.3: 3.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 57 40 22 140 147 208 198:
Old : 329: 57 40 22 140 147 208 198:
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 : 17.7 21.1 31.2 33.3 16.9 21.1 30.0 31.5
Old : 17.7 21.1 31.2 33.3 16.9 21.1 30.0 31.5
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, June 30, 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 : 34,537: 5,204 4,255 120 22,674 21,012 27,998 25,387: 6,539 9,150
Old : 34,537: 5,204 4,255 120 22,674 21,012 27,998 25,387: 6,539 9,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,266: 328 24 3 2,072 2,135 2,403 2,162: -137 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.3 0.3 65.7 60.8 81.1 73.5: 18.9 26.5
Old : 100.0: 15.1 12.3 0.3 65.7 60.8 81.1 73.5: 18.9 26.5
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 : 54: 12 5 3 22 22 34 30:
Old : 54: 12 5 3 22 22 34 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 : 38.3 33.6 52.2 52.1 38.2 33.6 52.1 51.1
Old : 38.3 33.6 52.2 52.1 38.2 33.6 52.1 51.1
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, June 30, 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 : 156,607: 49,032 399 5,157 101,922 151,005 156,111 156,561: 496 46
Old : 156,607: 49,032 399 5,157 101,922 151,005 156,111 156,561: 496 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,543: -680 18 584 2,421 1,946 2,325 2,548: 218 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 0.3 3.3 65.1 96.4 99.7 100.0: 0.3 0.0
Old : 100.0: 31.3 0.3 3.3 65.1 96.4 99.7 100.0: 0.3 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 : 80: 28 3 5 42 26 73 33:
Old : 80: 28 3 5 42 26 73 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 57.2 52.8 84.5 31.0 48.2 45.2 66.7
Old : 38.4 57.2 52.8 84.5 31.0 48.2 45.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 06, 2020