BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 21, 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 : 9,615: 755 693 605 7,622 7,902 8,982 9,200: 633 415
Old : 9,615: 755 693 605 7,622 7,902 8,982 9,200: 633 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 504: 72 2 31 340 443 443 476: 61 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 7.2 6.3 79.3 82.2 93.4 95.7: 6.6 4.3
Old : 100.0: 7.9 7.2 6.3 79.3 82.2 93.4 95.7: 6.6 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 : 43: 4 7 8 25 22 34 32:
Old : 43: 4 7 8 25 22 34 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 : 44.7 46.6 64.9 64.8 43.4 42.1 61.2 57.8
Old : 44.7 46.6 64.9 64.8 43.4 42.1 61.2 57.8
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, July 21, 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 : 27,077: 14,624 4,650 1,362 7,590 16,450 23,576 22,462: 3,501 4,615
Old : 27,077: 14,624 4,650 1,362 7,590 16,450 23,576 22,462: 3,501 4,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 1,698: 1,413 153 62 93 1,165 1,568 1,380: 130 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 17.2 5.0 28.0 60.8 87.1 83.0: 12.9 17.0
Old : 100.0: 54.0 17.2 5.0 28.0 60.8 87.1 83.0: 12.9 17.0
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: 22 17 17 23 31 54 56:
Old : 80: 22 17 17 23 31 54 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 : 52.8 37.4 62.4 52.1 52.3 36.2 60.9 48.4
Old : 52.8 37.4 62.4 52.1 52.3 36.2 60.9 48.4
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, July 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 8,394: 1,339 763 415 6,155 6,504 7,909 7,682: 485 712
Old : 8,394: 1,339 763 415 6,155 6,504 7,909 7,682: 485 712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 241: 2 247 -12 195 -49 185 186: 56 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.1 4.9 73.3 77.5 94.2 91.5: 5.8 8.5
Old : 100.0: 16.0 9.1 4.9 73.3 77.5 94.2 91.5: 5.8 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 : 44: 4 5 6 32 21 39 29:
Old : 44: 4 5 6 32 21 39 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 : 36.6 48.2 57.3 69.4 36.4 43.3 55.8 61.7
Old : 36.6 48.2 57.3 69.4 36.4 43.3 55.8 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, July 21, 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 : 5,910: 0 4,030 414 4,946 993 5,360 5,437: 550 473
Old : 5,910: 0 4,030 414 4,946 993 5,360 5,437: 550 473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 418: 0 298 18 284 105 302 421: 116 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 68.2 7.0 83.7 16.8 90.7 92.0: 9.3 8.0
Old : 100.0: 0.0 68.2 7.0 83.7 16.8 90.7 92.0: 9.3 8.0
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: 0 7 5 15 8 20 15:
Old : 25: 0 7 5 15 8 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 69.3 75.0 84.1 53.5 64.0 68.9 73.6
Old : 56.3 69.3 75.0 84.1 53.5 64.0 68.9 73.6
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, July 21, 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 : 221,714: 77,350 67,578 50,475 72,844 79,846 200,669 197,899: 21,045 23,815
Old : 133,620: 63,338 62,475 14,462 44,642 43,648 122,442 120,585: 11,178 13,035
Other: 88,094: 36,347 27,438 13,678 28,202 36,198 78,227 77,314: 9,867 10,780
: : :
: : Changes in Commitments from: July 14, 2020 :
: -3,643: -460 -4,223 -695 -2,129 1,505 -3,284 -3,413: -359 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 30.5 22.8 32.9 36.0 90.5 89.3: 9.5 10.7
Old : 100.0: 47.4 46.8 10.8 33.4 32.7 91.6 90.2: 8.4 9.8
Other: 100.0: 41.3 31.1 15.5 32.0 41.1 88.8 87.8: 11.2 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 85 91 95 53 69 199 212:
Old : 253: 75 97 59 38 57 145 184:
Other: 194: 64 47 45 44 54 131 129:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 24.4 32.9 33.8 18.6 20.0 29.0 26.7
Old : 22.8 24.3 35.5 33.9 22.7 21.9 35.1 30.4
Other: 26.9 37.6 40.7 45.3 26.9 32.2 38.8 38.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 21, 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 : 278,666: 76,046 42,907 52,119 121,650 147,775 249,815 242,801: 28,851 35,865
Old : 278,666: 76,046 42,907 52,119 121,650 147,775 249,815 242,801: 28,851 35,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 13,858: 5,580 -230 5,521 1,373 6,943 12,474 12,234: 1,384 1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 15.4 18.7 43.7 53.0 89.6 87.1: 10.4 12.9
Old : 100.0: 27.3 15.4 18.7 43.7 53.0 89.6 87.1: 10.4 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 : 342: 94 81 104 95 122 249 264:
Old : 342: 94 81 104 95 122 249 264:
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 : 19.5 21.8 32.6 31.3 19.5 20.9 30.5 28.2
Old : 19.5 21.8 32.6 31.3 19.5 20.9 30.5 28.2
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, July 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,000: 1,087 606 263 1,433 2,384 2,783 3,253: 1,217 747
Old : 4,000: 1,087 606 263 1,433 2,384 2,783 3,253: 1,217 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 411: 236 204 55 141 238 432 497: -21 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 15.2 6.6 35.8 59.6 69.6 81.3: 30.4 18.7
Old : 100.0: 27.2 15.2 6.6 35.8 59.6 69.6 81.3: 30.4 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 : 54: 18 10 7 14 14 36 30:
Old : 54: 18 10 7 14 14 36 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 : 27.0 39.8 38.3 55.1 25.0 39.8 36.3 55.1
Old : 27.0 39.8 38.3 55.1 25.0 39.8 36.3 55.1
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, July 21, 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 : 40,875: 13,493 8,556 10,162 10,953 10,620 34,608 29,338: 6,267 11,537
Old : 40,875: 13,493 8,556 10,162 10,953 10,620 34,608 29,338: 6,267 11,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -110: 1,208 -1,221 1,113 -1,798 34 523 -74: -633 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 20.9 24.9 26.8 26.0 84.7 71.8: 15.3 28.2
Old : 100.0: 33.0 20.9 24.9 26.8 26.0 84.7 71.8: 15.3 28.2
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 : 158: 39 42 45 33 49 99 119:
Old : 158: 39 42 45 33 49 99 119:
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 : 22.7 16.2 37.0 25.4 21.2 9.7 29.2 15.9
Old : 22.7 16.2 37.0 25.4 21.2 9.7 29.2 15.9
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, July 21, 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 : 23,069: 1,402 9,818 444 20,737 12,083 22,583 22,345: 486 724
Old : 23,069: 1,402 9,818 444 20,737 12,083 22,583 22,345: 486 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 502: 256 392 -86 347 149 517 455: -15 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 42.6 1.9 89.9 52.4 97.9 96.9: 2.1 3.1
Old : 100.0: 6.1 42.6 1.9 89.9 52.4 97.9 96.9: 2.1 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 : 67: 11 12 8 27 29 46 41:
Old : 67: 11 12 8 27 29 46 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 : 59.1 60.6 77.7 76.8 59.1 60.5 76.3 74.2
Old : 59.1 60.6 77.7 76.8 59.1 60.5 76.3 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, July 21, 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 : 23,796: 13,391 2,445 0 9,341 19,834 22,732 22,279: 1,064 1,517
Old : 23,796: 13,391 2,445 0 9,341 19,834 22,732 22,279: 1,064 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 488: 141 296 0 515 188 656 484: -168 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 10.3 0.0 39.3 83.4 95.5 93.6: 4.5 6.4
Old : 100.0: 56.3 10.3 0.0 39.3 83.4 95.5 93.6: 4.5 6.4
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 : 41: 15 10 0 9 9 24 19:
Old : 41: 15 10 0 9 9 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 78.6 79.0 86.2 62.0 78.6 78.8 86.2
Old : 62.1 78.6 79.0 86.2 62.0 78.6 78.8 86.2
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, July 21, 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 : 143,606: 34,284 50,982 1,701 78,161 68,570 114,146 121,253: 29,460 22,353
Old : 143,606: 34,284 50,982 1,701 78,161 68,570 114,146 121,253: 29,460 22,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -4,397: 6,642 3,565 873 -16,289 -6,520 -8,774 -2,082: 4,377 -2,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 35.5 1.2 54.4 47.7 79.5 84.4: 20.5 15.6
Old : 100.0: 23.9 35.5 1.2 54.4 47.7 79.5 84.4: 20.5 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 : 107: 30 27 11 32 34 68 66:
Old : 107: 30 27 11 32 34 68 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 : 33.4 38.2 43.2 50.8 32.4 38.2 41.1 50.7
Old : 33.4 38.2 43.2 50.8 32.4 38.2 41.1 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, July 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 51,006: 17,761 10,382 219 14,952 29,961 32,932 40,562: 18,074 10,444
Old : 51,006: 17,761 10,382 219 14,952 29,961 32,932 40,562: 18,074 10,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 2,576: 1,235 913 209 470 1,372 1,914 2,494: 662 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 20.4 0.4 29.3 58.7 64.6 79.5: 35.4 20.5
Old : 100.0: 34.8 20.4 0.4 29.3 58.7 64.6 79.5: 35.4 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 11 8 2 13 19 25 28:
Old : 46: 11 8 2 13 19 25 28:
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 : 31.2 40.1 46.8 54.0 31.2 40.1 46.8 54.0
Old : 31.2 40.1 46.8 54.0 31.2 40.1 46.8 54.0
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, July 21, 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 : 128,136: 49,461 39,613 1,533 71,569 82,155 122,563 123,301: 5,573 4,835
Old : 128,136: 49,461 39,613 1,533 71,569 82,155 122,563 123,301: 5,573 4,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 3,329: 724 2,747 565 1,169 -435 2,458 2,877: 871 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 30.9 1.2 55.9 64.1 95.7 96.2: 4.3 3.8
Old : 100.0: 38.6 30.9 1.2 55.9 64.1 95.7 96.2: 4.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 40 42 9 26 32 71 79:
Old : 130: 40 42 9 26 32 71 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 : 60.9 49.5 71.4 63.6 60.9 49.5 71.4 63.6
Old : 60.9 49.5 71.4 63.6 60.9 49.5 71.4 63.6
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, July 21, 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 : 180,337: 46,230 61,310 5,999 105,310 84,876 157,539 152,185: 22,798 28,152
Old : 180,337: 46,230 61,310 5,999 105,310 84,876 157,539 152,185: 22,798 28,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 997: 3,055 4,549 972 -6,139 -3,665 -2,112 1,856: 3,109 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 34.0 3.3 58.4 47.1 87.4 84.4: 12.6 15.6
Old : 100.0: 25.6 34.0 3.3 58.4 47.1 87.4 84.4: 12.6 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 : 108: 23 28 16 29 41 61 76:
Old : 108: 23 28 16 29 41 61 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 23.7 52.6 34.6 34.4 23.7 52.0 34.3
Old : 34.5 23.7 52.6 34.6 34.4 23.7 52.0 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, July 21, 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 : 142,686: 50,854 31,547 1,755 65,447 92,194 118,056 125,496: 24,630 17,190
Old : 142,686: 50,854 31,547 1,755 65,447 92,194 118,056 125,496: 24,630 17,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 7,423: 5,743 4,762 1,413 -2,244 4,763 4,912 10,938: 2,511 -3,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 22.1 1.2 45.9 64.6 82.7 88.0: 17.3 12.0
Old : 100.0: 35.6 22.1 1.2 45.9 64.6 82.7 88.0: 17.3 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 29 23 15 31 38 67 69:
Old : 106: 29 23 15 31 38 67 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 47.6 46.0 56.5 30.7 47.6 44.4 56.2
Old : 31.2 47.6 46.0 56.5 30.7 47.6 44.4 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, July 21, 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 : 636,212: 204,185 79,138 15,104 320,979 501,647 540,268 595,889: 95,944 40,323
Old : 636,212: 204,185 79,138 15,104 320,979 501,647 540,268 595,889: 95,944 40,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 31,230: 9,933 -4,202 5,893 11,524 30,128 27,350 31,819: 3,880 -589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 12.4 2.4 50.5 78.8 84.9 93.7: 15.1 6.3
Old : 100.0: 32.1 12.4 2.4 50.5 78.8 84.9 93.7: 15.1 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 : 285: 93 42 31 111 77 213 142:
Old : 285: 93 42 31 111 77 213 142:
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 : 18.0 61.1 27.8 69.1 17.5 61.0 26.8 69.1
Old : 18.0 61.1 27.8 69.1 17.5 61.0 26.8 69.1
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, July 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 23,392: 3,396 3,791 111 7,190 15,216 10,697 19,118: 12,695 4,274
Old : 23,392: 3,396 3,791 111 7,190 15,216 10,697 19,118: 12,695 4,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -40: 122 549 -428 6 74 -300 195: 260 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 16.2 0.5 30.7 65.0 45.7 81.7: 54.3 18.3
Old : 100.0: 14.5 16.2 0.5 30.7 65.0 45.7 81.7: 54.3 18.3
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 : 23: 5 5 1 11 10 17 15:
Old : 23: 5 5 1 11 10 17 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 : 19.0 57.2 32.6 71.6 18.9 56.1 31.1 66.4
Old : 19.0 57.2 32.6 71.6 18.9 56.1 31.1 66.4
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, July 21, 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 : 28,462: 10,539 21,360 383 15,467 3,769 26,389 25,512: 2,073 2,950
Old : 28,462: 10,539 21,360 383 15,467 3,769 26,389 25,512: 2,073 2,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 4,917: 2,758 4,173 364 1,678 343 4,800 4,880: 117 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 75.0 1.3 54.3 13.2 92.7 89.6: 7.3 10.4
Old : 100.0: 37.0 75.0 1.3 54.3 13.2 92.7 89.6: 7.3 10.4
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 : 57: 18 19 5 13 8 35 29:
Old : 57: 18 19 5 13 8 35 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 : 46.1 58.9 64.3 70.0 43.9 58.9 61.6 70.0
Old : 46.1 58.9 64.3 70.0 43.9 58.9 61.6 70.0
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, July 21, 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 : 36,105: 19,597 17,122 528 11,515 14,693 31,640 32,343: 4,465 3,762
Old : 36,105: 19,597 17,122 528 11,515 14,693 31,640 32,343: 4,465 3,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 2,903: 2,624 1,266 -675 672 2,361 2,621 2,952: 282 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 47.4 1.5 31.9 40.7 87.6 89.6: 12.4 10.4
Old : 100.0: 54.3 47.4 1.5 31.9 40.7 87.6 89.6: 12.4 10.4
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 : 84: 36 23 9 15 14 53 44:
Old : 84: 36 23 9 15 14 53 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 42.6 46.1 61.1 31.6 42.6 46.1 61.1
Old : 31.6 42.6 46.1 61.1 31.6 42.6 46.1 61.1
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, July 21, 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 : 13,489: 9,291 4,118 0 3,510 8,189 12,801 12,307: 688 1,182
Old : 13,489: 9,291 4,118 0 3,510 8,189 12,801 12,307: 688 1,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 4: -769 128 0 724 -338 -45 -210: 49 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 30.5 0.0 26.0 60.7 94.9 91.2: 5.1 8.8
Old : 100.0: 68.9 30.5 0.0 26.0 60.7 94.9 91.2: 5.1 8.8
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 : 29: 9 10 0 6 6 15 16:
Old : 29: 9 10 0 6 6 15 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 : 67.5 68.3 88.2 82.3 67.5 68.1 88.2 82.1
Old : 67.5 68.3 88.2 82.3 67.5 68.1 88.2 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, July 21, 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 : 9,663,277: 1,292,470 929,257 2,745,362 4,936,333 5,279,212 8,974,165 8,953,831: 689,112 709,446
Old : 9,663,277: 1,292,470 929,257 2,745,362 4,936,333 5,279,212 8,974,165 8,953,831: 689,112 709,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 156,407: 36,488 -67,087 27,866 68,863 184,688 133,217 145,467: 23,190 10,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 9.6 28.4 51.1 54.6 92.9 92.7: 7.1 7.3
Old : 100.0: 13.4 9.6 28.4 51.1 54.6 92.9 92.7: 7.1 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 51 45 78 105 113 199 201:
Old : 224: 51 45 78 105 113 199 201:
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 : 19.2 18.3 30.2 30.2 9.7 11.1 14.8 17.4
Old : 19.2 18.3 30.2 30.2 9.7 11.1 14.8 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, July 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 9,230: 6,824 8,524 129 0 0 6,953 8,653: 2,277 577
Old : 9,230: 6,824 8,524 129 0 0 6,953 8,653: 2,277 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 908: 501 891 26 0 0 527 917: 381 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 92.4 1.4 0.0 0.0 75.3 93.7: 24.7 6.3
Old : 100.0: 73.9 92.4 1.4 0.0 0.0 75.3 93.7: 24.7 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 : 66: 42 24 7 0 0 46 27:
Old : 66: 42 24 7 0 0 46 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 : 39.1 59.6 50.9 75.0 39.1 59.5 50.9 74.9
Old : 39.1 59.6 50.9 75.0 39.1 59.5 50.9 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, July 21, 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 : 166,983: 15,580 45,872 32,171 119,009 88,772 166,760 166,815: 223 168
Old : 166,983: 15,580 45,872 32,171 119,009 88,772 166,760 166,815: 223 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 10,130: 2,243 3,764 5,323 2,596 2,989 10,162 12,076: -32 -1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 27.5 19.3 71.3 53.2 99.9 99.9: 0.1 0.1
Old : 100.0: 9.3 27.5 19.3 71.3 53.2 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 : 56: 11 18 18 13 25 36 50:
Old : 56: 11 18 18 13 25 36 50:
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 : 71.4 43.5 83.8 70.7 61.5 41.9 65.6 56.8
Old : 71.4 43.5 83.8 70.7 61.5 41.9 65.6 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, July 21, 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 : 213,637: 41,053 63,713 16,501 155,980 133,273 213,534 213,487: 103 150
Old : 213,637: 41,053 63,713 16,501 155,980 133,273 213,534 213,487: 103 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 10,120: 4,075 -1,922 1,244 4,782 10,746 10,101 10,068: 19 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 29.8 7.7 73.0 62.4 100.0 99.9: 0.0 0.1
Old : 100.0: 19.2 29.8 7.7 73.0 62.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 16 21 21 19 38 44 71:
Old : 79: 16 21 21 19 38 44 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 41.6 84.7 60.1 69.4 41.2 77.8 56.5
Old : 70.2 41.6 84.7 60.1 69.4 41.2 77.8 56.5
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, July 21, 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 : 542,138: 75,175 82,396 12,408 394,949 378,036 482,533 472,840: 59,605 69,297
Old : 542,138: 75,175 82,396 12,408 394,949 378,036 482,533 472,840: 59,605 69,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 5,232: -878 635 984 1,784 3,326 1,890 4,945: 3,341 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.2 2.3 72.9 69.7 89.0 87.2: 11.0 12.8
Old : 100.0: 13.9 15.2 2.3 72.9 69.7 89.0 87.2: 11.0 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 574: 89 100 54 272 275 384 406:
Old : 574: 89 100 54 272 275 384 406:
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 17.2 22.8 23.5 14.1 17.2 20.1 23.1
Old : 14.8 17.2 22.8 23.5 14.1 17.2 20.1 23.1
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, July 21, 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 : 2,633,214: 374,266 417,256 49,512 1,964,465 1,836,074 2,388,243 2,302,842: 244,971 330,372
Old : 2,633,214: 374,266 417,256 49,512 1,964,465 1,836,074 2,388,243 2,302,842: 244,971 330,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 7,373: -4,389 9,988 -4,380 10,501 47 1,732 5,655: 5,641 1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.8 1.9 74.6 69.7 90.7 87.5: 9.3 12.5
Old : 100.0: 14.2 15.8 1.9 74.6 69.7 90.7 87.5: 9.3 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 : 573: 89 99 50 270 273 378 403:
Old : 573: 89 99 50 270 273 378 403:
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 : 15.2 17.7 23.4 24.0 14.5 17.7 20.8 23.7
Old : 15.2 17.7 23.4 24.0 14.5 17.7 20.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, July 21, 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 : 59,618: 6,360 3,675 629 44,467 50,742 51,456 55,046: 8,162 4,572
Old : 59,618: 6,360 3,675 629 44,467 50,742 51,456 55,046: 8,162 4,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -3,431: -733 -1,319 4 -2,844 -2,111 -3,573 -3,426: 142 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.2 1.1 74.6 85.1 86.3 92.3: 13.7 7.7
Old : 100.0: 10.7 6.2 1.1 74.6 85.1 86.3 92.3: 13.7 7.7
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 : 71: 8 8 7 36 31 48 42:
Old : 71: 8 8 7 36 31 48 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 45.6 53.2 62.9 33.4 45.4 52.7 62.3
Old : 33.7 45.6 53.2 62.9 33.4 45.4 52.7 62.3
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, July 21, 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 : 44,441: 13,047 9,905 1,075 23,372 26,923 37,494 37,903: 6,947 6,538
Old : 44,441: 13,047 9,905 1,075 23,372 26,923 37,494 37,903: 6,947 6,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -216: -2,856 1,125 388 1,977 -1,005 -491 508: 275 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 22.3 2.4 52.6 60.6 84.4 85.3: 15.6 14.7
Old : 100.0: 29.4 22.3 2.4 52.6 60.6 84.4 85.3: 15.6 14.7
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 : 262: 61 45 20 90 104 159 161:
Old : 262: 61 45 20 90 104 159 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 24.1 33.8 33.5 22.6 24.1 33.4 32.7
Old : 22.8 24.1 33.8 33.5 22.6 24.1 33.4 32.7
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, July 21, 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 : 222,203: 65,233 49,524 5,375 116,861 134,616 187,469 189,515: 34,734 32,688
Old : 222,203: 65,233 49,524 5,375 116,861 134,616 187,469 189,515: 34,734 32,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -1,080: -14,281 5,624 1,938 9,887 -5,024 -2,456 2,538: 1,376 -3,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 22.3 2.4 52.6 60.6 84.4 85.3: 15.6 14.7
Old : 100.0: 29.4 22.3 2.4 52.6 60.6 84.4 85.3: 15.6 14.7
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 : 262: 61 45 20 90 104 159 161:
Old : 262: 61 45 20 90 104 159 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 24.1 33.8 33.5 22.6 24.1 33.4 32.7
Old : 22.8 24.1 33.8 33.5 22.6 24.1 33.4 32.7
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, July 21, 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 : 108,952: 41,778 41,983 650 42,632 43,078 85,060 85,711: 23,892 23,241
Old : 108,952: 41,778 41,983 650 42,632 43,078 85,060 85,711: 23,892 23,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 1,715: -3,765 690 51 1,876 -1,830 -1,838 -1,089: 3,553 2,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 38.5 0.6 39.1 39.5 78.1 78.7: 21.9 21.3
Old : 100.0: 38.3 38.5 0.6 39.1 39.5 78.1 78.7: 21.9 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 : 79: 25 16 11 25 22 56 43:
Old : 79: 25 16 11 25 22 56 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 45.5 46.5 56.7 36.5 45.2 46.3 56.4
Old : 36.7 45.5 46.5 56.7 36.5 45.2 46.3 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, July 21, 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 : 507,976: 61,553 64,895 9,723 416,901 412,467 488,177 487,085: 19,799 20,891
Old : 507,976: 61,553 64,895 9,723 416,901 412,467 488,177 487,085: 19,799 20,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -4,084: -7,783 35 1,992 2,489 -5,241 -3,302 -3,214: -782 -870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.8 1.9 82.1 81.2 96.1 95.9: 3.9 4.1
Old : 100.0: 12.1 12.8 1.9 82.1 81.2 96.1 95.9: 3.9 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 48 56 22 148 143 208 209:
Old : 337: 48 56 22 148 143 208 209:
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 22.6 33.5 36.0 18.2 22.4 31.6 33.7
Old : 18.9 22.6 33.5 36.0 18.2 22.4 31.6 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders - Futures Only, July 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 5,402: 596 712 49 4,334 4,132 4,979 4,893: 423 509
Old : 5,402: 596 712 49 4,334 4,132 4,979 4,893: 423 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.2 0.9 80.2 76.5 92.2 90.6: 7.8 9.4
Old : 100.0: 11.0 13.2 0.9 80.2 76.5 92.2 90.6: 7.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 1 8 8 10 11:
Old : 20: 2 2 1 8 8 10 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 : 63.5 50.7 84.4 81.2 62.6 50.7 83.5 81.2
Old : 63.5 50.7 84.4 81.2 62.6 50.7 83.5 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, July 21, 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 : 36,176: 7,119 2,634 83 22,461 18,701 29,663 21,418: 6,513 14,758
Old : 36,176: 7,119 2,634 83 22,461 18,701 29,663 21,418: 6,513 14,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 1,516: 1,458 1,242 -36 584 -476 2,006 730: -490 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 7.3 0.2 62.1 51.7 82.0 59.2: 18.0 40.8
Old : 100.0: 19.7 7.3 0.2 62.1 51.7 82.0 59.2: 18.0 40.8
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 : 57: 11 7 3 25 21 36 31:
Old : 57: 11 7 3 25 21 36 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 : 35.2 28.3 49.3 41.7 35.2 27.0 49.2 40.4
Old : 35.2 28.3 49.3 41.7 35.2 27.0 49.2 40.4
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, July 21, 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 : 159,618: 48,584 379 5,857 104,916 153,336 159,357 159,572: 261 46
Old : 159,618: 48,584 379 5,857 104,916 153,336 159,357 159,572: 261 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 46: -448 -20 500 0 -434 52 46: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 0.2 3.7 65.7 96.1 99.8 100.0: 0.2 0.0
Old : 100.0: 30.4 0.2 3.7 65.7 96.1 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 : 80: 27 3 5 42 28 72 35:
Old : 80: 27 3 5 42 28 72 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 57.2 52.0 83.4 30.4 47.5 44.6 66.3
Old : 37.7 57.2 52.0 83.4 30.4 47.5 44.6 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2020