BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 15,796: 1,566 1,064 2,563 11,086 11,677 15,215 15,304: 581 492
Old : 15,796: 1,566 1,064 2,563 11,086 11,677 15,215 15,304: 581 492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 353: 154 -48 20 121 475 294 447: 59 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.7 16.2 70.2 73.9 96.3 96.9: 3.7 3.1
Old : 100.0: 9.9 6.7 16.2 70.2 73.9 96.3 96.9: 3.7 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 : 47: 4 6 8 31 27 40 36:
Old : 47: 4 6 8 31 27 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 35.2 51.8 55.7 31.2 29.7 45.5 45.3
Old : 33.6 35.2 51.8 55.7 31.2 29.7 45.5 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 56,240: 12,217 5,087 19,815 20,320 22,354 52,353 47,256: 3,887 8,984
Old : 56,240: 12,217 5,087 19,815 20,320 22,354 52,353 47,256: 3,887 8,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 2,037: 194 -671 1,449 312 1,241 1,955 2,018: 82 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 9.0 35.2 36.1 39.7 93.1 84.0: 6.9 16.0
Old : 100.0: 21.7 9.0 35.2 36.1 39.7 93.1 84.0: 6.9 16.0
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 : 95: 18 25 33 43 43 77 85:
Old : 95: 18 25 33 43 43 77 85:
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 : 42.0 23.1 60.5 40.3 32.4 17.5 37.1 23.0
Old : 42.0 23.1 60.5 40.3 32.4 17.5 37.1 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 22,242: 1,587 114 6,236 13,662 15,209 21,484 21,559: 758 683
Old : 22,242: 1,587 114 6,236 13,662 15,209 21,484 21,559: 758 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 57: 249 -111 -158 -30 155 60 -114: -3 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.5 28.0 61.4 68.4 96.6 96.9: 3.4 3.1
Old : 100.0: 7.1 0.5 28.0 61.4 68.4 96.6 96.9: 3.4 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 : 54: 6 4 7 42 30 51 38:
Old : 54: 6 4 7 42 30 51 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 49.3 58.4 68.4 16.1 23.3 25.6 33.0
Old : 41.3 49.3 58.4 68.4 16.1 23.3 25.6 33.0
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 13,102: 100 5,051 4,414 7,873 2,795 12,386 12,260: 716 842
Old : 13,102: 100 5,051 4,414 7,873 2,795 12,386 12,260: 716 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 566: -159 135 126 475 269 441 529: 125 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 38.6 33.7 60.1 21.3 94.5 93.6: 5.5 6.4
Old : 100.0: 0.8 38.6 33.7 60.1 21.3 94.5 93.6: 5.5 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 : 42: 4 7 9 26 23 35 34:
Old : 42: 4 7 9 26 23 35 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 : 42.5 61.5 62.5 72.9 30.7 40.4 39.3 44.9
Old : 42.5 61.5 62.5 72.9 30.7 40.4 39.3 44.9
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 299,799: 68,861 42,239 113,119 96,036 116,700 278,015 272,058: 21,784 27,742
Old : 249,325: 61,631 46,197 90,425 80,869 89,747 232,924 226,369: 16,400 22,956
Other: 50,475: 21,219 10,031 8,704 15,167 26,953 45,091 45,688: 5,384 4,786
: : :
: : Changes in Commitments from: May 12, 2020 :
: 6,222: 1,729 4,395 4,017 431 -2,845 6,177 5,567: 45 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 14.1 37.7 32.0 38.9 92.7 90.7: 7.3 9.3
Old : 100.0: 24.7 18.5 36.3 32.4 36.0 93.4 90.8: 6.6 9.2
Other: 100.0: 42.0 19.9 17.2 30.0 53.4 89.3 90.5: 10.7 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 107 77 110 80 77 240 222:
Old : 275: 103 82 104 78 76 225 218:
Other: 148: 44 30 35 53 50 118 96:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 22.9 24.3 32.9 11.2 15.4 18.0 19.8
Old : 15.2 22.3 27.1 32.6 12.5 14.2 19.3 18.2
Other: 24.9 43.1 35.8 53.8 24.8 40.0 35.3 47.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 323,398: 68,324 28,894 94,544 122,962 159,382 285,830 282,819: 37,569 40,579
Old : 323,398: 68,324 28,894 94,544 122,962 159,382 285,830 282,819: 37,569 40,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -3,105: -1,568 -1,645 1,804 -3,051 -1,206 -2,815 -1,047: -290 -2,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 8.9 29.2 38.0 49.3 88.4 87.5: 11.6 12.5
Old : 100.0: 21.1 8.9 29.2 38.0 49.3 88.4 87.5: 11.6 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 : 344: 96 80 118 123 132 282 281:
Old : 344: 96 80 118 123 132 282 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 18.7 23.6 27.1 13.7 18.2 22.2 24.5
Old : 14.2 18.7 23.6 27.1 13.7 18.2 22.2 24.5
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 2,813: 363 573 284 1,335 1,207 1,982 2,064: 831 749
Old : 2,813: 363 573 284 1,335 1,207 1,982 2,064: 831 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -11: 71 -2 -39 -1 -50 31 -91: -42 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.4 10.1 47.5 42.9 70.5 73.4: 29.5 26.6
Old : 100.0: 12.9 20.4 10.1 47.5 42.9 70.5 73.4: 29.5 26.6
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 : 33: 7 11 8 13 10 24 25:
Old : 33: 7 11 8 13 10 24 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 : 37.1 33.5 50.9 51.4 36.5 32.4 47.8 46.5
Old : 37.1 33.5 50.9 51.4 36.5 32.4 47.8 46.5
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 38,367: 8,004 5,869 11,921 10,866 8,800 30,791 26,591: 7,576 11,777
Old : 38,367: 8,004 5,869 11,921 10,866 8,800 30,791 26,591: 7,576 11,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -642: -504 0 -465 314 220 -654 -245: 12 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 15.3 31.1 28.3 22.9 80.3 69.3: 19.7 30.7
Old : 100.0: 20.9 15.3 31.1 28.3 22.9 80.3 69.3: 19.7 30.7
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 : 161: 36 40 51 53 57 124 121:
Old : 161: 36 40 51 53 57 124 121:
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 : 18.5 11.9 29.1 20.4 15.4 6.7 21.1 11.1
Old : 18.5 11.9 29.1 20.4 15.4 6.7 21.1 11.1
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 37,904: 942 11,581 5,740 30,621 18,512 37,302 35,832: 602 2,072
Old : 37,904: 942 11,581 5,740 30,621 18,512 37,302 35,832: 602 2,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 603: 100 -89 264 236 258 600 433: 3 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 30.6 15.1 80.8 48.8 98.4 94.5: 1.6 5.5
Old : 100.0: 2.5 30.6 15.1 80.8 48.8 98.4 94.5: 1.6 5.5
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 : 69: 8 13 14 36 38 51 58:
Old : 69: 8 13 14 36 38 51 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 : 48.1 47.0 70.2 62.9 47.4 45.2 62.1 55.0
Old : 48.1 47.0 70.2 62.9 47.4 45.2 62.1 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 23,711: 9,079 3,569 3 13,262 18,540 22,344 22,112: 1,367 1,599
Old : 23,711: 9,079 3,569 3 13,262 18,540 22,344 22,112: 1,367 1,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -169: -998 -50 1 227 -70 -770 -119: 601 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 15.1 0.0 55.9 78.2 94.2 93.3: 5.8 6.7
Old : 100.0: 38.3 15.1 0.0 55.9 78.2 94.2 93.3: 5.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 11 12 1 7 6 19 18:
Old : 34: 11 12 1 7 6 19 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 : 62.0 77.8 84.2 86.0 61.8 77.8 84.0 86.0
Old : 62.0 77.8 84.2 86.0 61.8 77.8 84.0 86.0
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 148,374: 22,390 58,083 8,810 88,287 50,794 119,487 117,688: 28,886 30,685
Old : 148,374: 22,390 58,083 8,810 88,287 50,794 119,487 117,688: 28,886 30,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 10,503: 5,938 8,921 -545 2,676 3,218 8,069 11,594: 2,434 -1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 39.1 5.9 59.5 34.2 80.5 79.3: 19.5 20.7
Old : 100.0: 15.1 39.1 5.9 59.5 34.2 80.5 79.3: 19.5 20.7
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 : 107: 20 31 14 41 41 70 77:
Old : 107: 20 31 14 41 41 70 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 24.1 38.6 37.3 25.2 23.5 34.9 31.9
Old : 26.6 24.1 38.6 37.3 25.2 23.5 34.9 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 40,936: 13,678 5,070 522 15,311 21,362 29,511 26,954: 11,425 13,981
Old : 40,936: 13,678 5,070 522 15,311 21,362 29,511 26,954: 11,425 13,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -1,313: 1,054 -974 123 -2,144 -1,642 -968 -2,494: -345 1,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 12.4 1.3 37.4 52.2 72.1 65.8: 27.9 34.2
Old : 100.0: 33.4 12.4 1.3 37.4 52.2 72.1 65.8: 27.9 34.2
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 : 38: 6 8 2 17 14 24 23:
Old : 38: 6 8 2 17 14 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 39.6 51.7 49.2 36.4 39.2 50.2 47.8
Old : 36.4 39.6 51.7 49.2 36.4 39.2 50.2 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 104,745: 23,995 30,296 1,850 73,667 66,369 99,512 98,516: 5,233 6,229
Old : 104,745: 23,995 30,296 1,850 73,667 66,369 99,512 98,516: 5,233 6,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 2,386: 1,813 2,766 -176 230 -1,100 1,867 1,490: 519 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 28.9 1.8 70.3 63.4 95.0 94.1: 5.0 5.9
Old : 100.0: 22.9 28.9 1.8 70.3 63.4 95.0 94.1: 5.0 5.9
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 : 132: 33 48 10 22 38 61 90:
Old : 132: 33 48 10 22 38 61 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 41.9 68.9 55.1 54.0 41.9 68.7 55.1
Old : 54.1 41.9 68.9 55.1 54.0 41.9 68.7 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 210,421: 38,751 52,910 22,152 130,334 102,182 191,237 177,245: 19,184 33,177
Old : 210,421: 38,751 52,910 22,152 130,334 102,182 191,237 177,245: 19,184 33,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 13,991: 4,313 8,303 168 8,112 4,311 12,593 12,783: 1,398 1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 25.1 10.5 61.9 48.6 90.9 84.2: 9.1 15.8
Old : 100.0: 18.4 25.1 10.5 61.9 48.6 90.9 84.2: 9.1 15.8
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 : 116: 20 31 16 37 50 65 89:
Old : 116: 20 31 16 37 50 65 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 20.0 53.8 30.1 39.8 15.0 49.9 24.4
Old : 40.2 20.0 53.8 30.1 39.8 15.0 49.9 24.4
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 171,654: 51,049 24,852 14,959 79,931 106,359 145,940 146,170: 25,715 25,484
Old : 171,654: 51,049 24,852 14,959 79,931 106,359 145,940 146,170: 25,715 25,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -4,356: -4,394 -2,963 303 -507 -3,281 -4,598 -5,941: 242 1,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 14.5 8.7 46.6 62.0 85.0 85.2: 15.0 14.8
Old : 100.0: 29.7 14.5 8.7 46.6 62.0 85.0 85.2: 15.0 14.8
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 : 112: 27 32 16 38 37 76 74:
Old : 112: 27 32 16 38 37 76 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 38.8 40.5 49.5 25.8 35.5 38.3 43.9
Old : 25.9 38.8 40.5 49.5 25.8 35.5 38.3 43.9
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 601,044: 166,719 93,745 39,030 314,535 417,282 520,284 550,057: 80,760 50,986
Old : 601,044: 166,719 93,745 39,030 314,535 417,282 520,284 550,057: 80,760 50,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 2,432: -3,425 1,257 1,641 1,490 -1,928 -294 970: 2,726 1,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 15.6 6.5 52.3 69.4 86.6 91.5: 13.4 8.5
Old : 100.0: 27.7 15.6 6.5 52.3 69.4 86.6 91.5: 13.4 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 : 272: 74 56 45 111 84 203 167:
Old : 272: 74 56 45 111 84 203 167:
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 : 17.1 43.4 27.6 54.9 16.6 43.2 26.3 53.9
Old : 17.1 43.4 27.6 54.9 16.6 43.2 26.3 53.9
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 24,772: 7,456 17,861 109 15,464 3,156 23,029 21,126: 1,742 3,645
Old : 24,772: 7,456 17,861 109 15,464 3,156 23,029 21,126: 1,742 3,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 3,644: 3,054 3,717 -4 510 -193 3,560 3,520: 84 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 72.1 0.4 62.4 12.7 93.0 85.3: 7.0 14.7
Old : 100.0: 30.1 72.1 0.4 62.4 12.7 93.0 85.3: 7.0 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 : 46: 11 20 2 7 9 19 31:
Old : 46: 11 20 2 7 9 19 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 51.9 86.1 64.5 72.6 51.9 85.2 64.5
Old : 73.5 51.9 86.1 64.5 72.6 51.9 85.2 64.5
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 44,444: 10,738 26,618 1,176 30,219 10,479 42,133 38,273: 2,311 6,171
Old : 44,444: 10,738 26,618 1,176 30,219 10,479 42,133 38,273: 2,311 6,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -1,222: -1,208 -1,214 83 -267 -191 -1,392 -1,322: 170 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 59.9 2.6 68.0 23.6 94.8 86.1: 5.2 13.9
Old : 100.0: 24.2 59.9 2.6 68.0 23.6 94.8 86.1: 5.2 13.9
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 : 83: 23 31 11 17 19 44 57:
Old : 83: 23 31 11 17 19 44 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 : 50.7 35.6 66.4 53.0 50.7 35.6 66.4 53.0
Old : 50.7 35.6 66.4 53.0 50.7 35.6 66.4 53.0
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 with Delta-adjusted Options and Futures Combined, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 17,185: 7,290 5,941 0 9,431 9,496 16,721 15,437: 464 1,748
Old : 17,185: 7,290 5,941 0 9,431 9,496 16,721 15,437: 464 1,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -422: -403 246 0 -139 -562 -542 -316: 120 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 34.6 0.0 54.9 55.3 97.3 89.8: 2.7 10.2
Old : 100.0: 42.4 34.6 0.0 54.9 55.3 97.3 89.8: 2.7 10.2
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 : 25: 7 8 0 5 5 12 13:
Old : 25: 7 8 0 5 5 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 76.6 93.4 85.6 71.6 76.6 93.4 85.6
Old : 71.6 76.6 93.4 85.6 71.6 76.6 93.4 85.6
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 with Delta-adjusted Options and Futures Combined, May 19, 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 :26,653,118: 1,096,594 1,416,411 15,522,576 9,325,023 8,927,653 25,944,194 25,866,641: 708,924 786,477
Old :26,653,118: 1,096,594 1,416,411 15,522,576 9,325,023 8,927,653 25,944,194 25,866,641: 708,924 786,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
:-1,243,902: 59,464 -290,458 -979,804 -305,673 43,300 -1,226,013 -1,226,963: -17,889 -16,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.3 58.2 35.0 33.5 97.3 97.0: 2.7 3.0
Old : 100.0: 4.1 5.3 58.2 35.0 33.5 97.3 97.0: 2.7 3.0
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 : 268: 69 59 103 127 126 249 240:
Old : 268: 69 59 103 127 126 249 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 27.6 37.7 40.5 4.2 6.3 6.6 7.8
Old : 23.7 27.6 37.7 40.5 4.2 6.3 6.6 7.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 11,802: 7,341 9,943 1,494 34 0 8,869 11,437: 2,933 365
Old : 11,802: 7,341 9,943 1,494 34 0 8,869 11,437: 2,933 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 1,571: 735 998 578 3 0 1,316 1,575: 255 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 84.3 12.7 0.3 0.0 75.2 96.9: 24.8 3.1
Old : 100.0: 62.2 84.3 12.7 0.3 0.0 75.2 96.9: 24.8 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 : 75: 43 31 15 1 0 57 33:
Old : 75: 43 31 15 1 0 57 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 : 31.5 61.6 42.8 77.2 31.5 60.0 42.8 70.0
Old : 31.5 61.6 42.8 77.2 31.5 60.0 42.8 70.0
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 173,568: 35,356 26,895 31,513 106,479 110,204 173,348 168,613: 220 4,955
Old : 173,568: 35,356 26,895 31,513 106,479 110,204 173,348 168,613: 220 4,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 4,867: -614 -894 1,540 3,903 3,117 4,829 3,763: 38 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 15.5 18.2 61.3 63.5 99.9 97.1: 0.1 2.9
Old : 100.0: 20.4 15.5 18.2 61.3 63.5 99.9 97.1: 0.1 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 : 56: 18 11 18 16 23 41 47:
Old : 56: 18 11 18 16 23 41 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 : 72.4 46.0 85.3 69.2 64.6 38.4 66.2 54.6
Old : 72.4 46.0 85.3 69.2 64.6 38.4 66.2 54.6
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 278,523: 33,100 84,649 19,820 225,527 170,626 278,447 275,095: 76 3,428
Old : 278,523: 33,100 84,649 19,820 225,527 170,626 278,447 275,095: 76 3,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 15,694: -7,127 8,134 5,912 16,923 1,579 15,708 15,625: -14 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 30.4 7.1 81.0 61.3 100.0 98.8: 0.0 1.2
Old : 100.0: 11.9 30.4 7.1 81.0 61.3 100.0 98.8: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 18 26 29 20 41 53 82:
Old : 90: 18 26 29 20 41 53 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 35.5 84.3 52.5 71.7 34.3 78.4 49.5
Old : 74.4 35.5 84.3 52.5 71.7 34.3 78.4 49.5
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 956,328: 60,903 102,119 169,703 573,321 512,912 803,927 784,734: 152,401 171,594
Old : 956,328: 60,903 102,119 169,703 573,321 512,912 803,927 784,734: 152,401 171,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -35,336: -838 2,676 -15,610 -17,220 -16,495 -33,668 -29,429: -1,669 -5,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 10.7 17.7 60.0 53.6 84.1 82.1: 15.9 17.9
Old : 100.0: 6.4 10.7 17.7 60.0 53.6 84.1 82.1: 15.9 17.9
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 : 652: 107 135 135 297 323 480 517:
Old : 652: 107 135 135 297 323 480 517:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 16.0 22.2 25.8 8.6 9.4 14.2 14.3
Old : 13.3 16.0 22.2 25.8 8.6 9.4 14.2 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 129,507: 18,146 3,507 11,571 85,425 25,461 115,143 40,539: 14,364 88,968
Old : 129,507: 18,146 3,507 11,571 85,425 25,461 115,143 40,539: 14,364 88,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -2,062: 207 288 -805 -2,886 -1,607 -3,484 -2,125: 1,422 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.7 8.9 66.0 19.7 88.9 31.3: 11.1 68.7
Old : 100.0: 14.0 2.7 8.9 66.0 19.7 88.9 31.3: 11.1 68.7
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 : 32: 6 6 11 17 10 28 22:
Old : 32: 6 6 11 17 10 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 17.9 64.8 26.1 40.8 14.5 59.9 17.3
Old : 41.8 17.9 64.8 26.1 40.8 14.5 59.9 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 11,497: 796 600 16 8,755 9,166 9,567 9,782: 1,930 1,715
Old : 11,497: 796 600 16 8,755 9,166 9,567 9,782: 1,930 1,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 266: -36 0 2 557 -494 523 -492: -257 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 5.2 0.1 76.2 79.7 83.2 85.1: 16.8 14.9
Old : 100.0: 6.9 5.2 0.1 76.2 79.7 83.2 85.1: 16.8 14.9
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 : 25: 2 1 1 14 9 16 11:
Old : 25: 2 1 1 14 9 16 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 : 42.3 51.2 62.1 76.0 42.3 51.2 62.1 76.0
Old : 42.3 51.2 62.1 76.0 42.3 51.2 62.1 76.0
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 4,134,104: 311,676 590,956 692,765 2,439,481 2,437,254 3,443,922 3,720,976: 690,182 413,129
Old : 4,134,104: 311,676 590,956 692,765 2,439,481 2,437,254 3,443,922 3,720,976: 690,182 413,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -166,370: -9,139 8,029 -70,110 -71,668 -74,441 -150,917 -136,522: -15,453 -29,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 14.3 16.8 59.0 59.0 83.3 90.0: 16.7 10.0
Old : 100.0: 7.5 14.3 16.8 59.0 59.0 83.3 90.0: 16.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 650: 107 133 133 295 321 476 513:
Old : 650: 107 133 133 295 321 476 513:
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 : 14.4 17.5 24.2 28.8 10.0 13.4 15.7 20.8
Old : 14.4 17.5 24.2 28.8 10.0 13.4 15.7 20.8
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 13,733: 2,644 446 5 5,024 12,901 7,673 13,352: 6,060 381
Old : 13,733: 2,644 446 5 5,024 12,901 7,673 13,352: 6,060 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 873: -19 -24 2 780 915 763 893: 110 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.2 0.0 36.6 93.9 55.9 97.2: 44.1 2.8
Old : 100.0: 19.3 3.2 0.0 36.6 93.9 55.9 97.2: 44.1 2.8
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 : 22: 2 2 2 10 9 14 11:
Old : 22: 2 2 2 10 9 14 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 : 31.6 74.7 47.4 93.0 30.6 74.7 46.4 93.0
Old : 31.6 74.7 47.4 93.0 30.6 74.7 46.4 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 70,161: 6,776 5,419 816 54,865 59,479 62,457 65,714: 7,704 4,447
Old : 70,161: 6,776 5,419 816 54,865 59,479 62,457 65,714: 7,704 4,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -281: 774 -445 -686 13 1,175 101 44: -382 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.7 1.2 78.2 84.8 89.0 93.7: 11.0 6.3
Old : 100.0: 9.7 7.7 1.2 78.2 84.8 89.0 93.7: 11.0 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 : 81: 7 6 3 47 38 55 46:
Old : 81: 7 6 3 47 38 55 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 42.7 46.1 63.0 30.7 42.7 45.7 62.5
Old : 30.7 42.7 46.1 63.0 30.7 42.7 45.7 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 46,103: 12,104 12,907 5,828 21,582 20,964 39,515 39,699: 6,588 6,404
Old : 46,103: 12,104 12,907 5,828 21,582 20,964 39,515 39,699: 6,588 6,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -315: -885 1,630 -359 959 -1,304 -284 -32: -31 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 28.0 12.6 46.8 45.5 85.7 86.1: 14.3 13.9
Old : 100.0: 26.3 28.0 12.6 46.8 45.5 85.7 86.1: 14.3 13.9
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 : 266: 57 52 28 104 102 179 165:
Old : 266: 57 52 28 104 102 179 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 19.4 22.3 31.2 9.6 15.7 18.3 24.5
Old : 13.0 19.4 22.3 31.2 9.6 15.7 18.3 24.5
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 230,513: 60,520 64,535 29,142 107,912 104,818 197,573 198,495: 32,940 32,018
Old : 230,513: 60,520 64,535 29,142 107,912 104,818 197,573 198,495: 32,940 32,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -1,575: -4,424 8,150 -1,793 4,797 -6,520 -1,420 -162: -155 -1,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 28.0 12.6 46.8 45.5 85.7 86.1: 14.3 13.9
Old : 100.0: 26.3 28.0 12.6 46.8 45.5 85.7 86.1: 14.3 13.9
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 : 266: 57 52 28 104 102 179 165:
Old : 266: 57 52 28 104 102 179 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 19.4 22.3 31.2 9.6 15.7 18.3 24.5
Old : 13.0 19.4 22.3 31.2 9.6 15.7 18.3 24.5
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 155,165: 25,633 63,172 11,933 99,597 50,560 137,162 125,664: 18,003 29,501
Old : 155,165: 25,633 63,172 11,933 99,597 50,560 137,162 125,664: 18,003 29,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 5,163: 1,781 4,703 893 1,731 1,838 4,404 7,433: 759 -2,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 40.7 7.7 64.2 32.6 88.4 81.0: 11.6 19.0
Old : 100.0: 16.5 40.7 7.7 64.2 32.6 88.4 81.0: 11.6 19.0
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 : 87: 12 30 14 30 39 54 71:
Old : 87: 12 30 14 30 39 54 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 : 43.5 32.5 61.4 43.0 42.3 30.7 58.3 38.3
Old : 43.5 32.5 61.4 43.0 42.3 30.7 58.3 38.3
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 561,724: 86,099 79,777 16,833 440,677 441,868 543,609 538,479: 18,115 23,246
Old : 561,724: 86,099 79,777 16,833 440,677 441,868 543,609 538,479: 18,115 23,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 24,627: 23,843 -762 605 -1,269 24,628 23,179 24,471: 1,448 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.2 3.0 78.5 78.7 96.8 95.9: 3.2 4.1
Old : 100.0: 15.3 14.2 3.0 78.5 78.7 96.8 95.9: 3.2 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 : 332: 55 53 26 144 142 211 209:
Old : 332: 55 53 26 144 142 211 209:
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 : 19.7 19.5 31.2 31.1 19.3 19.5 29.8 29.9
Old : 19.7 19.5 31.2 31.1 19.3 19.5 29.8 29.9
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 40,276: 7,026 4,737 454 26,865 18,763 34,345 23,954: 5,931 16,322
Old : 40,276: 7,026 4,737 454 26,865 18,763 34,345 23,954: 5,931 16,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 3,093: -1,113 1,032 19 2,805 -1,245 1,711 -194: 1,382 3,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.8 1.1 66.7 46.6 85.3 59.5: 14.7 40.5
Old : 100.0: 17.4 11.8 1.1 66.7 46.6 85.3 59.5: 14.7 40.5
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 : 68: 12 11 5 25 28 39 42:
Old : 68: 12 11 5 25 28 39 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 : 30.1 23.3 46.4 33.4 28.4 23.3 44.7 33.4
Old : 30.1 23.3 46.4 33.4 28.4 23.3 44.7 33.4
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 with Delta-adjusted Options and Futures Combined, May 19, 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 : 146,422: 59,453 65 1,619 85,108 144,698 146,180 146,382: 242 40
Old : 146,422: 59,453 65 1,619 85,108 144,698 146,180 146,382: 242 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 1,398: 448 10 123 854 1,266 1,425 1,399: -27 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 0.0 1.1 58.1 98.8 99.8 100.0: 0.2 0.0
Old : 100.0: 40.6 0.0 1.1 58.1 98.8 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 : 67: 24 1 4 33 27 57 32:
Old : 67: 24 1 4 33 27 57 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 : 56.2 58.2 74.2 83.5 45.2 44.2 55.8 59.5
Old : 56.2 58.2 74.2 83.5 45.2 44.2 55.8 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2020