BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 14,952: 1,730 760 2,410 10,133 11,418 14,272 14,589: 679 363
Old : 14,952: 1,730 760 2,410 10,133 11,418 14,272 14,589: 679 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -1,221: 188 -264 -263 -1,242 -618 -1,317 -1,145: 96 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.1 16.1 67.8 76.4 95.5 97.6: 4.5 2.4
Old : 100.0: 11.6 5.1 16.1 67.8 76.4 95.5 97.6: 4.5 2.4
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 : 46: 6 5 10 29 27 40 37:
Old : 46: 6 5 10 29 27 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 39.9 52.0 58.7 29.3 34.5 43.1 47.5
Old : 32.3 39.9 52.0 58.7 29.3 34.5 43.1 47.5
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, June 09, 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 : 53,920: 12,770 2,246 18,850 18,029 23,869 49,649 44,966: 4,271 8,955
Old : 53,920: 12,770 2,246 18,850 18,029 23,869 49,649 44,966: 4,271 8,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -6,549: -419 -2,029 -2,298 -3,380 -1,411 -6,098 -5,738: -451 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 4.2 35.0 33.4 44.3 92.1 83.4: 7.9 16.6
Old : 100.0: 23.7 4.2 35.0 33.4 44.3 92.1 83.4: 7.9 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 29 13 30 37 38 73 74:
Old : 87: 29 13 30 37 38 73 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 : 40.2 26.7 58.8 43.6 30.1 19.1 35.0 26.5
Old : 40.2 26.7 58.8 43.6 30.1 19.1 35.0 26.5
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, June 09, 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 : 17,363: 1,531 101 4,456 10,723 12,058 16,709 16,614: 653 748
Old : 17,363: 1,531 101 4,456 10,723 12,058 16,709 16,614: 653 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -5,432: -106 -17 -1,796 -3,451 -3,665 -5,353 -5,478: -80 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.6 25.7 61.8 69.4 96.2 95.7: 3.8 4.3
Old : 100.0: 8.8 0.6 25.7 61.8 69.4 96.2 95.7: 3.8 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 : 50: 6 3 6 40 27 48 34:
Old : 50: 6 3 6 40 27 48 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 : 36.1 40.3 55.3 64.3 18.9 24.1 30.3 35.7
Old : 36.1 40.3 55.3 64.3 18.9 24.1 30.3 35.7
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 with Delta-adjusted Options and Futures Combined, June 09, 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 : 12,345: 25 4,832 3,897 7,710 2,801 11,631 11,530: 713 815
Old : 12,345: 25 4,832 3,897 7,710 2,801 11,631 11,530: 713 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -1,058: -50 -23 -663 -349 -260 -1,061 -946: 3 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 39.1 31.6 62.5 22.7 94.2 93.4: 5.8 6.6
Old : 100.0: 0.2 39.1 31.6 62.5 22.7 94.2 93.4: 5.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 8 7 23 22 30 31:
Old : 37: 1 8 7 23 22 30 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 : 43.8 59.3 64.5 72.1 33.3 39.0 43.0 44.6
Old : 43.8 59.3 64.5 72.1 33.3 39.0 43.0 44.6
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 with Delta-adjusted Options and Futures Combined, June 09, 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 : 308,827: 74,308 52,613 116,060 95,569 109,803 285,938 278,477: 22,889 30,350
Old : 247,033: 66,399 56,644 88,951 75,514 77,985 230,864 223,580: 16,168 23,453
Other: 61,794: 23,845 11,905 11,174 20,055 31,818 55,074 54,898: 6,720 6,897
: : :
: : Changes in Commitments from: June 2, 2020 :
: -1,450: -1,975 -641 408 -1,630 -3,569 -3,197 -3,802: 1,748 2,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 17.0 37.6 30.9 35.6 92.6 90.2: 7.4 9.8
Old : 100.0: 26.9 22.9 36.0 30.6 31.6 93.5 90.5: 6.5 9.5
Other: 100.0: 38.6 19.3 18.1 32.5 51.5 89.1 88.8: 10.9 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 91 100 113 75 77 240 228:
Old : 278: 79 111 97 69 75 211 223:
Other: 161: 62 21 38 56 49 133 98:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 21.9 25.7 31.6 12.1 14.0 19.8 18.6
Old : 16.9 20.4 29.7 29.8 14.4 12.0 21.5 16.9
Other: 23.5 41.2 34.4 51.7 23.4 39.2 33.9 45.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 315,099: 70,901 33,109 78,659 130,401 161,820 279,961 273,589: 35,138 41,510
Old : 315,099: 70,901 33,109 78,659 130,401 161,820 279,961 273,589: 35,138 41,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -24,814: -3,096 886 -21,401 154 -5,877 -24,343 -26,392: -470 1,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 10.5 25.0 41.4 51.4 88.8 86.8: 11.2 13.2
Old : 100.0: 22.5 10.5 25.0 41.4 51.4 88.8 86.8: 11.2 13.2
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 : 357: 108 73 115 128 139 290 289:
Old : 357: 108 73 115 128 139 290 289:
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 : 15.7 19.2 26.4 28.3 15.6 18.7 24.8 24.9
Old : 15.7 19.2 26.4 28.3 15.6 18.7 24.8 24.9
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, June 09, 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 : 2,719: 413 417 131 1,259 1,402 1,802 1,950: 917 769
Old : 2,719: 413 417 131 1,259 1,402 1,802 1,950: 917 769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -25: -46 4 3 48 33 5 40: -30 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.4 4.8 46.3 51.6 66.3 71.7: 33.7 28.3
Old : 100.0: 15.2 15.4 4.8 46.3 51.6 66.3 71.7: 33.7 28.3
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 : 32: 6 11 8 12 11 23 25:
Old : 32: 6 11 8 12 11 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 38.0 51.9 52.7 38.1 36.3 51.3 50.1
Old : 38.6 38.0 51.9 52.7 38.1 36.3 51.3 50.1
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 with Delta-adjusted Options and Futures Combined, June 09, 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 : 38,894: 9,791 7,379 10,208 11,738 9,321 31,738 26,908: 7,156 11,987
Old : 38,894: 9,791 7,379 10,208 11,738 9,321 31,738 26,908: 7,156 11,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 1,670: -116 412 1,177 551 -414 1,612 1,175: 58 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.0 26.2 30.2 24.0 81.6 69.2: 18.4 30.8
Old : 100.0: 25.2 19.0 26.2 30.2 24.0 81.6 69.2: 18.4 30.8
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 : 165: 34 42 47 52 55 119 122:
Old : 165: 34 42 47 52 55 119 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 11.3 31.5 20.1 20.4 8.4 27.5 13.1
Old : 20.5 11.3 31.5 20.1 20.4 8.4 27.5 13.1
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, June 09, 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 : 35,078: 1,229 10,120 5,665 27,526 17,193 34,420 32,979: 658 2,099
Old : 35,078: 1,229 10,120 5,665 27,526 17,193 34,420 32,979: 658 2,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -5,346: 78 -1,485 -927 -4,483 -2,871 -5,332 -5,283: -14 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 28.9 16.2 78.5 49.0 98.1 94.0: 1.9 6.0
Old : 100.0: 3.5 28.9 16.2 78.5 49.0 98.1 94.0: 1.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 12 11 15 35 34 54 53:
Old : 70: 12 11 15 35 34 54 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 46.6 67.9 62.0 46.8 44.4 60.4 53.6
Old : 46.9 46.6 67.9 62.0 46.8 44.4 60.4 53.6
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, June 09, 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 : 39,992: 15,994 5,212 739 21,584 32,674 38,317 38,625: 1,675 1,367
Old : 39,992: 15,994 5,212 739 21,584 32,674 38,317 38,625: 1,675 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 13,784: 478 958 658 12,207 12,250 13,343 13,866: 441 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 13.0 1.8 54.0 81.7 95.8 96.6: 4.2 3.4
Old : 100.0: 40.0 13.0 1.8 54.0 81.7 95.8 96.6: 4.2 3.4
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 : 38: 9 13 3 9 11 21 26:
Old : 38: 9 13 3 9 11 21 26:
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 : 60.5 69.9 82.9 83.2 47.6 49.6 58.0 56.9
Old : 60.5 69.9 82.9 83.2 47.6 49.6 58.0 56.9
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, June 09, 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 : 135,998: 22,512 47,454 7,498 76,743 51,873 106,753 106,825: 29,244 29,173
Old : 135,998: 22,512 47,454 7,498 76,743 51,873 106,753 106,825: 29,244 29,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -15,968: 3,653 -7,345 -1,480 -16,496 -6,631 -14,323 -15,456: -1,645 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 34.9 5.5 56.4 38.1 78.5 78.5: 21.5 21.5
Old : 100.0: 16.6 34.9 5.5 56.4 38.1 78.5 78.5: 21.5 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 19 29 15 34 37 62 72:
Old : 99: 19 29 15 34 37 62 72:
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 27.7 38.5 41.1 25.4 26.9 35.6 38.4
Old : 26.6 27.7 38.5 41.1 25.4 26.9 35.6 38.4
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, June 09, 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 : 43,141: 10,463 8,729 618 16,824 21,480 27,905 30,828: 15,236 12,313
Old : 43,141: 10,463 8,729 618 16,824 21,480 27,905 30,828: 15,236 12,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 626: -2,901 4,395 -46 1,676 -1,618 -1,270 2,731: 1,897 -2,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 20.2 1.4 39.0 49.8 64.7 71.5: 35.3 28.5
Old : 100.0: 24.3 20.2 1.4 39.0 49.8 64.7 71.5: 35.3 28.5
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 : 36: 6 7 4 16 13 23 23:
Old : 36: 6 7 4 16 13 23 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 : 37.0 41.2 49.1 53.5 37.0 40.4 47.3 51.3
Old : 37.0 41.2 49.1 53.5 37.0 40.4 47.3 51.3
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, June 09, 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 : 136,168: 59,001 59,835 1,151 70,393 70,805 130,545 131,791: 5,624 4,377
Old : 136,168: 59,001 59,835 1,151 70,393 70,805 130,545 131,791: 5,624 4,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 11,859: 2,546 11,543 -1,269 10,049 1,937 11,326 12,211: 532 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 43.9 0.8 51.7 52.0 95.9 96.8: 4.1 3.2
Old : 100.0: 43.3 43.9 0.8 51.7 52.0 95.9 96.8: 4.1 3.2
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 : 131: 46 38 13 25 30 79 74:
Old : 131: 46 38 13 25 30 79 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 : 48.2 43.8 63.5 61.3 48.1 42.6 63.5 59.5
Old : 48.2 43.8 63.5 61.3 48.1 42.6 63.5 59.5
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, June 09, 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 : 212,237: 30,092 53,138 23,056 137,194 103,794 190,342 179,988: 21,895 32,249
Old : 212,237: 30,092 53,138 23,056 137,194 103,794 190,342 179,988: 21,895 32,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -12,431: 705 -6,880 -2,685 -10,839 -5,203 -12,819 -14,768: 388 2,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 25.0 10.9 64.6 48.9 89.7 84.8: 10.3 15.2
Old : 100.0: 14.2 25.0 10.9 64.6 48.9 89.7 84.8: 10.3 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 19 28 20 35 50 67 86:
Old : 113: 19 28 20 35 50 67 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 19.7 56.2 30.6 38.4 16.6 50.5 25.9
Old : 39.4 19.7 56.2 30.6 38.4 16.6 50.5 25.9
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, June 09, 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 : 175,183: 47,169 29,613 15,630 89,707 103,658 152,507 148,902: 22,676 26,281
Old : 175,183: 47,169 29,613 15,630 89,707 103,658 152,507 148,902: 22,676 26,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -11,725: -12,947 -2,283 -3,131 5,400 -5,472 -10,678 -10,885: -1,048 -840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 16.9 8.9 51.2 59.2 87.1 85.0: 12.9 15.0
Old : 100.0: 26.9 16.9 8.9 51.2 59.2 87.1 85.0: 12.9 15.0
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 : 108: 23 31 16 39 38 71 76:
Old : 108: 23 31 16 39 38 71 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 : 25.0 35.8 39.2 46.5 24.9 29.3 35.1 36.4
Old : 25.0 35.8 39.2 46.5 24.9 29.3 35.1 36.4
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, June 09, 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 : 655,042: 186,800 89,251 39,929 339,457 474,476 566,186 603,656: 88,856 51,386
Old : 655,042: 186,800 89,251 39,929 339,457 474,476 566,186 603,656: 88,856 51,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 6,491: 12,662 -2,579 -12,288 4,100 20,766 4,474 5,899: 2,017 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 13.6 6.1 51.8 72.4 86.4 92.2: 13.6 7.8
Old : 100.0: 28.5 13.6 6.1 51.8 72.4 86.4 92.2: 13.6 7.8
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 : 274: 78 53 42 115 83 209 162:
Old : 274: 78 53 42 115 83 209 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 48.8 26.6 59.4 16.3 47.1 25.7 56.5
Old : 16.8 48.8 26.6 59.4 16.3 47.1 25.7 56.5
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 with Delta-adjusted Options and Futures Combined, June 09, 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 : 25,066: 2,952 4,348 1,775 7,163 14,793 11,890 20,916: 13,176 4,150
Old : 25,066: 2,952 4,348 1,775 7,163 14,793 11,890 20,916: 13,176 4,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 1,854: -305 609 1,632 -58 -28 1,269 2,213: 585 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 17.3 7.1 28.6 59.0 47.4 83.4: 52.6 16.6
Old : 100.0: 11.8 17.3 7.1 28.6 59.0 47.4 83.4: 52.6 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 6 4 11 9 19 15:
Old : 23: 4 6 4 11 9 19 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 : 17.7 58.3 32.3 72.1 16.9 55.9 28.7 65.7
Old : 17.7 58.3 32.3 72.1 16.9 55.9 28.7 65.7
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, June 09, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 27,429: 8,174 21,188 221 17,235 3,457 25,630 24,866: 1,799 2,563
Old : 27,429: 8,174 21,188 221 17,235 3,457 25,630 24,866: 1,799 2,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 996: -1,006 5 120 1,647 914 761 1,039: 236 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 77.2 0.8 62.8 12.6 93.4 90.7: 6.6 9.3
Old : 100.0: 29.8 77.2 0.8 62.8 12.6 93.4 90.7: 6.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 14 23 4 7 7 25 32:
Old : 51: 14 23 4 7 7 25 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 : 61.5 60.7 78.1 70.2 59.0 60.7 75.5 70.2
Old : 61.5 60.7 78.1 70.2 59.0 60.7 75.5 70.2
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, June 09, 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 : 46,764: 15,165 26,406 858 27,210 15,583 43,233 42,847: 3,531 3,918
Old : 46,764: 15,165 26,406 858 27,210 15,583 43,233 42,847: 3,531 3,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -52: 927 -839 -292 -1,268 2,272 -633 1,141: 580 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 56.5 1.8 58.2 33.3 92.4 91.6: 7.6 8.4
Old : 100.0: 32.4 56.5 1.8 58.2 33.3 92.4 91.6: 7.6 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 25 24 8 16 14 44 43:
Old : 72: 25 24 8 16 14 44 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 : 47.2 36.2 64.1 56.8 45.8 35.6 62.2 56.2
Old : 47.2 36.2 64.1 56.8 45.8 35.6 62.2 56.2
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, June 09, 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 : 16,869: 7,289 3,601 1,279 7,623 10,846 16,191 15,726: 678 1,143
Old : 16,869: 7,289 3,601 1,279 7,623 10,846 16,191 15,726: 678 1,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 3,991: 1,250 855 1,176 1,363 1,976 3,789 4,007: 202 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 21.3 7.6 45.2 64.3 96.0 93.2: 4.0 6.8
Old : 100.0: 43.2 21.3 7.6 45.2 64.3 96.0 93.2: 4.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 11 3 6 9 14 21:
Old : 27: 5 11 3 6 9 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 62.1 89.1 79.5 62.5 54.8 74.2 63.7
Old : 70.5 62.1 89.1 79.5 62.5 54.8 74.2 63.7
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, June 09, 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 :26,479,554: 1,208,367 1,143,807 15,378,939 9,189,433 9,170,817 25,776,739 25,693,563: 702,816 785,991
Old :26,479,554: 1,208,367 1,143,807 15,378,939 9,189,433 9,170,817 25,776,739 25,693,563: 702,816 785,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -428,720: 141,979 -146,962 -338,504 -230,990 37,146 -427,516 -448,320: -1,204 19,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.3 58.1 34.7 34.6 97.3 97.0: 2.7 3.0
Old : 100.0: 4.6 4.3 58.1 34.7 34.6 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 : 270: 77 54 107 126 129 251 246:
Old : 270: 77 54 107 126 129 251 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 26.7 37.8 39.6 4.5 6.1 6.7 8.0
Old : 23.5 26.7 37.8 39.6 4.5 6.1 6.7 8.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 10,924: 6,833 8,791 1,552 32 0 8,418 10,344: 2,506 580
Old : 10,924: 6,833 8,791 1,552 32 0 8,418 10,344: 2,506 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 925: 934 722 118 -3 0 1,049 840: -125 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 80.5 14.2 0.3 0.0 77.1 94.7: 22.9 5.3
Old : 100.0: 62.6 80.5 14.2 0.3 0.0 77.1 94.7: 22.9 5.3
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 : 70: 45 24 15 1 0 56 29:
Old : 70: 45 24 15 1 0 56 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 : 31.3 63.4 44.9 78.5 31.3 56.9 43.3 70.4
Old : 31.3 63.4 44.9 78.5 31.3 56.9 43.3 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 173,349: 25,381 36,517 29,823 118,022 106,933 173,226 173,273: 124 76
Old : 173,349: 25,381 36,517 29,823 118,022 106,933 173,226 173,273: 124 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 295: -6,719 843 -386 7,409 -150 303 306: -8 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 21.1 17.2 68.1 61.7 99.9 100.0: 0.1 0.0
Old : 100.0: 14.6 21.1 17.2 68.1 61.7 99.9 100.0: 0.1 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 : 58: 14 17 20 15 24 40 51:
Old : 58: 14 17 20 15 24 40 51:
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 : 71.2 43.8 84.5 70.8 63.4 38.8 65.9 55.4
Old : 71.2 43.8 84.5 70.8 63.4 38.8 65.9 55.4
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, June 09, 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 : 259,683: 23,201 92,784 21,686 214,726 144,107 259,613 258,577: 70 1,106
Old : 259,683: 23,201 92,784 21,686 214,726 144,107 259,613 258,577: 70 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 44,035: -4,879 15,245 2,904 46,037 25,872 44,062 44,021: -27 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 35.7 8.4 82.7 55.5 100.0 99.6: 0.0 0.4
Old : 100.0: 8.9 35.7 8.4 82.7 55.5 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 9 32 27 18 42 45 83:
Old : 85: 9 32 27 18 42 45 83:
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 : 79.8 36.7 87.5 55.2 76.2 34.6 81.9 51.3
Old : 79.8 36.7 87.5 55.2 76.2 34.6 81.9 51.3
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, June 09, 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 : 1,010,625: 71,630 108,187 200,325 588,105 539,466 860,061 847,977: 150,564 162,648
Old : 1,010,625: 71,630 108,187 200,325 588,105 539,466 860,061 847,977: 150,564 162,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 50,721: 3,083 1,046 28,754 18,015 26,881 49,852 56,681: 868 -5,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.7 19.8 58.2 53.4 85.1 83.9: 14.9 16.1
Old : 100.0: 7.1 10.7 19.8 58.2 53.4 85.1 83.9: 14.9 16.1
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 : 625: 108 132 134 288 305 472 495:
Old : 625: 108 132 134 288 305 472 495:
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 : 13.7 16.1 21.7 26.5 6.7 8.5 11.5 13.7
Old : 13.7 16.1 21.7 26.5 6.7 8.5 11.5 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 139,912: 22,207 7,851 14,586 90,787 35,262 127,580 57,699: 12,331 82,213
Old : 139,912: 22,207 7,851 14,586 90,787 35,262 127,580 57,699: 12,331 82,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 5,825: 3,532 376 2,636 305 7,596 6,473 10,608: -647 -4,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.6 10.4 64.9 25.2 91.2 41.2: 8.8 58.8
Old : 100.0: 15.9 5.6 10.4 64.9 25.2 91.2 41.2: 8.8 58.8
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 : 39: 8 5 13 21 16 34 29:
Old : 39: 8 5 13 21 16 34 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 : 42.3 23.5 65.7 32.1 41.7 18.7 60.0 22.9
Old : 42.3 23.5 65.7 32.1 41.7 18.7 60.0 22.9
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, June 09, 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 : 11,751: 715 515 0 8,861 7,962 9,576 8,477: 2,175 3,274
Old : 11,751: 715 515 0 8,861 7,962 9,576 8,477: 2,175 3,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -944: -836 -85 0 -719 -431 -1,555 -516: 611 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.4 0.0 75.4 67.8 81.5 72.1: 18.5 27.9
Old : 100.0: 6.1 4.4 0.0 75.4 67.8 81.5 72.1: 18.5 27.9
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 : 24: 2 1 0 13 9 15 10:
Old : 24: 2 1 0 13 9 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 46.0 68.0 66.0 50.1 46.0 68.0 66.0
Old : 50.1 46.0 68.0 66.0 50.1 46.0 68.0 66.0
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, June 09, 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 : 4,353,567: 380,228 634,789 795,582 2,486,591 2,521,021 3,662,401 3,951,393: 691,166 402,174
Old : 4,353,567: 380,228 634,789 795,582 2,486,591 2,521,021 3,662,401 3,951,393: 691,166 402,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 224,477: 21,080 26,675 107,265 88,553 96,429 216,899 230,368: 7,578 -5,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.6 18.3 57.1 57.9 84.1 90.8: 15.9 9.2
Old : 100.0: 8.7 14.6 18.3 57.1 57.9 84.1 90.8: 15.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 621: 107 130 131 285 302 466 489:
Old : 621: 107 130 131 285 302 466 489:
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 17.1 22.9 28.4 8.1 12.4 13.4 20.3
Old : 14.4 17.1 22.9 28.4 8.1 12.4 13.4 20.3
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, June 09, 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 : 11,844: 1,809 220 3 4,801 11,341 6,613 11,564: 5,231 280
Old : 11,844: 1,809 220 3 4,801 11,341 6,613 11,564: 5,231 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 1.9 0.0 40.5 95.8 55.8 97.6: 44.2 2.4
Old : 100.0: 15.3 1.9 0.0 40.5 95.8 55.8 97.6: 44.2 2.4
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: 1 1 1 10 9 12 10:
Old : 20: 1 1 1 10 9 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 76.4 49.4 94.6 33.3 76.4 48.3 94.6
Old : 34.4 76.4 49.4 94.6 33.3 76.4 48.3 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 Industrial Ind :
: : :
All : 9,258: 0 260 0 7,971 7,644 7,971 7,904: 1,287 1,354
Old : 9,258: 0 260 0 7,971 7,644 7,971 7,904: 1,287 1,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 86.1 82.6 86.1 85.4: 13.9 14.6
Old : 100.0: 0.0 2.8 0.0 86.1 82.6 86.1 85.4: 13.9 14.6
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 : 20: 0 1 0 11 8 11 9:
Old : 20: 0 1 0 11 8 11 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 58.3 78.7 82.6 61.0 58.3 78.7 82.6
Old : 61.0 58.3 78.7 82.6 61.0 58.3 78.7 82.6
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, June 09, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 63,087: 6,130 3,759 535 48,316 52,333 54,981 56,627: 8,106 6,460
Old : 63,087: 6,130 3,759 535 48,316 52,333 54,981 56,627: 8,106 6,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -1,954: -223 -867 194 -2,380 -2,214 -2,409 -2,887: 455 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 6.0 0.8 76.6 83.0 87.2 89.8: 12.8 10.2
Old : 100.0: 9.7 6.0 0.8 76.6 83.0 87.2 89.8: 12.8 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 : 74: 7 5 5 40 35 49 43:
Old : 74: 7 5 5 40 35 49 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 : 32.0 40.5 48.4 58.4 31.9 40.5 47.9 58.1
Old : 32.0 40.5 48.4 58.4 31.9 40.5 47.9 58.1
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, June 09, 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 : 51,008: 13,544 11,027 7,117 23,788 24,598 44,449 42,742: 6,559 8,266
Old : 51,008: 13,544 11,027 7,117 23,788 24,598 44,449 42,742: 6,559 8,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 2,208: -209 154 995 1,106 -24 1,892 1,124: 317 1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 21.6 14.0 46.6 48.2 87.1 83.8: 12.9 16.2
Old : 100.0: 26.6 21.6 14.0 46.6 48.2 87.1 83.8: 12.9 16.2
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 : 287: 69 52 37 113 110 200 183:
Old : 287: 69 52 37 113 110 200 183:
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 : 14.0 21.1 24.3 32.5 11.0 16.8 19.0 23.4
Old : 14.0 21.1 24.3 32.5 11.0 16.8 19.0 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 255,040: 67,721 55,136 35,584 118,941 122,990 222,246 213,711: 32,793 41,329
Old : 255,040: 67,721 55,136 35,584 118,941 122,990 222,246 213,711: 32,793 41,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 11,042: -1,046 770 4,973 5,532 -121 9,458 5,621: 1,583 5,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 21.6 14.0 46.6 48.2 87.1 83.8: 12.9 16.2
Old : 100.0: 26.6 21.6 14.0 46.6 48.2 87.1 83.8: 12.9 16.2
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 : 287: 69 52 37 113 110 200 183:
Old : 287: 69 52 37 113 110 200 183:
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 : 14.0 21.1 24.3 32.5 11.0 16.8 19.0 23.4
Old : 14.0 21.1 24.3 32.5 11.0 16.8 19.0 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 158,550: 31,642 65,884 13,696 93,051 52,514 138,390 132,095: 20,160 26,456
Old : 158,550: 31,642 65,884 13,696 93,051 52,514 138,390 132,095: 20,160 26,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -5,464: 3,741 2,895 -2,971 -6,787 -81 -6,018 -157: 554 -5,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 41.6 8.6 58.7 33.1 87.3 83.3: 12.7 16.7
Old : 100.0: 20.0 41.6 8.6 58.7 33.1 87.3 83.3: 12.7 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 18 24 13 33 35 58 65:
Old : 86: 18 24 13 33 35 58 65:
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 : 40.3 33.8 56.5 44.0 38.6 32.6 48.4 42.0
Old : 40.3 33.8 56.5 44.0 38.6 32.6 48.4 42.0
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, June 09, 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 : 589,423: 95,704 85,441 16,026 455,648 465,518 567,378 566,985: 22,045 22,437
Old : 589,423: 95,704 85,441 16,026 455,648 465,518 567,378 566,985: 22,045 22,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 9,224: -996 5,179 156 5,855 4,437 5,014 9,771: 4,209 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.5 2.7 77.3 79.0 96.3 96.2: 3.7 3.8
Old : 100.0: 16.2 14.5 2.7 77.3 79.0 96.3 96.2: 3.7 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 : 331: 53 51 34 151 141 224 206:
Old : 331: 53 51 34 151 141 224 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 22.3 33.2 35.6 20.5 22.2 32.4 34.3
Old : 21.1 22.3 33.2 35.6 20.5 22.2 32.4 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 23,196: 4,538 10,511 590 13,686 8,022 18,814 19,123: 4,382 4,073
Old : 23,196: 4,538 10,511 590 13,686 8,022 18,814 19,123: 4,382 4,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 5,819: 1,420 2,646 589 2,920 3,351 4,929 6,586: 890 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 45.3 2.5 59.0 34.6 81.1 82.4: 18.9 17.6
Old : 100.0: 19.6 45.3 2.5 59.0 34.6 81.1 82.4: 18.9 17.6
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 : 27: 7 9 2 7 6 15 16:
Old : 27: 7 9 2 7 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 : 54.5 53.4 72.1 70.9 47.0 46.5 59.7 58.2
Old : 54.5 53.4 72.1 70.9 47.0 46.5 59.7 58.2
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 with Delta-adjusted Options and Futures Combined, June 09, 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 : 53,387: 12,965 6,215 1,547 31,436 28,669 45,948 36,431: 7,439 16,956
Old : 53,387: 12,965 6,215 1,547 31,436 28,669 45,948 36,431: 7,439 16,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 7,316: 955 1,038 1,279 3,764 2,872 5,998 5,189: 1,318 2,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 11.6 2.9 58.9 53.7 86.1 68.2: 13.9 31.8
Old : 100.0: 24.3 11.6 2.9 58.9 53.7 86.1 68.2: 13.9 31.8
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 : 74: 15 13 8 30 33 49 50:
Old : 74: 15 13 8 30 33 49 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 : 35.0 26.3 54.3 37.0 28.8 22.3 45.4 30.9
Old : 35.0 26.3 54.3 37.0 28.8 22.3 45.4 30.9
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, June 09, 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 : 150,430: 56,657 68 3,581 89,924 146,739 150,162 150,388: 268 42
Old : 150,430: 56,657 68 3,581 89,924 146,739 150,162 150,388: 268 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 4,439: -2,919 3 1,882 5,433 2,652 4,396 4,537: 43 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 0.0 2.4 59.8 97.5 99.8 100.0: 0.2 0.0
Old : 100.0: 37.7 0.0 2.4 59.8 97.5 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: 29 2 6 40 26 72 33:
Old : 80: 29 2 6 40 26 72 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 : 44.4 56.3 60.4 82.5 35.6 48.2 49.8 66.4
Old : 44.4 56.3 60.4 82.5 35.6 48.2 49.8 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2020