BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 13,767: 1,376 622 2,242 9,362 10,508 12,979 13,371: 788 396 Old : 13,767: 1,376 622 2,242 9,362 10,508 12,979 13,371: 788 396 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 89: -22 -22 36 73 3 88 17: 2 73 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 4.5 16.3 68.0 76.3 94.3 97.1: 5.7 2.9 Old : 100.0: 10.0 4.5 16.3 68.0 76.3 94.3 97.1: 5.7 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 : 45: 7 5 10 28 26 39 37: Old : 45: 7 5 10 28 26 39 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 : 32.9 40.9 53.4 60.1 28.6 36.9 43.8 50.6 Old : 32.9 40.9 53.4 60.1 28.6 36.9 43.8 50.6 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, July 14, 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 : 59,042: 15,381 2,026 21,892 16,315 27,110 53,588 51,029: 5,454 8,013 Old : 59,042: 15,381 2,026 21,892 16,315 27,110 53,588 51,029: 5,454 8,013 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 3,518: 501 -275 1,942 1,368 2,380 3,810 4,047: -292 -529 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 3.4 37.1 27.6 45.9 90.8 86.4: 9.2 13.6 Old : 100.0: 26.1 3.4 37.1 27.6 45.9 90.8 86.4: 9.2 13.6 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 : 90: 31 11 30 37 42 77 74: Old : 90: 31 11 30 37 42 77 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 : 37.1 25.8 55.7 44.6 26.4 19.2 31.6 25.6 Old : 37.1 25.8 55.7 44.6 26.4 19.2 31.6 25.6 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, July 14, 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 : 13,981: 1,337 230 3,264 8,758 9,662 13,359 13,156: 621 824 Old : 13,981: 1,337 230 3,264 8,758 9,662 13,359 13,156: 621 824 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 698: 110 -13 257 315 397 682 642: 16 56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 1.6 23.3 62.6 69.1 95.6 94.1: 4.4 5.9 Old : 100.0: 9.6 1.6 23.3 62.6 69.1 95.6 94.1: 4.4 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 : 47: 4 4 6 36 25 43 32: Old : 47: 4 4 6 36 25 43 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 : 35.0 43.8 53.7 66.5 21.2 28.3 35.1 41.2 Old : 35.0 43.8 53.7 66.5 21.2 28.3 35.1 41.2 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, July 14, 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 : 11,461: 35 4,589 3,975 6,645 1,890 10,656 10,454: 806 1,007 Old : 11,461: 35 4,589 3,975 6,645 1,890 10,656 10,454: 806 1,007 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 129: 1 260 18 46 -139 65 139: 64 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 40.0 34.7 58.0 16.5 93.0 91.2: 7.0 8.8 Old : 100.0: 0.3 40.0 34.7 58.0 16.5 93.0 91.2: 7.0 8.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 7 7 18 15 25 23: Old : 28: 1 7 7 18 15 25 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 : 44.8 62.8 62.4 76.2 30.0 38.6 39.8 44.0 Old : 44.8 62.8 62.4 76.2 30.0 38.6 39.8 44.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 293,683: 77,885 56,680 105,598 84,180 100,276 267,663 262,554: 26,020 31,129 Old : 196,968: 65,644 54,869 62,214 54,264 60,805 182,123 177,887: 14,846 19,081 Other: 96,715: 32,909 22,479 22,716 29,916 39,471 85,540 84,666: 11,174 12,048 : : : : : Changes in Commitments from: July 7, 2020 : : -5,372: -2,956 -4,954 2,154 -6,281 -1,667 -7,083 -4,467: 1,711 -905 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 19.3 36.0 28.7 34.1 91.1 89.4: 8.9 10.6 Old : 100.0: 33.3 27.9 31.6 27.5 30.9 92.5 90.3: 7.5 9.7 Other: 100.0: 34.0 23.2 23.5 30.9 40.8 88.4 87.5: 11.6 12.5 : : : :# Traders : Number of Traders in Each Category : All : 317: 105 101 134 81 78 269 248: Old : 293: 100 100 108 71 74 225 233: Other: 210: 72 51 57 64 59 170 140: :---------------------------------------------------------------------------------------------------- : 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 : 15.6 20.9 26.7 30.4 13.5 15.4 21.3 20.5 Old : 18.3 19.8 29.9 30.2 16.7 15.2 24.9 20.8 Other: 22.3 34.5 34.6 44.2 22.3 30.4 32.4 36.6 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 318,227: 70,988 31,184 84,157 130,445 159,151 285,590 274,492: 32,637 43,735 Old : 318,227: 70,988 31,184 84,157 130,445 159,151 285,590 274,492: 32,637 43,735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : -6,868: -3,576 -2,275 -4,312 -110 -222 -7,999 -6,809: 1,131 -59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 9.8 26.4 41.0 50.0 89.7 86.3: 10.3 13.7 Old : 100.0: 22.3 9.8 26.4 41.0 50.0 89.7 86.3: 10.3 13.7 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 : 360: 96 84 124 122 142 288 296: Old : 360: 96 84 124 122 142 288 296: 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 : 16.5 19.1 26.3 27.9 16.4 18.7 25.5 25.3 Old : 16.5 19.1 26.3 27.9 16.4 18.7 25.5 25.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 3,875: 879 227 389 1,305 2,389 2,573 3,004: 1,303 871 Old : 3,875: 879 227 389 1,305 2,389 2,573 3,004: 1,303 871 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 713: 146 10 111 267 634 524 755: 189 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 5.9 10.0 33.7 61.6 66.4 77.5: 33.6 22.5 Old : 100.0: 22.7 5.9 10.0 33.7 61.6 66.4 77.5: 33.6 22.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 14 5 7 14 16 31 27: Old : 44: 14 5 7 14 16 31 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.5 40.4 37.4 56.7 22.2 40.4 34.6 54.7 Old : 23.5 40.4 37.4 56.7 22.2 40.4 34.6 54.7 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, July 14, 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 : 48,101: 12,157 8,037 14,299 13,338 11,695 39,794 34,030: 8,308 14,071 Old : 48,101: 12,157 8,037 14,299 13,338 11,695 39,794 34,030: 8,308 14,071 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 3,512: 168 -97 2,247 607 930 3,022 3,080: 491 432 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 16.7 29.7 27.7 24.3 82.7 70.7: 17.3 29.3 Old : 100.0: 25.3 16.7 29.7 27.7 24.3 82.7 70.7: 17.3 29.3 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 : 168: 41 46 54 53 55 126 131: Old : 168: 41 46 54 53 55 126 131: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.2 12.9 31.8 21.7 18.4 8.2 25.1 12.8 Old : 19.2 12.9 31.8 21.7 18.4 8.2 25.1 12.8 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, July 14, 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 : 36,136: 1,632 10,617 6,004 27,693 17,562 35,329 34,182: 807 1,954 Old : 36,136: 1,632 10,617 6,004 27,693 17,562 35,329 34,182: 807 1,954 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 1,743: 296 333 627 799 707 1,722 1,667: 21 76 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 29.4 16.6 76.6 48.6 97.8 94.6: 2.2 5.4 Old : 100.0: 4.5 29.4 16.6 76.6 48.6 97.8 94.6: 2.2 5.4 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 : 71: 13 10 14 36 39 57 55: Old : 71: 13 10 14 36 39 57 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 44.9 68.4 62.9 47.2 42.4 61.3 53.0 Old : 47.5 44.9 68.4 62.9 47.2 42.4 61.3 53.0 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, July 14, 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 : 23,308: 13,250 2,149 0 8,826 19,646 22,076 21,795: 1,232 1,513 Old : 23,308: 13,250 2,149 0 8,826 19,646 22,076 21,795: 1,232 1,513 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : -138: -278 -273 0 84 -15 -194 -288: 56 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 9.2 0.0 37.9 84.3 94.7 93.5: 5.3 6.5 Old : 100.0: 56.8 9.2 0.0 37.9 84.3 94.7 93.5: 5.3 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 13 8 0 8 8 21 16: Old : 35: 13 8 0 8 8 21 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 : 64.2 80.3 81.4 88.1 64.1 80.3 81.3 88.1 Old : 64.2 80.3 81.4 88.1 64.1 80.3 81.3 88.1 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, July 14, 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 : 159,324: 27,573 47,227 5,586 99,548 80,406 132,708 133,219: 26,617 26,105 Old : 159,324: 27,573 47,227 5,586 99,548 80,406 132,708 133,219: 26,617 26,105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 27,052: -4,491 -1,337 143 30,641 28,998 26,292 27,804: 761 -751 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 29.6 3.5 62.5 50.5 83.3 83.6: 16.7 16.4 Old : 100.0: 17.3 29.6 3.5 62.5 50.5 83.3 83.6: 16.7 16.4 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 : 98: 22 27 15 35 36 62 73: Old : 98: 22 27 15 35 36 62 73: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.1 36.0 49.9 49.0 23.7 22.3 32.1 33.1 Old : 38.1 36.0 49.9 49.0 23.7 22.3 32.1 33.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 50,157: 16,590 9,469 442 15,147 29,492 32,179 39,403: 17,978 10,754 Old : 50,157: 16,590 9,469 442 15,147 29,492 32,179 39,403: 17,978 10,754 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 3,401: 3,737 415 -20 -1,037 3,420 2,680 3,815: 722 -413 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 18.9 0.9 30.2 58.8 64.2 78.6: 35.8 21.4 Old : 100.0: 33.1 18.9 0.9 30.2 58.8 64.2 78.6: 35.8 21.4 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 : 44: 8 8 3 14 19 23 29: Old : 44: 8 8 3 14 19 23 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 : 32.1 37.6 47.7 52.6 32.1 37.3 47.7 52.3 Old : 32.1 37.6 47.7 52.6 32.1 37.3 47.7 52.3 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, July 14, 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 : 124,889: 48,749 36,885 990 70,400 82,590 120,139 120,465: 4,750 4,424 Old : 124,889: 48,749 36,885 990 70,400 82,590 120,139 120,465: 4,750 4,424 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 1,868: -2,110 998 366 3,621 -90 1,877 1,274: -9 594 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.0 29.5 0.8 56.4 66.1 96.2 96.5: 3.8 3.5 Old : 100.0: 39.0 29.5 0.8 56.4 66.1 96.2 96.5: 3.8 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 125: 36 41 9 25 32 66 78: Old : 125: 36 41 9 25 32 66 78: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 51.7 73.5 66.0 61.4 51.7 73.5 66.0 Old : 61.4 51.7 73.5 66.0 61.4 51.7 73.5 66.0 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, July 14, 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 : 202,883: 44,625 56,223 18,209 119,197 98,129 182,031 172,562: 20,852 30,321 Old : 202,883: 44,625 56,223 18,209 119,197 98,129 182,031 172,562: 20,852 30,321 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : -1,682: 2,811 182 506 -5,515 -2,006 -2,198 -1,317: 516 -365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 27.7 9.0 58.8 48.4 89.7 85.1: 10.3 14.9 Old : 100.0: 22.0 27.7 9.0 58.8 48.4 89.7 85.1: 10.3 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 : 110: 16 32 18 32 49 60 87: Old : 110: 16 32 18 32 49 60 87: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.9 23.2 55.6 33.1 33.9 22.7 53.8 31.9 Old : 33.9 23.2 55.6 33.1 33.9 22.7 53.8 31.9 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, July 14, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 153,051: 42,995 26,633 12,143 74,293 92,612 129,431 131,387: 23,620 21,664 Old : 153,051: 42,995 26,633 12,143 74,293 92,612 129,431 131,387: 23,620 21,664 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : -1,350: 1,405 -455 697 -2,715 -524 -612 -282: -737 -1,068 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 17.4 7.9 48.5 60.5 84.6 85.8: 15.4 14.2 Old : 100.0: 28.1 17.4 7.9 48.5 60.5 84.6 85.8: 15.4 14.2 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 : 96: 21 22 16 37 39 65 70: Old : 96: 21 22 16 37 39 65 70: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.1 42.2 45.0 51.7 29.2 41.3 41.4 48.7 Old : 30.1 42.2 45.0 51.7 29.2 41.3 41.4 48.7 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, July 14, 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 : 667,904: 195,890 83,766 41,318 333,107 496,278 570,315 621,362: 97,589 46,541 Old : 667,904: 195,890 83,766 41,318 333,107 496,278 570,315 621,362: 97,589 46,541 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 21,581: 9,648 3,719 6,095 1,859 6,817 17,603 16,631: 3,978 4,950 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 12.5 6.2 49.9 74.3 85.4 93.0: 14.6 7.0 Old : 100.0: 29.3 12.5 6.2 49.9 74.3 85.4 93.0: 14.6 7.0 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 : 284: 88 43 49 120 83 220 164: Old : 284: 88 43 49 120 83 220 164: 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 : 17.3 53.3 27.0 62.3 16.9 52.9 25.9 60.8 Old : 17.3 53.3 27.0 62.3 16.9 52.9 25.9 60.8 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, July 14, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 23,432: 3,274 3,242 539 7,184 15,142 10,997 18,923: 12,435 4,509 Old : 23,432: 3,274 3,242 539 7,184 15,142 10,997 18,923: 12,435 4,509 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : -269: -83 -276 -15 -368 14 -466 -277: 197 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 13.8 2.3 30.7 64.6 46.9 80.8: 53.1 19.2 Old : 100.0: 14.0 13.8 2.3 30.7 64.6 46.9 80.8: 53.1 19.2 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 : 23: 5 5 2 11 10 18 15: Old : 23: 5 5 2 11 10 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.1 56.6 32.1 70.8 18.9 55.5 30.5 65.0 Old : 19.1 56.6 32.1 70.8 18.9 55.5 30.5 65.0 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, July 14, 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 : 23,545: 7,781 17,187 19 13,789 3,426 21,589 20,632: 1,956 2,913 Old : 23,545: 7,781 17,187 19 13,789 3,426 21,589 20,632: 1,956 2,913 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 1,260: 1,634 1,425 -73 -160 69 1,401 1,421: -141 -161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 73.0 0.1 58.6 14.6 91.7 87.6: 8.3 12.4 Old : 100.0: 33.0 73.0 0.1 58.6 14.6 91.7 87.6: 8.3 12.4 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 : 51: 15 19 3 11 7 27 28: Old : 51: 15 19 3 11 7 27 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 57.2 65.6 67.6 46.4 57.2 63.3 67.4 Old : 48.6 57.2 65.6 67.6 46.4 57.2 63.3 67.4 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, July 14, 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 : 33,208: 16,973 15,856 1,204 10,843 12,332 29,020 29,392: 4,188 3,816 Old : 33,208: 16,973 15,856 1,204 10,843 12,332 29,020 29,392: 4,188 3,816 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 1,974: 1,167 -267 63 -56 2,336 1,173 2,132: 801 -158 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.1 47.7 3.6 32.7 37.1 87.4 88.5: 12.6 11.5 Old : 100.0: 51.1 47.7 3.6 32.7 37.1 87.4 88.5: 12.6 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 77: 30 23 10 14 13 50 40: Old : 77: 30 23 10 14 13 50 40: 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 : 32.9 44.5 47.7 59.9 32.9 44.5 47.7 59.8 Old : 32.9 44.5 47.7 59.9 32.9 44.5 47.7 59.8 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, July 14, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF ZAR 500,000) : : : : All : 13,485: 10,060 3,990 0 2,786 8,527 12,846 12,517: 639 968 Old : 13,485: 10,060 3,990 0 2,786 8,527 12,846 12,517: 639 968 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 2,538: 1,849 1,396 0 552 1,190 2,401 2,586: 137 -48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 29.6 0.0 20.7 63.2 95.3 92.8: 4.7 7.2 Old : 100.0: 74.6 29.6 0.0 20.7 63.2 95.3 92.8: 4.7 7.2 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 : 28: 7 12 0 5 6 12 18: Old : 28: 7 12 0 5 6 12 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 : 70.8 70.5 92.3 82.7 70.8 70.4 92.3 82.5 Old : 70.8 70.5 92.3 82.7 70.8 70.4 92.3 82.5 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, July 14, 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 :21,164,870: 1,042,056 926,227 11,670,885 7,727,401 7,811,048 20,440,342 20,408,160: 724,528 756,709 Old :21,164,870: 1,042,056 926,227 11,670,885 7,727,401 7,811,048 20,440,342 20,408,160: 724,528 756,709 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : :-1,289,529: 10,677 -245,048 -886,760 -376,507 -101,003 -1,252,591 -1,232,812: -36,939 -56,718 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 4.4 55.1 36.5 36.9 96.6 96.4: 3.4 3.6 Old : 100.0: 4.9 4.4 55.1 36.5 36.9 96.6 96.4: 3.4 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 261: 67 55 101 121 123 242 232: Old : 261: 67 55 101 121 123 242 232: 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 : 23.8 25.6 37.7 38.0 5.9 5.9 8.1 9.1 Old : 23.8 25.6 37.7 38.0 5.9 5.9 8.1 9.1 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, July 14, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 Bitcoins) : : : : All : 8,726: 6,309 7,632 475 0 0 6,784 8,107: 1,942 619 Old : 8,726: 6,309 7,632 475 0 0 6,784 8,107: 1,942 619 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 91: 333 152 -79 0 0 254 73: -163 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.3 87.5 5.4 0.0 0.0 77.7 92.9: 22.3 7.1 Old : 100.0: 72.3 87.5 5.4 0.0 0.0 77.7 92.9: 22.3 7.1 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 : 70: 41 29 11 0 0 50 31: Old : 70: 41 29 11 0 0 50 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 : 41.2 55.0 51.5 68.5 41.2 53.2 51.5 66.5 Old : 41.2 55.0 51.5 68.5 41.2 53.2 51.5 66.5 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, July 14, 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 : 156,882: 13,344 42,121 26,854 116,427 85,793 156,625 154,768: 257 2,114 Old : 156,882: 13,344 42,121 26,854 116,427 85,793 156,625 154,768: 257 2,114 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 5,917: 1,200 2,147 2,266 2,341 -536 5,807 3,877: 110 2,040 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 26.8 17.1 74.2 54.7 99.8 98.7: 0.2 1.3 Old : 100.0: 8.5 26.8 17.1 74.2 54.7 99.8 98.7: 0.2 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 13 16 19 13 25 36 51: Old : 57: 13 16 19 13 25 36 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 : 72.0 44.5 83.3 70.8 61.5 42.7 66.3 57.3 Old : 72.0 44.5 83.3 70.8 61.5 42.7 66.3 57.3 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, July 14, 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 : 203,517: 36,978 65,635 15,257 151,198 122,527 203,433 203,419: 84 98 Old : 203,517: 36,978 65,635 15,257 151,198 122,527 203,433 203,419: 84 98 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : -2,392: 2,910 535 -688 -4,548 -2,182 -2,326 -2,335: -66 -57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 32.3 7.5 74.3 60.2 100.0 100.0: 0.0 0.0 Old : 100.0: 18.2 32.3 7.5 74.3 60.2 100.0 100.0: 0.0 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 : 78: 17 21 24 17 36 43 72: Old : 78: 17 21 24 17 36 43 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 : 72.1 40.4 84.2 60.9 71.0 40.0 79.5 56.6 Old : 72.1 40.4 84.2 60.9 71.0 40.0 79.5 56.6 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, July 14, 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 : 705,502: 77,757 85,264 116,387 440,522 419,304 634,666 620,954: 70,836 84,548 Old : 705,502: 77,757 85,264 116,387 440,522 419,304 634,666 620,954: 70,836 84,548 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 14,381: 3,207 465 8,081 1,584 3,902 12,871 12,447: 1,510 1,934 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 12.1 16.5 62.4 59.4 90.0 88.0: 10.0 12.0 Old : 100.0: 11.0 12.1 16.5 62.4 59.4 90.0 88.0: 10.0 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 623: 112 113 119 294 308 468 478: Old : 623: 112 113 119 294 308 468 478: 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 : 13.6 15.9 23.0 26.5 11.0 13.1 15.7 17.3 Old : 13.6 15.9 23.0 26.5 11.0 13.1 15.7 17.3 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, July 14, 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 : 32,920: 997 1,817 8,076 9,966 14,497 19,038 24,390: 13,881 8,530 Old : 32,920: 997 1,817 8,076 9,966 14,497 19,038 24,390: 13,881 8,530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 2,113: 174 -234 258 -778 2,620 -346 2,644: 2,459 -532 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 5.5 24.5 30.3 44.0 57.8 74.1: 42.2 25.9 Old : 100.0: 3.0 5.5 24.5 30.3 44.0 57.8 74.1: 42.2 25.9 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: 4 7 11 9 12 20 23: Old : 24: 4 7 11 9 12 20 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 : 36.2 38.5 47.8 56.8 8.8 21.7 12.0 27.2 Old : 36.2 38.5 47.8 56.8 8.8 21.7 12.0 27.2 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, July 14, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 3,362,912: 386,968 420,402 538,386 2,152,783 2,024,032 3,078,136 2,982,819: 284,776 380,092 Old : 3,362,912: 386,968 420,402 538,386 2,152,783 2,024,032 3,078,136 2,982,819: 284,776 380,092 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 61,342: 16,351 4,679 37,927 11,809 6,408 66,087 49,014: -4,746 12,328 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 12.5 16.0 64.0 60.2 91.5 88.7: 8.5 11.3 Old : 100.0: 11.5 12.5 16.0 64.0 60.2 91.5 88.7: 8.5 11.3 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 : 618: 111 111 115 290 304 461 470: Old : 618: 111 111 115 290 304 461 470: 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 23.3 27.0 11.5 13.7 16.7 18.2 Old : 13.7 16.1 23.3 27.0 11.5 13.7 16.7 18.2 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, July 14, 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 : 63,049: 7,093 4,994 625 47,311 52,853 55,029 58,472: 8,020 4,577 Old : 63,049: 7,093 4,994 625 47,311 52,853 55,029 58,472: 8,020 4,577 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 199: 1,155 52 343 -781 331 717 726: -518 -527 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 7.9 1.0 75.0 83.8 87.3 92.7: 12.7 7.3 Old : 100.0: 11.2 7.9 1.0 75.0 83.8 87.3 92.7: 12.7 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 77: 10 9 8 37 33 52 45: Old : 77: 10 9 8 37 33 52 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.3 45.3 51.6 61.9 31.0 45.1 51.3 61.3 Old : 31.3 45.3 51.6 61.9 31.0 45.1 51.3 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 51,562: 15,889 8,188 5,961 22,549 29,437 44,400 43,586: 7,163 7,976 Old : 51,562: 15,889 8,188 5,961 22,549 29,437 44,400 43,586: 7,163 7,976 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 3,446: -446 1,270 880 2,815 882 3,250 3,032: 196 413 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 15.9 11.6 43.7 57.1 86.1 84.5: 13.9 15.5 Old : 100.0: 30.8 15.9 11.6 43.7 57.1 86.1 84.5: 13.9 15.5 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 : 278: 72 47 41 101 110 190 181: Old : 278: 72 47 41 101 110 190 181: 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 27.8 27.4 36.9 15.5 23.2 24.7 30.8 Old : 16.8 27.8 27.4 36.9 15.5 23.2 24.7 30.8 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, July 14, 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 : 257,812: 79,445 40,942 29,807 112,745 147,183 221,998 217,932: 35,815 39,880 Old : 257,812: 79,445 40,942 29,807 112,745 147,183 221,998 217,932: 35,815 39,880 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 17,228: -2,229 6,352 4,400 14,077 4,409 16,248 15,161: 979 2,066 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 15.9 11.6 43.7 57.1 86.1 84.5: 13.9 15.5 Old : 100.0: 30.8 15.9 11.6 43.7 57.1 86.1 84.5: 13.9 15.5 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 : 278: 72 47 41 101 110 190 181: Old : 278: 72 47 41 101 110 190 181: 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 27.8 27.4 36.9 15.5 23.2 24.7 30.8 Old : 16.8 27.8 27.4 36.9 15.5 23.2 24.7 30.8 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, July 14, 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 : 120,973: 44,795 41,345 7,400 46,277 50,424 98,471 99,169: 22,502 21,805 Old : 120,973: 44,795 41,345 7,400 46,277 50,424 98,471 99,169: 22,502 21,805 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 3,474: 132 -4,211 780 3,635 5,219 4,546 1,787: -1,072 1,687 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.0 34.2 6.1 38.3 41.7 81.4 82.0: 18.6 18.0 Old : 100.0: 37.0 34.2 6.1 38.3 41.7 81.4 82.0: 18.6 18.0 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 : 83: 20 19 11 31 31 57 55: Old : 83: 20 19 11 31 31 57 55: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 41.3 49.6 51.6 37.3 40.0 47.6 49.5 Old : 37.6 41.3 49.6 51.6 37.3 40.0 47.6 49.5 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, July 14, 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 : 519,916: 69,450 64,860 14,270 414,953 418,090 498,673 497,220: 21,243 22,696 Old : 519,916: 69,450 64,860 14,270 414,953 418,090 498,673 497,220: 21,243 22,696 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : -16,760: -18,604 -15,716 -194 3,710 -815 -15,088 -16,725: -1,672 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 12.5 2.7 79.8 80.4 95.9 95.6: 4.1 4.4 Old : 100.0: 13.4 12.5 2.7 79.8 80.4 95.9 95.6: 4.1 4.4 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 : 335: 54 49 25 141 151 205 215: Old : 335: 54 49 25 141 151 205 215: 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 : 18.3 22.1 31.8 35.5 17.3 22.1 29.6 33.3 Old : 18.3 22.1 31.8 35.5 17.3 22.1 29.6 33.3 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, July 14, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 34,660: 5,661 1,392 119 21,877 19,177 27,657 20,688: 7,003 13,972 Old : 34,660: 5,661 1,392 119 21,877 19,177 27,657 20,688: 7,003 13,972 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : -1,519: -41 -1,692 37 -1,955 -2,188 -1,959 -3,843: 440 2,324 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 4.0 0.3 63.1 55.3 79.8 59.7: 20.2 40.3 Old : 100.0: 16.3 4.0 0.3 63.1 55.3 79.8 59.7: 20.2 40.3 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 : 52: 11 4 4 21 23 32 31: Old : 52: 11 4 4 21 23 32 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 : 39.1 30.4 54.6 42.4 39.1 29.3 54.5 41.3 Old : 39.1 30.4 54.6 42.4 39.1 29.3 54.5 41.3 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, July 14, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 ANNUAL DIVIDEND INDEX X $250) : : : : All : 159,572: 49,032 399 5,357 104,916 153,770 159,305 159,526: 267 46 Old : 159,572: 49,032 399 5,357 104,916 153,770 159,305 159,526: 267 46 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 7, 2020 : : 3,495: 791 0 0 2,720 3,494 3,511 3,494: -16 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 0.3 3.4 65.7 96.4 99.8 100.0: 0.2 0.0 Old : 100.0: 30.7 0.3 3.4 65.7 96.4 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 : 79: 28 3 5 41 27 72 34: Old : 79: 28 3 5 41 27 72 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 : 37.8 57.5 52.0 83.8 30.5 47.9 44.6 66.4 Old : 37.8 57.5 52.0 83.8 30.5 47.9 44.6 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2020