BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,820: 197 2,529 281 6,649 4,306 7,127 7,116: 693 704
Old : 7,820: 197 2,529 281 6,649 4,306 7,127 7,116: 693 704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -14: -44 -34 12 -24 0 -56 -22: 42 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 32.3 3.6 85.0 55.1 91.1 91.0: 8.9 9.0
Old : 100.0: 2.5 32.3 3.6 85.0 55.1 91.1 91.0: 8.9 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 9 4 25 16 29 27:
Old : 39: 2 9 4 25 16 29 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 : 55.4 40.2 71.2 61.8 54.1 39.9 69.1 59.1
Old : 55.4 40.2 71.2 61.8 54.1 39.9 69.1 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,432: 7,635 3,739 1,649 8,773 10,574 18,057 15,962: 3,375 5,470
Old : 21,432: 7,635 3,739 1,649 8,773 10,574 18,057 15,962: 3,375 5,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,324: 1,844 356 220 612 1,859 2,676 2,435: -352 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 17.4 7.7 40.9 49.3 84.3 74.5: 15.7 25.5
Old : 100.0: 35.6 17.4 7.7 40.9 49.3 84.3 74.5: 15.7 25.5
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 : 80: 27 16 21 17 32 56 57:
Old : 80: 27 16 21 17 32 56 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 31.7 47.3 44.9 32.6 28.5 45.1 39.5
Old : 34.3 31.7 47.3 44.9 32.6 28.5 45.1 39.5
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 - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 8,600: 1,008 1,460 287 6,478 5,877 7,773 7,624: 827 976
Old : 8,600: 1,008 1,460 287 6,478 5,877 7,773 7,624: 827 976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 495: 123 -1 10 285 478 418 487: 77 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 17.0 3.3 75.3 68.3 90.4 88.7: 9.6 11.3
Old : 100.0: 11.7 17.0 3.3 75.3 68.3 90.4 88.7: 9.6 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 : 36: 4 5 5 25 12 32 19:
Old : 36: 4 5 5 25 12 32 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 57.6 64.2 74.5 28.2 43.5 47.9 57.4
Old : 39.4 57.6 64.2 74.5 28.2 43.5 47.9 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,001: 3,661 1,039 179 3,038 4,274 6,878 5,492: 123 1,509
Old : 7,001: 3,661 1,039 179 3,038 4,274 6,878 5,492: 123 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 70: -112 2 -9 233 -15 112 -22: -42 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 14.8 2.6 43.4 61.0 98.2 78.4: 1.8 21.6
Old : 100.0: 52.3 14.8 2.6 43.4 61.0 98.2 78.4: 1.8 21.6
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 : 24: 5 4 4 7 12 14 18:
Old : 24: 5 4 4 7 12 14 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 : 83.6 47.3 93.8 65.1 83.6 47.1 93.3 62.6
Old : 83.6 47.3 93.8 65.1 83.6 47.1 93.3 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 255,320: 88,749 69,987 39,874 102,679 117,439 231,302 227,300: 24,018 28,020
Old : 38,446: 25,773 18,757 658 7,476 13,802 33,907 33,217: 4,539 5,229
Other: 216,874: 75,936 64,190 26,256 95,203 103,637 197,395 194,083: 19,479 22,791
: : :
: : Changes in Commitments from: September 10, 2019 :
: -18,272: -3,809 -2,252 -10,601 -4,050 -5,721 -18,460 -18,574: 188 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 27.4 15.6 40.2 46.0 90.6 89.0: 9.4 11.0
Old : 100.0: 67.0 48.8 1.7 19.4 35.9 88.2 86.4: 11.8 13.6
Other: 100.0: 35.0 29.6 12.1 43.9 47.8 91.0 89.5: 9.0 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 98 95 95 60 75 217 217:
Old : 176: 46 57 8 29 47 79 108:
Other: 290: 92 90 76 56 70 197 197:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 22.3 26.7 29.8 14.0 19.0 22.9 25.5
Old : 27.6 21.6 45.3 37.2 27.4 20.8 45.0 35.7
Other: 19.2 23.6 29.9 31.4 16.8 20.6 27.2 27.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 335,187: 96,243 74,432 80,663 120,301 145,933 297,207 301,028: 37,980 34,159
Old : 335,187: 96,243 74,432 80,663 120,301 145,933 297,207 301,028: 37,980 34,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -20,734: 2,350 593 -16,264 -5,392 -4,008 -19,306 -19,679: -1,428 -1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 22.2 24.1 35.9 43.5 88.7 89.8: 11.3 10.2
Old : 100.0: 28.7 22.2 24.1 35.9 43.5 88.7 89.8: 11.3 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 : 385: 110 91 121 116 124 298 286:
Old : 385: 110 91 121 116 124 298 286:
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 : 15.6 20.0 23.7 30.7 13.0 17.4 19.4 25.6
Old : 15.6 20.0 23.7 30.7 13.0 17.4 19.4 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,009: 599 879 25 698 527 1,322 1,431: 687 578
Old : 2,009: 599 879 25 698 527 1,322 1,431: 687 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -15: -25 -106 22 120 144 117 60: -132 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 43.8 1.2 34.7 26.2 65.8 71.2: 34.2 28.8
Old : 100.0: 29.8 43.8 1.2 34.7 26.2 65.8 71.2: 34.2 28.8
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 : 35: 9 10 2 10 9 20 20:
Old : 35: 9 10 2 10 9 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 41.3 50.8 54.6 33.8 41.3 50.8 54.6
Old : 33.8 41.3 50.8 54.6 33.8 41.3 50.8 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,269: 16,213 17,636 10,412 12,355 10,498 38,980 38,546: 8,289 8,723
Old : 47,269: 16,213 17,636 10,412 12,355 10,498 38,980 38,546: 8,289 8,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -1,075: 796 -810 -168 -348 -114 280 -1,092: -1,355 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 37.3 22.0 26.1 22.2 82.5 81.5: 17.5 18.5
Old : 100.0: 34.3 37.3 22.0 26.1 22.2 82.5 81.5: 17.5 18.5
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 : 176: 53 42 56 45 44 132 124:
Old : 176: 53 42 56 45 44 132 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 18.3 30.1 31.0 15.9 14.7 22.5 25.0
Old : 19.0 18.3 30.1 31.0 15.9 14.7 22.5 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,856: 3,108 3,318 911 15,150 14,207 19,169 18,436: 687 1,420
Old : 19,856: 3,108 3,318 911 15,150 14,207 19,169 18,436: 687 1,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,125: 902 106 156 -46 749 1,012 1,011: 113 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.7 4.6 76.3 71.6 96.5 92.8: 3.5 7.2
Old : 100.0: 15.7 16.7 4.6 76.3 71.6 96.5 92.8: 3.5 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 : 57: 14 9 12 24 21 44 36:
Old : 57: 14 9 12 24 21 44 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 50.7 73.3 69.4 54.3 50.5 68.6 66.1
Old : 55.2 50.7 73.3 69.4 54.3 50.5 68.6 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 64,740: 33,698 10,147 0 29,328 53,504 63,026 63,651: 1,714 1,089
Old : 64,740: 33,698 10,147 0 29,328 53,504 63,026 63,651: 1,714 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -8,185: 3,821 8,173 -5,456 -1,707 -5,719 -3,342 -3,002: -4,843 -5,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 15.7 0.0 45.3 82.6 97.4 98.3: 2.6 1.7
Old : 100.0: 52.1 15.7 0.0 45.3 82.6 97.4 98.3: 2.6 1.7
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 : 38: 19 7 0 4 8 23 15:
Old : 38: 19 7 0 4 8 23 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 : 83.9 75.0 90.9 95.5 83.9 75.0 90.9 95.5
Old : 83.9 75.0 90.9 95.5 83.9 75.0 90.9 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 187,795: 62,004 42,181 7,604 83,296 111,040 152,904 160,825: 34,891 26,970
Old : 187,795: 62,004 42,181 7,604 83,296 111,040 152,904 160,825: 34,891 26,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 4,737: 7,033 -1,267 -1,294 299 2,176 6,038 -385: -1,301 5,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 22.5 4.0 44.4 59.1 81.4 85.6: 18.6 14.4
Old : 100.0: 33.0 22.5 4.0 44.4 59.1 81.4 85.6: 18.6 14.4
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 : 105: 32 27 15 33 26 71 62:
Old : 105: 32 27 15 33 26 71 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 48.9 43.3 59.5 24.7 44.6 32.2 51.6
Old : 28.7 48.9 43.3 59.5 24.7 44.6 32.2 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,487: 15,125 19,681 598 27,630 11,845 43,353 32,124: 9,134 20,363
Old : 52,487: 15,125 19,681 598 27,630 11,845 43,353 32,124: 9,134 20,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -11,678: -962 702 -287 -9,532 -9,921 -10,781 -9,506: -897 -2,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 37.5 1.1 52.6 22.6 82.6 61.2: 17.4 38.8
Old : 100.0: 28.8 37.5 1.1 52.6 22.6 82.6 61.2: 17.4 38.8
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 : 48: 8 14 4 12 16 22 32:
Old : 48: 8 14 4 12 16 22 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 : 52.1 28.1 64.5 37.3 52.1 28.1 63.9 37.0
Old : 52.1 28.1 64.5 37.3 52.1 28.1 63.9 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 187,938: 135,507 53,881 1,756 44,785 129,155 182,048 184,792: 5,890 3,146
Old : 187,938: 135,507 53,881 1,756 44,785 129,155 182,048 184,792: 5,890 3,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -9,013: 8,700 22,711 -7,536 -8,724 -22,681 -7,560 -7,506: -1,453 -1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 28.7 0.9 23.8 68.7 96.9 98.3: 3.1 1.7
Old : 100.0: 72.1 28.7 0.9 23.8 68.7 96.9 98.3: 3.1 1.7
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 : 149: 71 37 9 13 30 87 73:
Old : 149: 71 37 9 13 30 87 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 : 49.2 57.3 62.3 71.7 49.2 57.3 61.8 71.7
Old : 49.2 57.3 62.3 71.7 49.2 57.3 61.8 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 230,609: 21,332 107,456 5,750 180,897 77,773 207,979 190,979: 22,630 39,630
Old : 230,609: 21,332 107,456 5,750 180,897 77,773 207,979 190,979: 22,630 39,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -52,552: -16,571 -22,680 -6,724 -26,951 -18,651 -50,246 -48,055: -2,306 -4,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 46.6 2.5 78.4 33.7 90.2 82.8: 9.8 17.2
Old : 100.0: 9.3 46.6 2.5 78.4 33.7 90.2 82.8: 9.8 17.2
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 : 110: 16 43 11 25 36 45 86:
Old : 110: 16 43 11 25 36 45 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 : 66.8 23.8 76.7 36.9 66.6 23.7 75.7 36.8
Old : 66.8 23.8 76.7 36.9 66.6 23.7 75.7 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 130,940: 50,842 26,980 1,540 49,738 80,331 102,120 108,851: 28,820 22,089
Old : 130,940: 50,842 26,980 1,540 49,738 80,331 102,120 108,851: 28,820 22,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -20,457: -5,737 2,992 -5,349 -5,470 -14,078 -16,556 -16,435: -3,901 -4,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 20.6 1.2 38.0 61.3 78.0 83.1: 22.0 16.9
Old : 100.0: 38.8 20.6 1.2 38.0 61.3 78.0 83.1: 22.0 16.9
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 : 94: 30 16 10 32 31 66 53:
Old : 94: 30 16 10 32 31 66 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 : 22.7 49.6 34.4 59.8 22.2 49.4 32.9 58.8
Old : 22.7 49.6 34.4 59.8 22.2 49.4 32.9 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 503,272: 164,272 232,831 9,694 252,628 207,122 426,594 449,647: 76,678 53,625
Old : 503,272: 164,272 232,831 9,694 252,628 207,122 426,594 449,647: 76,678 53,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -81,845: -16,263 2,454 -11,172 -51,208 -63,754 -78,643 -72,472: -3,202 -9,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 46.3 1.9 50.2 41.2 84.8 89.3: 15.2 10.7
Old : 100.0: 32.6 46.3 1.9 50.2 41.2 84.8 89.3: 15.2 10.7
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 : 278: 85 67 34 91 76 183 170:
Old : 278: 85 67 34 91 76 183 170:
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 : 17.4 33.6 28.4 46.5 16.6 33.5 26.9 46.3
Old : 17.4 33.6 28.4 46.5 16.6 33.5 26.9 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,062: 4,137 3,105 705 8,496 15,339 13,338 19,149: 11,724 5,913
Old : 25,062: 4,137 3,105 705 8,496 15,339 13,338 19,149: 11,724 5,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -2,638: 610 47 -14 -1,055 -2,566 -459 -2,533: -2,179 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 12.4 2.8 33.9 61.2 53.2 76.4: 46.8 23.6
Old : 100.0: 16.5 12.4 2.8 33.9 61.2 53.2 76.4: 46.8 23.6
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: 5 3 2 13 9 19 13:
Old : 23: 5 3 2 13 9 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 57.5 35.5 71.0 17.8 53.2 30.1 65.5
Old : 22.3 57.5 35.5 71.0 17.8 53.2 30.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,840: 3,682 5,470 32 18,364 17,639 22,078 23,141: 6,762 5,699
Old : 28,840: 3,682 5,470 32 18,364 17,639 22,078 23,141: 6,762 5,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 339: -1,474 1,827 17 1,797 -1,423 340 421: -1 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 19.0 0.1 63.7 61.2 76.6 80.2: 23.4 19.8
Old : 100.0: 12.8 19.0 0.1 63.7 61.2 76.6 80.2: 23.4 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 5 2 14 11 18 17:
Old : 22: 3 5 2 14 11 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 46.2 61.5 63.9 33.7 30.6 46.3 44.0
Old : 41.7 46.2 61.5 63.9 33.7 30.6 46.3 44.0
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 - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,962: 8,838 43,141 115 35,478 1,561 44,431 44,817: 2,531 2,145
Old : 46,962: 8,838 43,141 115 35,478 1,561 44,431 44,817: 2,531 2,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -2,299: -1,658 -2,087 -6 -819 -244 -2,483 -2,337: 184 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 91.9 0.2 75.5 3.3 94.6 95.4: 5.4 4.6
Old : 100.0: 18.8 91.9 0.2 75.5 3.3 94.6 95.4: 5.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 12 23 1 8 4 20 28:
Old : 46: 12 23 1 8 4 20 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 : 81.9 78.9 89.7 85.2 81.9 78.9 89.7 85.2
Old : 81.9 78.9 89.7 85.2 81.9 78.9 89.7 85.2
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 - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,408: 15,824 51,867 828 49,162 9,756 65,814 62,451: 2,594 5,957
Old : 68,408: 15,824 51,867 828 49,162 9,756 65,814 62,451: 2,594 5,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -4,740: -6,666 -413 -4,839 6,551 185 -4,954 -5,067: 214 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 75.8 1.2 71.9 14.3 96.2 91.3: 3.8 8.7
Old : 100.0: 23.1 75.8 1.2 71.9 14.3 96.2 91.3: 3.8 8.7
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 : 104: 26 52 7 17 11 46 67:
Old : 104: 26 52 7 17 11 46 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 31.6 75.7 51.9 65.6 31.4 75.7 51.4
Old : 65.6 31.6 75.7 51.9 65.6 31.4 75.7 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,469: 12,042 6,092 0 1,631 6,307 13,673 12,399: 796 2,070
Old : 14,469: 12,042 6,092 0 1,631 6,307 13,673 12,399: 796 2,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 91: 2,010 2,544 -453 -1,674 -1,899 -117 192: 208 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 42.1 0.0 11.3 43.6 94.5 85.7: 5.5 14.3
Old : 100.0: 83.2 42.1 0.0 11.3 43.6 94.5 85.7: 5.5 14.3
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 : 22: 4 12 0 2 4 6 16:
Old : 22: 4 12 0 2 4 6 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 : 91.5 51.4 94.5 74.7 91.5 51.4 94.5 74.7
Old : 91.5 51.4 94.5 74.7 91.5 51.4 94.5 74.7
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 - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 :12,052,357: 2,645,460 754,611 2,912,693 5,827,432 7,546,479 11,385,585 11,213,783: 666,772 838,574
Old :12,052,357: 2,645,460 754,611 2,912,693 5,827,432 7,546,479 11,385,585 11,213,783: 666,772 838,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
:-1,422,371: -761,648 -391,303 -211,272 -371,935 -760,386 -1,344,855 -1,362,961: -77,516 -59,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 6.3 24.2 48.4 62.6 94.5 93.0: 5.5 7.0
Old : 100.0: 21.9 6.3 24.2 48.4 62.6 94.5 93.0: 5.5 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 : 254: 78 50 91 104 109 221 216:
Old : 254: 78 50 91 104 109 221 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 32.9 29.2 42.1 13.5 27.5 19.6 30.2
Old : 18.9 32.9 29.2 42.1 13.5 27.5 19.6 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,174: 2,502 3,572 219 0 26 2,721 3,817: 1,453 357
Old : 4,174: 2,502 3,572 219 0 26 2,721 3,817: 1,453 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 46: 55 174 -34 0 0 21 140: 25 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 85.6 5.2 0.0 0.6 65.2 91.4: 34.8 8.6
Old : 100.0: 59.9 85.6 5.2 0.0 0.6 65.2 91.4: 34.8 8.6
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 : 49: 28 20 7 0 1 31 25:
Old : 49: 28 20 7 0 1 31 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 : 30.7 59.8 39.5 73.8 30.7 59.1 39.3 72.4
Old : 30.7 59.8 39.5 73.8 30.7 59.1 39.3 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 146,348: 24,415 24,692 29,727 90,060 91,430 144,202 145,849: 2,146 499
Old : 146,348: 24,415 24,692 29,727 90,060 91,430 144,202 145,849: 2,146 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 21,343: 9,880 11,596 1,609 8,754 8,077 20,243 21,282: 1,100 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 16.9 20.3 61.5 62.5 98.5 99.7: 1.5 0.3
Old : 100.0: 16.7 16.9 20.3 61.5 62.5 98.5 99.7: 1.5 0.3
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 : 48: 12 14 17 10 19 32 41:
Old : 48: 12 14 17 10 19 32 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 45.8 85.4 61.8 60.0 39.3 62.6 49.9
Old : 74.3 45.8 85.4 61.8 60.0 39.3 62.6 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 205,314: 17,891 88,409 31,095 155,930 82,570 204,916 202,074: 398 3,240
Old : 205,314: 17,891 88,409 31,095 155,930 82,570 204,916 202,074: 398 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 65,040: 4,109 40,271 10,603 50,518 11,308 65,230 62,182: -190 2,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 43.1 15.1 75.9 40.2 99.8 98.4: 0.2 1.6
Old : 100.0: 8.7 43.1 15.1 75.9 40.2 99.8 98.4: 0.2 1.6
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 : 69: 19 21 26 21 23 52 59:
Old : 69: 19 21 26 21 23 52 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 42.5 73.9 58.4 58.3 37.2 65.5 51.9
Old : 62.2 42.5 73.9 58.4 58.3 37.2 65.5 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 632,829: 72,289 74,631 32,475 438,501 451,348 543,265 558,454: 89,564 74,375
Old : 632,829: 72,289 74,631 32,475 438,501 451,348 543,265 558,454: 89,564 74,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 49,833: 3,296 1,958 4,256 29,174 40,139 36,726 46,353: 13,108 3,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 11.8 5.1 69.3 71.3 85.8 88.2: 14.2 11.8
Old : 100.0: 11.4 11.8 5.1 69.3 71.3 85.8 88.2: 14.2 11.8
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 : 543: 117 87 78 253 250 403 383:
Old : 543: 117 87 78 253 250 403 383:
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 : 13.1 18.0 21.2 27.6 12.4 17.4 18.5 25.6
Old : 13.1 18.0 21.2 27.6 12.4 17.4 18.5 25.6
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 - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,319: 6,119 6,120 37 15,311 19,112 21,467 25,269: 17,852 14,050
Old : 39,319: 6,119 6,120 37 15,311 19,112 21,467 25,269: 17,852 14,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,014: -236 -643 -582 1,069 5,891 251 4,666: 2,763 -1,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 15.6 0.1 38.9 48.6 54.6 64.3: 45.4 35.7
Old : 100.0: 15.6 15.6 0.1 38.9 48.6 54.6 64.3: 45.4 35.7
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 : 31: 3 7 4 10 14 17 21:
Old : 31: 3 7 4 10 14 17 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 : 35.4 38.8 50.0 51.3 34.5 35.2 45.9 46.9
Old : 35.4 38.8 50.0 51.3 34.5 35.2 45.9 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 Consumer Stapl :
: : :
All : 15,387: 2,038 694 0 11,702 13,916 13,740 14,610: 1,647 777
Old : 15,387: 2,038 694 0 11,702 13,916 13,740 14,610: 1,647 777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 918: -1,229 51 0 2,646 805 1,417 856: -499 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.5 0.0 76.1 90.4 89.3 95.0: 10.7 5.0
Old : 100.0: 13.2 4.5 0.0 76.1 90.4 89.3 95.0: 10.7 5.0
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 : 20: 2 2 0 10 10 12 12:
Old : 20: 2 2 0 10 10 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 63.6 82.3 87.2 63.2 60.4 73.3 80.6
Old : 69.3 63.6 82.3 87.2 63.2 60.4 73.3 80.6
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 - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,185: 498 0 35 8,296 9,450 8,829 9,485: 2,356 1,700
Old : 11,185: 498 0 35 8,296 9,450 8,829 9,485: 2,356 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.3 74.2 84.5 78.9 84.8: 21.1 15.2
Old : 100.0: 4.5 0.0 0.3 74.2 84.5 78.9 84.8: 21.1 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 : 20: 2 0 2 13 11 15 13:
Old : 20: 2 0 2 13 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 53.0 60.5 76.5 23.2 48.2 37.1 54.4
Old : 37.2 53.0 60.5 76.5 23.2 48.2 37.1 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,967,550: 357,145 368,849 135,897 2,115,948 2,161,179 2,608,990 2,665,925: 358,560 301,625
Old : 2,967,550: 357,145 368,849 135,897 2,115,948 2,161,179 2,608,990 2,665,925: 358,560 301,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 234,096: 15,070 10,412 26,779 140,524 171,242 182,373 208,433: 51,723 25,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.4 4.6 71.3 72.8 87.9 89.8: 12.1 10.2
Old : 100.0: 12.0 12.4 4.6 71.3 72.8 87.9 89.8: 12.1 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 : 541: 117 87 77 247 247 396 380:
Old : 541: 117 87 77 247 247 396 380:
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 18.2 22.5 28.2 13.2 17.5 19.8 26.6
Old : 14.0 18.2 22.5 28.2 13.2 17.5 19.8 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 24,815: 0 4,491 239 22,235 17,128 22,474 21,858: 2,341 2,957
Old : 24,815: 0 4,491 239 22,235 17,128 22,474 21,858: 2,341 2,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 6,592: 0 338 239 6,365 6,490 6,604 7,067: -12 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.1 1.0 89.6 69.0 90.6 88.1: 9.4 11.9
Old : 100.0: 0.0 18.1 1.0 89.6 69.0 90.6 88.1: 9.4 11.9
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 : 22: 0 3 1 14 13 15 16:
Old : 22: 0 3 1 14 13 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 : 55.7 59.1 78.8 76.7 46.0 44.2 57.0 53.0
Old : 55.7 59.1 78.8 76.7 46.0 44.2 57.0 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,747: 2,455 0 0 18,671 17,783 21,126 17,783: 5,621 8,964
Old : 26,747: 2,455 0 0 18,671 17,783 21,126 17,783: 5,621 8,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 0.0 69.8 66.5 79.0 66.5: 21.0 33.5
Old : 100.0: 9.2 0.0 0.0 69.8 66.5 79.0 66.5: 21.0 33.5
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 : 21: 2 0 0 12 12 14 12:
Old : 21: 2 0 0 12 12 14 12:
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 48.0 74.6 61.5 61.4 47.2 68.7 55.0
Old : 61.4 48.0 74.6 61.5 61.4 47.2 68.7 55.0
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 - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,292: 787 3,586 0 9,677 6,983 10,464 10,569: 1,828 1,723
Old : 12,292: 787 3,586 0 9,677 6,983 10,464 10,569: 1,828 1,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 29.2 0.0 78.7 56.8 85.1 86.0: 14.9 14.0
Old : 100.0: 6.4 29.2 0.0 78.7 56.8 85.1 86.0: 14.9 14.0
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 : 20: 2 2 0 9 10 11 12:
Old : 20: 2 2 0 9 10 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 54.5 79.2 75.1 49.4 46.3 59.6 60.3
Old : 58.8 54.5 79.2 75.1 49.4 46.3 59.6 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 Technology Ind :
: : :
All : 13,983: 760 859 0 11,052 12,193 11,812 13,052: 2,171 931
Old : 13,983: 760 859 0 11,052 12,193 11,812 13,052: 2,171 931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 6.1 0.0 79.0 87.2 84.5 93.3: 15.5 6.7
Old : 100.0: 5.4 6.1 0.0 79.0 87.2 84.5 93.3: 15.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 0 9 10 11 13:
Old : 20: 2 3 0 9 10 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 61.0 80.6 82.1 37.3 37.4 48.2 48.5
Old : 63.0 61.0 80.6 82.1 37.3 37.4 48.2 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 Utilities Inde :
: : :
All : 23,056: 1,265 670 22 18,794 20,722 20,081 21,414: 2,975 1,642
Old : 23,056: 1,265 670 22 18,794 20,722 20,081 21,414: 2,975 1,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 6,497: -266 445 8 6,437 5,473 6,179 5,926: 318 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.9 0.1 81.5 89.9 87.1 92.9: 12.9 7.1
Old : 100.0: 5.5 2.9 0.1 81.5 89.9 87.1 92.9: 12.9 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 : 24: 3 2 2 13 15 17 18:
Old : 24: 3 2 2 13 15 17 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 : 47.5 54.6 76.4 78.4 43.4 41.4 53.1 52.7
Old : 47.5 54.6 76.4 78.4 43.4 41.4 53.1 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 66,558: 11,974 3,452 590 43,654 58,677 56,218 62,719: 10,340 3,839
Old : 66,558: 11,974 3,452 590 43,654 58,677 56,218 62,719: 10,340 3,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -101: 450 495 479 -2,284 -742 -1,355 232: 1,254 -333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 5.2 0.9 65.6 88.2 84.5 94.2: 15.5 5.8
Old : 100.0: 18.0 5.2 0.9 65.6 88.2 84.5 94.2: 15.5 5.8
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 : 75: 10 5 4 41 35 53 42:
Old : 75: 10 5 4 41 35 53 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 39.2 44.2 60.9 29.6 37.8 43.9 59.5
Old : 29.6 39.2 44.2 60.9 29.6 37.8 43.9 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,948: 16,298 9,340 2,760 23,983 29,238 43,041 41,337: 6,907 8,611
Old : 49,948: 16,298 9,340 2,760 23,983 29,238 43,041 41,337: 6,907 8,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 9,106: 1,837 258 1,703 5,454 6,030 8,994 7,991: 112 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 18.7 5.5 48.0 58.5 86.2 82.8: 13.8 17.2
Old : 100.0: 32.6 18.7 5.5 48.0 58.5 86.2 82.8: 13.8 17.2
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 : 241: 60 47 31 94 97 167 162:
Old : 241: 60 47 31 94 97 167 162:
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 : 24.3 16.0 35.7 25.9 24.1 13.4 35.2 22.1
Old : 24.3 16.0 35.7 25.9 24.1 13.4 35.2 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 249,740: 81,492 46,699 13,799 119,916 146,188 215,207 206,686: 34,533 43,054
Old : 249,740: 81,492 46,699 13,799 119,916 146,188 215,207 206,686: 34,533 43,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 45,528: 9,186 1,290 8,514 27,268 30,151 44,968 39,955: 560 5,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 18.7 5.5 48.0 58.5 86.2 82.8: 13.8 17.2
Old : 100.0: 32.6 18.7 5.5 48.0 58.5 86.2 82.8: 13.8 17.2
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 : 241: 60 47 31 94 97 167 162:
Old : 241: 60 47 31 94 97 167 162:
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 : 24.3 16.0 35.7 25.9 24.1 13.4 35.2 22.1
Old : 24.3 16.0 35.7 25.9 24.1 13.4 35.2 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 138,052: 34,566 74,648 1,642 76,139 27,646 112,347 103,936: 25,705 34,116
Old : 138,052: 34,566 74,648 1,642 76,139 27,646 112,347 103,936: 25,705 34,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -44,303: -2,428 -15,360 -7,471 -29,949 -17,883 -39,848 -40,714: -4,455 -3,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 54.1 1.2 55.2 20.0 81.4 75.3: 18.6 24.7
Old : 100.0: 25.0 54.1 1.2 55.2 20.0 81.4 75.3: 18.6 24.7
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 : 85: 16 37 9 19 25 39 67:
Old : 85: 16 37 9 19 25 39 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 25.7 63.7 38.2 50.9 25.4 63.5 37.5
Old : 50.9 25.7 63.7 38.2 50.9 25.4 63.5 37.5
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 - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 512,420: 90,012 114,835 7,698 391,858 369,228 489,568 491,761: 22,852 20,659
Old : 512,420: 90,012 114,835 7,698 391,858 369,228 489,568 491,761: 22,852 20,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 47,923: 21,910 -3,515 1,640 21,445 51,294 44,995 49,419: 2,928 -1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 22.4 1.5 76.5 72.1 95.5 96.0: 4.5 4.0
Old : 100.0: 17.6 22.4 1.5 76.5 72.1 95.5 96.0: 4.5 4.0
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 : 298: 56 48 28 133 132 205 193:
Old : 298: 56 48 28 133 132 205 193:
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 : 17.5 20.8 28.8 34.0 16.3 20.6 26.6 32.8
Old : 17.5 20.8 28.8 34.0 16.3 20.6 26.6 32.8
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 - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,093: 4,558 12,332 48 10,142 4,746 14,748 17,126: 5,345 2,967
Old : 20,093: 4,558 12,332 48 10,142 4,746 14,748 17,126: 5,345 2,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -24,902: -8,745 -11,313 -8,648 -1,643 -246 -19,036 -20,207: -5,866 -4,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 61.4 0.2 50.5 23.6 73.4 85.2: 26.6 14.8
Old : 100.0: 22.7 61.4 0.2 50.5 23.6 73.4 85.2: 26.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 6 2 13 5 23 12:
Old : 31: 9 6 2 13 5 23 12:
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 : 36.9 76.3 53.8 83.0 36.9 76.0 53.8 82.7
Old : 36.9 76.3 53.8 83.0 36.9 76.0 53.8 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,836: 20,270 9,730 4 11,786 27,587 32,060 37,321: 9,776 4,515
Old : 41,836: 20,270 9,730 4 11,786 27,587 32,060 37,321: 9,776 4,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -33,431: -14,906 -7,674 -9,515 -8,761 -13,798 -33,182 -30,987: -249 -2,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 23.3 0.0 28.2 65.9 76.6 89.2: 23.4 10.8
Old : 100.0: 48.5 23.3 0.0 28.2 65.9 76.6 89.2: 23.4 10.8
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 : 58: 13 11 1 20 22 34 33:
Old : 58: 13 11 1 20 22 34 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 : 46.6 44.7 58.4 59.7 46.6 44.6 58.3 59.7
Old : 46.6 44.7 58.4 59.7 46.6 44.6 58.3 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 116,185: 17,682 5,678 1,026 97,451 109,421 116,159 116,125: 26 60
Old : 116,185: 17,682 5,678 1,026 97,451 109,421 116,159 116,125: 26 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 811: 0 1,202 0 811 -391 811 811: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 4.9 0.9 83.9 94.2 100.0 99.9: 0.0 0.1
Old : 100.0: 15.2 4.9 0.9 83.9 94.2 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 2 3 18 21 27 25:
Old : 37: 8 2 3 18 21 27 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 : 69.1 61.5 83.6 83.6 49.6 44.5 57.6 58.7
Old : 69.1 61.5 83.6 83.6 49.6 44.5 57.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2019