BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 11,355: 667 2,922 1,303 8,701 6,706 10,670 10,931: 684 424
Old : 11,355: 667 2,922 1,303 8,701 6,706 10,670 10,931: 684 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 928: -107 222 307 726 328 926 857: 2 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 25.7 11.5 76.6 59.1 94.0 96.3: 6.0 3.7
Old : 100.0: 5.9 25.7 11.5 76.6 59.1 94.0 96.3: 6.0 3.7
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 : 44: 3 9 8 27 23 36 34:
Old : 44: 3 9 8 27 23 36 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 : 35.4 33.8 57.2 56.2 34.5 30.4 53.6 48.4
Old : 35.4 33.8 57.2 56.2 34.5 30.4 53.6 48.4
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 30, 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 : 44,566: 5,613 3,081 13,686 18,529 17,973 37,827 34,740: 6,739 9,826
Old : 44,566: 5,613 3,081 13,686 18,529 17,973 37,827 34,740: 6,739 9,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 308: -606 837 -35 859 -494 218 308: 89 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 6.9 30.7 41.6 40.3 84.9 78.0: 15.1 22.0
Old : 100.0: 12.6 6.9 30.7 41.6 40.3 84.9 78.0: 15.1 22.0
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 : 81: 20 21 26 31 30 66 62:
Old : 81: 20 21 26 31 30 66 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 : 31.1 29.9 46.3 44.2 23.8 15.1 29.4 21.3
Old : 31.1 29.9 46.3 44.2 23.8 15.1 29.4 21.3
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 30, 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 : 13,285: 804 1,906 2,064 9,459 8,471 12,327 12,441: 958 844
Old : 13,285: 804 1,906 2,064 9,459 8,471 12,327 12,441: 958 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 65: 43 -96 2 -13 120 32 26: 33 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 14.3 15.5 71.2 63.8 92.8 93.6: 7.2 6.4
Old : 100.0: 6.1 14.3 15.5 71.2 63.8 92.8 93.6: 7.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 7 7 31 19 38 28:
Old : 41: 2 7 7 31 19 38 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 : 36.7 50.5 54.7 71.6 28.5 40.6 41.9 50.9
Old : 36.7 50.5 54.7 71.6 28.5 40.6 41.9 50.9
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 30, 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 : 10,499: 4,986 186 1,782 3,246 5,718 10,014 7,686: 485 2,813
Old : 10,499: 4,986 186 1,782 3,246 5,718 10,014 7,686: 485 2,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 99: 133 18 -31 -7 51 95 39: 4 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 1.8 17.0 30.9 54.5 95.4 73.2: 4.6 26.8
Old : 100.0: 47.5 1.8 17.0 30.9 54.5 95.4 73.2: 4.6 26.8
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 : 30: 8 2 8 15 18 25 26:
Old : 30: 8 2 8 15 18 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 40.9 85.1 56.5 63.2 35.2 71.1 45.9
Old : 64.6 40.9 85.1 56.5 63.2 35.2 71.1 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 395,859: 116,279 37,432 128,919 119,002 186,489 364,200 352,840: 31,659 43,019
Old : 172,948: 69,059 51,210 46,758 45,917 58,495 161,733 156,462: 11,215 16,486
Other: 222,911: 73,344 12,347 56,037 73,085 127,994 202,467 196,378: 20,444 26,533
: : :
: : Changes in Commitments from: July 23, 2019 :
: -1,537: 1,735 -2,321 106 -560 1,102 1,282 -1,114: -2,819 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 9.5 32.6 30.1 47.1 92.0 89.1: 8.0 10.9
Old : 100.0: 39.9 29.6 27.0 26.5 33.8 93.5 90.5: 6.5 9.5
Other: 100.0: 32.9 5.5 25.1 32.8 57.4 90.8 88.1: 9.2 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 151 78 145 86 101 302 270:
Old : 306: 112 86 95 69 95 217 242:
Other: 279: 126 49 85 73 82 239 182:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 17.9 21.3 25.6 10.1 14.2 16.3 19.0
Old : 12.2 11.1 21.4 19.2 11.3 8.9 19.2 15.3
Other: 14.9 23.9 26.3 32.8 13.4 21.0 20.7 27.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 372,468: 101,529 38,295 106,169 130,702 183,290 338,401 327,754: 34,067 44,714
Old : 372,468: 101,529 38,295 106,169 130,702 183,290 338,401 327,754: 34,067 44,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -3,333: 2,002 -1,406 -3,212 -1,612 -47 -2,822 -4,665: -511 1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 10.3 28.5 35.1 49.2 90.9 88.0: 9.1 12.0
Old : 100.0: 27.3 10.3 28.5 35.1 49.2 90.9 88.0: 9.1 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 : 420: 141 83 140 140 157 349 325:
Old : 420: 141 83 140 140 157 349 325:
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 : 12.9 16.8 21.5 27.0 12.5 15.3 19.8 22.8
Old : 12.9 16.8 21.5 27.0 12.5 15.3 19.8 22.8
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 30, 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 : 3,378: 449 1,137 922 743 508 2,114 2,566: 1,263 811
Old : 3,378: 449 1,137 922 743 508 2,114 2,566: 1,263 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 69: -74 15 137 -69 -83 -6 68: 75 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 33.7 27.3 22.0 15.0 62.6 76.0: 37.4 24.0
Old : 100.0: 13.3 33.7 27.3 22.0 15.0 62.6 76.0: 37.4 24.0
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 : 44: 9 18 12 13 10 28 36:
Old : 44: 9 18 12 13 10 28 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 : 26.7 31.4 41.6 45.4 16.5 24.9 26.4 32.5
Old : 26.7 31.4 41.6 45.4 16.5 24.9 26.4 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 59,722: 14,508 15,126 18,491 16,808 11,950 49,808 45,567: 9,914 14,155
Old : 59,722: 14,508 15,126 18,491 16,808 11,950 49,808 45,567: 9,914 14,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -434: 543 -1,172 280 -190 504 633 -388: -1,067 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 25.3 31.0 28.1 20.0 83.4 76.3: 16.6 23.7
Old : 100.0: 24.3 25.3 31.0 28.1 20.0 83.4 76.3: 16.6 23.7
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 : 208: 62 37 62 72 74 167 157:
Old : 208: 62 37 62 72 74 167 157:
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 : 15.1 14.3 26.6 24.9 13.5 13.5 21.7 19.4
Old : 15.1 14.3 26.6 24.9 13.5 13.5 21.7 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 3,723: 574 876 513 1,580 1,921 2,667 3,310: 1,056 413
Old : 3,723: 574 876 513 1,580 1,921 2,667 3,310: 1,056 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 181: 69 -67 6 43 180 118 119: 64 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 23.5 13.8 42.4 51.6 71.6 88.9: 28.4 11.1
Old : 100.0: 15.4 23.5 13.8 42.4 51.6 71.6 88.9: 28.4 11.1
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 : 22: 4 7 5 10 6 17 15:
Old : 22: 4 7 5 10 6 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 58.1 59.0 75.3 34.6 57.7 48.0 66.8
Old : 38.1 58.1 59.0 75.3 34.6 57.7 48.0 66.8
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 30, 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 : 32,840: 2,594 3,934 6,131 23,132 20,560 31,857 30,625: 984 2,216
Old : 32,840: 2,594 3,934 6,131 23,132 20,560 31,857 30,625: 984 2,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 635: 590 -1 -24 115 670 682 645: -47 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 12.0 18.7 70.4 62.6 97.0 93.3: 3.0 6.7
Old : 100.0: 7.9 12.0 18.7 70.4 62.6 97.0 93.3: 3.0 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 : 67: 14 13 17 29 32 53 52:
Old : 67: 14 13 17 29 32 53 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 36.3 61.2 54.3 43.0 31.5 51.5 45.4
Old : 43.9 36.3 61.2 54.3 43.0 31.5 51.5 45.4
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 30, 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 : 77,701: 49,122 15,710 0 26,535 60,923 75,657 76,633: 2,044 1,068
Old : 77,701: 49,122 15,710 0 26,535 60,923 75,657 76,633: 2,044 1,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,555: 1,664 1,172 0 5 227 1,669 1,399: -114 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 20.2 0.0 34.2 78.4 97.4 98.6: 2.6 1.4
Old : 100.0: 63.2 20.2 0.0 34.2 78.4 97.4 98.6: 2.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 23 7 0 4 8 27 15:
Old : 42: 23 7 0 4 8 27 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 : 83.0 75.6 90.3 95.5 83.0 75.6 90.3 95.5
Old : 83.0 75.6 90.3 95.5 83.0 75.6 90.3 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 with Delta-adjusted Options and Futures Combined, July 30, 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 : 192,962: 66,305 43,653 7,640 79,534 118,710 153,479 170,003: 39,483 22,959
Old : 192,962: 66,305 43,653 7,640 79,534 118,710 153,479 170,003: 39,483 22,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -4,846: -3,415 5,962 -1,282 847 -7,919 -3,850 -3,239: -997 -1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 22.6 4.0 41.2 61.5 79.5 88.1: 20.5 11.9
Old : 100.0: 34.4 22.6 4.0 41.2 61.5 79.5 88.1: 20.5 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 : 112: 29 32 15 42 26 83 61:
Old : 112: 29 32 15 42 26 83 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 46.5 41.4 59.9 31.4 45.6 38.9 57.5
Old : 31.6 46.5 41.4 59.9 31.4 45.6 38.9 57.5
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 30, 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 : 59,328: 11,134 25,280 712 38,450 14,321 50,296 40,314: 9,032 19,014
Old : 59,328: 11,134 25,280 712 38,450 14,321 50,296 40,314: 9,032 19,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 4,420: 3,869 5,242 34 2,556 313 6,460 5,590: -2,040 -1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 42.6 1.2 64.8 24.1 84.8 68.0: 15.2 32.0
Old : 100.0: 18.8 42.6 1.2 64.8 24.1 84.8 68.0: 15.2 32.0
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 : 57: 10 20 4 15 20 27 42:
Old : 57: 10 20 4 15 20 27 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 : 52.1 25.4 65.1 34.6 51.5 25.4 64.4 34.0
Old : 52.1 25.4 65.1 34.6 51.5 25.4 64.4 34.0
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 with Delta-adjusted Options and Futures Combined, July 30, 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 : 221,780: 164,250 35,898 1,355 49,369 181,675 214,975 218,929: 6,804 2,851
Old : 221,780: 164,250 35,898 1,355 49,369 181,675 214,975 218,929: 6,804 2,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -144: 1,718 -1,760 -926 -657 2,871 135 185: -279 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 16.2 0.6 22.3 81.9 96.9 98.7: 3.1 1.3
Old : 100.0: 74.1 16.2 0.6 22.3 81.9 96.9 98.7: 3.1 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 : 168: 86 39 11 22 26 112 72:
Old : 168: 86 39 11 22 26 112 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 : 44.8 67.4 61.3 79.1 44.8 67.4 61.3 79.1
Old : 44.8 67.4 61.3 79.1 44.8 67.4 61.3 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 315,526: 36,124 131,312 27,817 221,470 109,239 285,410 268,367: 30,116 47,159
Old : 315,526: 36,124 131,312 27,817 221,470 109,239 285,410 268,367: 30,116 47,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 39,848: 6,719 21,635 7,704 21,853 12,348 36,276 41,687: 3,571 -1,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 41.6 8.8 70.2 34.6 90.5 85.1: 9.5 14.9
Old : 100.0: 11.4 41.6 8.8 70.2 34.6 90.5 85.1: 9.5 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 : 142: 24 56 25 35 50 74 116:
Old : 142: 24 56 25 35 50 74 116:
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 : 44.2 22.1 54.4 32.4 44.0 22.0 53.6 30.5
Old : 44.2 22.1 54.4 32.4 44.0 22.0 53.6 30.5
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 30, 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 : 159,067: 35,597 42,343 17,086 75,743 71,711 128,426 131,140: 30,641 27,928
Old : 159,067: 35,597 42,343 17,086 75,743 71,711 128,426 131,140: 30,641 27,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 287: 2,707 -2,146 -2,526 -265 3,178 -85 -1,495: 372 1,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 26.6 10.7 47.6 45.1 80.7 82.4: 19.3 17.6
Old : 100.0: 22.4 26.6 10.7 47.6 45.1 80.7 82.4: 19.3 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 32 30 20 48 40 90 80:
Old : 125: 32 30 20 48 40 90 80:
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 : 17.9 29.8 26.9 41.2 17.4 28.0 24.7 38.4
Old : 17.9 29.8 26.9 41.2 17.4 28.0 24.7 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 633,289: 169,045 229,087 53,651 317,103 281,474 539,799 564,212: 93,490 69,077
Old : 633,289: 169,045 229,087 53,651 317,103 281,474 539,799 564,212: 93,490 69,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 22,628: -805 13,097 5,108 19,397 3,624 23,700 21,829: -1,072 799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 36.2 8.5 50.1 44.4 85.2 89.1: 14.8 10.9
Old : 100.0: 26.7 36.2 8.5 50.1 44.4 85.2 89.1: 14.8 10.9
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 : 292: 82 77 53 99 88 200 199:
Old : 292: 82 77 53 99 88 200 199:
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 : 16.7 23.8 26.2 37.4 16.2 23.7 25.4 37.1
Old : 16.7 23.8 26.2 37.4 16.2 23.7 25.4 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 28,357: 4,729 5,254 180 9,532 16,749 14,441 22,183: 13,916 6,174
Old : 28,357: 4,729 5,254 180 9,532 16,749 14,441 22,183: 13,916 6,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 652: -137 690 15 103 3 -19 708: 671 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 18.5 0.6 33.6 59.1 50.9 78.2: 49.1 21.8
Old : 100.0: 16.7 18.5 0.6 33.6 59.1 50.9 78.2: 49.1 21.8
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 : 24: 5 4 3 13 10 21 14:
Old : 24: 5 4 3 13 10 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 56.4 33.6 73.1 18.7 53.4 30.6 68.0
Old : 20.8 56.4 33.6 73.1 18.7 53.4 30.6 68.0
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 with Delta-adjusted Options and Futures Combined, July 30, 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 : 26,937: 7,114 6,272 17 13,328 15,131 20,459 21,420: 6,478 5,517
Old : 26,937: 7,114 6,272 17 13,328 15,131 20,459 21,420: 6,478 5,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -1,125: -926 -1,130 0 -304 269 -1,230 -861: 105 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 23.3 0.1 49.5 56.2 76.0 79.5: 24.0 20.5
Old : 100.0: 26.4 23.3 0.1 49.5 56.2 76.0 79.5: 24.0 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 5 2 13 10 18 16:
Old : 23: 4 5 2 13 10 18 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 : 46.7 43.3 65.3 62.1 43.7 39.1 59.6 55.1
Old : 46.7 43.3 65.3 62.1 43.7 39.1 59.6 55.1
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 30, 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 : 31,192: 16,381 14,157 518 11,882 15,391 28,781 30,066: 2,411 1,126
Old : 31,192: 16,381 14,157 518 11,882 15,391 28,781 30,066: 2,411 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,366: -28 744 220 1,300 538 1,492 1,502: -126 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 45.4 1.7 38.1 49.3 92.3 96.4: 7.7 3.6
Old : 100.0: 52.5 45.4 1.7 38.1 49.3 92.3 96.4: 7.7 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 : 49: 23 16 5 6 6 31 25:
Old : 49: 23 16 5 6 6 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 : 54.3 76.5 74.9 83.7 46.8 62.1 62.8 69.4
Old : 54.3 76.5 74.9 83.7 46.8 62.1 62.8 69.4
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 30, 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 : 53,386: 15,114 27,437 1,239 34,385 19,150 50,738 47,826: 2,648 5,560
Old : 53,386: 15,114 27,437 1,239 34,385 19,150 50,738 47,826: 2,648 5,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -816: -914 -817 470 17 414 -426 68: -391 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 51.4 2.3 64.4 35.9 95.0 89.6: 5.0 10.4
Old : 100.0: 28.3 51.4 2.3 64.4 35.9 95.0 89.6: 5.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 26 36 11 14 10 44 53:
Old : 83: 26 36 11 14 10 44 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 : 64.0 29.5 75.5 47.8 64.0 27.9 74.0 44.8
Old : 64.0 29.5 75.5 47.8 64.0 27.9 74.0 44.8
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 30, 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 : 27,014: 21,083 14,958 0 4,811 10,418 25,894 25,376: 1,120 1,638
Old : 27,014: 21,083 14,958 0 4,811 10,418 25,894 25,376: 1,120 1,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 6,222: 6,701 4,713 0 -456 1,652 6,245 6,365: -23 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 55.4 0.0 17.8 38.6 95.9 93.9: 4.1 6.1
Old : 100.0: 78.0 55.4 0.0 17.8 38.6 95.9 93.9: 4.1 6.1
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 : 25: 4 11 0 3 7 7 18:
Old : 25: 4 11 0 3 7 7 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 : 92.9 53.0 95.9 77.0 92.9 53.0 95.9 77.0
Old : 92.9 53.0 95.9 77.0 92.9 53.0 95.9 77.0
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 30, 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 :27,809,218: 1,559,401 1,031,971 15,149,854 10,258,145 10,662,318 26,967,401 26,844,144: 841,817 965,074
Old :27,809,218: 1,559,401 1,031,971 15,149,854 10,258,145 10,662,318 26,967,401 26,844,144: 841,817 965,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -29,876: -211,278 88,228 -65,061 211,082 -49,948 -65,257 -26,780: 35,381 -3,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 3.7 54.5 36.9 38.3 97.0 96.5: 3.0 3.5
Old : 100.0: 5.6 3.7 54.5 36.9 38.3 97.0 96.5: 3.0 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 : 318: 80 94 139 123 131 284 289:
Old : 318: 80 94 139 123 131 284 289:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 21.3 33.5 36.3 6.7 9.5 8.8 12.0
Old : 21.7 21.3 33.5 36.3 6.7 9.5 8.8 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,302: 2,687 3,689 92 0 26 2,779 3,807: 1,523 495
Old : 4,302: 2,687 3,689 92 0 26 2,779 3,807: 1,523 495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -626: -345 -565 -92 0 0 -437 -657: -189 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 85.8 2.1 0.0 0.6 64.6 88.5: 35.4 11.5
Old : 100.0: 62.5 85.8 2.1 0.0 0.6 64.6 88.5: 35.4 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 : 45: 26 17 4 0 1 29 20:
Old : 45: 26 17 4 0 1 29 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 : 35.2 58.9 44.3 75.2 35.2 58.9 44.3 75.1
Old : 35.2 58.9 44.3 75.2 35.2 58.9 44.3 75.1
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 30, 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 : 80,469: 16,527 18,839 17,922 45,279 43,120 79,728 79,881: 741 588
Old : 80,469: 16,527 18,839 17,922 45,279 43,120 79,728 79,881: 741 588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 12,013: 2,454 653 -1,346 12,425 13,863 13,533 13,170: -1,520 -1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 23.4 22.3 56.3 53.6 99.1 99.3: 0.9 0.7
Old : 100.0: 20.5 23.4 22.3 56.3 53.6 99.1 99.3: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 10 18 12 19 32 42:
Old : 46: 13 10 18 12 19 32 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 : 51.5 39.8 70.1 58.6 42.8 38.2 50.6 47.5
Old : 51.5 39.8 70.1 58.6 42.8 38.2 50.6 47.5
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 30, 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 : 139,947: 24,573 27,515 23,332 91,813 88,556 139,718 139,403: 229 544
Old : 139,947: 24,573 27,515 23,332 91,813 88,556 139,718 139,403: 229 544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 24,558: 4,173 1,315 1,137 19,410 22,013 24,720 24,465: -162 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 19.7 16.7 65.6 63.3 99.8 99.6: 0.2 0.4
Old : 100.0: 17.6 19.7 16.7 65.6 63.3 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 21 21 26 17 22 49 59:
Old : 67: 21 21 26 17 22 49 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 : 46.3 37.9 70.7 58.3 39.0 27.7 51.9 39.6
Old : 46.3 37.9 70.7 58.3 39.0 27.7 51.9 39.6
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 30, 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 : 753,398: 78,570 64,966 139,093 446,060 458,471 663,723 662,529: 89,675 90,869
Old : 753,398: 78,570 64,966 139,093 446,060 458,471 663,723 662,529: 89,675 90,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 9,470: 920 -1,627 3,994 5,926 3,981 10,840 6,348: -1,371 3,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 8.6 18.5 59.2 60.9 88.1 87.9: 11.9 12.1
Old : 100.0: 10.4 8.6 18.5 59.2 60.9 88.1 87.9: 11.9 12.1
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 : 608: 139 118 141 268 256 470 452:
Old : 608: 139 118 141 268 256 470 452:
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 : 14.1 16.8 22.6 27.7 11.2 14.8 17.1 21.8
Old : 14.1 16.8 22.6 27.7 11.2 14.8 17.1 21.8
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 30, 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 : 61,208: 3,311 3,989 13,033 13,774 25,923 30,118 42,945: 31,091 18,264
Old : 61,208: 3,311 3,989 13,033 13,774 25,923 30,118 42,945: 31,091 18,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 4,306: 171 307 2,279 1,545 1,301 3,995 3,887: 311 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 6.5 21.3 22.5 42.4 49.2 70.2: 50.8 29.8
Old : 100.0: 5.4 6.5 21.3 22.5 42.4 49.2 70.2: 50.8 29.8
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 : 45: 9 14 16 12 21 33 39:
Old : 45: 9 14 16 12 21 33 39:
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 : 23.3 33.0 36.8 44.6 11.2 21.0 13.4 29.4
Old : 23.3 33.0 36.8 44.6 11.2 21.0 13.4 29.4
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 with Delta-adjusted Options and Futures Combined, July 30, 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 : 15,392: 3,929 256 0 9,650 14,269 13,579 14,525: 1,813 867
Old : 15,392: 3,929 256 0 9,650 14,269 13,579 14,525: 1,813 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 1.7 0.0 62.7 92.7 88.2 94.4: 11.8 5.6
Old : 100.0: 25.5 1.7 0.0 62.7 92.7 88.2 94.4: 11.8 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 0 6 9 11 10:
Old : 20: 5 1 0 6 9 11 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 64.6 83.3 91.3 58.1 62.2 72.8 82.5
Old : 64.3 64.6 83.3 91.3 58.1 62.2 72.8 82.5
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 30, 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 : 3,460,947: 385,790 314,382 620,804 2,161,432 2,162,736 3,168,027 3,097,923: 292,920 363,025
Old : 3,460,947: 385,790 314,382 620,804 2,161,432 2,162,736 3,168,027 3,097,923: 292,920 363,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 25,817: 5,450 -7,964 6,873 21,903 13,398 34,226 12,306: -8,409 13,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 9.1 17.9 62.5 62.5 91.5 89.5: 8.5 10.5
Old : 100.0: 11.1 9.1 17.9 62.5 62.5 91.5 89.5: 8.5 10.5
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 : 593: 136 111 135 265 249 457 439:
Old : 593: 136 111 135 265 249 457 439:
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 : 14.6 17.6 23.4 28.4 12.1 15.4 18.5 22.7
Old : 14.6 17.6 23.4 28.4 12.1 15.4 18.5 22.7
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 with Delta-adjusted Options and Futures Combined, July 30, 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 : 19,576: 2,622 4,153 0 14,482 12,542 17,104 16,695: 2,472 2,881
Old : 19,576: 2,622 4,153 0 14,482 12,542 17,104 16,695: 2,472 2,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 4,775: 892 1,500 0 4,016 1,748 4,908 3,248: -133 1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 21.2 0.0 74.0 64.1 87.4 85.3: 12.6 14.7
Old : 100.0: 13.4 21.2 0.0 74.0 64.1 87.4 85.3: 12.6 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 0 10 14 13 15:
Old : 26: 3 1 0 10 14 13 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 : 59.9 60.6 79.9 76.2 56.1 60.6 76.1 75.0
Old : 59.9 60.6 79.9 76.2 56.1 60.6 76.1 75.0
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 with Delta-adjusted Options and Futures Combined, July 30, 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 : 14,473: 209 0 0 12,205 9,690 12,414 9,690: 2,059 4,783
Old : 14,473: 209 0 0 12,205 9,690 12,414 9,690: 2,059 4,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 84.3 67.0 85.8 67.0: 14.2 33.0
Old : 100.0: 1.4 0.0 0.0 84.3 67.0 85.8 67.0: 14.2 33.0
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: 1 0 0 9 10 10 10:
Old : 20: 1 0 0 9 10 10 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 54.7 82.8 63.6 75.8 54.7 82.8 63.6
Old : 75.8 54.7 82.8 63.6 75.8 54.7 82.8 63.6
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 with Delta-adjusted Options and Futures Combined, July 30, 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 : 8,593: 215 570 0 6,537 7,320 6,752 7,890: 1,841 703
Old : 8,593: 215 570 0 6,537 7,320 6,752 7,890: 1,841 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 126: -6 0 0 86 319 80 319: 46 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 6.6 0.0 76.1 85.2 78.6 91.8: 21.4 8.2
Old : 100.0: 2.5 6.6 0.0 76.1 85.2 78.6 91.8: 21.4 8.2
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: 1 2 0 7 10 8 12:
Old : 20: 1 2 0 7 10 8 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 : 61.7 61.4 78.6 79.8 61.7 61.4 78.6 79.8
Old : 61.7 61.4 78.6 79.8 61.7 61.4 78.6 79.8
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 with Delta-adjusted Options and Futures Combined, July 30, 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 : 16,036: 1,727 0 0 11,737 15,268 13,464 15,268: 2,572 768
Old : 16,036: 1,727 0 0 11,737 15,268 13,464 15,268: 2,572 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.0 0.0 73.2 95.2 84.0 95.2: 16.0 4.8
Old : 100.0: 10.8 0.0 0.0 73.2 95.2 84.0 95.2: 16.0 4.8
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 : 20: 5 0 0 8 10 13 10:
Old : 20: 5 0 0 8 10 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 80.8 76.6 92.9 63.0 77.0 72.7 87.5
Old : 65.4 80.8 76.6 92.9 63.0 77.0 72.7 87.5
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 30, 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 : 68,337: 13,402 4,507 606 43,540 59,383 57,548 64,496: 10,789 3,841
Old : 68,337: 13,402 4,507 606 43,540 59,383 57,548 64,496: 10,789 3,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 3,595: 865 25 -365 3,711 3,257 4,211 2,917: -616 678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 6.6 0.9 63.7 86.9 84.2 94.4: 15.8 5.6
Old : 100.0: 19.6 6.6 0.9 63.7 86.9 84.2 94.4: 15.8 5.6
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 : 83: 12 6 4 44 34 58 42:
Old : 83: 12 6 4 44 34 58 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 : 32.1 37.6 46.0 58.6 32.1 37.6 45.7 58.5
Old : 32.1 37.6 46.0 58.6 32.1 37.6 45.7 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 49,045: 15,214 9,907 3,000 23,873 27,721 42,087 40,627: 6,959 8,419
Old : 49,045: 15,214 9,907 3,000 23,873 27,721 42,087 40,627: 6,959 8,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 882: 902 567 163 193 164 1,259 894: -377 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 20.2 6.1 48.7 56.5 85.8 82.8: 14.2 17.2
Old : 100.0: 31.0 20.2 6.1 48.7 56.5 85.8 82.8: 14.2 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 : 240: 51 51 30 83 92 150 157:
Old : 240: 51 51 30 83 92 150 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 18.9 39.4 28.5 27.6 18.8 39.0 28.0
Old : 27.6 18.9 39.4 28.5 27.6 18.8 39.0 28.0
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 30, 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 : 245,226: 76,068 49,533 14,998 119,367 138,603 210,433 203,133: 34,793 42,093
Old : 245,226: 76,068 49,533 14,998 119,367 138,603 210,433 203,133: 34,793 42,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 4,408: 4,512 2,835 816 965 819 6,293 4,471: -1,885 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 20.2 6.1 48.7 56.5 85.8 82.8: 14.2 17.2
Old : 100.0: 31.0 20.2 6.1 48.7 56.5 85.8 82.8: 14.2 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 : 240: 51 51 30 83 92 150 157:
Old : 240: 51 51 30 83 92 150 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 18.9 39.4 28.5 27.6 18.8 39.0 28.0
Old : 27.6 18.9 39.4 28.5 27.6 18.8 39.0 28.0
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 30, 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 : 176,662: 35,392 88,598 8,434 99,644 40,182 143,470 137,213: 33,193 39,449
Old : 176,662: 35,392 88,598 8,434 99,644 40,182 143,470 137,213: 33,193 39,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 15,020: 5,649 11,297 1,722 4,750 -1,900 12,120 11,119: 2,899 3,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 50.2 4.8 56.4 22.7 81.2 77.7: 18.8 22.3
Old : 100.0: 20.0 50.2 4.8 56.4 22.7 81.2 77.7: 18.8 22.3
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 : 100: 23 39 21 30 28 63 78:
Old : 100: 23 39 21 30 28 63 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 : 44.8 26.7 56.7 38.8 43.8 26.5 53.8 38.6
Old : 44.8 26.7 56.7 38.8 43.8 26.5 53.8 38.6
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 30, 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 : 444,144: 60,478 140,802 10,096 351,851 273,676 422,425 424,573: 21,719 19,571
Old : 444,144: 60,478 140,802 10,096 351,851 273,676 422,425 424,573: 21,719 19,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 4,794: 2,582 -3,970 420 1,224 8,571 4,227 5,021: 567 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 31.7 2.3 79.2 61.6 95.1 95.6: 4.9 4.4
Old : 100.0: 13.6 31.7 2.3 79.2 61.6 95.1 95.6: 4.9 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 : 293: 49 53 22 123 117 184 180:
Old : 293: 49 53 22 123 117 184 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 23.6 31.9 39.5 19.2 23.4 30.0 38.6
Old : 20.1 23.6 31.9 39.5 19.2 23.4 30.0 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 26,849: 11,050 17,406 1,196 8,573 5,471 20,819 24,073: 6,030 2,776
Old : 26,849: 11,050 17,406 1,196 8,573 5,471 20,819 24,073: 6,030 2,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 634: 356 205 58 -18 283 396 546: 238 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 64.8 4.5 31.9 20.4 77.5 89.7: 22.5 10.3
Old : 100.0: 41.2 64.8 4.5 31.9 20.4 77.5 89.7: 22.5 10.3
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 : 31: 15 2 3 11 6 27 10:
Old : 31: 15 2 3 11 6 27 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 85.0 55.5 89.3 36.3 82.1 51.3 85.1
Old : 40.5 85.0 55.5 89.3 36.3 82.1 51.3 85.1
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 30, 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 : 58,707: 24,939 14,398 1,529 24,652 29,460 51,120 45,387: 7,587 13,320
Old : 58,707: 24,939 14,398 1,529 24,652 29,460 51,120 45,387: 7,587 13,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,931: -734 -1,107 180 2,276 1,175 1,722 248: 209 1,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 24.5 2.6 42.0 50.2 87.1 77.3: 12.9 22.7
Old : 100.0: 42.5 24.5 2.6 42.0 50.2 87.1 77.3: 12.9 22.7
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 : 79: 11 18 6 30 32 44 53:
Old : 79: 11 18 6 30 32 44 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 : 48.9 33.7 59.5 42.3 48.4 31.8 58.7 40.1
Old : 48.9 33.7 59.5 42.3 48.4 31.8 58.7 40.1
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 30, 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 : 120,938: 14,541 5,276 1,026 104,760 114,531 120,327 120,833: 611 105
Old : 120,938: 14,541 5,276 1,026 104,760 114,531 120,327 120,833: 611 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 588: -700 0 0 702 588 2 588: 586 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 4.4 0.8 86.6 94.7 99.5 99.9: 0.5 0.1
Old : 100.0: 12.0 4.4 0.8 86.6 94.7 99.5 99.9: 0.5 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 3 3 16 21 25 26:
Old : 37: 8 3 3 16 21 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 59.4 87.8 81.8 47.0 31.0 53.0 46.8
Old : 78.5 59.4 87.8 81.8 47.0 31.0 53.0 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 02, 2019