BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 10,369: 94 2,630 1,042 8,475 5,946 9,611 9,619: 759 750
Old : 10,369: 94 2,630 1,042 8,475 5,946 9,611 9,619: 759 750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,749: -161 -422 -378 -1,279 -970 -1,818 -1,770: 68 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 25.4 10.1 81.7 57.3 92.7 92.8: 7.3 7.2
Old : 100.0: 0.9 25.4 10.1 81.7 57.3 92.7 92.8: 7.3 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 : 42: 3 9 9 27 22 36 34:
Old : 42: 3 9 9 27 22 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 : 43.1 34.6 59.7 55.1 41.0 28.8 53.1 46.9
Old : 43.1 34.6 59.7 55.1 41.0 28.8 53.1 46.9
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, September 10, 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 : 39,885: 6,782 1,464 11,928 14,879 17,121 33,589 30,513: 6,296 9,372
Old : 39,885: 6,782 1,464 11,928 14,879 17,121 33,589 30,513: 6,296 9,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,764: 595 -732 -1,663 -3,045 -440 -4,113 -2,835: 349 -929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 3.7 29.9 37.3 42.9 84.2 76.5: 15.8 23.5
Old : 100.0: 17.0 3.7 29.9 37.3 42.9 84.2 76.5: 15.8 23.5
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 : 82: 24 16 29 34 34 70 67:
Old : 82: 24 16 29 34 34 70 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 : 28.8 29.5 41.5 44.4 19.4 19.4 26.4 24.0
Old : 28.8 29.5 41.5 44.4 19.4 19.4 26.4 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 11,039: 712 1,612 1,238 8,115 7,033 10,065 9,884: 974 1,155
Old : 11,039: 712 1,612 1,238 8,115 7,033 10,065 9,884: 974 1,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,641: -256 -268 -193 -1,167 -1,379 -1,617 -1,841: -24 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 14.6 11.2 73.5 63.7 91.2 89.5: 8.8 10.5
Old : 100.0: 6.5 14.6 11.2 73.5 63.7 91.2 89.5: 8.8 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 : 39: 1 9 8 28 15 36 25:
Old : 39: 1 9 8 28 15 36 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 : 35.3 47.2 56.5 67.9 24.6 34.9 40.5 45.0
Old : 35.3 47.2 56.5 67.9 24.6 34.9 40.5 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 10,033: 3,992 296 1,879 3,634 5,087 9,505 7,262: 528 2,772
Old : 10,033: 3,992 296 1,879 3,634 5,087 9,505 7,262: 528 2,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -827: -717 72 -94 -24 -781 -835 -803: 7 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 2.9 18.7 36.2 50.7 94.7 72.4: 5.3 27.6
Old : 100.0: 39.8 2.9 18.7 36.2 50.7 94.7 72.4: 5.3 27.6
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 : 29: 8 2 7 15 18 24 26:
Old : 29: 8 2 7 15 18 24 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 : 59.7 39.2 84.1 53.9 58.7 30.1 67.7 40.0
Old : 59.7 39.2 84.1 53.9 58.7 30.1 67.7 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 391,125: 93,829 44,861 132,520 135,584 173,033 361,932 350,414: 29,193 40,712
Old : 104,663: 50,556 33,714 25,073 21,985 35,388 97,613 94,174: 7,049 10,489
Other: 286,463: 66,873 34,748 83,847 113,599 137,645 264,318 256,240: 22,144 30,223
: : :
: : Changes in Commitments from: September 3, 2019 :
: 7,379: -6,916 1,784 4,948 9,011 1,742 7,043 8,473: 336 -1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 11.5 33.9 34.7 44.2 92.5 89.6: 7.5 10.4
Old : 100.0: 48.3 32.2 24.0 21.0 33.8 93.3 90.0: 6.7 10.0
Other: 100.0: 23.3 12.1 29.3 39.7 48.0 92.3 89.4: 7.7 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 134 93 139 84 91 289 259:
Old : 262: 73 92 64 59 79 168 199:
Other: 303: 129 67 110 77 86 259 217:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 17.9 23.8 26.5 9.7 12.9 15.9 17.1
Old : 13.4 14.8 23.2 25.3 13.4 14.4 22.6 21.3
Other: 17.5 20.2 27.2 28.5 14.0 15.4 22.1 20.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 418,787: 91,980 71,822 137,629 142,128 164,839 371,737 374,291: 47,049 44,496
Old : 418,787: 91,980 71,822 137,629 142,128 164,839 371,737 374,291: 47,049 44,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 17,049: -1,177 8,865 11,439 4,149 -7,408 14,411 12,896: 2,638 4,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 17.2 32.9 33.9 39.4 88.8 89.4: 11.2 10.6
Old : 100.0: 22.0 17.2 32.9 33.9 39.4 88.8 89.4: 11.2 10.6
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 : 429: 137 97 155 144 145 364 335:
Old : 429: 137 97 155 144 145 364 335:
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 15.8 20.0 24.6 10.4 13.7 16.1 20.0
Old : 12.9 15.8 20.0 24.6 10.4 13.7 16.1 20.0
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, September 10, 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 : 2,286: 547 932 210 650 464 1,407 1,606: 879 680
Old : 2,286: 547 932 210 650 464 1,407 1,606: 879 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -104: -137 46 32 49 -133 -57 -55: -47 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 40.8 9.2 28.5 20.3 61.6 70.2: 38.4 29.8
Old : 100.0: 23.9 40.8 9.2 28.5 20.3 61.6 70.2: 38.4 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 : 37: 10 12 7 10 11 24 26:
Old : 37: 10 12 7 10 11 24 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 : 31.8 36.2 44.0 47.6 28.7 34.8 38.9 45.1
Old : 31.8 36.2 44.0 47.6 28.7 34.8 38.9 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 58,136: 14,441 18,213 16,923 15,474 12,015 46,838 47,151: 11,298 10,985
Old : 58,136: 14,441 18,213 16,923 15,474 12,015 46,838 47,151: 11,298 10,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 343: -118 658 -418 465 503 -70 743: 413 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 31.3 29.1 26.6 20.7 80.6 81.1: 19.4 18.9
Old : 100.0: 24.8 31.3 29.1 26.6 20.7 80.6 81.1: 19.4 18.9
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 : 189: 52 48 61 58 51 151 135:
Old : 189: 52 48 61 58 51 151 135:
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 : 15.4 15.8 26.4 27.3 13.2 13.2 18.5 21.8
Old : 15.4 15.8 26.4 27.3 13.2 13.2 18.5 21.8
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, September 10, 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 : 27,922: 1,214 3,408 4,959 20,847 17,501 27,019 25,868: 904 2,055
Old : 27,922: 1,214 3,408 4,959 20,847 17,501 27,019 25,868: 904 2,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,021: -912 152 -628 -1,449 -2,466 -2,989 -2,942: -32 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 12.2 17.8 74.7 62.7 96.8 92.6: 3.2 7.4
Old : 100.0: 4.3 12.2 17.8 74.7 62.7 96.8 92.6: 3.2 7.4
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 : 61: 9 13 14 29 30 48 47:
Old : 61: 9 13 14 29 30 48 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 37.0 64.2 55.7 46.9 34.4 53.8 45.3
Old : 47.0 37.0 64.2 55.7 46.9 34.4 53.8 45.3
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, September 10, 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 : 72,925: 29,877 1,974 5,456 31,035 59,223 66,368 66,653: 6,557 6,272
Old : 72,925: 29,877 1,974 5,456 31,035 59,223 66,368 66,653: 6,557 6,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 8,950: -626 -1,064 5,251 -757 -5 3,868 4,182: 5,082 4,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 2.7 7.5 42.6 81.2 91.0 91.4: 9.0 8.6
Old : 100.0: 41.0 2.7 7.5 42.6 81.2 91.0 91.4: 9.0 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 : 36: 17 5 5 4 9 25 17:
Old : 36: 17 5 5 4 9 25 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 : 70.7 78.9 82.2 88.3 68.8 78.9 77.9 82.5
Old : 70.7 78.9 82.2 88.3 68.8 78.9 77.9 82.5
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, September 10, 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 : 193,892: 54,566 43,426 13,212 88,877 113,937 156,656 170,575: 37,236 23,317
Old : 193,892: 54,566 43,426 13,212 88,877 113,937 156,656 170,575: 37,236 23,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 13,935: 6,123 -52 3,924 2,566 16,958 12,613 20,830: 1,322 -6,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 22.4 6.8 45.8 58.8 80.8 88.0: 19.2 12.0
Old : 100.0: 28.1 22.4 6.8 45.8 58.8 80.8 88.0: 19.2 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 : 106: 32 27 15 38 32 79 66:
Old : 106: 32 27 15 38 32 79 66:
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 : 27.2 44.6 41.1 54.2 26.9 40.9 34.5 48.5
Old : 27.2 44.6 41.1 54.2 26.9 40.9 34.5 48.5
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, September 10, 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 : 65,148: 16,384 18,989 1,132 37,384 22,210 54,901 42,331: 10,247 22,817
Old : 65,148: 16,384 18,989 1,132 37,384 22,210 54,901 42,331: 10,247 22,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 2,475: -370 -3,142 -939 4,142 6,044 2,833 1,963: -358 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 29.1 1.7 57.4 34.1 84.3 65.0: 15.7 35.0
Old : 100.0: 25.1 29.1 1.7 57.4 34.1 84.3 65.0: 15.7 35.0
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 12 6 12 18 22 35:
Old : 44: 9 12 6 12 18 22 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 32.8 69.4 44.7 47.9 28.6 60.6 37.6
Old : 56.2 32.8 69.4 44.7 47.9 28.6 60.6 37.6
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, September 10, 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 : 198,260: 127,517 30,718 9,804 53,575 152,992 190,896 193,514: 7,364 4,746
Old : 198,260: 127,517 30,718 9,804 53,575 152,992 190,896 193,514: 7,364 4,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 8,889: 570 -3,310 7,912 -1,416 3,683 7,067 8,285: 1,823 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 15.5 4.9 27.0 77.2 96.3 97.6: 3.7 2.4
Old : 100.0: 64.3 15.5 4.9 27.0 77.2 96.3 97.6: 3.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 61 36 18 19 31 89 77:
Old : 139: 61 36 18 19 31 89 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 65.4 60.8 74.2 46.4 65.4 59.0 73.0
Old : 46.4 65.4 60.8 74.2 46.4 65.4 59.0 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 304,604: 39,718 129,558 21,812 216,641 107,500 278,171 258,871: 26,432 45,733
Old : 304,604: 39,718 129,558 21,812 216,641 107,500 278,171 258,871: 26,432 45,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -2,094: 506 2,678 -153 -716 181 -363 2,706: -1,731 -4,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 42.5 7.2 71.1 35.3 91.3 85.0: 8.7 15.0
Old : 100.0: 13.0 42.5 7.2 71.1 35.3 91.3 85.0: 8.7 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 23 47 20 37 47 71 103:
Old : 127: 23 47 20 37 47 71 103:
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 : 53.9 18.9 65.2 31.8 49.4 18.6 60.6 29.7
Old : 53.9 18.9 65.2 31.8 49.4 18.6 60.6 29.7
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, September 10, 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 : 174,895: 55,030 23,817 21,614 64,118 102,355 140,762 147,785: 34,133 27,109
Old : 174,895: 55,030 23,817 21,614 64,118 102,355 140,762 147,785: 34,133 27,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -13,397: 227 -3,921 -2,696 -4,658 -5,622 -7,127 -12,238: -6,270 -1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 13.6 12.4 36.7 58.5 80.5 84.5: 19.5 15.5
Old : 100.0: 31.5 13.6 12.4 36.7 58.5 80.5 84.5: 19.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 26 27 20 42 39 78 76:
Old : 108: 26 27 20 42 39 78 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 37.7 29.7 49.7 18.8 37.2 26.9 45.2
Old : 19.1 37.7 29.7 49.7 18.8 37.2 26.9 45.2
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, September 10, 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 : 653,359: 175,175 233,973 58,605 335,497 293,734 569,277 586,312: 84,082 67,047
Old : 653,359: 175,175 233,973 58,605 335,497 293,734 569,277 586,312: 84,082 67,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 1,198: 1,409 -3,763 -18,930 24,804 23,805 7,284 1,111: -6,086 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 35.8 9.0 51.3 45.0 87.1 89.7: 12.9 10.3
Old : 100.0: 26.8 35.8 9.0 51.3 45.0 87.1 89.7: 12.9 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 : 295: 82 81 58 97 87 204 204:
Old : 295: 82 81 58 97 87 204 204:
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 : 16.3 26.2 26.3 39.7 12.8 20.9 20.7 32.6
Old : 16.3 26.2 26.3 39.7 12.8 20.9 20.7 32.6
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, September 10, 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 : 27,700: 3,527 3,058 719 9,551 17,905 13,797 21,682: 13,903 6,018
Old : 27,700: 3,527 3,058 719 9,551 17,905 13,797 21,682: 13,903 6,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 1,084: 472 -2,400 507 -281 3,120 698 1,227: 386 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.0 2.6 34.5 64.6 49.8 78.3: 50.2 21.7
Old : 100.0: 12.7 11.0 2.6 34.5 64.6 49.8 78.3: 50.2 21.7
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 : 21: 4 2 3 14 10 19 14:
Old : 21: 4 2 3 14 10 19 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 : 20.0 59.8 32.6 73.8 15.9 55.1 26.9 63.3
Old : 20.0 59.8 32.6 73.8 15.9 55.1 26.9 63.3
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, September 10, 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 : 28,501: 5,156 3,643 15 16,567 19,062 21,738 22,720: 6,763 5,781
Old : 28,501: 5,156 3,643 15 16,567 19,062 21,738 22,720: 6,763 5,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 4,530: -411 862 -4 4,355 3,898 3,940 4,756: 590 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 12.8 0.1 58.1 66.9 76.3 79.7: 23.7 20.3
Old : 100.0: 18.1 12.8 0.1 58.1 66.9 76.3 79.7: 23.7 20.3
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 : 23: 5 3 1 14 11 20 14:
Old : 23: 5 3 1 14 11 20 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 : 39.7 47.4 60.2 67.3 31.4 31.0 42.0 44.8
Old : 39.7 47.4 60.2 67.3 31.4 31.0 42.0 44.8
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, September 10, 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 : 49,275: 10,507 45,238 123 36,297 1,805 46,927 47,166: 2,348 2,109
Old : 49,275: 10,507 45,238 123 36,297 1,805 46,927 47,166: 2,348 2,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -25,680: -18,495 5,308 -141 -6,346 -30,897 -24,982 -25,730: -698 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 91.8 0.2 73.7 3.7 95.2 95.7: 4.8 4.3
Old : 100.0: 21.3 91.8 0.2 73.7 3.7 95.2 95.7: 4.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 13 26 2 8 5 22 32:
Old : 51: 13 26 2 8 5 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 : 82.6 77.9 90.1 84.1 82.4 77.9 89.9 84.1
Old : 82.6 77.9 90.1 84.1 82.4 77.9 89.9 84.1
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, September 10, 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 : 73,281: 22,494 52,291 5,780 42,611 9,571 70,885 67,642: 2,396 5,639
Old : 73,281: 22,494 52,291 5,780 42,611 9,571 70,885 67,642: 2,396 5,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 5,420: 1,449 549 4,019 562 -526 6,030 4,042: -610 1,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 71.4 7.9 58.1 13.1 96.7 92.3: 3.3 7.7
Old : 100.0: 30.7 71.4 7.9 58.1 13.1 96.7 92.3: 3.3 7.7
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 : 108: 31 52 15 17 11 55 71:
Old : 108: 31 52 15 17 11 55 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 30.1 68.8 49.8 53.9 29.8 65.4 48.6
Old : 53.9 30.1 68.8 49.8 53.9 29.8 65.4 48.6
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, September 10, 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 : 14,378: 10,032 3,548 453 3,305 8,206 13,790 12,207: 588 2,171
Old : 14,378: 10,032 3,548 453 3,305 8,206 13,790 12,207: 588 2,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -483: -801 80 378 -62 -1,074 -485 -616: 2 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 24.7 3.2 23.0 57.1 95.9 84.9: 4.1 15.1
Old : 100.0: 69.8 24.7 3.2 23.0 57.1 95.9 84.9: 4.1 15.1
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 : 26: 8 10 2 3 6 11 18:
Old : 26: 8 10 2 3 6 11 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 : 82.7 51.6 94.1 70.7 79.5 51.6 90.9 70.6
Old : 82.7 51.6 94.1 70.7 79.5 51.6 90.9 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 :29,596,351: 2,151,200 788,208 16,199,660 10,424,766 11,666,370 28,775,626 28,654,238: 820,725 942,113
Old :29,596,351: 2,151,200 788,208 16,199,660 10,424,766 11,666,370 28,775,626 28,654,238: 820,725 942,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
:-1,238,481: -125,842 3,719 -1,274,989 141,564 58,472 -1,259,268 -1,212,799: 20,787 -25,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.7 54.7 35.2 39.4 97.2 96.8: 2.8 3.2
Old : 100.0: 7.3 2.7 54.7 35.2 39.4 97.2 96.8: 2.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 90 79 131 119 129 275 274:
Old : 305: 90 79 131 119 129 275 274:
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 : 23.9 24.9 36.0 39.3 6.2 11.5 8.5 13.0
Old : 23.9 24.9 36.0 39.3 6.2 11.5 8.5 13.0
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, September 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,128: 2,447 3,398 253 0 26 2,700 3,677: 1,428 451
Old : 4,128: 2,447 3,398 253 0 26 2,700 3,677: 1,428 451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -365: -308 -477 99 0 0 -209 -378: -156 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 82.3 6.1 0.0 0.6 65.4 89.1: 34.6 10.9
Old : 100.0: 59.3 82.3 6.1 0.0 0.6 65.4 89.1: 34.6 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 : 48: 27 20 7 0 1 30 25:
Old : 48: 27 20 7 0 1 30 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 : 31.2 55.7 40.3 69.9 31.2 54.8 40.2 68.7
Old : 31.2 55.7 40.3 69.9 31.2 54.8 40.2 68.7
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, September 10, 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 : 125,005: 14,535 13,096 28,118 81,306 83,353 123,959 124,567: 1,046 438
Old : 125,005: 14,535 13,096 28,118 81,306 83,353 123,959 124,567: 1,046 438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 8,728: 4,140 586 337 4,465 7,945 8,942 8,868: -214 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.5 22.5 65.0 66.7 99.2 99.6: 0.8 0.4
Old : 100.0: 11.6 10.5 22.5 65.0 66.7 99.2 99.6: 0.8 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 : 47: 13 13 18 12 18 34 41:
Old : 47: 13 13 18 12 18 34 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 : 68.1 40.5 80.9 56.1 55.7 35.3 58.3 45.2
Old : 68.1 40.5 80.9 56.1 55.7 35.3 58.3 45.2
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, September 10, 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 : 140,274: 13,782 48,138 20,492 105,412 71,262 139,686 139,892: 588 382
Old : 140,274: 13,782 48,138 20,492 105,412 71,262 139,686 139,892: 588 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 7,387: 3,602 -874 -42 5,274 9,446 8,834 8,530: -1,447 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 34.3 14.6 75.1 50.8 99.6 99.7: 0.4 0.3
Old : 100.0: 9.8 34.3 14.6 75.1 50.8 99.6 99.7: 0.4 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 : 63: 14 23 25 19 21 48 56:
Old : 63: 14 23 25 19 21 48 56:
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 : 52.5 42.5 67.4 60.7 43.1 31.4 52.0 43.1
Old : 52.5 42.5 67.4 60.7 43.1 31.4 52.0 43.1
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, September 10, 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 : 818,993: 72,395 72,032 173,335 474,194 479,065 719,925 724,432: 99,069 94,561
Old : 818,993: 72,395 72,032 173,335 474,194 479,065 719,925 724,432: 99,069 94,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 18,603: 707 1,311 -2,247 18,127 21,473 16,587 20,537: 2,016 -1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 8.8 21.2 57.9 58.5 87.9 88.5: 12.1 11.5
Old : 100.0: 8.8 8.8 21.2 57.9 58.5 87.9 88.5: 12.1 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 : 615: 129 127 144 274 272 476 470:
Old : 615: 129 127 144 274 272 476 470:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 18.1 23.6 29.4 9.8 13.2 15.0 18.5
Old : 14.9 18.1 23.6 29.4 9.8 13.2 15.0 18.5
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, September 10, 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 : 74,468: 6,532 7,246 13,681 25,268 24,078 45,482 45,005: 28,987 29,463
Old : 74,468: 6,532 7,246 13,681 25,268 24,078 45,482 45,005: 28,987 29,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 4,299: 1,630 -882 2,409 -3,499 2,688 540 4,215: 3,760 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.7 18.4 33.9 32.3 61.1 60.4: 38.9 39.6
Old : 100.0: 8.8 9.7 18.4 33.9 32.3 61.1 60.4: 38.9 39.6
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 : 47: 11 13 17 18 17 40 36:
Old : 47: 11 13 17 18 17 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 29.4 38.1 39.8 16.2 15.7 22.4 21.7
Old : 24.2 29.4 38.1 39.8 16.2 15.7 22.4 21.7
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, September 10, 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 : 14,469: 3,267 643 0 9,056 13,111 12,323 13,754: 2,146 715
Old : 14,469: 3,267 643 0 9,056 13,111 12,323 13,754: 2,146 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,516: -975 231 0 105 -1,855 -870 -1,624: -646 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 4.4 0.0 62.6 90.6 85.2 95.1: 14.8 4.9
Old : 100.0: 22.6 4.4 0.0 62.6 90.6 85.2 95.1: 14.8 4.9
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 : 20: 5 2 0 6 8 11 10:
Old : 20: 5 2 0 6 8 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 : 66.1 64.2 78.9 90.6 58.4 64.2 71.3 85.8
Old : 66.1 64.2 78.9 90.6 58.4 64.2 71.3 85.8
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, September 10, 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 : 3,722,626: 362,753 357,367 764,833 2,244,629 2,274,938 3,372,215 3,397,138: 350,411 325,488
Old : 3,722,626: 362,753 357,367 764,833 2,244,629 2,274,938 3,372,215 3,397,138: 350,411 325,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 71,518: -288 15,293 -27,609 108,133 93,923 80,236 81,607: -8,717 -10,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.6 20.5 60.3 61.1 90.6 91.3: 9.4 8.7
Old : 100.0: 9.7 9.6 20.5 60.3 61.1 90.6 91.3: 9.4 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 : 602: 126 120 137 271 266 463 457:
Old : 602: 126 120 137 271 266 463 457:
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 18.3 24.8 29.9 10.8 13.8 16.4 20.0
Old : 15.6 18.3 24.8 29.9 10.8 13.8 16.4 20.0
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, September 10, 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 : 18,223: 0 4,153 0 15,870 10,638 15,870 14,791: 2,353 3,432
Old : 18,223: 0 4,153 0 15,870 10,638 15,870 14,791: 2,353 3,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.8 0.0 87.1 58.4 87.1 81.2: 12.9 18.8
Old : 100.0: 0.0 22.8 0.0 87.1 58.4 87.1 81.2: 12.9 18.8
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: 0 1 0 10 10 10 11:
Old : 20: 0 1 0 10 10 10 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 60.2 84.5 74.6 62.7 60.2 80.4 73.4
Old : 66.8 60.2 84.5 74.6 62.7 60.2 80.4 73.4
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, September 10, 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 : 16,559: 1,531 225 14 12,357 15,249 13,902 15,488: 2,657 1,071
Old : 16,559: 1,531 225 14 12,357 15,249 13,902 15,488: 2,657 1,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 1,114: -203 225 14 1,108 1,495 919 1,734: 195 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.4 0.1 74.6 92.1 84.0 93.5: 16.0 6.5
Old : 100.0: 9.2 1.4 0.1 74.6 92.1 84.0 93.5: 16.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 1 1 8 14 13 15:
Old : 24: 4 1 1 8 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 : 63.0 60.4 78.0 81.4 62.1 58.7 75.8 77.6
Old : 63.0 60.4 78.0 81.4 62.1 58.7 75.8 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 66,659: 11,524 2,957 111 45,938 59,419 57,573 62,487: 9,086 4,172
Old : 66,659: 11,524 2,957 111 45,938 59,419 57,573 62,487: 9,086 4,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,860: -1,371 43 48 43 -2,212 -1,280 -2,121: -580 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 4.4 0.2 68.9 89.1 86.4 93.7: 13.6 6.3
Old : 100.0: 17.3 4.4 0.2 68.9 89.1 86.4 93.7: 13.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 9 5 3 40 36 50 43:
Old : 76: 9 5 3 40 36 50 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 38.8 48.4 61.2 31.7 38.7 48.3 61.1
Old : 31.8 38.8 48.4 61.2 31.7 38.7 48.3 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 44,978: 14,606 8,944 3,841 19,367 24,148 37,814 36,934: 7,164 8,044
Old : 44,978: 14,606 8,944 3,841 19,367 24,148 37,814 36,934: 7,164 8,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 801: 167 -379 -6 562 2,030 723 1,645: 78 -844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 19.9 8.5 43.1 53.7 84.1 82.1: 15.9 17.9
Old : 100.0: 32.5 19.9 8.5 43.1 53.7 84.1 82.1: 15.9 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 56 55 32 87 88 162 157:
Old : 246: 56 55 32 87 88 162 157:
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 : 23.5 14.0 37.2 24.3 23.5 13.8 36.7 22.4
Old : 23.5 14.0 37.2 24.3 23.5 13.8 36.7 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 224,890: 73,029 44,721 19,207 96,833 120,742 189,069 184,670: 35,821 40,220
Old : 224,890: 73,029 44,721 19,207 96,833 120,742 189,069 184,670: 35,821 40,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 4,007: 835 -1,897 -28 2,810 10,152 3,617 8,227: 390 -4,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 19.9 8.5 43.1 53.7 84.1 82.1: 15.9 17.9
Old : 100.0: 32.5 19.9 8.5 43.1 53.7 84.1 82.1: 15.9 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 56 55 32 87 88 162 157:
Old : 246: 56 55 32 87 88 162 157:
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 : 23.5 14.0 37.2 24.3 23.5 13.8 36.7 22.4
Old : 23.5 14.0 37.2 24.3 23.5 13.8 36.7 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 194,003: 37,093 90,468 13,740 111,612 50,633 162,446 154,842: 31,558 39,162
Old : 194,003: 37,093 90,468 13,740 111,612 50,633 162,446 154,842: 31,558 39,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 2,025: 2,771 -2,307 3,000 -1,899 3,243 3,873 3,936: -1,847 -1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 46.6 7.1 57.5 26.1 83.7 79.8: 16.3 20.2
Old : 100.0: 19.1 46.6 7.1 57.5 26.1 83.7 79.8: 16.3 20.2
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 : 99: 19 43 18 29 29 60 78:
Old : 99: 19 43 18 29 29 60 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 : 47.4 21.1 58.7 34.4 47.2 20.2 56.0 31.4
Old : 47.4 21.1 58.7 34.4 47.2 20.2 56.0 31.4
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, September 10, 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 : 471,475: 68,101 118,490 10,598 372,144 319,365 450,843 448,453: 20,631 23,022
Old : 471,475: 68,101 118,490 10,598 372,144 319,365 450,843 448,453: 20,631 23,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 2,546: -176 -8,904 -1,195 4,887 11,237 3,516 1,138: -970 1,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 25.1 2.2 78.9 67.7 95.6 95.1: 4.4 4.9
Old : 100.0: 14.4 25.1 2.2 78.9 67.7 95.6 95.1: 4.4 4.9
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: 52 50 27 125 123 194 184:
Old : 292: 52 50 27 125 123 194 184:
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 : 21.0 24.0 32.7 40.4 20.3 23.4 31.5 39.6
Old : 21.0 24.0 32.7 40.4 20.3 23.4 31.5 39.6
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, September 10, 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 : 44,995: 13,303 23,645 8,696 11,785 4,992 33,784 37,333: 11,211 7,662
Old : 44,995: 13,303 23,645 8,696 11,785 4,992 33,784 37,333: 11,211 7,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 12,382: -1,599 2,149 7,305 977 386 6,683 9,840: 5,699 2,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 52.6 19.3 26.2 11.1 75.1 83.0: 24.9 17.0
Old : 100.0: 29.6 52.6 19.3 26.2 11.1 75.1 83.0: 24.9 17.0
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 : 38: 15 7 11 13 7 33 21:
Old : 38: 15 7 11 13 7 33 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 : 35.0 65.8 46.1 74.1 25.2 59.9 35.8 62.3
Old : 35.0 65.8 46.1 74.1 25.2 59.9 35.8 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 75,267: 35,176 17,404 9,519 20,547 41,385 65,242 68,308: 10,025 6,959
Old : 75,267: 35,176 17,404 9,519 20,547 41,385 65,242 68,308: 10,025 6,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 10,691: 2,472 -2,969 7,798 3,073 5,496 13,343 10,325: -2,652 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 23.1 12.6 27.3 55.0 86.7 90.8: 13.3 9.2
Old : 100.0: 46.7 23.1 12.6 27.3 55.0 86.7 90.8: 13.3 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 16 16 16 32 27 59 48:
Old : 75: 16 16 16 32 27 59 48:
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 : 43.4 35.3 55.0 52.1 42.6 29.2 51.3 44.2
Old : 43.4 35.3 55.0 52.1 42.6 29.2 51.3 44.2
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, September 10, 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 : 115,374: 17,682 4,476 1,026 96,640 109,812 115,348 115,314: 26 60
Old : 115,374: 17,682 4,476 1,026 96,640 109,812 115,348 115,314: 26 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -2,700: -101 200 0 -2,600 -2,900 -2,701 -2,700: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 3.9 0.9 83.8 95.2 100.0 99.9: 0.0 0.1
Old : 100.0: 15.3 3.9 0.9 83.8 95.2 100.0 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 : 71.7 62.5 84.2 84.2 49.0 43.3 56.3 57.1
Old : 71.7 62.5 84.2 84.2 49.0 43.3 56.3 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2019