BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,635: 96 2,550 1,162 8,571 6,156 9,830 9,868: 805 767
Old : 10,635: 96 2,550 1,162 8,571 6,156 9,830 9,868: 805 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 266: 3 -81 120 97 210 219 249: 47 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 24.0 10.9 80.6 57.9 92.4 92.8: 7.6 7.2
Old : 100.0: 0.9 24.0 10.9 80.6 57.9 92.4 92.8: 7.6 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 : 43: 3 9 10 28 23 38 35:
Old : 43: 3 9 10 28 23 38 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 : 42.4 33.6 58.9 53.8 40.4 27.7 52.4 45.2
Old : 42.4 33.6 58.9 53.8 40.4 27.7 52.4 45.2
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 45,121: 7,725 1,622 14,367 17,267 19,593 39,359 35,582: 5,762 9,539
Old : 45,121: 7,725 1,622 14,367 17,267 19,593 39,359 35,582: 5,762 9,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 5,236: 943 158 2,439 2,388 2,472 5,770 5,069: -534 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 3.6 31.8 38.3 43.4 87.2 78.9: 12.8 21.1
Old : 100.0: 17.1 3.6 31.8 38.3 43.4 87.2 78.9: 12.8 21.1
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 : 93: 30 15 29 38 40 80 72:
Old : 93: 30 15 29 38 40 80 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 29.0 39.6 43.8 17.5 18.1 23.9 22.5
Old : 26.6 29.0 39.6 43.8 17.5 18.1 23.9 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 11,617: 798 1,607 1,288 8,475 7,554 10,562 10,449: 1,055 1,168
Old : 11,617: 798 1,607 1,288 8,475 7,554 10,562 10,449: 1,055 1,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 578: 86 -6 50 360 521 497 565: 81 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 13.8 11.1 73.0 65.0 90.9 89.9: 9.1 10.1
Old : 100.0: 6.9 13.8 11.1 73.0 65.0 90.9 89.9: 9.1 10.1
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 : 38: 2 7 7 28 16 35 25:
Old : 38: 2 7 7 28 16 35 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 : 37.4 46.9 57.6 67.4 24.5 35.0 39.9 45.4
Old : 37.4 46.9 57.6 67.4 24.5 35.0 39.9 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,104: 3,886 350 1,840 3,889 5,068 9,615 7,259: 489 2,845
Old : 10,104: 3,886 350 1,840 3,889 5,068 9,615 7,259: 489 2,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 71: -106 55 -38 254 -19 110 -2: -39 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 3.5 18.2 38.5 50.2 95.2 71.8: 4.8 28.2
Old : 100.0: 38.5 3.5 18.2 38.5 50.2 95.2 71.8: 4.8 28.2
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 : 29: 7 3 7 17 17 26 25:
Old : 29: 7 3 7 17 17 26 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 : 59.5 39.2 83.0 53.5 58.4 29.7 67.1 39.8
Old : 59.5 39.2 83.0 53.5 58.4 29.7 67.1 39.8
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 374,191: 90,428 41,302 123,289 131,384 168,383 345,101 332,974: 29,091 41,218
Old : 69,973: 24,540 15,337 23,059 16,502 23,558 64,102 61,954: 5,871 8,018
Other: 304,218: 78,111 38,188 88,006 114,882 144,825 280,999 271,019: 23,219 33,199
: : :
: : Changes in Commitments from: September 10, 2019 :
: -16,934: -3,400 -3,559 -9,231 -4,200 -4,650 -16,831 -17,440: -103 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 11.0 32.9 35.1 45.0 92.2 89.0: 7.8 11.0
Old : 100.0: 35.1 21.9 33.0 23.6 33.7 91.6 88.5: 8.4 11.5
Other: 100.0: 25.7 12.6 28.9 37.8 47.6 92.4 89.1: 7.6 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 130 92 126 88 93 283 254:
Old : 213: 57 64 53 58 75 145 162:
Other: 322: 121 87 111 81 90 264 234:
:----------------------------------------------------------------------------------------------------
: 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 18.2 24.3 26.9 10.2 12.9 16.6 17.3
Old : 15.5 16.0 29.6 26.7 15.0 11.5 24.7 18.2
Other: 16.0 19.3 24.8 27.6 12.2 14.6 19.6 19.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 399,567: 94,658 72,041 123,665 135,805 160,947 354,128 356,652: 45,439 42,915
Old : 399,567: 94,658 72,041 123,665 135,805 160,947 354,128 356,652: 45,439 42,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -19,220: 2,678 219 -13,965 -6,323 -3,892 -17,610 -17,639: -1,610 -1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 18.0 30.9 34.0 40.3 88.6 89.3: 11.4 10.7
Old : 100.0: 23.7 18.0 30.9 34.0 40.3 88.6 89.3: 11.4 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 128 93 141 144 143 346 319:
Old : 410: 128 93 141 144 143 346 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 17.0 20.0 26.1 10.7 14.9 16.1 21.7
Old : 13.2 17.0 20.0 26.1 10.7 14.9 16.1 21.7
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 2,342: 541 800 269 792 664 1,603 1,733: 739 609
Old : 2,342: 541 800 269 792 664 1,603 1,733: 739 609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 56: -6 -132 59 142 200 195 127: -140 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 34.2 11.5 33.8 28.3 68.4 74.0: 31.6 26.0
Old : 100.0: 23.1 34.2 11.5 33.8 28.3 68.4 74.0: 31.6 26.0
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 : 37: 10 9 6 12 11 24 24:
Old : 37: 10 9 6 12 11 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 37.0 46.5 50.5 26.7 36.3 41.2 46.8
Old : 30.4 37.0 46.5 50.5 26.7 36.3 41.2 46.8
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 56,261: 15,374 17,474 16,290 14,884 11,941 46,548 45,705: 9,713 10,556
Old : 56,261: 15,374 17,474 16,290 14,884 11,941 46,548 45,705: 9,713 10,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -1,874: 933 -739 -633 -590 -74 -290 -1,446: -1,584 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 31.1 29.0 26.5 21.2 82.7 81.2: 17.3 18.8
Old : 100.0: 27.3 31.1 29.0 26.5 21.2 82.7 81.2: 17.3 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 : 193: 57 46 61 59 55 155 139:
Old : 193: 57 46 61 59 55 155 139:
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 : 16.0 15.4 26.5 26.0 13.4 12.4 18.9 21.0
Old : 16.0 15.4 26.5 26.0 13.4 12.4 18.9 21.0
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 2,816: 318 734 243 1,262 1,531 1,823 2,508: 993 308
Old : 2,816: 318 734 243 1,262 1,531 1,823 2,508: 993 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 26.0 8.6 44.8 54.4 64.7 89.0: 35.3 11.0
Old : 100.0: 11.3 26.0 8.6 44.8 54.4 64.7 89.0: 35.3 11.0
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: 3 5 4 11 7 16 14:
Old : 20: 3 5 4 11 7 16 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 : 42.6 63.5 57.3 78.5 37.7 62.4 48.8 73.2
Old : 42.6 63.5 57.3 78.5 37.7 62.4 48.8 73.2
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 30,525: 1,863 3,539 5,945 21,636 18,851 29,444 28,335: 1,081 2,190
Old : 30,525: 1,863 3,539 5,945 21,636 18,851 29,444 28,335: 1,081 2,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,603: 649 131 987 790 1,349 2,426 2,467: 177 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 11.6 19.5 70.9 61.8 96.5 92.8: 3.5 7.2
Old : 100.0: 6.1 11.6 19.5 70.9 61.8 96.5 92.8: 3.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 13 11 15 30 31 52 48:
Old : 64: 13 11 15 30 31 52 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 : 42.9 37.1 62.1 55.5 42.7 33.2 49.7 43.6
Old : 42.9 37.1 62.1 55.5 42.7 33.2 49.7 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 64,740: 33,698 10,147 0 29,328 53,504 63,026 63,651: 1,714 1,089
Old : 64,740: 33,698 10,147 0 29,328 53,504 63,026 63,651: 1,714 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -8,185: 3,821 8,173 -5,456 -1,707 -5,719 -3,342 -3,002: -4,843 -5,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 15.7 0.0 45.3 82.6 97.4 98.3: 2.6 1.7
Old : 100.0: 52.1 15.7 0.0 45.3 82.6 97.4 98.3: 2.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 19 7 0 4 8 23 15:
Old : 38: 19 7 0 4 8 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.9 75.0 90.9 95.5 83.9 75.0 90.9 95.5
Old : 83.9 75.0 90.9 95.5 83.9 75.0 90.9 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 199,020: 61,868 42,331 11,775 88,300 115,959 161,943 170,065: 37,078 28,956
Old : 199,020: 61,868 42,331 11,775 88,300 115,959 161,943 170,065: 37,078 28,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 5,128: 7,302 -1,095 -1,437 -578 2,021 5,287 -511: -158 5,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 21.3 5.9 44.4 58.3 81.4 85.5: 18.6 14.5
Old : 100.0: 31.1 21.3 5.9 44.4 58.3 81.4 85.5: 18.6 14.5
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: 32 29 18 37 29 78 67:
Old : 108: 32 29 18 37 29 78 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 : 27.1 46.2 41.5 56.4 24.0 42.2 31.1 48.7
Old : 27.1 46.2 41.5 56.4 24.0 42.2 31.1 48.7
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 53,726: 15,309 19,704 999 27,906 12,287 44,215 32,990: 9,512 20,737
Old : 53,726: 15,309 19,704 999 27,906 12,287 44,215 32,990: 9,512 20,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -11,421: -1,075 715 -133 -9,478 -9,923 -10,686 -9,341: -735 -2,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 36.7 1.9 51.9 22.9 82.3 61.4: 17.7 38.6
Old : 100.0: 28.5 36.7 1.9 51.9 22.9 82.3 61.4: 17.7 38.6
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: 8 15 6 13 16 24 34:
Old : 49: 8 15 6 13 16 24 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 : 50.9 27.5 63.0 36.4 50.9 27.5 62.4 36.2
Old : 50.9 27.5 63.0 36.4 50.9 27.5 62.4 36.2
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 189,456: 136,862 53,914 1,848 44,836 130,457 183,545 186,220: 5,911 3,237
Old : 189,456: 136,862 53,914 1,848 44,836 130,457 183,545 186,220: 5,911 3,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -8,803: 9,345 23,196 -7,956 -8,739 -22,534 -7,350 -7,294: -1,453 -1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 28.5 1.0 23.7 68.9 96.9 98.3: 3.1 1.7
Old : 100.0: 72.2 28.5 1.0 23.7 68.9 96.9 98.3: 3.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 72 37 11 14 31 89 76:
Old : 150: 72 37 11 14 31 89 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 : 48.8 56.8 61.8 71.1 48.8 56.8 61.3 71.1
Old : 48.8 56.8 61.8 71.1 48.8 56.8 61.3 71.1
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, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 255,642: 24,529 107,862 15,643 190,847 90,308 231,019 213,813: 24,623 41,829
Old : 255,642: 24,529 107,862 15,643 190,847 90,308 231,019 213,813: 24,623 41,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -48,962: -15,189 -21,696 -6,169 -25,795 -17,192 -47,152 -45,057: -1,810 -3,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 42.2 6.1 74.7 35.3 90.4 83.6: 9.6 16.4
Old : 100.0: 9.6 42.2 6.1 74.7 35.3 90.4 83.6: 9.6 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 20 44 15 28 42 53 96:
Old : 116: 20 44 15 28 42 53 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 21.5 69.2 33.6 60.1 21.4 68.4 33.4
Old : 60.3 21.5 69.2 33.6 60.1 21.4 68.4 33.4
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 157,029: 48,438 25,960 18,522 60,082 89,144 127,042 133,626: 29,987 23,403
Old : 157,029: 48,438 25,960 18,522 60,082 89,144 127,042 133,626: 29,987 23,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -17,865: -6,592 2,144 -3,092 -4,036 -13,211 -13,720 -14,159: -4,145 -3,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 16.5 11.8 38.3 56.8 80.9 85.1: 19.1 14.9
Old : 100.0: 30.8 16.5 11.8 38.3 56.8 80.9 85.1: 19.1 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 : 102: 33 19 19 37 35 76 67:
Old : 102: 33 19 19 37 35 76 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 : 18.9 41.4 29.2 52.6 18.5 41.2 27.5 48.5
Old : 18.9 41.4 29.2 52.6 18.5 41.2 27.5 48.5
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 578,380: 164,502 239,882 45,592 286,921 235,550 497,014 521,025: 81,366 57,356
Old : 578,380: 164,502 239,882 45,592 286,921 235,550 497,014 521,025: 81,366 57,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -74,979: -10,673 5,910 -13,013 -48,576 -58,183 -72,263 -65,287: -2,716 -9,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 41.5 7.9 49.6 40.7 85.9 90.1: 14.1 9.9
Old : 100.0: 28.4 41.5 7.9 49.6 40.7 85.9 90.1: 14.1 9.9
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 : 294: 84 81 59 95 86 201 204:
Old : 294: 84 81 59 95 86 201 204:
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 : 15.2 29.3 24.8 40.4 14.4 29.1 23.4 40.3
Old : 15.2 29.3 24.8 40.4 14.4 29.1 23.4 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 25,062: 4,137 3,105 705 8,496 15,339 13,338 19,149: 11,724 5,913
Old : 25,062: 4,137 3,105 705 8,496 15,339 13,338 19,149: 11,724 5,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -2,638: 610 47 -14 -1,055 -2,566 -459 -2,533: -2,179 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 12.4 2.8 33.9 61.2 53.2 76.4: 46.8 23.6
Old : 100.0: 16.5 12.4 2.8 33.9 61.2 53.2 76.4: 46.8 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 3 2 13 9 19 13:
Old : 23: 5 3 2 13 9 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 57.5 35.5 71.0 17.8 53.2 30.1 65.5
Old : 22.3 57.5 35.5 71.0 17.8 53.2 30.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 28,840: 3,682 5,470 32 18,364 17,639 22,078 23,141: 6,762 5,699
Old : 28,840: 3,682 5,470 32 18,364 17,639 22,078 23,141: 6,762 5,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 339: -1,474 1,827 17 1,797 -1,423 340 421: -1 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 19.0 0.1 63.7 61.2 76.6 80.2: 23.4 19.8
Old : 100.0: 12.8 19.0 0.1 63.7 61.2 76.6 80.2: 23.4 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 5 2 14 11 18 17:
Old : 22: 3 5 2 14 11 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 46.2 61.5 63.9 33.7 30.6 46.3 44.0
Old : 41.7 46.2 61.5 63.9 33.7 30.6 46.3 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 46,970: 8,846 43,148 116 35,478 1,561 44,439 44,825: 2,531 2,146
Old : 46,970: 8,846 43,148 116 35,478 1,561 44,439 44,825: 2,531 2,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -2,304: -1,661 -2,089 -7 -819 -244 -2,488 -2,341: 183 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 91.9 0.2 75.5 3.3 94.6 95.4: 5.4 4.6
Old : 100.0: 18.8 91.9 0.2 75.5 3.3 94.6 95.4: 5.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 13 24 2 8 4 22 29:
Old : 48: 13 24 2 8 4 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.9 78.9 89.7 85.1 81.9 78.9 89.7 85.1
Old : 81.9 78.9 89.7 85.1 81.9 78.9 89.7 85.1
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 68,594: 15,759 51,867 1,007 49,225 9,760 65,992 62,635: 2,602 5,960
Old : 68,594: 15,759 51,867 1,007 49,225 9,760 65,992 62,635: 2,602 5,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -4,687: -6,735 -424 -4,773 6,614 189 -4,894 -5,007: 207 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 75.6 1.5 71.8 14.2 96.2 91.3: 3.8 8.7
Old : 100.0: 23.0 75.6 1.5 71.8 14.2 96.2 91.3: 3.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 27 52 9 18 11 48 69:
Old : 105: 27 52 9 18 11 48 69:
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 31.5 75.5 51.8 65.4 31.3 75.5 51.2
Old : 65.4 31.5 75.5 51.8 65.4 31.3 75.5 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 14,469: 12,042 6,092 0 1,631 6,307 13,673 12,399: 796 2,070
Old : 14,469: 12,042 6,092 0 1,631 6,307 13,673 12,399: 796 2,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 91: 2,010 2,544 -453 -1,674 -1,899 -117 192: 208 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 42.1 0.0 11.3 43.6 94.5 85.7: 5.5 14.3
Old : 100.0: 83.2 42.1 0.0 11.3 43.6 94.5 85.7: 5.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 12 0 2 4 6 16:
Old : 22: 4 12 0 2 4 6 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.5 51.4 94.5 74.7 91.5 51.4 94.5 74.7
Old : 91.5 51.4 94.5 74.7 91.5 51.4 94.5 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :24,371,738: 1,798,543 637,565 12,806,989 9,025,109 10,053,415 23,630,642 23,497,969: 741,096 873,769
Old :24,371,738: 1,798,543 637,565 12,806,989 9,025,109 10,053,415 23,630,642 23,497,969: 741,096 873,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
:-5,224,613: -352,657 -150,643 -3,392,671 -1,399,657 -1,612,955 -5,144,984 -5,156,269: -79,629 -68,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.6 52.5 37.0 41.3 97.0 96.4: 3.0 3.6
Old : 100.0: 7.4 2.6 52.5 37.0 41.3 97.0 96.4: 3.0 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 : 297: 95 66 124 120 125 272 260:
Old : 297: 95 66 124 120 125 272 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 26.0 34.2 39.8 6.7 13.4 9.3 14.9
Old : 22.4 26.0 34.2 39.8 6.7 13.4 9.3 14.9
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,174: 2,502 3,572 219 0 26 2,721 3,817: 1,453 357
Old : 4,174: 2,502 3,572 219 0 26 2,721 3,817: 1,453 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 46: 55 174 -34 0 0 21 140: 25 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 85.6 5.2 0.0 0.6 65.2 91.4: 34.8 8.6
Old : 100.0: 59.9 85.6 5.2 0.0 0.6 65.2 91.4: 34.8 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 28 20 7 0 1 31 25:
Old : 49: 28 20 7 0 1 31 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 59.8 39.5 73.8 30.7 59.1 39.3 72.4
Old : 30.7 59.8 39.5 73.8 30.7 59.1 39.3 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 146,348: 24,415 24,692 29,727 90,060 91,430 144,202 145,849: 2,146 499
Old : 146,348: 24,415 24,692 29,727 90,060 91,430 144,202 145,849: 2,146 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 21,343: 9,880 11,596 1,609 8,754 8,077 20,243 21,282: 1,100 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 16.9 20.3 61.5 62.5 98.5 99.7: 1.5 0.3
Old : 100.0: 16.7 16.9 20.3 61.5 62.5 98.5 99.7: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 14 17 10 19 32 41:
Old : 48: 12 14 17 10 19 32 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 45.8 85.4 61.8 60.0 39.3 62.6 49.9
Old : 74.3 45.8 85.4 61.8 60.0 39.3 62.6 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 205,314: 17,891 88,409 31,095 155,930 82,570 204,916 202,074: 398 3,240
Old : 205,314: 17,891 88,409 31,095 155,930 82,570 204,916 202,074: 398 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 65,040: 4,109 40,271 10,603 50,518 11,308 65,230 62,182: -190 2,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 43.1 15.1 75.9 40.2 99.8 98.4: 0.2 1.6
Old : 100.0: 8.7 43.1 15.1 75.9 40.2 99.8 98.4: 0.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 19 21 26 21 23 52 59:
Old : 69: 19 21 26 21 23 52 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 42.5 73.9 58.4 58.3 37.2 65.5 51.9
Old : 62.2 42.5 73.9 58.4 58.3 37.2 65.5 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 878,396: 77,208 72,517 186,150 503,609 522,569 766,967 781,236: 111,429 97,160
Old : 878,396: 77,208 72,517 186,150 503,609 522,569 766,967 781,236: 111,429 97,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 59,403: 4,813 485 12,815 29,415 43,504 47,043 56,804: 12,360 2,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 8.3 21.2 57.3 59.5 87.3 88.9: 12.7 11.1
Old : 100.0: 8.8 8.3 21.2 57.3 59.5 87.3 88.9: 12.7 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 : 602: 129 128 152 271 271 477 474:
Old : 602: 129 128 152 271 271 477 474:
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 : 16.1 17.4 24.0 28.7 8.9 12.5 13.4 18.7
Old : 16.1 17.4 24.0 28.7 8.9 12.5 13.4 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 80,491: 6,412 6,688 15,915 26,802 30,529 49,130 53,133: 31,362 27,359
Old : 80,491: 6,412 6,688 15,915 26,802 30,529 49,130 53,133: 31,362 27,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 6,023: -120 -558 2,234 1,534 6,451 3,648 8,128: 2,375 -2,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.3 19.8 33.3 37.9 61.0 66.0: 39.0 34.0
Old : 100.0: 8.0 8.3 19.8 33.3 37.9 61.0 66.0: 39.0 34.0
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 : 47: 10 13 19 17 19 39 40:
Old : 47: 10 13 19 17 19 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 26.6 38.5 42.4 17.1 17.5 22.3 23.2
Old : 23.7 26.6 38.5 42.4 17.1 17.5 22.3 23.2
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 15,387: 2,038 694 0 11,702 13,916 13,740 14,610: 1,647 777
Old : 15,387: 2,038 694 0 11,702 13,916 13,740 14,610: 1,647 777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 918: -1,229 51 0 2,646 805 1,417 856: -499 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.5 0.0 76.1 90.4 89.3 95.0: 10.7 5.0
Old : 100.0: 13.2 4.5 0.0 76.1 90.4 89.3 95.0: 10.7 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 0 10 10 12 12:
Old : 20: 2 2 0 10 10 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 63.6 82.3 87.2 63.2 60.4 73.3 80.6
Old : 69.3 63.6 82.3 87.2 63.2 60.4 73.3 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 11,185: 498 0 35 8,296 9,450 8,829 9,485: 2,356 1,700
Old : 11,185: 498 0 35 8,296 9,450 8,829 9,485: 2,356 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.3 74.2 84.5 78.9 84.8: 21.1 15.2
Old : 100.0: 4.5 0.0 0.3 74.2 84.5 78.9 84.8: 21.1 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 13 11 15 13:
Old : 20: 2 0 2 13 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 53.0 60.5 76.5 23.2 48.2 37.1 54.4
Old : 37.2 53.0 60.5 76.5 23.2 48.2 37.1 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,989,525: 389,292 364,456 815,861 2,384,035 2,460,201 3,589,188 3,640,518: 400,337 349,007
Old : 3,989,525: 389,292 364,456 815,861 2,384,035 2,460,201 3,589,188 3,640,518: 400,337 349,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 266,899: 26,539 7,089 51,028 139,406 185,263 216,973 243,381: 49,926 23,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 9.1 20.5 59.8 61.7 90.0 91.3: 10.0 8.7
Old : 100.0: 9.8 9.1 20.5 59.8 61.7 90.0 91.3: 10.0 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 : 589: 127 121 145 266 266 463 462:
Old : 589: 127 121 145 266 266 463 462:
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 : 16.9 18.0 25.3 29.3 9.8 13.0 14.9 20.2
Old : 16.9 18.0 25.3 29.3 9.8 13.0 14.9 20.2
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 24,815: 0 4,491 239 22,235 17,128 22,474 21,858: 2,341 2,957
Old : 24,815: 0 4,491 239 22,235 17,128 22,474 21,858: 2,341 2,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 6,592: 0 338 239 6,365 6,490 6,604 7,067: -12 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.1 1.0 89.6 69.0 90.6 88.1: 9.4 11.9
Old : 100.0: 0.0 18.1 1.0 89.6 69.0 90.6 88.1: 9.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 1 14 13 15 16:
Old : 22: 0 3 1 14 13 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 59.1 78.8 76.7 46.0 44.2 57.0 53.0
Old : 55.7 59.1 78.8 76.7 46.0 44.2 57.0 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 26,747: 2,455 0 0 18,671 17,783 21,126 17,783: 5,621 8,964
Old : 26,747: 2,455 0 0 18,671 17,783 21,126 17,783: 5,621 8,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 0.0 69.8 66.5 79.0 66.5: 21.0 33.5
Old : 100.0: 9.2 0.0 0.0 69.8 66.5 79.0 66.5: 21.0 33.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 12 12 14 12:
Old : 21: 2 0 0 12 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 48.0 74.6 61.5 61.4 47.2 68.7 55.0
Old : 61.4 48.0 74.6 61.5 61.4 47.2 68.7 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Industrial Ind :
: : :
All : 12,292: 787 3,586 0 9,677 6,983 10,464 10,569: 1,828 1,723
Old : 12,292: 787 3,586 0 9,677 6,983 10,464 10,569: 1,828 1,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 29.2 0.0 78.7 56.8 85.1 86.0: 14.9 14.0
Old : 100.0: 6.4 29.2 0.0 78.7 56.8 85.1 86.0: 14.9 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 0 9 10 11 12:
Old : 20: 2 2 0 9 10 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 54.5 79.2 75.1 49.4 46.3 59.6 60.3
Old : 58.8 54.5 79.2 75.1 49.4 46.3 59.6 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 13,983: 760 859 0 11,052 12,193 11,812 13,052: 2,171 931
Old : 13,983: 760 859 0 11,052 12,193 11,812 13,052: 2,171 931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 6.1 0.0 79.0 87.2 84.5 93.3: 15.5 6.7
Old : 100.0: 5.4 6.1 0.0 79.0 87.2 84.5 93.3: 15.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 0 9 10 11 13:
Old : 20: 2 3 0 9 10 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 61.0 80.6 82.1 37.3 37.4 48.2 48.5
Old : 63.0 61.0 80.6 82.1 37.3 37.4 48.2 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 23,056: 1,265 670 22 18,794 20,722 20,081 21,414: 2,975 1,642
Old : 23,056: 1,265 670 22 18,794 20,722 20,081 21,414: 2,975 1,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 6,497: -266 445 8 6,437 5,473 6,179 5,926: 318 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.9 0.1 81.5 89.9 87.1 92.9: 12.9 7.1
Old : 100.0: 5.5 2.9 0.1 81.5 89.9 87.1 92.9: 12.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 2 13 15 17 18:
Old : 24: 3 2 2 13 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 54.6 76.4 78.4 43.4 41.4 53.1 52.7
Old : 47.5 54.6 76.4 78.4 43.4 41.4 53.1 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 66,558: 11,974 3,452 590 43,654 58,677 56,218 62,719: 10,340 3,839
Old : 66,558: 11,974 3,452 590 43,654 58,677 56,218 62,719: 10,340 3,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -101: 450 495 479 -2,284 -742 -1,355 232: 1,254 -333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 5.2 0.9 65.6 88.2 84.5 94.2: 15.5 5.8
Old : 100.0: 18.0 5.2 0.9 65.6 88.2 84.5 94.2: 15.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 10 5 4 41 35 53 42:
Old : 75: 10 5 4 41 35 53 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 39.2 44.2 60.9 29.6 37.8 43.9 59.5
Old : 29.6 39.2 44.2 60.9 29.6 37.8 43.9 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 54,203: 16,463 9,224 5,550 24,923 30,267 46,936 45,042: 7,267 9,162
Old : 54,203: 16,463 9,224 5,550 24,923 30,267 46,936 45,042: 7,267 9,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 9,226: 1,857 280 1,709 5,557 6,119 9,123 8,108: 103 1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 17.0 10.2 46.0 55.8 86.6 83.1: 13.4 16.9
Old : 100.0: 30.4 17.0 10.2 46.0 55.8 86.6 83.1: 13.4 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 62 51 41 98 98 180 170:
Old : 248: 62 51 41 98 98 180 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 15.1 34.6 25.5 22.2 12.4 32.4 20.3
Old : 22.4 15.1 34.6 25.5 22.2 12.4 32.4 20.3
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 271,017: 82,314 46,122 27,752 124,616 151,335 234,682 225,209: 36,335 45,808
Old : 271,017: 82,314 46,122 27,752 124,616 151,335 234,682 225,209: 36,335 45,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 46,128: 9,285 1,401 8,545 27,783 30,593 45,613 40,539: 514 5,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 17.0 10.2 46.0 55.8 86.6 83.1: 13.4 16.9
Old : 100.0: 30.4 17.0 10.2 46.0 55.8 86.6 83.1: 13.4 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 62 51 41 98 98 180 170:
Old : 248: 62 51 41 98 98 180 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 15.1 34.6 25.5 22.2 12.4 32.4 20.3
Old : 22.4 15.1 34.6 25.5 22.2 12.4 32.4 20.3
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 151,239: 34,519 74,825 7,062 82,161 33,504 123,742 115,391: 27,496 35,848
Old : 151,239: 34,519 74,825 7,062 82,161 33,504 123,742 115,391: 27,496 35,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -42,765: -2,574 -15,643 -6,679 -29,451 -17,129 -38,703 -39,451: -4,061 -3,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 49.5 4.7 54.3 22.2 81.8 76.3: 18.2 23.7
Old : 100.0: 22.8 49.5 4.7 54.3 22.2 81.8 76.3: 18.2 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 : 89: 16 39 15 25 28 49 74:
Old : 89: 16 39 15 25 28 49 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 23.4 59.1 34.9 46.7 23.2 58.7 34.2
Old : 47.1 23.4 59.1 34.9 46.7 23.2 58.7 34.2
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 522,134: 89,707 113,960 14,603 394,265 371,909 498,575 500,472: 23,559 21,662
Old : 522,134: 89,707 113,960 14,603 394,265 371,909 498,575 500,472: 23,559 21,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 50,659: 21,605 -4,531 4,005 22,121 52,544 47,731 52,019: 2,928 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 21.8 2.8 75.5 71.2 95.5 95.9: 4.5 4.1
Old : 100.0: 17.2 21.8 2.8 75.5 71.2 95.5 95.9: 4.5 4.1
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 : 300: 56 50 31 136 133 210 197:
Old : 300: 56 50 31 136 133 210 197:
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 : 17.2 20.4 28.2 33.3 16.0 20.2 26.1 32.2
Old : 17.2 20.4 28.2 33.3 16.0 20.2 26.1 32.2
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 20,093: 4,558 12,332 48 10,142 4,746 14,748 17,126: 5,345 2,967
Old : 20,093: 4,558 12,332 48 10,142 4,746 14,748 17,126: 5,345 2,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -24,902: -8,745 -11,313 -8,648 -1,643 -246 -19,036 -20,207: -5,866 -4,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 61.4 0.2 50.5 23.6 73.4 85.2: 26.6 14.8
Old : 100.0: 22.7 61.4 0.2 50.5 23.6 73.4 85.2: 26.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 6 2 13 5 23 12:
Old : 31: 9 6 2 13 5 23 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 76.3 53.8 83.0 36.9 76.0 53.8 82.7
Old : 36.9 76.3 53.8 83.0 36.9 76.0 53.8 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 41,836: 20,270 9,730 4 11,786 27,587 32,060 37,321: 9,776 4,515
Old : 41,836: 20,270 9,730 4 11,786 27,587 32,060 37,321: 9,776 4,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -33,431: -14,906 -7,674 -9,515 -8,761 -13,798 -33,182 -30,987: -249 -2,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 23.3 0.0 28.2 65.9 76.6 89.2: 23.4 10.8
Old : 100.0: 48.5 23.3 0.0 28.2 65.9 76.6 89.2: 23.4 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 13 11 1 20 22 34 33:
Old : 58: 13 11 1 20 22 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 44.7 58.4 59.7 46.6 44.6 58.3 59.7
Old : 46.6 44.7 58.4 59.7 46.6 44.6 58.3 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 116,185: 17,682 5,678 1,026 97,451 109,421 116,159 116,125: 26 60
Old : 116,185: 17,682 5,678 1,026 97,451 109,421 116,159 116,125: 26 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 811: 0 1,202 0 811 -391 811 811: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 4.9 0.9 83.9 94.2 100.0 99.9: 0.0 0.1
Old : 100.0: 15.2 4.9 0.9 83.9 94.2 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 2 3 18 21 27 25:
Old : 37: 8 2 3 18 21 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 61.5 83.6 83.6 49.6 44.5 57.6 58.7
Old : 69.1 61.5 83.6 83.6 49.6 44.5 57.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2019