BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 11,247: 187 2,823 1,251 9,122 6,493 10,560 10,567: 687 680
Old : 11,247: 187 2,823 1,251 9,122 6,493 10,560 10,567: 687 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 356: 71 193 30 290 278 391 501: -35 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 25.1 11.1 81.1 57.7 93.9 94.0: 6.1 6.0
Old : 100.0: 1.7 25.1 11.1 81.1 57.7 93.9 94.0: 6.1 6.0
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 : 43: 3 9 10 27 23 37 35:
Old : 43: 3 9 10 27 23 37 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 : 42.2 34.8 59.2 54.9 39.8 29.1 53.2 47.0
Old : 42.2 34.8 59.2 54.9 39.8 29.1 53.2 47.0
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, October 01, 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 : 46,962: 7,918 1,791 14,969 17,992 20,130 40,879 36,890: 6,083 10,072
Old : 46,962: 7,918 1,791 14,969 17,992 20,130 40,879 36,890: 6,083 10,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 592: 444 -125 4 58 334 506 213: 86 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 3.8 31.9 38.3 42.9 87.0 78.6: 13.0 21.4
Old : 100.0: 16.9 3.8 31.9 38.3 42.9 87.0 78.6: 13.0 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 28 13 28 38 38 77 68:
Old : 88: 28 13 28 38 38 77 68:
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 : 26.3 29.2 39.5 43.6 18.3 18.6 24.8 22.7
Old : 26.3 29.2 39.5 43.6 18.3 18.6 24.8 22.7
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, October 01, 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 : 12,384: 949 1,629 1,522 8,779 8,111 11,249 11,262: 1,135 1,122
Old : 12,384: 949 1,629 1,522 8,779 8,111 11,249 11,262: 1,135 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 549: 105 54 191 202 395 498 640: 51 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 13.2 12.3 70.9 65.5 90.8 90.9: 9.2 9.1
Old : 100.0: 7.7 13.2 12.3 70.9 65.5 90.8 90.9: 9.2 9.1
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 : 39: 3 7 8 28 16 36 26:
Old : 39: 3 7 8 28 16 36 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 : 32.6 45.1 53.2 67.8 20.6 35.2 34.6 45.3
Old : 32.6 45.1 53.2 67.8 20.6 35.2 34.6 45.3
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, October 01, 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 : 10,878: 4,181 353 1,888 4,264 5,644 10,334 7,885: 545 2,993
Old : 10,878: 4,181 353 1,888 4,264 5,644 10,334 7,885: 545 2,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 200: 43 13 19 93 62 154 95: 46 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 3.2 17.4 39.2 51.9 95.0 72.5: 5.0 27.5
Old : 100.0: 38.4 3.2 17.4 39.2 51.9 95.0 72.5: 5.0 27.5
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 : 30: 6 4 7 16 18 25 26:
Old : 30: 6 4 7 16 18 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 39.4 83.5 54.4 60.2 32.4 68.3 41.7
Old : 61.4 39.4 83.5 54.4 60.2 32.4 68.3 41.7
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, October 01, 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 : 386,247: 95,722 34,197 131,813 128,495 177,588 356,031 343,598: 30,216 42,649
Old : 383,567: 94,879 34,177 131,427 127,626 175,984 353,932 341,588: 29,635 41,979
Other: 2,680: 1,226 402 4 869 1,604 2,099 2,010: 581 670
: : :
: : Changes in Commitments from: September 24, 2019 :
: 7,887: 5,143 -3,506 1,180 1,722 8,828 8,044 6,501: -157 1,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 8.9 34.1 33.3 46.0 92.2 89.0: 7.8 11.0
Old : 100.0: 24.7 8.9 34.3 33.3 45.9 92.3 89.1: 7.7 10.9
Other: 100.0: 45.8 15.0 0.1 32.4 59.9 78.3 75.0: 21.7 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 151 87 140 87 99 306 271:
Old : 363: 155 85 140 87 99 305 271:
Other: 40: 8 8 3 6 19 16 28:
:----------------------------------------------------------------------------------------------------
: 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 17.4 24.3 26.8 9.0 12.0 15.0 16.9
Old : 15.0 17.5 24.5 26.9 9.1 12.2 15.0 17.1
Other: 51.0 35.1 70.1 51.0 47.6 34.5 65.3 48.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 378,937: 94,115 60,070 111,790 131,642 162,307 337,546 334,167: 41,392 44,771
Old : 378,937: 94,115 60,070 111,790 131,642 162,307 337,546 334,167: 41,392 44,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -10,426: 324 -9,785 -7,123 -79 4,243 -6,878 -12,665: -3,548 2,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 15.9 29.5 34.7 42.8 89.1 88.2: 10.9 11.8
Old : 100.0: 24.8 15.9 29.5 34.7 42.8 89.1 88.2: 10.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 117 101 141 148 146 342 330:
Old : 413: 117 101 141 148 146 342 330:
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 : 12.0 17.3 19.0 26.2 10.9 15.7 16.5 23.3
Old : 12.0 17.3 19.0 26.2 10.9 15.7 16.5 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 2,416: 528 760 316 644 565 1,489 1,641: 927 775
Old : 2,416: 528 760 316 644 565 1,489 1,641: 927 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 26: -79 15 -10 -17 -221 -106 -216: 132 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 31.5 13.1 26.7 23.4 61.6 67.9: 38.4 32.1
Old : 100.0: 21.9 31.5 13.1 26.7 23.4 61.6 67.9: 38.4 32.1
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 : 35: 11 9 7 11 10 24 24:
Old : 35: 11 9 7 11 10 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 : 28.0 33.4 43.4 46.7 25.1 33.1 37.4 42.2
Old : 28.0 33.4 43.4 46.7 25.1 33.1 37.4 42.2
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, October 01, 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 : 48,777: 14,816 14,171 12,014 13,914 11,543 40,744 37,727: 8,033 11,050
Old : 48,777: 14,816 14,171 12,014 13,914 11,543 40,744 37,727: 8,033 11,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -6,126: -819 -1,575 -3,754 -629 -415 -5,202 -5,745: -924 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 29.1 24.6 28.5 23.7 83.5 77.3: 16.5 22.7
Old : 100.0: 30.4 29.1 24.6 28.5 23.7 83.5 77.3: 16.5 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 55 44 60 56 57 151 133:
Old : 185: 55 44 60 56 57 151 133:
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 15.2 25.4 24.2 14.5 13.4 21.9 20.2
Old : 16.1 15.2 25.4 24.2 14.5 13.4 21.9 20.2
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 3,025: 349 777 270 1,391 1,672 2,010 2,719: 1,015 305
Old : 3,025: 349 777 270 1,391 1,672 2,010 2,719: 1,015 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 147: 31 -2 20 131 105 181 123: -35 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 25.7 8.9 46.0 55.3 66.4 89.9: 33.6 10.1
Old : 100.0: 11.5 25.7 8.9 46.0 55.3 66.4 89.9: 33.6 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 : 21: 4 5 4 11 7 17 14:
Old : 21: 4 5 4 11 7 17 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 : 41.0 62.3 55.2 78.4 35.8 62.0 49.2 74.2
Old : 41.0 62.3 55.2 78.4 35.8 62.0 49.2 74.2
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, October 01, 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 : 31,468: 2,332 3,778 6,261 21,703 19,201 30,295 29,239: 1,173 2,229
Old : 31,468: 2,332 3,778 6,261 21,703 19,201 30,295 29,239: 1,173 2,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 544: 60 154 200 209 205 469 559: 75 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 12.0 19.9 69.0 61.0 96.3 92.9: 3.7 7.1
Old : 100.0: 7.4 12.0 19.9 69.0 61.0 96.3 92.9: 3.7 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 : 65: 16 12 16 28 28 53 47:
Old : 65: 16 12 16 28 28 53 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 : 42.9 36.7 62.4 54.1 42.7 33.4 49.1 43.4
Old : 42.9 36.7 62.4 54.1 42.7 33.4 49.1 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 68,604: 39,201 12,939 0 27,758 54,366 66,959 67,305: 1,645 1,299
Old : 68,604: 39,201 12,939 0 27,758 54,366 66,959 67,305: 1,645 1,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,306: 3,137 1,487 0 -1,589 -85 1,548 1,402: -242 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 18.9 0.0 40.5 79.2 97.6 98.1: 2.4 1.9
Old : 100.0: 57.1 18.9 0.0 40.5 79.2 97.6 98.1: 2.4 1.9
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 : 37: 19 7 0 3 8 22 15:
Old : 37: 19 7 0 3 8 22 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 70.8 91.6 93.8 83.9 70.8 91.6 93.8
Old : 83.9 70.8 91.6 93.8 83.9 70.8 91.6 93.8
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, October 01, 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 : 142,334: 46,361 40,343 5,917 55,930 69,138 108,208 115,398: 34,126 26,936
Old : 142,334: 46,361 40,343 5,917 55,930 69,138 108,208 115,398: 34,126 26,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 8,267: 6,342 4,703 -863 1,810 4,778 7,290 8,619: 977 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 28.3 4.2 39.3 48.6 76.0 81.1: 24.0 18.9
Old : 100.0: 32.6 28.3 4.2 39.3 48.6 76.0 81.1: 24.0 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 : 106: 31 28 15 33 32 71 68:
Old : 106: 31 28 15 33 32 71 68:
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 : 26.4 32.0 35.2 47.2 25.1 32.0 32.7 46.4
Old : 26.4 32.0 35.2 47.2 25.1 32.0 32.7 46.4
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, October 01, 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 : 67,029: 18,269 29,878 1,142 39,960 13,115 59,371 44,135: 7,658 22,894
Old : 67,029: 18,269 29,878 1,142 39,960 13,115 59,371 44,135: 7,658 22,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 8,754: 3,751 5,017 551 5,957 385 10,259 5,953: -1,506 2,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 44.6 1.7 59.6 19.6 88.6 65.8: 11.4 34.2
Old : 100.0: 27.3 44.6 1.7 59.6 19.6 88.6 65.8: 11.4 34.2
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 : 62: 12 22 4 16 17 29 42:
Old : 62: 12 22 4 16 17 29 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 : 53.8 23.6 66.9 35.2 53.8 23.6 66.9 35.2
Old : 53.8 23.6 66.9 35.2 53.8 23.6 66.9 35.2
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, October 01, 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 : 216,529: 162,957 46,495 1,730 46,328 164,854 211,015 213,079: 5,514 3,450
Old : 216,529: 162,957 46,495 1,730 46,328 164,854 211,015 213,079: 5,514 3,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 16,296: 12,244 -11,028 382 4,043 26,556 16,668 15,910: -373 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 21.5 0.8 21.4 76.1 97.5 98.4: 2.5 1.6
Old : 100.0: 75.3 21.5 0.8 21.4 76.1 97.5 98.4: 2.5 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 : 152: 72 38 9 13 34 89 77:
Old : 152: 72 38 9 13 34 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 : 52.7 58.9 65.3 71.7 52.7 58.8 65.3 71.6
Old : 52.7 58.9 65.3 71.7 52.7 58.8 65.3 71.6
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, October 01, 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 : 270,768: 25,727 105,870 20,045 198,882 101,851 244,655 227,766: 26,113 43,001
Old : 270,768: 25,727 105,870 20,045 198,882 101,851 244,655 227,766: 26,113 43,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 2,502: 847 -811 -715 545 2,860 678 1,334: 1,824 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 39.1 7.4 73.5 37.6 90.4 84.1: 9.6 15.9
Old : 100.0: 9.5 39.1 7.4 73.5 37.6 90.4 84.1: 9.6 15.9
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 : 125: 22 42 15 34 49 62 100:
Old : 125: 22 42 15 34 49 62 100:
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 : 57.5 21.0 67.3 30.1 57.1 20.9 64.5 29.5
Old : 57.5 21.0 67.3 30.1 57.1 20.9 64.5 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 178,684: 57,300 43,839 16,636 71,937 92,355 145,874 152,831: 32,810 25,853
Old : 178,684: 57,300 43,839 16,636 71,937 92,355 145,874 152,831: 32,810 25,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 10,520: 11,878 10,611 -4,906 1,801 3,677 8,773 9,382: 1,746 1,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 24.5 9.3 40.3 51.7 81.6 85.5: 18.4 14.5
Old : 100.0: 32.1 24.5 9.3 40.3 51.7 81.6 85.5: 18.4 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 : 117: 31 31 18 41 39 83 77:
Old : 117: 31 31 18 41 39 83 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 : 20.5 35.3 30.8 48.0 19.6 34.8 28.8 44.6
Old : 20.5 35.3 30.8 48.0 19.6 34.8 28.8 44.6
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, October 01, 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 : 601,576: 163,450 242,447 52,610 296,499 245,896 512,558 540,953: 89,017 60,623
Old : 601,576: 163,450 242,447 52,610 296,499 245,896 512,558 540,953: 89,017 60,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 22,621: 6,803 13,278 2,514 10,245 7,579 19,561 23,371: 3,059 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 40.3 8.7 49.3 40.9 85.2 89.9: 14.8 10.1
Old : 100.0: 27.2 40.3 8.7 49.3 40.9 85.2 89.9: 14.8 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 : 299: 85 81 58 100 89 208 205:
Old : 299: 85 81 58 100 89 208 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 27.8 24.1 39.2 13.7 27.7 22.4 38.6
Old : 14.6 27.8 24.1 39.2 13.7 27.7 22.4 38.6
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, October 01, 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 : 25,867: 3,920 3,562 685 8,783 16,040 13,388 20,287: 12,479 5,580
Old : 25,867: 3,920 3,562 685 8,783 16,040 13,388 20,287: 12,479 5,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 220: -200 -107 -20 493 847 273 720: -53 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.8 2.6 34.0 62.0 51.8 78.4: 48.2 21.6
Old : 100.0: 15.2 13.8 2.6 34.0 62.0 51.8 78.4: 48.2 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 4 2 13 10 19 15:
Old : 25: 5 4 2 13 10 19 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 : 20.9 55.8 34.6 69.6 17.2 52.2 28.9 64.2
Old : 20.9 55.8 34.6 69.6 17.2 52.2 28.9 64.2
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, October 01, 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 : 23,033: 1,246 3,878 15 14,554 13,143 15,815 17,036: 7,218 5,997
Old : 23,033: 1,246 3,878 15 14,554 13,143 15,815 17,036: 7,218 5,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 16.8 0.1 63.2 57.1 68.7 74.0: 31.3 26.0
Old : 100.0: 5.4 16.8 0.1 63.2 57.1 68.7 74.0: 31.3 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 : 21: 2 3 1 13 11 16 14:
Old : 21: 2 3 1 13 11 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 : 40.3 45.6 58.9 62.4 37.7 38.9 54.4 54.3
Old : 40.3 45.6 58.9 62.4 37.7 38.9 54.4 54.3
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, October 01, 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 : 71,604: 14,187 54,067 189 54,550 15,093 68,926 69,349: 2,678 2,255
Old : 71,604: 14,187 54,067 189 54,550 15,093 68,926 69,349: 2,678 2,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 24,670: 5,191 10,621 94 19,650 13,587 24,935 24,302: -265 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 75.5 0.3 76.2 21.1 96.3 96.9: 3.7 3.1
Old : 100.0: 19.8 75.5 0.3 76.2 21.1 96.3 96.9: 3.7 3.1
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 : 50: 11 26 2 8 9 20 36:
Old : 50: 11 26 2 8 9 20 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 : 84.7 80.7 92.7 86.0 66.5 65.0 74.2 69.5
Old : 84.7 80.7 92.7 86.0 66.5 65.0 74.2 69.5
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, October 01, 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 : 75,659: 16,041 58,585 1,159 55,242 9,977 72,442 69,722: 3,217 5,938
Old : 75,659: 16,041 58,585 1,159 55,242 9,977 72,442 69,722: 3,217 5,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 247: -3,403 -528 85 3,466 491 148 48: 99 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 77.4 1.5 73.0 13.2 95.7 92.2: 4.3 7.8
Old : 100.0: 21.2 77.4 1.5 73.0 13.2 95.7 92.2: 4.3 7.8
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 : 110: 25 57 10 19 13 48 76:
Old : 110: 25 57 10 19 13 48 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 : 61.7 30.9 71.3 50.4 61.7 30.9 71.3 50.4
Old : 61.7 30.9 71.3 50.4 61.7 30.9 71.3 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 13,390: 11,818 4,377 0 993 7,115 12,811 11,492: 579 1,898
Old : 13,390: 11,818 4,377 0 993 7,115 12,811 11,492: 579 1,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -3,354: -2,752 -3,362 0 -538 239 -3,290 -3,123: -64 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 32.7 0.0 7.4 53.1 95.7 85.8: 4.3 14.2
Old : 100.0: 88.3 32.7 0.0 7.4 53.1 95.7 85.8: 4.3 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 13 0 1 7 8 20:
Old : 28: 7 13 0 1 7 8 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.0 54.2 95.7 71.4 89.0 54.2 95.7 71.4
Old : 89.0 54.2 95.7 71.4 89.0 54.2 95.7 71.4
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, October 01, 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 :24,942,330: 1,731,306 534,348 13,174,478 9,272,661 10,382,689 24,178,445 24,091,515: 763,885 850,815
Old :24,942,330: 1,731,306 534,348 13,174,478 9,272,661 10,382,689 24,178,445 24,091,515: 763,885 850,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 223,027: 99,056 -20,610 161,446 -383 126,872 260,120 267,708: -37,093 -44,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.1 52.8 37.2 41.6 96.9 96.6: 3.1 3.4
Old : 100.0: 6.9 2.1 52.8 37.2 41.6 96.9 96.6: 3.1 3.4
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 : 298: 92 71 126 123 126 275 264:
Old : 298: 92 71 126 123 126 275 264:
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 : 22.9 26.3 35.4 40.0 7.6 13.9 10.4 15.2
Old : 22.9 26.3 35.4 40.0 7.6 13.9 10.4 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,348: 1,801 2,666 137 0 0 1,938 2,803: 1,410 545
Old : 3,348: 1,801 2,666 137 0 0 1,938 2,803: 1,410 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -830: -452 -655 -160 0 -26 -612 -841: -218 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 79.6 4.1 0.0 0.0 57.9 83.7: 42.1 16.3
Old : 100.0: 53.8 79.6 4.1 0.0 0.0 57.9 83.7: 42.1 16.3
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 : 42: 23 18 5 0 0 25 22:
Old : 42: 23 18 5 0 0 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 48.2 40.2 65.9 33.4 47.6 39.6 65.2
Old : 33.4 48.2 40.2 65.9 33.4 47.6 39.6 65.2
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, October 01, 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 : 149,515: 23,531 22,779 31,138 93,223 95,147 147,892 149,064: 1,623 451
Old : 149,515: 23,531 22,779 31,138 93,223 95,147 147,892 149,064: 1,623 451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 7,692: 1,440 -340 3,411 3,464 4,568 8,315 7,639: -623 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 15.2 20.8 62.4 63.6 98.9 99.7: 1.1 0.3
Old : 100.0: 15.7 15.2 20.8 62.4 63.6 98.9 99.7: 1.1 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 : 49: 10 20 18 7 18 30 43:
Old : 49: 10 20 18 7 18 30 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 : 75.8 47.9 87.3 63.6 58.3 37.6 61.2 48.9
Old : 75.8 47.9 87.3 63.6 58.3 37.6 61.2 48.9
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, October 01, 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 : 240,619: 25,969 122,641 18,132 195,589 99,485 239,690 240,258: 929 361
Old : 240,619: 25,969 122,641 18,132 195,589 99,485 239,690 240,258: 929 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -16,941: 5,406 -18,049 -11,167 -11,439 12,390 -17,200 -16,826: 259 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 51.0 7.5 81.3 41.3 99.6 99.8: 0.4 0.2
Old : 100.0: 10.8 51.0 7.5 81.3 41.3 99.6 99.8: 0.4 0.2
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 : 73: 14 28 26 18 25 47 65:
Old : 73: 14 28 26 18 25 47 65:
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 : 69.8 48.4 83.7 67.4 67.8 48.1 77.9 62.3
Old : 69.8 48.4 83.7 67.4 67.8 48.1 77.9 62.3
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, October 01, 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 : 731,661: 63,888 63,310 162,260 420,096 430,097 646,243 655,668: 85,418 75,993
Old : 731,661: 63,888 63,310 162,260 420,096 430,097 646,243 655,668: 85,418 75,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 3,582: -2,975 -312 -1,621 3,644 5,040 -952 3,108: 4,534 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.7 22.2 57.4 58.8 88.3 89.6: 11.7 10.4
Old : 100.0: 8.7 8.7 22.2 57.4 58.8 88.3 89.6: 11.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 135 107 141 257 255 456 440:
Old : 586: 135 107 141 257 255 456 440:
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 : 16.6 18.8 25.3 31.3 10.2 14.9 15.6 22.4
Old : 16.6 18.8 25.3 31.3 10.2 14.9 15.6 22.4
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, October 01, 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 : 51,511: 1,400 2,586 16,448 10,736 19,248 28,584 38,281: 22,928 13,230
Old : 51,511: 1,400 2,586 16,448 10,736 19,248 28,584 38,281: 22,928 13,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 2,280: -939 1,651 297 1,636 856 995 2,804: 1,285 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 5.0 31.9 20.8 37.4 55.5 74.3: 44.5 25.7
Old : 100.0: 2.7 5.0 31.9 20.8 37.4 55.5 74.3: 44.5 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 12 10 18 13 17 35 37:
Old : 44: 12 10 18 13 17 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 28.3 34.9 45.1 8.7 19.0 9.2 25.6
Old : 22.7 28.3 34.9 45.1 8.7 19.0 9.2 25.6
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, October 01, 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 : 3,400,750: 321,894 313,077 719,606 2,046,799 2,054,248 3,088,299 3,086,932: 312,451 313,818
Old : 3,400,750: 321,894 313,077 719,606 2,046,799 2,054,248 3,088,299 3,086,932: 312,451 313,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 6,509: -7,118 -6,748 -12,654 10,041 20,921 -9,731 1,518: 16,241 4,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 9.2 21.2 60.2 60.4 90.8 90.8: 9.2 9.2
Old : 100.0: 9.5 9.2 21.2 60.2 60.4 90.8 90.8: 9.2 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 : 573: 127 106 133 254 252 444 428:
Old : 573: 127 106 133 254 252 444 428:
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 : 17.1 19.4 26.3 32.1 11.0 15.7 16.6 23.1
Old : 17.1 19.4 26.3 32.1 11.0 15.7 16.6 23.1
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, October 01, 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 : 12,279: 1,301 206 21 8,419 10,981 9,741 11,208: 2,538 1,071
Old : 12,279: 1,301 206 21 8,419 10,981 9,741 11,208: 2,538 1,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 280: 9 -45 0 324 291 333 246: -53 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 1.7 0.2 68.6 89.4 79.3 91.3: 20.7 8.7
Old : 100.0: 10.6 1.7 0.2 68.6 89.4 79.3 91.3: 20.7 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 : 21: 3 1 1 8 12 12 13:
Old : 21: 3 1 1 8 12 12 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 : 58.1 58.6 74.4 81.1 56.9 55.9 70.7 75.7
Old : 58.1 58.6 74.4 81.1 56.9 55.9 70.7 75.7
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, October 01, 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 : 63,341: 13,006 2,629 131 39,893 57,167 53,030 59,927: 10,311 3,414
Old : 63,341: 13,006 2,629 131 39,893 57,167 53,030 59,927: 10,311 3,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -462: -873 -1,068 27 215 11 -631 -1,030: 169 568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 4.2 0.2 63.0 90.3 83.7 94.6: 16.3 5.4
Old : 100.0: 20.5 4.2 0.2 63.0 90.3 83.7 94.6: 16.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 12 5 3 41 27 55 33:
Old : 75: 12 5 3 41 27 55 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 : 28.2 42.0 41.1 65.2 28.1 40.6 40.7 63.7
Old : 28.2 42.0 41.1 65.2 28.1 40.6 40.7 63.7
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, October 01, 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 : 44,446: 15,047 9,531 3,062 19,905 23,609 38,014 36,202: 6,432 8,245
Old : 44,446: 15,047 9,531 3,062 19,905 23,609 38,014 36,202: 6,432 8,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 593: 1,060 -1,503 -90 -501 1,738 468 145: 124 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 21.4 6.9 44.8 53.1 85.5 81.4: 14.5 18.6
Old : 100.0: 33.9 21.4 6.9 44.8 53.1 85.5 81.4: 14.5 18.6
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 : 253: 59 57 32 81 89 154 164:
Old : 253: 59 57 32 81 89 154 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 14.8 35.7 25.0 23.8 13.4 35.2 22.7
Old : 23.8 14.8 35.7 25.0 23.8 13.4 35.2 22.7
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, October 01, 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 : 222,232: 75,237 47,654 15,308 99,526 118,046 190,071 181,008: 32,161 41,224
Old : 222,232: 75,237 47,654 15,308 99,526 118,046 190,071 181,008: 32,161 41,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 2,963: 5,298 -7,513 -450 -2,505 8,689 2,342 726: 621 2,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 21.4 6.9 44.8 53.1 85.5 81.4: 14.5 18.6
Old : 100.0: 33.9 21.4 6.9 44.8 53.1 85.5 81.4: 14.5 18.6
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 : 253: 59 57 32 81 89 154 164:
Old : 253: 59 57 32 81 89 154 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 14.8 35.7 25.0 23.8 13.4 35.2 22.7
Old : 23.8 14.8 35.7 25.0 23.8 13.4 35.2 22.7
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, October 01, 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 : 190,716: 46,512 100,218 11,113 100,704 39,264 158,329 150,595: 32,387 40,121
Old : 190,716: 46,512 100,218 11,113 100,704 39,264 158,329 150,595: 32,387 40,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 14,791: 652 6,423 1,624 8,837 3,117 11,113 11,163: 3,678 3,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 52.5 5.8 52.8 20.6 83.0 79.0: 17.0 21.0
Old : 100.0: 24.4 52.5 5.8 52.8 20.6 83.0 79.0: 17.0 21.0
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 : 98: 22 36 14 27 33 54 78:
Old : 98: 22 36 14 27 33 54 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 : 43.3 27.3 55.8 38.5 43.1 27.1 55.0 38.3
Old : 43.3 27.3 55.8 38.5 43.1 27.1 55.0 38.3
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, October 01, 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 : 449,727: 89,821 112,856 11,674 325,692 307,787 427,186 432,317: 22,541 17,410
Old : 449,727: 89,821 112,856 11,674 325,692 307,787 427,186 432,317: 22,541 17,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,617: -2,076 -9,815 709 2,080 11,825 712 2,719: 905 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 25.1 2.6 72.4 68.4 95.0 96.1: 5.0 3.9
Old : 100.0: 20.0 25.1 2.6 72.4 68.4 95.0 96.1: 5.0 3.9
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 : 311: 67 48 29 130 119 211 182:
Old : 311: 67 48 29 130 119 211 182:
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 : 18.2 22.9 29.4 39.0 17.0 22.3 27.6 36.5
Old : 18.2 22.9 29.4 39.0 17.0 22.3 27.6 36.5
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, October 01, 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 : 24,212: 8,471 15,902 61 11,131 4,531 19,663 20,494: 4,549 3,718
Old : 24,212: 8,471 15,902 61 11,131 4,531 19,663 20,494: 4,549 3,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 3,235: 2,757 2,776 -9 1,463 -9 4,211 2,758: -976 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 65.7 0.3 46.0 18.7 81.2 84.6: 18.8 15.4
Old : 100.0: 35.0 65.7 0.3 46.0 18.7 81.2 84.6: 18.8 15.4
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 : 32: 11 5 1 14 4 26 9:
Old : 32: 11 5 1 14 4 26 9:
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 : 35.9 79.1 55.9 84.6 35.9 78.8 55.9 84.3
Old : 35.9 79.1 55.9 84.6 35.9 78.8 55.9 84.3
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, October 01, 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 : 51,397: 26,440 17,206 102 11,962 29,121 38,504 46,429: 12,893 4,968
Old : 51,397: 26,440 17,206 102 11,962 29,121 38,504 46,429: 12,893 4,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 4,454: 3,795 5,500 -82 -1,882 157 1,831 5,575: 2,623 -1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 33.5 0.2 23.3 56.7 74.9 90.3: 25.1 9.7
Old : 100.0: 51.4 33.5 0.2 23.3 56.7 74.9 90.3: 25.1 9.7
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 : 76: 15 21 3 21 27 36 51:
Old : 76: 15 21 3 21 27 36 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 37.8 55.7 49.3 47.7 37.8 55.7 49.3
Old : 47.7 37.8 55.7 49.3 47.7 37.8 55.7 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 117,202: 18,862 6,178 1,026 97,288 109,938 117,176 117,142: 26 60
Old : 117,202: 18,862 6,178 1,026 97,288 109,938 117,176 117,142: 26 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,612: 880 500 0 932 1,112 1,812 1,612: -200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.3 0.9 83.0 93.8 100.0 99.9: 0.0 0.1
Old : 100.0: 16.1 5.3 0.9 83.0 93.8 100.0 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 : 38: 8 3 3 19 21 28 26:
Old : 38: 8 3 3 19 21 28 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 : 68.6 60.7 82.0 81.8 50.6 46.7 58.5 58.3
Old : 68.6 60.7 82.0 81.8 50.6 46.7 58.5 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 04, 2019