BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 11,301: 153 2,658 1,410 8,814 6,388 10,377 10,455: 925 846
Old : 11,301: 153 2,658 1,410 8,814 6,388 10,377 10,455: 925 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 817: 94 62 105 527 498 726 665: 91 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 23.5 12.5 78.0 56.5 91.8 92.5: 8.2 7.5
Old : 100.0: 1.4 23.5 12.5 78.0 56.5 91.8 92.5: 8.2 7.5
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 : 40: 1 10 9 24 23 33 34:
Old : 40: 1 10 9 24 23 33 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 : 44.7 35.3 61.8 55.2 42.5 32.1 55.7 46.4
Old : 44.7 35.3 61.8 55.2 42.5 32.1 55.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 45,487: 8,614 1,448 14,436 16,741 19,601 39,791 35,486: 5,696 10,001
Old : 45,487: 8,614 1,448 14,436 16,741 19,601 39,791 35,486: 5,696 10,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,393: 1,100 -103 428 170 710 1,698 1,035: -305 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 3.2 31.7 36.8 43.1 87.5 78.0: 12.5 22.0
Old : 100.0: 18.9 3.2 31.7 36.8 43.1 87.5 78.0: 12.5 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 38 13 29 40 39 88 71:
Old : 99: 38 13 29 40 39 88 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 28.8 37.2 43.1 16.9 18.8 24.0 23.5
Old : 25.2 28.8 37.2 43.1 16.9 18.8 24.0 23.5
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, October 22, 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 : 12,036: 894 1,475 1,666 8,349 8,087 10,910 11,228: 1,126 807
Old : 12,036: 894 1,475 1,666 8,349 8,087 10,910 11,228: 1,126 807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 603: 76 -37 132 389 459 596 554: 6 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 12.3 13.8 69.4 67.2 90.6 93.3: 9.4 6.7
Old : 100.0: 7.4 12.3 13.8 69.4 67.2 90.6 93.3: 9.4 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 : 44: 4 8 8 28 19 38 29:
Old : 44: 4 8 8 28 19 38 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 : 29.0 43.9 49.8 66.2 20.2 33.9 34.7 46.0
Old : 29.0 43.9 49.8 66.2 20.2 33.9 34.7 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 10,144: 3,943 590 1,689 3,924 5,118 9,555 7,397: 589 2,748
Old : 10,144: 3,943 590 1,689 3,924 5,118 9,555 7,397: 589 2,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -23: 14 311 -32 8 -56 -10 223: -14 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 5.8 16.6 38.7 50.5 94.2 72.9: 5.8 27.1
Old : 100.0: 38.9 5.8 16.6 38.7 50.5 94.2 72.9: 5.8 27.1
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 : 31: 6 6 9 16 17 26 28:
Old : 31: 6 6 9 16 17 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 34.7 83.2 52.1 60.7 31.3 69.2 40.7
Old : 62.1 34.7 83.2 52.1 60.7 31.3 69.2 40.7
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 22, 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 : 383,064: 89,973 38,324 122,635 134,686 178,199 347,293 339,157: 35,771 43,907
Old : 378,303: 89,043 38,305 121,375 133,321 175,871 343,739 335,551: 34,564 42,752
Other: 4,761: 1,661 750 528 1,365 2,328 3,554 3,606: 1,207 1,155
: : :
: : Changes in Commitments from: October 15, 2019 :
: -24,233: -2,680 6,359 -19,895 -4,353 -10,575 -26,929 -24,112: 2,696 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 10.0 32.0 35.2 46.5 90.7 88.5: 9.3 11.5
Old : 100.0: 23.5 10.1 32.1 35.2 46.5 90.9 88.7: 9.1 11.3
Other: 100.0: 34.9 15.7 11.1 28.7 48.9 74.7 75.7: 25.3 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 154 83 148 91 101 308 286:
Old : 371: 161 81 148 91 101 306 286:
Other: 59: 8 20 14 12 25 34 46:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 17.6 23.1 26.6 9.5 13.0 15.1 17.9
Old : 14.9 17.8 23.4 26.8 9.6 13.3 15.1 18.2
Other: 36.9 33.3 52.9 44.5 33.6 31.1 47.8 40.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 360,848: 101,834 49,573 94,975 128,815 169,655 325,625 314,203: 35,223 46,645
Old : 360,848: 101,834 49,573 94,975 128,815 169,655 325,625 314,203: 35,223 46,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 8,886: 5,884 -1,976 5,408 43 5,271 11,334 8,702: -2,448 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 13.7 26.3 35.7 47.0 90.2 87.1: 9.8 12.9
Old : 100.0: 28.2 13.7 26.3 35.7 47.0 90.2 87.1: 9.8 12.9
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 : 418: 130 94 142 145 155 347 335:
Old : 418: 130 94 142 145 155 347 335:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 18.0 20.2 27.7 11.7 16.4 18.6 24.8
Old : 12.1 18.0 20.2 27.7 11.7 16.4 18.6 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,157: 880 660 475 774 1,314 2,128 2,449: 1,029 708
Old : 3,157: 880 660 475 774 1,314 2,128 2,449: 1,029 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 520: 284 44 57 140 479 481 580: 39 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 20.9 15.0 24.5 41.6 67.4 77.6: 32.6 22.4
Old : 100.0: 27.9 20.9 15.0 24.5 41.6 67.4 77.6: 32.6 22.4
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 : 44: 17 8 7 13 15 32 28:
Old : 44: 17 8 7 13 15 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 26.5 38.5 46.3 21.0 26.2 31.8 40.7
Old : 23.6 26.5 38.5 46.3 21.0 26.2 31.8 40.7
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 47,034: 13,689 12,036 12,679 13,010 10,554 39,378 35,269: 7,656 11,765
Old : 47,034: 13,689 12,036 12,679 13,010 10,554 39,378 35,269: 7,656 11,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -2,209: -755 -149 -1,799 59 -27 -2,495 -1,975: 286 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 25.6 27.0 27.7 22.4 83.7 75.0: 16.3 25.0
Old : 100.0: 29.1 25.6 27.0 27.7 22.4 83.7 75.0: 16.3 25.0
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 : 185: 56 42 56 59 55 150 128:
Old : 185: 56 42 56 59 55 150 128:
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 : 16.5 13.1 27.2 22.0 16.0 11.4 23.5 17.5
Old : 16.5 13.1 27.2 22.0 16.0 11.4 23.5 17.5
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 22, 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 : 3,079: 392 633 343 1,595 1,772 2,329 2,748: 750 330
Old : 3,079: 392 633 343 1,595 1,772 2,329 2,748: 750 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -45: 21 -29 15 -82 -42 -45 -56: 0 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 20.6 11.1 51.8 57.6 75.7 89.3: 24.3 10.7
Old : 100.0: 12.7 20.6 11.1 51.8 57.6 75.7 89.3: 24.3 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 : 23: 6 4 4 12 7 19 14:
Old : 23: 6 4 4 12 7 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 57.7 60.7 76.5 38.4 56.6 53.9 73.0
Old : 43.3 57.7 60.7 76.5 38.4 56.6 53.9 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 29,293: 2,264 3,636 6,013 19,974 17,059 28,251 26,708: 1,042 2,584
Old : 29,293: 2,264 3,636 6,013 19,974 17,059 28,251 26,708: 1,042 2,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,281: 149 181 193 927 649 1,268 1,022: 13 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 12.4 20.5 68.2 58.2 96.4 91.2: 3.6 8.8
Old : 100.0: 7.7 12.4 20.5 68.2 58.2 96.4 91.2: 3.6 8.8
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 : 62: 16 12 16 27 25 53 43:
Old : 62: 16 12 16 27 25 53 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 : 40.4 37.1 60.3 53.7 40.1 33.3 49.2 43.8
Old : 40.4 37.1 60.3 53.7 40.1 33.3 49.2 43.8
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 22, 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 : 55,261: 29,841 4,860 0 23,127 49,192 52,968 54,052: 2,293 1,209
Old : 55,261: 29,841 4,860 0 23,127 49,192 52,968 54,052: 2,293 1,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -125: -141 -36 0 -407 -44 -548 -80: 423 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 8.8 0.0 41.9 89.0 95.9 97.8: 4.1 2.2
Old : 100.0: 54.0 8.8 0.0 41.9 89.0 95.9 97.8: 4.1 2.2
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 : 39: 20 6 0 7 6 27 12:
Old : 39: 20 6 0 7 6 27 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 : 74.4 81.5 84.7 96.6 74.4 81.5 84.7 96.6
Old : 74.4 81.5 84.7 96.6 74.4 81.5 84.7 96.6
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 22, 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 : 184,631: 70,807 37,517 9,631 65,438 113,303 145,876 160,450: 38,755 24,181
Old : 184,631: 70,807 37,517 9,631 65,438 113,303 145,876 160,450: 38,755 24,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 23,185: 13,401 -7,548 2,317 4,720 30,442 20,437 25,211: 2,748 -2,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 20.3 5.2 35.4 61.4 79.0 86.9: 21.0 13.1
Old : 100.0: 38.4 20.3 5.2 35.4 61.4 79.0 86.9: 21.0 13.1
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 : 108: 30 26 16 37 34 76 68:
Old : 108: 30 26 16 37 34 76 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 : 28.4 43.1 39.4 53.7 27.8 43.1 36.6 53.7
Old : 28.4 43.1 39.4 53.7 27.8 43.1 36.6 53.7
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, October 22, 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 : 62,946: 12,875 24,504 973 39,080 16,232 52,928 41,709: 10,018 21,237
Old : 62,946: 12,875 24,504 973 39,080 16,232 52,928 41,709: 10,018 21,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -3,285: -432 -1,916 160 -4,043 756 -4,315 -1,000: 1,030 -2,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 38.9 1.5 62.1 25.8 84.1 66.3: 15.9 33.7
Old : 100.0: 20.5 38.9 1.5 62.1 25.8 84.1 66.3: 15.9 33.7
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 : 57: 7 19 4 16 20 25 41:
Old : 57: 7 19 4 16 20 25 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 : 51.4 28.1 64.7 37.9 51.4 28.1 64.4 37.9
Old : 51.4 28.1 64.7 37.9 51.4 28.1 64.4 37.9
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 22, 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 : 255,983: 193,712 79,952 1,616 54,018 170,528 249,346 252,095: 6,637 3,888
Old : 255,983: 193,712 79,952 1,616 54,018 170,528 249,346 252,095: 6,637 3,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 21,467: 21,378 21,271 -836 916 712 21,459 21,147: 9 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 31.2 0.6 21.1 66.6 97.4 98.5: 2.6 1.5
Old : 100.0: 75.7 31.2 0.6 21.1 66.6 97.4 98.5: 2.6 1.5
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 : 177: 87 38 14 23 33 114 81:
Old : 177: 87 38 14 23 33 114 81:
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 : 43.5 53.3 58.7 69.3 43.5 53.3 58.7 69.2
Old : 43.5 53.3 58.7 69.3 43.5 53.3 58.7 69.2
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 22, 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 : 274,549: 35,693 90,666 26,246 184,619 123,314 246,559 240,227: 27,990 34,322
Old : 274,549: 35,693 90,666 26,246 184,619 123,314 246,559 240,227: 27,990 34,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -18,440: 9,453 -11,619 -1,449 -27,122 -1,325 -19,118 -14,392: 677 -4,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 33.0 9.6 67.2 44.9 89.8 87.5: 10.2 12.5
Old : 100.0: 13.0 33.0 9.6 67.2 44.9 89.8 87.5: 10.2 12.5
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 : 132: 26 42 17 39 49 74 99:
Old : 132: 26 42 17 39 49 74 99:
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 : 46.9 20.0 58.3 32.9 46.1 19.9 56.5 30.6
Old : 46.9 20.0 58.3 32.9 46.1 19.9 56.5 30.6
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 22, 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 : 183,931: 40,869 59,361 16,643 97,621 77,255 155,132 153,258: 28,798 30,673
Old : 183,931: 40,869 59,361 16,643 97,621 77,255 155,132 153,258: 28,798 30,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -630: -4,810 7,509 -785 5,166 -6,344 -428 380: -202 -1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 32.3 9.0 53.1 42.0 84.3 83.3: 15.7 16.7
Old : 100.0: 22.2 32.3 9.0 53.1 42.0 84.3 83.3: 15.7 16.7
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 : 117: 26 34 20 43 41 79 85:
Old : 117: 26 34 20 43 41 79 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 32.4 40.8 44.1 31.3 31.9 39.6 40.3
Old : 31.4 32.4 40.8 44.1 31.3 31.9 39.6 40.3
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 22, 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 : 593,975: 171,189 223,611 39,874 294,961 271,597 506,025 535,082: 87,951 58,893
Old : 593,975: 171,189 223,611 39,874 294,961 271,597 506,025 535,082: 87,951 58,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 18,953: 16,786 -9,551 -1,197 2,324 30,974 17,912 20,226: 1,040 -1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 37.6 6.7 49.7 45.7 85.2 90.1: 14.8 9.9
Old : 100.0: 28.8 37.6 6.7 49.7 45.7 85.2 90.1: 14.8 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 : 295: 89 73 56 101 85 210 194:
Old : 295: 89 73 56 101 85 210 194:
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 : 14.7 30.6 24.2 43.5 13.9 30.4 22.9 43.3
Old : 14.7 30.6 24.2 43.5 13.9 30.4 22.9 43.3
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, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 27,348: 6,782 3,611 686 8,919 16,516 16,387 20,813: 10,961 6,535
Old : 27,348: 6,782 3,611 686 8,919 16,516 16,387 20,813: 10,961 6,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 356: 2,287 -484 0 -670 4 1,617 -480: -1,261 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 13.2 2.5 32.6 60.4 59.9 76.1: 40.1 23.9
Old : 100.0: 24.8 13.2 2.5 32.6 60.4 59.9 76.1: 40.1 23.9
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 : 29: 7 5 3 14 10 23 16:
Old : 29: 7 5 3 14 10 23 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 : 22.6 53.6 35.8 65.6 19.3 49.7 31.6 61.1
Old : 22.6 53.6 35.8 65.6 19.3 49.7 31.6 61.1
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 22, 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 : 22,716: 996 4,935 0 14,096 12,568 15,092 17,503: 7,624 5,213
Old : 22,716: 996 4,935 0 14,096 12,568 15,092 17,503: 7,624 5,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,013: 540 1,425 0 -40 -294 500 1,131: 513 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 21.7 0.0 62.1 55.3 66.4 77.1: 33.6 22.9
Old : 100.0: 4.4 21.7 0.0 62.1 55.3 66.4 77.1: 33.6 22.9
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 : 24: 2 6 0 13 11 15 17:
Old : 24: 2 6 0 13 11 15 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 : 39.8 44.8 56.7 58.6 37.3 38.8 53.2 52.6
Old : 39.8 44.8 56.7 58.6 37.3 38.8 53.2 52.6
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 22, 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 : 60,366: 7,297 54,321 324 49,937 3,663 57,558 58,308: 2,808 2,058
Old : 60,366: 7,297 54,321 324 49,937 3,663 57,558 58,308: 2,808 2,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5,521: 1,975 4,564 129 3,154 866 5,258 5,559: 263 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 90.0 0.5 82.7 6.1 95.3 96.6: 4.7 3.4
Old : 100.0: 12.1 90.0 0.5 82.7 6.1 95.3 96.6: 4.7 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 : 50: 13 23 3 10 6 24 31:
Old : 50: 13 23 3 10 6 24 31:
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 : 80.1 78.4 89.0 85.1 77.3 77.8 86.2 84.0
Old : 80.1 78.4 89.0 85.1 77.3 77.8 86.2 84.0
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 73,925: 12,148 52,406 1,480 57,514 14,015 71,142 67,901: 2,783 6,024
Old : 73,925: 12,148 52,406 1,480 57,514 14,015 71,142 67,901: 2,783 6,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -1,312: -2,347 -2,034 499 857 141 -991 -1,394: -321 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 70.9 2.0 77.8 19.0 96.2 91.9: 3.8 8.1
Old : 100.0: 16.4 70.9 2.0 77.8 19.0 96.2 91.9: 3.8 8.1
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 : 103: 21 53 10 19 13 46 70:
Old : 103: 21 53 10 19 13 46 70:
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 : 62.4 30.9 73.0 51.1 62.4 30.9 73.0 50.3
Old : 62.4 30.9 73.0 51.1 62.4 30.9 73.0 50.3
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 22, 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 : 9,309: 6,449 2,311 14 2,162 5,127 8,625 7,452: 684 1,857
Old : 9,309: 6,449 2,311 14 2,162 5,127 8,625 7,452: 684 1,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -1,079: -1,319 -822 14 172 -163 -1,133 -971: 54 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 24.8 0.2 23.2 55.1 92.7 80.1: 7.3 19.9
Old : 100.0: 69.3 24.8 0.2 23.2 55.1 92.7 80.1: 7.3 19.9
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: 8 8 1 3 5 12 13:
Old : 22: 8 8 1 3 5 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 : 71.6 69.1 88.6 75.8 70.8 69.1 87.9 75.7
Old : 71.6 69.1 88.6 75.8 70.8 69.1 87.9 75.7
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, October 22, 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 :23,932,132: 1,861,702 384,948 12,471,042 8,853,656 10,197,520 23,186,399 23,053,510: 745,733 878,623
Old :23,932,132: 1,861,702 384,948 12,471,042 8,853,656 10,197,520 23,186,399 23,053,510: 745,733 878,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 277,694: 91,483 -59,620 59,465 135,167 263,947 286,115 263,792: -8,421 13,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 1.6 52.1 37.0 42.6 96.9 96.3: 3.1 3.7
Old : 100.0: 7.8 1.6 52.1 37.0 42.6 96.9 96.3: 3.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 90 66 116 122 122 268 250:
Old : 290: 90 66 116 122 122 268 250:
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 : 23.1 25.5 34.8 39.3 7.3 13.4 10.5 15.5
Old : 23.1 25.5 34.8 39.3 7.3 13.4 10.5 15.5
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 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,093: 1,493 2,263 216 0 0 1,709 2,479: 1,384 614
Old : 3,093: 1,493 2,263 216 0 0 1,709 2,479: 1,384 614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -351: -332 -428 15 0 0 -317 -413: -34 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 73.2 7.0 0.0 0.0 55.3 80.1: 44.7 19.9
Old : 100.0: 48.3 73.2 7.0 0.0 0.0 55.3 80.1: 44.7 19.9
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 : 39: 21 18 5 0 0 24 20:
Old : 39: 21 18 5 0 0 24 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 : 25.8 44.9 35.0 62.4 25.2 43.3 32.8 58.0
Old : 25.8 44.9 35.0 62.4 25.2 43.3 32.8 58.0
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 22, 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 : 160,523: 25,681 21,695 32,380 100,855 105,750 158,916 159,825: 1,607 698
Old : 160,523: 25,681 21,695 32,380 100,855 105,750 158,916 159,825: 1,607 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -1,601: -550 -2,024 -814 -334 1,127 -1,698 -1,711: 97 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.5 20.2 62.8 65.9 99.0 99.6: 1.0 0.4
Old : 100.0: 16.0 13.5 20.2 62.8 65.9 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 9 18 19 8 18 31 42:
Old : 48: 9 18 19 8 18 31 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 : 74.4 48.8 87.8 65.3 56.9 38.5 62.0 50.7
Old : 74.4 48.8 87.8 65.3 56.9 38.5 62.0 50.7
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 22, 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 : 294,390: 48,036 128,322 30,833 215,166 132,932 294,035 292,087: 355 2,303
Old : 294,390: 48,036 128,322 30,833 215,166 132,932 294,035 292,087: 355 2,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 19,279: 8,644 1,446 4,379 9,303 12,222 22,326 18,047: -3,047 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 43.6 10.5 73.1 45.2 99.9 99.2: 0.1 0.8
Old : 100.0: 16.3 43.6 10.5 73.1 45.2 99.9 99.2: 0.1 0.8
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 : 85: 15 34 28 23 30 54 76:
Old : 85: 15 34 28 23 30 54 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 : 65.9 38.6 80.4 58.7 61.5 38.3 71.0 53.8
Old : 65.9 38.6 80.4 58.7 61.5 38.3 71.0 53.8
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 22, 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 : 721,172: 73,253 65,347 148,787 420,799 431,726 642,839 645,860: 78,334 75,313
Old : 721,172: 73,253 65,347 148,787 420,799 431,726 642,839 645,860: 78,334 75,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -22,468: 2,352 -931 -16,111 -5,159 -4,931 -18,917 -21,973: -3,551 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.1 20.6 58.3 59.9 89.1 89.6: 10.9 10.4
Old : 100.0: 10.2 9.1 20.6 58.3 59.9 89.1 89.6: 10.9 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 : 604: 139 112 138 269 271 473 456:
Old : 604: 139 112 138 269 271 473 456:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 20.0 24.3 33.0 9.2 14.8 14.5 21.5
Old : 15.4 20.0 24.3 33.0 9.2 14.8 14.5 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 45,679: 2,348 860 12,481 9,952 17,611 24,781 30,952: 20,898 14,727
Old : 45,679: 2,348 860 12,481 9,952 17,611 24,781 30,952: 20,898 14,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -7,083: 545 -1,802 -3,849 -4,427 358 -7,731 -5,293: 648 -1,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.9 27.3 21.8 38.6 54.3 67.8: 45.7 32.2
Old : 100.0: 5.1 1.9 27.3 21.8 38.6 54.3 67.8: 45.7 32.2
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 : 38: 11 10 17 14 15 34 33:
Old : 38: 11 10 17 14 15 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 : 23.6 27.7 37.8 45.5 12.2 19.7 13.8 25.0
Old : 23.6 27.7 37.8 45.5 12.2 19.7 13.8 25.0
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 22, 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 : 3,377,465: 359,665 327,575 676,388 2,054,235 2,070,576 3,090,287 3,074,539: 287,178 302,927
Old : 3,377,465: 359,665 327,575 676,388 2,054,235 2,070,576 3,090,287 3,074,539: 287,178 302,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -76,925: 8,143 3,463 -60,416 -3,660 -26,445 -55,933 -83,398: -20,992 6,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.7 20.0 60.8 61.3 91.5 91.0: 8.5 9.0
Old : 100.0: 10.6 9.7 20.0 60.8 61.3 91.5 91.0: 8.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 593: 135 108 132 265 268 462 446:
Old : 593: 135 108 132 265 268 462 446:
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 : 15.8 20.2 25.1 33.7 9.8 15.3 15.4 22.4
Old : 15.8 20.2 25.1 33.7 9.8 15.3 15.4 22.4
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, October 22, 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 : 20,318: 228 1,417 0 16,662 15,887 16,890 17,304: 3,428 3,014
Old : 20,318: 228 1,417 0 16,662 15,887 16,890 17,304: 3,428 3,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 7.0 0.0 82.0 78.2 83.1 85.2: 16.9 14.8
Old : 100.0: 1.1 7.0 0.0 82.0 78.2 83.1 85.2: 16.9 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 : 20: 1 1 0 7 14 8 15:
Old : 20: 1 1 0 7 14 8 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 : 74.9 53.9 83.1 74.4 71.3 53.9 78.3 72.9
Old : 74.9 53.9 83.1 74.4 71.3 53.9 78.3 72.9
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, October 22, 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 : 9,795: 1,549 1,546 0 6,895 7,708 8,444 9,254: 1,351 541
Old : 9,795: 1,549 1,546 0 6,895 7,708 8,444 9,254: 1,351 541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 15.8 0.0 70.4 78.7 86.2 94.5: 13.8 5.5
Old : 100.0: 15.8 15.8 0.0 70.4 78.7 86.2 94.5: 13.8 5.5
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 : 20: 3 3 0 5 9 8 12:
Old : 20: 3 3 0 5 9 8 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 62.9 86.2 83.9 69.2 62.9 86.2 83.9
Old : 69.2 62.9 86.2 83.9 69.2 62.9 86.2 83.9
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 22, 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 : 12,408: 1,276 794 18 8,562 10,301 9,856 11,113: 2,552 1,295
Old : 12,408: 1,276 794 18 8,562 10,301 9,856 11,113: 2,552 1,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 934: -25 160 2 1,200 824 1,177 986: -243 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 6.4 0.1 69.0 83.0 79.4 89.6: 20.6 10.4
Old : 100.0: 10.3 6.4 0.1 69.0 83.0 79.4 89.6: 20.6 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 : 21: 3 2 1 9 10 13 12:
Old : 21: 3 2 1 9 10 13 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 : 59.8 60.6 73.2 81.0 49.0 56.0 59.8 71.1
Old : 59.8 60.6 73.2 81.0 49.0 56.0 59.8 71.1
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 22, 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 : 67,775: 13,573 2,514 170 44,282 60,898 58,025 63,582: 9,750 4,193
Old : 67,775: 13,573 2,514 170 44,282 60,898 58,025 63,582: 9,750 4,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 4,034: 1,073 391 6 2,888 3,482 3,967 3,879: 67 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.7 0.3 65.3 89.9 85.6 93.8: 14.4 6.2
Old : 100.0: 20.0 3.7 0.3 65.3 89.9 85.6 93.8: 14.4 6.2
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 : 76: 13 4 3 38 31 52 37:
Old : 76: 13 4 3 38 31 52 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 : 33.0 38.8 47.5 63.4 32.7 38.7 46.9 63.0
Old : 33.0 38.8 47.5 63.4 32.7 38.7 46.9 63.0
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 22, 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 : 46,835: 16,823 10,518 2,818 20,301 25,276 39,941 38,611: 6,894 8,224
Old : 46,835: 16,823 10,518 2,818 20,301 25,276 39,941 38,611: 6,894 8,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -1: 103 527 -566 -154 930 -616 892: 615 -893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 22.5 6.0 43.3 54.0 85.3 82.4: 14.7 17.6
Old : 100.0: 35.9 22.5 6.0 43.3 54.0 85.3 82.4: 14.7 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 59 61 33 82 85 153 167:
Old : 253: 59 61 33 82 85 153 167:
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 : 26.5 20.3 38.9 31.0 26.5 18.2 38.6 28.3
Old : 26.5 20.3 38.9 31.0 26.5 18.2 38.6 28.3
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, October 22, 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 : 234,174: 84,113 52,588 14,089 101,505 126,380 199,706 193,056: 34,468 41,118
Old : 234,174: 84,113 52,588 14,089 101,505 126,380 199,706 193,056: 34,468 41,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -7: 517 2,637 -2,828 -770 4,651 -3,081 4,460: 3,074 -4,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 22.5 6.0 43.3 54.0 85.3 82.4: 14.7 17.6
Old : 100.0: 35.9 22.5 6.0 43.3 54.0 85.3 82.4: 14.7 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 59 61 33 82 85 153 167:
Old : 253: 59 61 33 82 85 153 167:
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 : 26.5 20.3 38.9 31.0 26.5 18.2 38.6 28.3
Old : 26.5 20.3 38.9 31.0 26.5 18.2 38.6 28.3
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, October 22, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 176,375: 36,669 83,220 12,396 96,955 43,605 146,021 139,221: 30,354 37,154
Old : 176,375: 36,669 83,220 12,396 96,955 43,605 146,021 139,221: 30,354 37,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -5,726: -5,285 -8,259 1,772 -1,382 1,275 -4,895 -5,212: -831 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 47.2 7.0 55.0 24.7 82.8 78.9: 17.2 21.1
Old : 100.0: 20.8 47.2 7.0 55.0 24.7 82.8 78.9: 17.2 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 : 92: 14 40 15 25 34 50 78:
Old : 92: 14 40 15 25 34 50 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 : 45.0 23.3 58.5 35.9 45.0 23.1 57.5 35.1
Old : 45.0 23.3 58.5 35.9 45.0 23.1 57.5 35.1
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 22, 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 : 452,582: 90,913 117,780 11,983 329,593 304,727 432,489 434,490: 20,092 18,091
Old : 452,582: 90,913 117,780 11,983 329,593 304,727 432,489 434,490: 20,092 18,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -1,019: 3,850 -3,520 -827 -2,539 5,014 484 667: -1,503 -1,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 26.0 2.6 72.8 67.3 95.6 96.0: 4.4 4.0
Old : 100.0: 20.1 26.0 2.6 72.8 67.3 95.6 96.0: 4.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 64 53 30 128 121 208 188:
Old : 313: 64 53 30 128 121 208 188:
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 : 18.4 24.0 30.1 39.7 17.3 23.8 28.5 38.4
Old : 18.4 24.0 30.1 39.7 17.3 23.8 28.5 38.4
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 22, 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 : 27,151: 8,937 19,023 57 12,126 4,521 21,120 23,601: 6,031 3,550
Old : 27,151: 8,937 19,023 57 12,126 4,521 21,120 23,601: 6,031 3,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 222: 157 75 2 -628 -8 -469 69: 691 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 70.1 0.2 44.7 16.7 77.8 86.9: 22.2 13.1
Old : 100.0: 32.9 70.1 0.2 44.7 16.7 77.8 86.9: 22.2 13.1
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 : 32: 14 2 1 14 4 29 6:
Old : 32: 14 2 1 14 4 29 6:
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 : 30.8 85.9 49.1 86.9 30.8 85.7 49.1 86.6
Old : 30.8 85.9 49.1 86.9 30.8 85.7 49.1 86.6
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 22, 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 : 57,714: 29,888 15,852 318 15,981 36,853 46,187 53,023: 11,527 4,691
Old : 57,714: 29,888 15,852 318 15,981 36,853 46,187 53,023: 11,527 4,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,204: 1,801 1,152 -100 3,002 4,371 4,703 5,423: -1,499 -2,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 27.5 0.6 27.7 63.9 80.0 91.9: 20.0 8.1
Old : 100.0: 51.8 27.5 0.6 27.7 63.9 80.0 91.9: 20.0 8.1
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 : 83: 14 24 3 25 28 42 52:
Old : 83: 14 24 3 25 28 42 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 38.7 58.7 52.3 48.9 38.7 58.7 52.2
Old : 48.9 38.7 58.7 52.3 48.9 38.7 58.7 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 113,390: 19,956 5,777 1,027 92,357 106,526 113,340 113,330: 50 60
Old : 113,390: 19,956 5,777 1,027 92,357 106,526 113,340 113,330: 50 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -1,036: 210 -401 1 -1,266 -616 -1,055 -1,016: 19 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 5.1 0.9 81.5 93.9 100.0 99.9: 0.0 0.1
Old : 100.0: 17.6 5.1 0.9 81.5 93.9 100.0 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 : 39: 8 3 4 21 21 31 26:
Old : 39: 8 3 4 21 21 31 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 : 66.9 59.0 79.8 82.1 56.5 53.4 66.4 68.3
Old : 66.9 59.0 79.8 82.1 56.5 53.4 66.4 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2019