BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,340: 628 1,579 332 6,866 5,977 7,826 7,888: 514 452
Old : 8,340: 628 1,579 332 6,866 5,977 7,826 7,888: 514 452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,517: -1 109 -241 -1,115 -1,334 -1,357 -1,466: -160 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 18.9 4.0 82.3 71.7 93.8 94.6: 6.2 5.4
Old : 100.0: 7.5 18.9 4.0 82.3 71.7 93.8 94.6: 6.2 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 : 44: 4 7 7 25 24 33 34:
Old : 44: 4 7 7 25 24 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 : 43.8 52.9 66.7 73.5 42.7 52.8 63.6 67.5
Old : 43.8 52.9 66.7 73.5 42.7 52.8 63.6 67.5
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,471: 9,386 3,524 703 6,937 10,937 17,026 15,164: 2,445 4,307
Old : 19,471: 9,386 3,524 703 6,937 10,937 17,026 15,164: 2,445 4,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -5,593: -3,663 -1,963 -382 -1,316 -3,041 -5,361 -5,386: -232 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 18.1 3.6 35.6 56.2 87.4 77.9: 12.6 22.1
Old : 100.0: 48.2 18.1 3.6 35.6 56.2 87.4 77.9: 12.6 22.1
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 : 63: 15 12 16 22 27 46 46:
Old : 63: 15 12 16 22 27 46 46:
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 33.0 68.6 49.5 57.3 33.0 68.2 48.2
Old : 57.5 33.0 68.6 49.5 57.3 33.0 68.2 48.2
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,157: 1,003 1,721 285 5,144 4,083 6,432 6,089: 725 1,068
Old : 7,157: 1,003 1,721 285 5,144 4,083 6,432 6,089: 725 1,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,270: -255 -343 -52 -1,041 -941 -1,348 -1,336: 78 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 24.0 4.0 71.9 57.0 89.9 85.1: 10.1 14.9
Old : 100.0: 14.0 24.0 4.0 71.9 57.0 89.9 85.1: 10.1 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 8 6 29 20 38 30:
Old : 46: 5 8 6 29 20 38 30:
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 : 34.1 40.1 56.0 59.4 32.2 36.7 50.4 49.6
Old : 34.1 40.1 56.0 59.4 32.2 36.7 50.4 49.6
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,401: 38 3,843 146 4,752 993 4,936 4,982: 465 419
Old : 5,401: 38 3,843 146 4,752 993 4,936 4,982: 465 419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -974: -44 -477 -209 -566 -221 -819 -907: -155 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 71.2 2.7 88.0 18.4 91.4 92.2: 8.6 7.8
Old : 100.0: 0.7 71.2 2.7 88.0 18.4 91.4 92.2: 8.6 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 : 30: 1 9 6 15 8 22 17:
Old : 30: 1 9 6 15 8 22 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 : 60.9 63.1 77.5 79.9 58.5 61.1 70.4 72.7
Old : 60.9 63.1 77.5 79.9 58.5 61.1 70.4 72.7
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 219,429: 82,833 50,578 46,494 69,795 97,472 199,122 194,544: 20,307 24,885
Old : 77,261: 50,412 39,273 2,483 18,178 28,400 71,073 70,156: 6,188 7,105
Other: 142,168: 53,394 32,278 23,038 51,617 69,072 128,049 124,388: 14,119 17,780
: : :
: : Changes in Commitments from: September 1, 2020 :
: 1,481: 1,144 -4,363 496 58 5,412 1,698 1,545: -217 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 23.0 21.2 31.8 44.4 90.7 88.7: 9.3 11.3
Old : 100.0: 65.2 50.8 3.2 23.5 36.8 92.0 90.8: 8.0 9.2
Other: 100.0: 37.6 22.7 16.2 36.3 48.6 90.1 87.5: 9.9 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 101 72 101 52 74 212 217:
Old : 234: 86 72 15 23 54 113 137:
Other: 251: 85 62 73 51 65 175 176:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 20.9 31.6 28.5 18.6 18.9 30.2 25.5
Old : 22.7 23.1 34.1 35.6 22.7 23.1 34.1 35.6
Other: 24.3 24.0 37.6 31.8 24.1 23.0 37.3 30.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 292,001: 102,011 37,891 51,477 108,945 162,171 262,433 251,539: 29,568 40,462
Old : 292,001: 102,011 37,891 51,477 108,945 162,171 262,433 251,539: 29,568 40,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,229: 277 -935 -1,503 -3,788 -3,505 -5,014 -5,943: 785 1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 13.0 17.6 37.3 55.5 89.9 86.1: 10.1 13.9
Old : 100.0: 34.9 13.0 17.6 37.3 55.5 89.9 86.1: 10.1 13.9
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 : 342: 108 74 111 89 121 258 262:
Old : 342: 108 74 111 89 121 258 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 20.1 30.2 28.3 18.9 20.0 30.1 28.2
Old : 18.9 20.1 30.2 28.3 18.9 20.0 30.1 28.2
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,891: 1,280 439 179 1,306 2,230 2,765 2,848: 1,126 1,043
Old : 3,891: 1,280 439 179 1,306 2,230 2,765 2,848: 1,126 1,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -289: 42 6 -39 -225 -130 -222 -163: -67 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 11.3 4.6 33.6 57.3 71.1 73.2: 28.9 26.8
Old : 100.0: 32.9 11.3 4.6 33.6 57.3 71.1 73.2: 28.9 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 21 7 4 13 15 37 26:
Old : 50: 21 7 4 13 15 37 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 : 32.2 40.1 42.1 51.1 29.6 39.4 39.6 49.6
Old : 32.2 40.1 42.1 51.1 29.6 39.4 39.6 49.6
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,042: 16,799 12,115 7,813 10,748 11,330 35,360 31,258: 6,682 10,784
Old : 42,042: 16,799 12,115 7,813 10,748 11,330 35,360 31,258: 6,682 10,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,375: -1,273 719 -871 -408 -623 -2,552 -775: 1,177 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 28.8 18.6 25.6 26.9 84.1 74.3: 15.9 25.7
Old : 100.0: 40.0 28.8 18.6 25.6 26.9 84.1 74.3: 15.9 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 : 163: 38 52 44 41 42 104 120:
Old : 163: 38 52 44 41 42 104 120:
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 : 25.9 17.4 38.8 28.0 24.1 14.2 32.5 20.4
Old : 25.9 17.4 38.8 28.0 24.1 14.2 32.5 20.4
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,431: 990 8,666 642 20,330 12,470 21,962 21,778: 469 653
Old : 22,431: 990 8,666 642 20,330 12,470 21,962 21,778: 469 653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,114: -264 -1,430 -145 -1,754 -445 -2,163 -2,020: 49 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 38.6 2.9 90.6 55.6 97.9 97.1: 2.1 2.9
Old : 100.0: 4.4 38.6 2.9 90.6 55.6 97.9 97.1: 2.1 2.9
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 : 56: 10 12 6 23 21 38 34:
Old : 56: 10 12 6 23 21 38 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 : 64.3 53.1 82.8 76.3 64.3 51.5 82.6 74.4
Old : 64.3 53.1 82.8 76.3 64.3 51.5 82.6 74.4
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,478: 12,459 4,177 117 11,308 19,218 23,884 23,512: 1,594 1,966
Old : 25,478: 12,459 4,177 117 11,308 19,218 23,884 23,512: 1,594 1,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 925: -158 246 -45 925 222 722 423: 203 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 16.4 0.5 44.4 75.4 93.7 92.3: 6.3 7.7
Old : 100.0: 48.9 16.4 0.5 44.4 75.4 93.7 92.3: 6.3 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 16 2 10 9 23 26:
Old : 42: 11 16 2 10 9 23 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 : 65.2 74.5 82.0 82.5 65.2 74.5 82.0 82.5
Old : 65.2 74.5 82.0 82.5 65.2 74.5 82.0 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 137,618: 29,626 46,981 1,913 73,353 69,632 104,892 118,526: 32,726 19,092
Old : 137,618: 29,626 46,981 1,913 73,353 69,632 104,892 118,526: 32,726 19,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,902: 3,036 -6,615 527 -3,050 2,990 513 -3,098: -3,415 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 34.1 1.4 53.3 50.6 76.2 86.1: 23.8 13.9
Old : 100.0: 21.5 34.1 1.4 53.3 50.6 76.2 86.1: 23.8 13.9
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 : 104: 29 24 12 35 33 70 63:
Old : 104: 29 24 12 35 33 70 63:
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 : 29.2 41.1 40.7 53.8 27.8 41.0 37.6 53.3
Old : 29.2 41.1 40.7 53.8 27.8 41.0 37.6 53.3
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,562: 18,440 6,913 198 12,185 33,788 30,823 40,899: 21,739 11,663
Old : 52,562: 18,440 6,913 198 12,185 33,788 30,823 40,899: 21,739 11,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,475: -823 -753 46 295 -2,242 -482 -2,949: -993 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 13.2 0.4 23.2 64.3 58.6 77.8: 41.4 22.2
Old : 100.0: 35.1 13.2 0.4 23.2 64.3 58.6 77.8: 41.4 22.2
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 : 45: 11 10 4 16 19 30 30:
Old : 45: 11 10 4 16 19 30 30:
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 45.7 39.7 55.9 28.0 45.4 39.7 55.5
Old : 28.0 45.7 39.7 55.9 28.0 45.4 39.7 55.5
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 150,387: 53,190 44,817 5,838 85,692 95,813 144,720 146,468: 5,667 3,919
Old : 150,387: 53,190 44,817 5,838 85,692 95,813 144,720 146,468: 5,667 3,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 17,656: 7,881 5,477 1,877 7,799 10,694 17,557 18,048: 99 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 29.8 3.9 57.0 63.7 96.2 97.4: 3.8 2.6
Old : 100.0: 35.4 29.8 3.9 57.0 63.7 96.2 97.4: 3.8 2.6
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 : 140: 47 40 11 31 33 85 77:
Old : 140: 47 40 11 31 33 85 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 : 47.2 45.9 60.1 61.3 45.2 45.9 56.4 59.2
Old : 47.2 45.9 60.1 61.3 45.2 45.9 56.4 59.2
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 197,524: 46,590 33,860 9,424 111,518 127,170 167,532 170,454: 29,992 27,070
Old : 197,524: 46,590 33,860 9,424 111,518 127,170 167,532 170,454: 29,992 27,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 10,936: -2,623 -9,041 1,972 17,576 13,107 16,925 6,038: -5,989 4,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 17.1 4.8 56.5 64.4 84.8 86.3: 15.2 13.7
Old : 100.0: 23.6 17.1 4.8 56.5 64.4 84.8 86.3: 15.2 13.7
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 : 104: 27 17 14 34 44 67 70:
Old : 104: 27 17 14 34 44 67 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 : 34.2 33.2 49.7 44.7 27.9 27.7 39.7 36.9
Old : 34.2 33.2 49.7 44.7 27.9 27.7 39.7 36.9
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 151,546: 44,850 23,108 4,615 73,161 105,346 122,626 133,069: 28,920 18,477
Old : 151,546: 44,850 23,108 4,615 73,161 105,346 122,626 133,069: 28,920 18,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 5,624: -1,804 6,058 2,693 2,819 -3,007 3,708 5,744: 1,916 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.2 3.0 48.3 69.5 80.9 87.8: 19.1 12.2
Old : 100.0: 29.6 15.2 3.0 48.3 69.5 80.9 87.8: 19.1 12.2
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 : 108: 32 19 11 41 37 77 63:
Old : 108: 32 19 11 41 37 77 63:
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 : 23.2 48.5 36.4 58.2 22.4 48.1 35.3 57.3
Old : 23.2 48.5 36.4 58.2 22.4 48.1 35.3 57.3
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 690,782: 248,683 51,869 12,490 332,939 581,988 594,112 646,347: 96,670 44,435
Old : 690,782: 248,683 51,869 12,490 332,939 581,988 594,112 646,347: 96,670 44,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -7,429: -2,184 -2,251 2,975 -7,495 -10,031 -6,704 -9,307: -725 1,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 7.5 1.8 48.2 84.3 86.0 93.6: 14.0 6.4
Old : 100.0: 36.0 7.5 1.8 48.2 84.3 86.0 93.6: 14.0 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 105 34 37 115 78 228 142:
Old : 287: 105 34 37 115 78 228 142:
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 : 15.3 63.2 25.0 72.5 14.8 62.8 24.4 72.0
Old : 15.3 63.2 25.0 72.5 14.8 62.8 24.4 72.0
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,671: 3,107 4,080 111 8,091 15,192 11,309 19,383: 13,362 5,288
Old : 24,671: 3,107 4,080 111 8,091 15,192 11,309 19,383: 13,362 5,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 175: -1,048 -768 -30 158 28 -920 -770: 1,095 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.5 0.4 32.8 61.6 45.8 78.6: 54.2 21.4
Old : 100.0: 12.6 16.5 0.4 32.8 61.6 45.8 78.6: 54.2 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 : 22: 4 4 1 11 9 16 13:
Old : 22: 4 4 1 11 9 16 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 : 18.8 56.6 32.6 71.4 18.8 56.6 31.3 65.9
Old : 18.8 56.6 32.6 71.4 18.8 56.6 31.3 65.9
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,361: 6,117 32,253 95 30,132 3,225 36,344 35,573: 2,017 2,788
Old : 38,361: 6,117 32,253 95 30,132 3,225 36,344 35,573: 2,017 2,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -21,939: -10,077 -3,215 52 -10,888 -18,322 -20,913 -21,485: -1,026 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 84.1 0.2 78.5 8.4 94.7 92.7: 5.3 7.3
Old : 100.0: 15.9 84.1 0.2 78.5 8.4 94.7 92.7: 5.3 7.3
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 : 55: 14 21 2 14 8 29 30:
Old : 55: 14 21 2 14 8 29 30:
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 71.1 81.3 78.7 67.1 71.1 79.5 78.7
Old : 68.6 71.1 81.3 78.7 67.1 71.1 79.5 78.7
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,047: 20,109 15,209 2,545 16,486 22,988 39,140 40,742: 4,907 3,305
Old : 44,047: 20,109 15,209 2,545 16,486 22,988 39,140 40,742: 4,907 3,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 3,803: -1,325 741 1,926 3,630 1,101 4,231 3,768: -428 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 34.5 5.8 37.4 52.2 88.9 92.5: 11.1 7.5
Old : 100.0: 45.7 34.5 5.8 37.4 52.2 88.9 92.5: 11.1 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 : 91: 38 22 14 22 16 67 46:
Old : 91: 38 22 14 22 16 67 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 48.1 40.0 66.2 20.2 48.1 32.4 62.1
Old : 27.3 48.1 40.0 66.2 20.2 48.1 32.4 62.1
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 14,052: 6,339 2,485 1,177 5,815 9,093 13,331 12,755: 721 1,297
Old : 14,052: 6,339 2,485 1,177 5,815 9,093 13,331 12,755: 721 1,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 1,491: -866 -1,734 944 1,276 2,456 1,354 1,666: 137 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 17.7 8.4 41.4 64.7 94.9 90.8: 5.1 9.2
Old : 100.0: 45.1 17.7 8.4 41.4 64.7 94.9 90.8: 5.1 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 : 25: 7 7 2 7 9 14 18:
Old : 25: 7 7 2 7 9 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 56.1 84.0 72.0 46.4 55.5 69.1 65.3
Old : 56.6 56.1 84.0 72.0 46.4 55.5 69.1 65.3
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 :10,134,907: 1,212,696 570,538 3,050,427 5,257,949 5,729,150 9,521,072 9,350,115: 613,835 784,792
Old :10,134,907: 1,212,696 570,538 3,050,427 5,257,949 5,729,150 9,521,072 9,350,115: 613,835 784,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 100,371: 51,049 -52,228 -37,298 106,314 113,926 120,065 24,400: -19,694 75,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.6 30.1 51.9 56.5 93.9 92.3: 6.1 7.7
Old : 100.0: 12.0 5.6 30.1 51.9 56.5 93.9 92.3: 6.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 54 43 78 116 115 210 203:
Old : 234: 54 43 78 116 115 210 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 18.1 33.0 29.4 8.4 12.2 13.5 17.0
Old : 19.9 18.1 33.0 29.4 8.4 12.2 13.5 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 8,198: 4,643 6,953 731 100 0 5,474 7,684: 2,724 514
Old : 8,198: 4,643 6,953 731 100 0 5,474 7,684: 2,724 514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,419: -2,137 -2,386 -108 -83 0 -2,328 -2,494: -91 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 84.8 8.9 1.2 0.0 66.8 93.7: 33.2 6.3
Old : 100.0: 56.6 84.8 8.9 1.2 0.0 66.8 93.7: 33.2 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 51 26 11 2 0 60 32:
Old : 81: 51 26 11 2 0 60 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 55.8 35.6 70.3 27.0 55.8 34.6 69.0
Old : 27.3 55.8 35.6 70.3 27.0 55.8 34.6 69.0
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 207,863: 22,874 26,621 33,828 150,866 146,766 207,568 207,215: 295 648
Old : 207,863: 22,874 26,621 33,828 150,866 146,766 207,568 207,215: 295 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 7,353: -2,189 -1,694 1,699 7,748 6,795 7,258 6,800: 95 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.8 16.3 72.6 70.6 99.9 99.7: 0.1 0.3
Old : 100.0: 11.0 12.8 16.3 72.6 70.6 99.9 99.7: 0.1 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 : 67: 15 18 23 16 31 44 61:
Old : 67: 15 18 23 16 31 44 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 53.0 79.5 70.4 62.5 47.2 66.8 58.3
Old : 66.1 53.0 79.5 70.4 62.5 47.2 66.8 58.3
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 145,938: 31,384 23,360 20,731 93,724 101,616 145,839 145,707: 99 231
Old : 145,938: 31,384 23,360 20,731 93,724 101,616 145,839 145,707: 99 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 19,599: 23 694 5,276 14,339 13,603 19,638 19,573: -39 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 16.0 14.2 64.2 69.6 99.9 99.8: 0.1 0.2
Old : 100.0: 21.5 16.0 14.2 64.2 69.6 99.9 99.8: 0.1 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 : 77: 17 20 24 25 32 51 67:
Old : 77: 17 20 24 25 32 51 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 43.5 65.4 61.4 50.2 41.5 63.0 53.2
Old : 50.8 43.5 65.4 61.4 50.2 41.5 63.0 53.2
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 577,671: 82,885 74,749 21,303 404,358 400,149 508,546 496,201: 69,125 81,470
Old : 577,671: 82,885 74,749 21,303 404,358 400,149 508,546 496,201: 69,125 81,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -12,767: -5,089 -13,455 276 -9,493 -3,988 -14,306 -17,167: 1,538 4,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 12.9 3.7 70.0 69.3 88.0 85.9: 12.0 14.1
Old : 100.0: 14.3 12.9 3.7 70.0 69.3 88.0 85.9: 12.0 14.1
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 : 572: 92 90 58 274 285 395 404:
Old : 572: 92 90 58 274 285 395 404:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 16.8 22.2 24.4 12.4 16.4 20.4 22.3
Old : 12.9 16.8 22.2 24.4 12.4 16.4 20.4 22.3
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,391: 9,735 5,260 0 8,271 25,528 18,006 30,788: 18,385 5,603
Old : 36,391: 9,735 5,260 0 8,271 25,528 18,006 30,788: 18,385 5,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 3,877: 24 442 -369 2,220 2,426 1,875 2,499: 2,002 1,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 14.5 0.0 22.7 70.1 49.5 84.6: 50.5 15.4
Old : 100.0: 26.8 14.5 0.0 22.7 70.1 49.5 84.6: 50.5 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 : 23: 7 3 0 7 6 14 9:
Old : 23: 7 3 0 7 6 14 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 : 28.3 68.3 42.1 83.9 28.3 68.3 42.1 83.9
Old : 28.3 68.3 42.1 83.9 28.3 68.3 42.1 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 12,043: 4,196 1,799 0 6,227 9,455 10,423 11,254: 1,620 789
Old : 12,043: 4,196 1,799 0 6,227 9,455 10,423 11,254: 1,620 789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 14.9 0.0 51.7 78.5 86.5 93.4: 13.5 6.6
Old : 100.0: 34.8 14.9 0.0 51.7 78.5 86.5 93.4: 13.5 6.6
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 : 21: 1 2 0 6 13 7 15:
Old : 21: 1 2 0 6 13 7 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 : 77.7 55.3 86.5 77.0 77.7 55.3 85.5 77.0
Old : 77.7 55.3 86.5 77.0 77.7 55.3 85.5 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 17,199: 672 2,175 0 14,413 11,487 15,085 13,662: 2,114 3,537
Old : 17,199: 672 2,175 0 14,413 11,487 15,085 13,662: 2,114 3,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 751: 448 617 0 138 -448 586 169: 165 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.6 0.0 83.8 66.8 87.7 79.4: 12.3 20.6
Old : 100.0: 3.9 12.6 0.0 83.8 66.8 87.7 79.4: 12.3 20.6
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 : 26: 2 3 0 14 9 16 12:
Old : 26: 2 3 0 14 9 16 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 : 67.0 60.6 77.5 75.0 67.0 60.6 77.5 74.9
Old : 67.0 60.6 77.5 75.0 67.0 60.6 77.5 74.9
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,706,399: 417,041 398,737 55,224 1,980,433 1,873,105 2,452,698 2,327,066: 253,701 379,333
Old : 2,706,399: 417,041 398,737 55,224 1,980,433 1,873,105 2,452,698 2,327,066: 253,701 379,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -83,222: -26,258 -70,178 3,918 -58,563 -32,068 -80,903 -98,328: -2,319 15,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 14.7 2.0 73.2 69.2 90.6 86.0: 9.4 14.0
Old : 100.0: 15.4 14.7 2.0 73.2 69.2 90.6 86.0: 9.4 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 571: 93 89 55 271 284 390 402:
Old : 571: 93 89 55 271 284 390 402:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 16.5 23.5 23.3 13.1 16.1 21.6 22.6
Old : 13.6 16.5 23.5 23.3 13.1 16.1 21.6 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 9,513: 2,943 512 0 4,532 8,243 7,475 8,755: 2,038 758
Old : 9,513: 2,943 512 0 4,532 8,243 7,475 8,755: 2,038 758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 566: 310 512 0 204 79 514 591: 52 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 5.4 0.0 47.6 86.6 78.6 92.0: 21.4 8.0
Old : 100.0: 30.9 5.4 0.0 47.6 86.6 78.6 92.0: 21.4 8.0
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 : 23: 2 2 0 10 10 12 12:
Old : 23: 2 2 0 10 10 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 69.4 70.2 82.1 49.5 69.4 70.2 82.0
Old : 49.5 69.4 70.2 82.1 49.5 69.4 70.2 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,037: 1,418 817 0 7,935 8,563 9,353 9,380: 1,684 1,657
Old : 11,037: 1,418 817 0 7,935 8,563 9,353 9,380: 1,684 1,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.4 0.0 71.9 77.6 84.7 85.0: 15.3 15.0
Old : 100.0: 12.8 7.4 0.0 71.9 77.6 84.7 85.0: 15.3 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 0 10 11 11 13:
Old : 21: 1 2 0 10 11 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 65.4 79.9 78.8 63.1 65.4 79.5 78.8
Old : 63.1 65.4 79.9 78.8 63.1 65.4 79.5 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 232,370: 3,000 0 4,200 225,170 226,170 232,370 230,370: 0 2,000
Old : 232,370: 3,000 0 4,200 225,170 226,170 232,370 230,370: 0 2,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 1,000: 0 0 0 1,000 1,000 1,000 1,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 1.8 96.9 97.3 100.0 99.1: 0.0 0.9
Old : 100.0: 1.3 0.0 1.8 96.9 97.3 100.0 99.1: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 2 14 13 16 15:
Old : 20: 1 0 2 14 13 16 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 : 60.8 63.4 90.0 87.6 41.4 39.4 52.3 53.0
Old : 60.8 63.4 90.0 87.6 41.4 39.4 52.3 53.0
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,357: 9,054 1,717 27 38,107 50,303 47,188 52,047: 9,169 4,310
Old : 56,357: 9,054 1,717 27 38,107 50,303 47,188 52,047: 9,169 4,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,128: 469 -2,682 -306 -867 1,980 -704 -1,008: -424 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 3.0 0.0 67.6 89.3 83.7 92.4: 16.3 7.6
Old : 100.0: 16.1 3.0 0.0 67.6 89.3 83.7 92.4: 16.3 7.6
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 : 73: 12 5 3 36 32 49 39:
Old : 73: 12 5 3 36 32 49 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 46.7 48.7 69.4 32.8 46.4 47.1 68.6
Old : 32.9 46.7 48.7 69.4 32.8 46.4 47.1 68.6
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 50,161: 14,256 17,950 779 23,529 24,336 38,564 43,065: 11,596 7,095
Old : 50,161: 14,256 17,950 779 23,529 24,336 38,564 43,065: 11,596 7,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 1,131: -1,605 3,815 -210 345 -1,913 -1,470 1,693: 2,601 -562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 35.8 1.6 46.9 48.5 76.9 85.9: 23.1 14.1
Old : 100.0: 28.4 35.8 1.6 46.9 48.5 76.9 85.9: 23.1 14.1
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 : 285: 59 54 21 107 107 175 173:
Old : 285: 59 54 21 107 107 175 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 25.9 27.8 34.2 19.1 25.8 27.5 34.1
Old : 19.4 25.9 27.8 34.2 19.1 25.8 27.5 34.1
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 250,803: 71,282 89,752 3,893 117,647 121,682 192,822 215,327: 57,981 35,476
Old : 250,803: 71,282 89,752 3,893 117,647 121,682 192,822 215,327: 57,981 35,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 5,655: -8,025 19,077 -1,048 1,725 -9,564 -7,348 8,465: 13,003 -2,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 35.8 1.6 46.9 48.5 76.9 85.9: 23.1 14.1
Old : 100.0: 28.4 35.8 1.6 46.9 48.5 76.9 85.9: 23.1 14.1
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 : 285: 59 54 21 107 107 175 173:
Old : 285: 59 54 21 107 107 175 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 25.9 27.8 34.2 19.1 25.8 27.5 34.1
Old : 19.4 25.9 27.8 34.2 19.1 25.8 27.5 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 $2) :
: : :
All : 101,735: 71,186 21,007 1,993 4,862 349 78,041 23,349: 23,694 78,386
Old : 101,735: 71,186 21,007 1,993 4,862 349 78,041 23,349: 23,694 78,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 6,660: -11,136 -16,876 1,661 4,862 44 -4,613 -15,171: 11,273 21,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 20.6 2.0 4.8 0.3 76.7 23.0: 23.3 77.0
Old : 100.0: 70.0 20.6 2.0 4.8 0.3 76.7 23.0: 23.3 77.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 14 4 5 2 1 17 9:
Old : 20: 14 4 5 2 1 17 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 : 64.1 21.9 72.4 22.9 64.1 21.0 71.7 21.0
Old : 64.1 21.9 72.4 22.9 64.1 21.0 71.7 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 144,091: 57,097 59,141 5,506 51,276 60,542 113,879 125,189: 30,212 18,902
Old : 144,091: 57,097 59,141 5,506 51,276 60,542 113,879 125,189: 30,212 18,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 6,960: -1,093 786 4,194 3,963 2,182 7,064 7,162: -104 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 41.0 3.8 35.6 42.0 79.0 86.9: 21.0 13.1
Old : 100.0: 39.6 41.0 3.8 35.6 42.0 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 : 88: 25 20 12 33 27 65 52:
Old : 88: 25 20 12 33 27 65 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 : 36.4 45.7 46.1 58.4 36.4 43.9 45.7 55.7
Old : 36.4 45.7 46.1 58.4 36.4 43.9 45.7 55.7
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 503,285: 96,612 81,010 7,511 377,733 394,700 481,856 483,221: 21,429 20,064
Old : 503,285: 96,612 81,010 7,511 377,733 394,700 481,856 483,221: 21,429 20,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 1,270: 1,046 -6,272 2,053 581 5,124 3,680 905: -2,410 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 16.1 1.5 75.1 78.4 95.7 96.0: 4.3 4.0
Old : 100.0: 19.2 16.1 1.5 75.1 78.4 95.7 96.0: 4.3 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 : 337: 54 48 18 154 140 215 199:
Old : 337: 54 48 18 154 140 215 199:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 22.2 29.5 34.6 15.9 21.6 25.9 32.8
Old : 17.4 22.2 29.5 34.6 15.9 21.6 25.9 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 8,472: 344 634 34 7,244 7,318 7,622 7,986: 850 486
Old : 8,472: 344 634 34 7,244 7,318 7,622 7,986: 850 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.5 0.4 85.5 86.4 90.0 94.3: 10.0 5.7
Old : 100.0: 4.1 7.5 0.4 85.5 86.4 90.0 94.3: 10.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 1 8 9 9 12:
Old : 20: 1 2 1 8 9 9 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 : 72.5 56.5 87.3 83.3 72.5 56.5 86.9 83.3
Old : 72.5 56.5 87.3 83.3 72.5 56.5 86.9 83.3
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,671: 2,424 4,094 1,635 7,809 7,013 11,868 12,742: 4,803 3,929
Old : 16,671: 2,424 4,094 1,635 7,809 7,013 11,868 12,742: 4,803 3,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 24.6 9.8 46.8 42.1 71.2 76.4: 28.8 23.6
Old : 100.0: 14.5 24.6 9.8 46.8 42.1 71.2 76.4: 28.8 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 4 5 6 4 15 12:
Old : 21: 7 4 5 6 4 15 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 : 48.7 53.8 60.4 71.2 48.7 53.8 57.8 66.6
Old : 48.7 53.8 60.4 71.2 48.7 53.8 57.8 66.6
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 - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,233: 9,949 3,261 2,336 22,468 26,175 34,753 31,772: 12,480 15,461
Old : 47,233: 9,949 3,261 2,336 22,468 26,175 34,753 31,772: 12,480 15,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 5,336: -1,408 -4,751 2,006 383 4,118 981 1,373: 4,355 3,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.9 4.9 47.6 55.4 73.6 67.3: 26.4 32.7
Old : 100.0: 21.1 6.9 4.9 47.6 55.4 73.6 67.3: 26.4 32.7
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 : 65: 14 10 8 24 31 41 46:
Old : 65: 14 10 8 24 31 41 46:
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 : 25.9 27.0 44.3 40.0 23.9 21.6 38.8 31.7
Old : 25.9 27.0 44.3 40.0 23.9 21.6 38.8 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 184,396: 64,094 4,118 5,904 114,176 174,246 184,174 184,268: 222 128
Old : 184,396: 64,094 4,118 5,904 114,176 174,246 184,174 184,268: 222 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -367: -802 1,553 17 418 -1,936 -367 -366: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 2.2 3.2 61.9 94.5 99.9 99.9: 0.1 0.1
Old : 100.0: 34.8 2.2 3.2 61.9 94.5 99.9 99.9: 0.1 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 : 84: 30 5 5 41 27 73 36:
Old : 84: 30 5 5 41 27 73 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 : 37.9 61.5 54.2 84.4 31.7 53.7 47.7 70.9
Old : 37.9 61.5 54.2 84.4 31.7 53.7 47.7 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2020