BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 15, 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 : 8,491: 639 1,509 347 6,942 6,186 7,928 8,042: 563 449
Old : 8,491: 639 1,509 347 6,942 6,186 7,928 8,042: 563 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 151: 11 -70 15 76 209 102 154: 49 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 17.8 4.1 81.8 72.9 93.4 94.7: 6.6 5.3
Old : 100.0: 7.5 17.8 4.1 81.8 72.9 93.4 94.7: 6.6 5.3
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 : 45: 4 7 7 25 24 33 34:
Old : 45: 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 : 44.0 53.5 66.4 73.7 42.9 52.1 63.4 67.7
Old : 44.0 53.5 66.4 73.7 42.9 52.1 63.4 67.7
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 15, 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 : 20,019: 9,848 3,739 546 7,023 11,403 17,417 15,688: 2,602 4,331
Old : 20,019: 9,848 3,739 546 7,023 11,403 17,417 15,688: 2,602 4,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 548: 462 215 -157 86 466 391 524: 157 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 18.7 2.7 35.1 57.0 87.0 78.4: 13.0 21.6
Old : 100.0: 49.2 18.7 2.7 35.1 57.0 87.0 78.4: 13.0 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 15 12 15 22 26 45 45:
Old : 63: 15 12 15 22 26 45 45:
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 : 57.4 32.2 68.6 50.2 57.2 32.2 68.2 49.2
Old : 57.4 32.2 68.6 50.2 57.2 32.2 68.2 49.2
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 15, 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 : 7,373: 1,152 1,932 243 5,352 4,650 6,747 6,825: 626 548
Old : 7,373: 1,152 1,932 243 5,352 4,650 6,747 6,825: 626 548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 216: 149 211 -42 208 567 315 736: -99 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 26.2 3.3 72.6 63.1 91.5 92.6: 8.5 7.4
Old : 100.0: 15.6 26.2 3.3 72.6 63.1 91.5 92.6: 8.5 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 8 5 31 21 39 31:
Old : 47: 5 8 5 31 21 39 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 : 34.0 42.2 55.5 65.1 32.5 37.7 50.5 52.1
Old : 34.0 42.2 55.5 65.1 32.5 37.7 50.5 52.1
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 15, 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 : 5,681: 44 4,114 194 4,972 957 5,210 5,265: 471 416
Old : 5,681: 44 4,114 194 4,972 957 5,210 5,265: 471 416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 280: 6 271 48 220 -36 274 283: 6 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 72.4 3.4 87.5 16.8 91.7 92.7: 8.3 7.3
Old : 100.0: 0.8 72.4 3.4 87.5 16.8 91.7 92.7: 8.3 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 : 31: 2 9 6 18 7 26 16:
Old : 31: 2 9 6 18 7 26 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 : 61.1 65.6 76.9 81.1 58.8 63.0 70.3 73.5
Old : 61.1 65.6 76.9 81.1 58.8 63.0 70.3 73.5
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 15, 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 : 221,219: 85,099 39,739 43,104 72,784 111,054 200,987 193,897: 20,232 27,322
Old : 39,171: 27,879 12,981 948 5,670 21,132 34,497 35,061: 4,674 4,110
Other: 182,048: 68,331 37,869 31,045 67,114 89,922 166,490 158,836: 15,558 23,212
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,790: 2,266 -10,839 -3,390 2,989 13,582 1,865 -647: -75 2,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 18.0 19.5 32.9 50.2 90.9 87.6: 9.1 12.4
Old : 100.0: 71.2 33.1 2.4 14.5 53.9 88.1 89.5: 11.9 10.5
Other: 100.0: 37.5 20.8 17.1 36.9 49.4 91.5 87.2: 8.5 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 112 64 106 60 82 226 219:
Old : 183: 75 40 10 25 48 103 95:
Other: 271: 88 76 89 54 77 193 203:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 20.3 30.5 29.2 18.5 19.0 29.5 26.5
Old : 20.4 40.4 32.6 51.0 20.3 39.8 31.1 49.6
Other: 20.4 18.7 34.8 27.8 20.4 16.8 33.9 24.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 15, 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 : 293,213: 102,551 36,437 54,022 107,431 161,552 264,004 252,011: 29,209 41,202
Old : 293,213: 102,551 36,437 54,022 107,431 161,552 264,004 252,011: 29,209 41,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,212: 540 -1,454 2,545 -1,514 -619 1,571 472: -359 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 12.4 18.4 36.6 55.1 90.0 85.9: 10.0 14.1
Old : 100.0: 35.0 12.4 18.4 36.6 55.1 90.0 85.9: 10.0 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 : 351: 109 74 111 91 123 262 266:
Old : 351: 109 74 111 91 123 262 266:
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 : 18.3 19.6 29.4 28.5 18.3 19.4 29.4 27.9
Old : 18.3 19.6 29.4 28.5 18.3 19.4 29.4 27.9
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 15, 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 : 3,513: 836 313 175 1,486 2,315 2,497 2,803: 1,016 710
Old : 3,513: 836 313 175 1,486 2,315 2,497 2,803: 1,016 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -378: -444 -126 -4 180 85 -268 -45: -110 -333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 8.9 5.0 42.3 65.9 71.1 79.8: 28.9 20.2
Old : 100.0: 23.8 8.9 5.0 42.3 65.9 71.1 79.8: 28.9 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 20 5 3 12 16 34 24:
Old : 48: 20 5 3 12 16 34 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 47.0 47.5 58.7 39.1 46.5 46.5 57.7
Old : 39.1 47.0 47.5 58.7 39.1 46.5 46.5 57.7
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 - Futures Only, September 15, 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 : 42,410: 15,740 12,597 7,876 12,060 10,949 35,676 31,422: 6,734 10,988
Old : 42,410: 15,740 12,597 7,876 12,060 10,949 35,676 31,422: 6,734 10,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 368: -1,059 482 63 1,312 -381 316 164: 52 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 29.7 18.6 28.4 25.8 84.1 74.1: 15.9 25.9
Old : 100.0: 37.1 29.7 18.6 28.4 25.8 84.1 74.1: 15.9 25.9
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 : 156: 37 49 42 39 44 103 116:
Old : 156: 37 49 42 39 44 103 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 17.8 38.8 27.6 23.8 14.8 31.9 21.3
Old : 26.6 17.8 38.8 27.6 23.8 14.8 31.9 21.3
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 15, 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 : 23,216: 1,044 8,982 739 20,983 12,829 22,766 22,550: 450 666
Old : 23,216: 1,044 8,982 739 20,983 12,829 22,766 22,550: 450 666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 785: 54 316 97 653 359 804 772: -19 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 38.7 3.2 90.4 55.3 98.1 97.1: 1.9 2.9
Old : 100.0: 4.5 38.7 3.2 90.4 55.3 98.1 97.1: 1.9 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 : 55: 11 10 7 23 21 39 33:
Old : 55: 11 10 7 23 21 39 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 : 64.1 53.7 82.6 76.4 64.1 51.9 82.3 74.3
Old : 64.1 53.7 82.6 76.4 64.1 51.9 82.3 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, September 15, 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 : 27,865: 14,789 7,137 0 11,738 19,119 26,527 26,256: 1,338 1,609
Old : 27,865: 14,789 7,137 0 11,738 19,119 26,527 26,256: 1,338 1,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 2,387: 2,330 2,960 -117 430 -99 2,643 2,744: -256 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 25.6 0.0 42.1 68.6 95.2 94.2: 4.8 5.8
Old : 100.0: 53.1 25.6 0.0 42.1 68.6 95.2 94.2: 4.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 13 15 0 11 6 24 21:
Old : 42: 13 15 0 11 6 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 73.1 81.3 86.7 63.6 72.5 81.3 86.1
Old : 63.6 73.1 81.3 86.7 63.6 72.5 81.3 86.1
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 15, 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 : 147,273: 28,909 45,852 1,505 69,085 82,605 99,499 129,962: 47,774 17,311
Old : 147,273: 28,909 45,852 1,505 69,085 82,605 99,499 129,962: 47,774 17,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 9,655: -717 -1,129 -408 -4,268 12,973 -5,393 11,436: 15,048 -1,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 31.1 1.0 46.9 56.1 67.6 88.2: 32.4 11.8
Old : 100.0: 19.6 31.1 1.0 46.9 56.1 67.6 88.2: 32.4 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 27 21 10 33 30 65 56:
Old : 98: 27 21 10 33 30 65 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 44.6 33.4 57.3 20.4 41.4 28.3 53.6
Old : 22.2 44.6 33.4 57.3 20.4 41.4 28.3 53.6
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 15, 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 : 52,411: 18,649 6,583 5 12,894 34,901 31,548 41,489: 20,863 10,922
Old : 52,411: 18,649 6,583 5 12,894 34,901 31,548 41,489: 20,863 10,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -151: 209 -330 -193 709 1,113 725 590: -876 -741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 12.6 0.0 24.6 66.6 60.2 79.2: 39.8 20.8
Old : 100.0: 35.6 12.6 0.0 24.6 66.6 60.2 79.2: 39.8 20.8
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 : 44: 14 9 1 13 14 28 23:
Old : 44: 14 9 1 13 14 28 23:
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 : 26.7 57.6 38.3 65.8 26.7 57.6 38.3 65.8
Old : 26.7 57.6 38.3 65.8 26.7 57.6 38.3 65.8
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 15, 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 : 134,482: 56,478 30,007 545 71,028 100,687 128,051 131,239: 6,431 3,243
Old : 134,482: 56,478 30,007 545 71,028 100,687 128,051 131,239: 6,431 3,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -15,905: 3,288 -14,810 -5,293 -14,664 4,874 -16,669 -15,229: 764 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 22.3 0.4 52.8 74.9 95.2 97.6: 4.8 2.4
Old : 100.0: 42.0 22.3 0.4 52.8 74.9 95.2 97.6: 4.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 59 35 6 30 28 91 67:
Old : 146: 59 35 6 30 28 91 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 : 50.0 58.5 60.6 73.4 50.0 58.5 60.6 73.4
Old : 50.0 58.5 60.6 73.4 50.0 58.5 60.6 73.4
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 15, 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 : 149,989: 43,801 41,508 4,894 72,246 81,090 120,941 127,492: 29,048 22,497
Old : 149,989: 43,801 41,508 4,894 72,246 81,090 120,941 127,492: 29,048 22,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -47,535: -2,789 7,648 -4,530 -39,272 -46,080 -46,591 -42,962: -944 -4,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 27.7 3.3 48.2 54.1 80.6 85.0: 19.4 15.0
Old : 100.0: 29.2 27.7 3.3 48.2 54.1 80.6 85.0: 19.4 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 : 106: 22 25 14 33 38 63 69:
Old : 106: 22 25 14 33 38 63 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 24.2 44.5 37.8 30.1 24.2 43.8 37.7
Old : 30.7 24.2 44.5 37.8 30.1 24.2 43.8 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 15, 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 : 148,912: 50,360 27,471 910 69,658 104,286 120,928 132,667: 27,984 16,245
Old : 148,912: 50,360 27,471 910 69,658 104,286 120,928 132,667: 27,984 16,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -2,634: 5,510 4,363 -3,705 -3,503 -1,060 -1,698 -402: -936 -2,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 18.4 0.6 46.8 70.0 81.2 89.1: 18.8 10.9
Old : 100.0: 33.8 18.4 0.6 46.8 70.0 81.2 89.1: 18.8 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 37 16 8 41 37 82 57:
Old : 112: 37 16 8 41 37 82 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 48.2 37.8 58.2 22.9 48.1 36.1 57.9
Old : 24.4 48.2 37.8 58.2 22.9 48.1 36.1 57.9
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 15, 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 : 658,174: 230,695 52,119 6,226 326,724 561,883 563,645 620,228: 94,529 37,946
Old : 658,174: 230,695 52,119 6,226 326,724 561,883 563,645 620,228: 94,529 37,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -32,608: -17,988 250 -6,264 -6,215 -20,105 -30,467 -26,119: -2,141 -6,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 7.9 0.9 49.6 85.4 85.6 94.2: 14.4 5.8
Old : 100.0: 35.1 7.9 0.9 49.6 85.4 85.6 94.2: 14.4 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 99 36 26 117 76 225 129:
Old : 289: 99 36 26 117 76 225 129:
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 : 15.0 67.2 24.8 76.6 14.6 66.8 24.1 76.3
Old : 15.0 67.2 24.8 76.6 14.6 66.8 24.1 76.3
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 - Futures Only, September 15, 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 : 24,623: 3,950 4,601 127 6,755 15,135 10,832 19,863: 13,791 4,760
Old : 24,623: 3,950 4,601 127 6,755 15,135 10,832 19,863: 13,791 4,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -48: 843 521 16 -1,336 -57 -477 480: 429 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.7 0.5 27.4 61.5 44.0 80.7: 56.0 19.3
Old : 100.0: 16.0 18.7 0.5 27.4 61.5 44.0 80.7: 56.0 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 4 2 9 9 16 14:
Old : 22: 6 4 2 9 9 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 58.7 31.7 73.3 18.8 58.5 30.4 68.2
Old : 18.9 58.7 31.7 73.3 18.8 58.5 30.4 68.2
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 15, 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 : 37,715: 7,027 32,040 14 28,626 3,007 35,667 35,061: 2,048 2,654
Old : 37,715: 7,027 32,040 14 28,626 3,007 35,667 35,061: 2,048 2,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -646: 910 -213 -81 -1,506 -218 -677 -512: 31 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 85.0 0.0 75.9 8.0 94.6 93.0: 5.4 7.0
Old : 100.0: 18.6 85.0 0.0 75.9 8.0 94.6 93.0: 5.4 7.0
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 : 62: 17 23 2 15 9 34 32:
Old : 62: 17 23 2 15 9 34 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 : 63.9 69.7 76.8 78.4 63.4 69.7 75.9 78.4
Old : 63.9 69.7 76.8 78.4 63.4 69.7 75.9 78.4
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 15, 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 : 35,834: 18,002 14,760 465 12,201 17,549 30,668 32,774: 5,166 3,060
Old : 35,834: 18,002 14,760 465 12,201 17,549 30,668 32,774: 5,166 3,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -8,213: -2,107 -449 -2,080 -4,285 -5,439 -8,472 -7,968: 259 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 41.2 1.3 34.0 49.0 85.6 91.5: 14.4 8.5
Old : 100.0: 50.2 41.2 1.3 34.0 49.0 85.6 91.5: 14.4 8.5
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 : 84: 35 23 9 20 10 57 40:
Old : 84: 35 23 9 20 10 57 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 55.8 38.6 76.1 25.3 55.8 38.6 76.1
Old : 25.3 55.8 38.6 76.1 25.3 55.8 38.6 76.1
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 15, 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 : 12,242: 7,044 3,585 0 4,276 7,513 11,320 11,098: 922 1,144
Old : 12,242: 7,044 3,585 0 4,276 7,513 11,320 11,098: 922 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -1,810: 705 1,100 -1,177 -1,539 -1,580 -2,011 -1,657: 201 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 29.3 0.0 34.9 61.4 92.5 90.7: 7.5 9.3
Old : 100.0: 57.5 29.3 0.0 34.9 61.4 92.5 90.7: 7.5 9.3
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 : 26: 8 8 0 5 6 13 14:
Old : 26: 8 8 0 5 6 13 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 : 71.6 64.2 87.0 80.1 71.6 64.2 87.0 79.9
Old : 71.6 64.2 87.0 80.1 71.6 64.2 87.0 79.9
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 15, 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 : 8,882,113: 1,334,860 533,201 2,578,911 4,383,083 5,024,860 8,296,854 8,136,972: 585,259 745,141
Old : 8,882,113: 1,334,860 533,201 2,578,911 4,383,083 5,024,860 8,296,854 8,136,972: 585,259 745,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
:-1,252,794: 122,164 -37,337 -471,516 -874,866 -704,290 -1,224,218 -1,213,143: -28,576 -39,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 6.0 29.0 49.3 56.6 93.4 91.6: 6.6 8.4
Old : 100.0: 15.0 6.0 29.0 49.3 56.6 93.4 91.6: 6.6 8.4
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 : 223: 56 36 74 115 108 207 189:
Old : 223: 56 36 74 115 108 207 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 16.8 33.8 29.3 10.5 12.9 15.5 18.2
Old : 21.3 16.8 33.8 29.3 10.5 12.9 15.5 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, September 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 9,383: 5,122 8,002 779 67 0 5,968 8,781: 3,415 602
Old : 9,383: 5,122 8,002 779 67 0 5,968 8,781: 3,415 602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,185: 479 1,049 48 -33 0 494 1,097: 691 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 85.3 8.3 0.7 0.0 63.6 93.6: 36.4 6.4
Old : 100.0: 54.6 85.3 8.3 0.7 0.0 63.6 93.6: 36.4 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 : 76: 49 24 11 1 0 57 30:
Old : 76: 49 24 11 1 0 57 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 : 27.3 64.2 35.9 77.2 27.3 63.3 34.5 76.1
Old : 27.3 64.2 35.9 77.2 27.3 63.3 34.5 76.1
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 15, 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 : 213,365: 22,788 31,705 38,396 152,004 143,169 213,188 213,270: 177 95
Old : 213,365: 22,788 31,705 38,396 152,004 143,169 213,188 213,270: 177 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 5,502: -86 5,084 4,568 1,138 -3,597 5,620 6,055: -118 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.9 18.0 71.2 67.1 99.9 100.0: 0.1 0.0
Old : 100.0: 10.7 14.9 18.0 71.2 67.1 99.9 100.0: 0.1 0.0
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 : 69: 17 18 23 16 31 45 62:
Old : 69: 17 18 23 16 31 45 62:
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 : 63.9 50.0 77.8 67.6 61.1 44.4 65.3 54.5
Old : 63.9 50.0 77.8 67.6 61.1 44.4 65.3 54.5
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 15, 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 : 155,868: 32,606 24,713 23,351 99,823 107,621 155,780 155,685: 88 183
Old : 155,868: 32,606 24,713 23,351 99,823 107,621 155,780 155,685: 88 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 9,930: 1,222 1,353 2,620 6,099 6,005 9,941 9,978: -11 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 15.9 15.0 64.0 69.0 99.9 99.9: 0.1 0.1
Old : 100.0: 20.9 15.9 15.0 64.0 69.0 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 : 79: 16 22 26 24 33 52 70:
Old : 79: 16 22 26 24 33 52 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 : 48.7 41.8 64.9 60.5 48.1 39.5 61.8 50.4
Old : 48.7 41.8 64.9 60.5 48.1 39.5 61.8 50.4
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 15, 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 : 620,388: 79,455 73,380 23,860 436,485 442,161 539,800 539,400: 80,588 80,987
Old : 620,388: 79,455 73,380 23,860 436,485 442,161 539,800 539,400: 80,588 80,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 42,717: -3,430 -1,370 2,557 32,128 42,012 31,254 43,199: 11,462 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 11.8 3.8 70.4 71.3 87.0 86.9: 13.0 13.1
Old : 100.0: 12.8 11.8 3.8 70.4 71.3 87.0 86.9: 13.0 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 : 559: 86 86 64 284 281 407 396:
Old : 559: 86 86 64 284 281 407 396:
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 : 12.3 18.1 20.4 26.1 11.5 15.7 18.1 21.4
Old : 12.3 18.1 20.4 26.1 11.5 15.7 18.1 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 15, 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 : 38,758: 6,798 5,021 115 8,520 29,082 15,433 34,218: 23,325 4,540
Old : 38,758: 6,798 5,021 115 8,520 29,082 15,433 34,218: 23,325 4,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 2,367: -2,937 -239 115 249 3,554 -2,573 3,430: 4,940 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 13.0 0.3 22.0 75.0 39.8 88.3: 60.2 11.7
Old : 100.0: 17.5 13.0 0.3 22.0 75.0 39.8 88.3: 60.2 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 4 2 8 6 12 12:
Old : 21: 4 4 2 8 6 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 : 24.7 69.7 36.9 87.3 24.4 69.7 36.7 87.3
Old : 24.7 69.7 36.9 87.3 24.4 69.7 36.7 87.3
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 15, 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 : 26,407: 1,131 4,211 0 20,277 17,393 21,408 21,604: 4,999 4,803
Old : 26,407: 1,131 4,211 0 20,277 17,393 21,408 21,604: 4,999 4,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 9,208: 459 2,036 0 5,864 5,906 6,323 7,942: 2,885 1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 15.9 0.0 76.8 65.9 81.1 81.8: 18.9 18.2
Old : 100.0: 4.3 15.9 0.0 76.8 65.9 81.1 81.8: 18.9 18.2
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: 2 3 0 13 13 15 16:
Old : 25: 2 3 0 13 13 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 55.4 74.1 70.1 46.7 46.2 54.8 55.8
Old : 58.4 55.4 74.1 70.1 46.7 46.2 54.8 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 15, 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 : 2,908,148: 398,629 377,138 83,379 2,139,827 2,065,394 2,621,835 2,525,911: 286,313 382,237
Old : 2,908,148: 398,629 377,138 83,379 2,139,827 2,065,394 2,621,835 2,525,911: 286,313 382,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 201,749: -18,412 -21,599 28,155 159,394 192,289 169,137 198,845: 32,612 2,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.0 2.9 73.6 71.0 90.2 86.9: 9.8 13.1
Old : 100.0: 13.7 13.0 2.9 73.6 71.0 90.2 86.9: 9.8 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 : 558: 87 84 61 283 281 404 394:
Old : 558: 87 84 61 283 281 404 394:
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 : 12.8 16.8 21.5 24.2 12.0 15.2 18.9 21.3
Old : 12.8 16.8 21.5 24.2 12.0 15.2 18.9 21.3
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 15, 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 : 13,851: 3,530 300 0 8,413 12,814 11,943 13,114: 1,908 737
Old : 13,851: 3,530 300 0 8,413 12,814 11,943 13,114: 1,908 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 4,338: 587 -212 0 3,881 4,571 4,468 4,359: -130 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 2.2 0.0 60.7 92.5 86.2 94.7: 13.8 5.3
Old : 100.0: 25.5 2.2 0.0 60.7 92.5 86.2 94.7: 13.8 5.3
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 : 21: 2 1 0 14 10 16 11:
Old : 21: 2 1 0 14 10 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 74.7 70.2 88.4 38.0 52.1 52.7 60.9
Old : 50.4 74.7 70.2 88.4 38.0 52.1 52.7 60.9
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 - Futures Only, September 15, 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 Utilities Inde :
: : :
All : 16,239: 805 925 0 13,541 11,291 14,346 12,216: 1,893 4,023
Old : 16,239: 805 925 0 13,541 11,291 14,346 12,216: 1,893 4,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.7 0.0 83.4 69.5 88.3 75.2: 11.7 24.8
Old : 100.0: 5.0 5.7 0.0 83.4 69.5 88.3 75.2: 11.7 24.8
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 : 21: 2 3 0 11 12 13 15:
Old : 21: 2 3 0 11 12 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 45.6 76.8 64.9 52.6 30.7 64.2 47.2
Old : 58.5 45.6 76.8 64.9 52.6 30.7 64.2 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders - Futures Only, September 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 274,767: 200,642 68,827 18,379 29,972 6,530 248,993 93,736: 25,774 181,031
Old : 274,767: 200,642 68,827 18,379 29,972 6,530 248,993 93,736: 25,774 181,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 25.0 6.7 10.9 2.4 90.6 34.1: 9.4 65.9
Old : 100.0: 73.0 25.0 6.7 10.9 2.4 90.6 34.1: 9.4 65.9
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: 11 5 7 4 4 19 12:
Old : 22: 11 5 7 4 4 19 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 : 77.8 28.8 86.0 33.5 77.7 25.0 81.8 27.2
Old : 77.8 28.8 86.0 33.5 77.7 25.0 81.8 27.2
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 15, 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 : 65,020: 8,895 1,633 207 46,361 58,405 55,463 60,245: 9,557 4,775
Old : 65,020: 8,895 1,633 207 46,361 58,405 55,463 60,245: 9,557 4,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 8,663: -159 -84 180 8,254 8,102 8,275 8,198: 388 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 2.5 0.3 71.3 89.8 85.3 92.7: 14.7 7.3
Old : 100.0: 13.7 2.5 0.3 71.3 89.8 85.3 92.7: 14.7 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 : 70: 13 5 4 40 32 55 39:
Old : 70: 13 5 4 40 32 55 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 : 28.9 42.2 43.5 61.9 27.3 41.9 39.8 59.7
Old : 28.9 42.2 43.5 61.9 27.3 41.9 39.8 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, September 15, 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 : 69,673: 15,438 31,612 1,815 40,292 29,115 57,545 62,543: 12,128 7,130
Old : 69,673: 15,438 31,612 1,815 40,292 29,115 57,545 62,543: 12,128 7,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 19,512: 1,182 13,662 1,037 16,762 4,779 18,981 19,478: 531 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 45.4 2.6 57.8 41.8 82.6 89.8: 17.4 10.2
Old : 100.0: 22.2 45.4 2.6 57.8 41.8 82.6 89.8: 17.4 10.2
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 : 284: 61 55 33 116 107 193 180:
Old : 284: 61 55 33 116 107 193 180:
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 47.1 35.5 52.7 17.3 38.6 26.7 43.4
Old : 25.2 47.1 35.5 52.7 17.3 38.6 26.7 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 15, 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 : 348,364: 77,191 158,062 9,077 201,458 145,576 287,726 312,715: 60,638 35,649
Old : 348,364: 77,191 158,062 9,077 201,458 145,576 287,726 312,715: 60,638 35,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 97,561: 5,909 68,310 5,184 83,811 23,894 94,904 97,388: 2,657 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 45.4 2.6 57.8 41.8 82.6 89.8: 17.4 10.2
Old : 100.0: 22.2 45.4 2.6 57.8 41.8 82.6 89.8: 17.4 10.2
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 : 284: 61 55 33 116 107 193 180:
Old : 284: 61 55 33 116 107 193 180:
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 47.1 35.5 52.7 17.3 38.6 26.7 43.4
Old : 25.2 47.1 35.5 52.7 17.3 38.6 26.7 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 15, 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 : 131,814: 59,687 43,468 1,312 43,307 68,561 104,306 113,341: 27,508 18,473
Old : 131,814: 59,687 43,468 1,312 43,307 68,561 104,306 113,341: 27,508 18,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -12,277: 2,590 -15,673 -4,194 -7,969 8,019 -9,573 -11,848: -2,704 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 33.0 1.0 32.9 52.0 79.1 86.0: 20.9 14.0
Old : 100.0: 45.3 33.0 1.0 32.9 52.0 79.1 86.0: 20.9 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 25 14 10 30 24 60 43:
Old : 81: 25 14 10 30 24 60 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 : 39.6 61.3 48.0 69.9 39.6 61.0 47.8 69.6
Old : 39.6 61.3 48.0 69.9 39.6 61.0 47.8 69.6
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 15, 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 : 570,721: 100,601 83,984 12,741 434,723 450,436 548,065 547,161: 22,656 23,560
Old : 570,721: 100,601 83,984 12,741 434,723 450,436 548,065 547,161: 22,656 23,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 67,436: 3,989 2,974 5,230 56,990 55,736 66,209 63,940: 1,227 3,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 14.7 2.2 76.2 78.9 96.0 95.9: 4.0 4.1
Old : 100.0: 17.6 14.7 2.2 76.2 78.9 96.0 95.9: 4.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 61 46 27 170 149 240 214:
Old : 346: 61 46 27 170 149 240 214:
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 : 15.5 21.0 26.9 32.9 13.3 18.9 22.2 28.6
Old : 15.5 21.0 26.9 32.9 13.3 18.9 22.2 28.6
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 15, 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 : 17,470: 344 400 350 16,083 16,212 16,777 16,962: 693 508
Old : 17,470: 344 400 350 16,083 16,212 16,777 16,962: 693 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 8,998: 0 -234 316 8,839 8,894 9,155 8,976: -157 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.3 2.0 92.1 92.8 96.0 97.1: 4.0 2.9
Old : 100.0: 2.0 2.3 2.0 92.1 92.8 96.0 97.1: 4.0 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 : 24: 1 1 2 15 14 17 17:
Old : 24: 1 1 2 15 14 17 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 : 61.4 47.4 80.9 74.1 57.2 44.6 65.7 62.4
Old : 61.4 47.4 80.9 74.1 57.2 44.6 65.7 62.4
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 15, 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 : 35,796: 7,957 4,311 90 20,871 18,745 28,918 23,146: 6,878 12,650
Old : 35,796: 7,957 4,311 90 20,871 18,745 28,918 23,146: 6,878 12,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -11,437: -1,992 1,050 -2,246 -1,597 -7,430 -5,835 -8,626: -5,602 -2,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 12.0 0.3 58.3 52.4 80.8 64.7: 19.2 35.3
Old : 100.0: 22.2 12.0 0.3 58.3 52.4 80.8 64.7: 19.2 35.3
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 : 61: 11 9 3 22 27 35 37:
Old : 61: 11 9 3 22 27 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 22.1 50.8 34.1 30.4 19.5 49.2 31.5
Old : 32.0 22.1 50.8 34.1 30.4 19.5 49.2 31.5
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 15, 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 : 188,899: 63,666 2,928 5,923 119,070 179,845 188,659 188,696: 240 203
Old : 188,899: 63,666 2,928 5,923 119,070 179,845 188,659 188,696: 240 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 4,503: -428 -1,190 19 4,894 5,599 4,485 4,428: 18 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 1.6 3.1 63.0 95.2 99.9 99.9: 0.1 0.1
Old : 100.0: 33.7 1.6 3.1 63.0 95.2 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: 31 4 6 41 27 74 36:
Old : 84: 31 4 6 41 27 74 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 : 37.3 61.7 54.2 85.6 31.3 54.7 47.9 72.3
Old : 37.3 61.7 54.2 85.6 31.3 54.7 47.9 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2020