BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 22, 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 : 8,900: 591 1,617 436 7,119 6,470 8,146 8,523: 754 377
Old : 8,900: 591 1,617 436 7,119 6,470 8,146 8,523: 754 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 409: -48 108 89 177 284 218 481: 191 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 18.2 4.9 80.0 72.7 91.5 95.8: 8.5 4.2
Old : 100.0: 6.6 18.2 4.9 80.0 72.7 91.5 95.8: 8.5 4.2
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: 5 6 7 24 24 32 34:
Old : 45: 5 6 7 24 24 32 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 : 43.9 54.4 66.1 73.7 42.6 53.2 61.1 67.5
Old : 43.9 54.4 66.1 73.7 42.6 53.2 61.1 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 22, 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 : 20,918: 10,171 3,502 568 7,219 12,409 17,958 16,479: 2,960 4,439
Old : 20,918: 10,171 3,502 568 7,219 12,409 17,958 16,479: 2,960 4,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 899: 323 -237 22 196 1,006 541 791: 358 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 16.7 2.7 34.5 59.3 85.8 78.8: 14.2 21.2
Old : 100.0: 48.6 16.7 2.7 34.5 59.3 85.8 78.8: 14.2 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 16 11 14 22 26 45 44:
Old : 62: 16 11 14 22 26 45 44:
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 : 54.5 33.1 65.2 51.1 54.3 33.1 64.8 49.6
Old : 54.5 33.1 65.2 51.1 54.3 33.1 64.8 49.6
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 22, 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 : 7,855: 1,157 2,096 242 5,881 4,808 7,280 7,146: 575 709
Old : 7,855: 1,157 2,096 242 5,881 4,808 7,280 7,146: 575 709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 482: 5 164 -1 529 158 533 321: -51 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 26.7 3.1 74.9 61.2 92.7 91.0: 7.3 9.0
Old : 100.0: 14.7 26.7 3.1 74.9 61.2 92.7 91.0: 7.3 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 8 4 30 21 38 30:
Old : 47: 5 8 4 30 21 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 : 35.9 40.1 56.2 64.1 30.5 36.7 47.5 52.2
Old : 35.9 40.1 56.2 64.1 30.5 36.7 47.5 52.2
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 22, 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 : 5,797: 44 4,177 225 5,016 957 5,285 5,359: 512 438
Old : 5,797: 44 4,177 225 5,016 957 5,285 5,359: 512 438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 116: 0 63 31 44 0 75 94: 41 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 72.1 3.9 86.5 16.5 91.2 92.4: 8.8 7.6
Old : 100.0: 0.8 72.1 3.9 86.5 16.5 91.2 92.4: 8.8 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 : 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 : 61.2 63.3 76.6 80.9 58.7 60.4 69.7 73.0
Old : 61.2 63.3 76.6 80.9 58.7 60.4 69.7 73.0
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 22, 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 : 226,900: 88,836 40,851 43,947 73,850 114,775 206,633 199,573: 20,267 27,327
Old : 30,655: 21,762 10,530 483 4,351 17,180 26,596 28,193: 4,059 2,462
Other: 196,245: 75,262 38,509 35,276 69,499 97,595 180,037 171,380: 16,208 24,865
: : :
: : Changes in Commitments from: September 15, 2020 :
: 5,681: 3,737 1,112 843 1,066 3,721 5,646 5,676: 35 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 18.0 19.4 32.5 50.6 91.1 88.0: 8.9 12.0
Old : 100.0: 71.0 34.4 1.6 14.2 56.0 86.8 92.0: 13.2 8.0
Other: 100.0: 38.4 19.6 18.0 35.4 49.7 91.7 87.3: 8.3 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 122 66 103 58 82 228 219:
Old : 165: 68 33 4 21 45 90 81:
Other: 282: 94 79 87 53 76 198 205:
:----------------------------------------------------------------------------------------------------
: 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 19.8 30.7 28.7 18.3 18.5 28.9 25.8
Old : 20.6 47.3 33.8 60.2 19.8 47.3 31.5 58.7
Other: 20.6 17.9 34.8 26.8 20.4 16.0 32.9 23.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 22, 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 : 294,392: 99,890 37,361 57,584 107,185 159,794 264,659 254,739: 29,733 39,653
Old : 294,392: 99,890 37,361 57,584 107,185 159,794 264,659 254,739: 29,733 39,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 1,179: -2,661 924 3,562 -246 -1,758 655 2,728: 524 -1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 12.7 19.6 36.4 54.3 89.9 86.5: 10.1 13.5
Old : 100.0: 33.9 12.7 19.6 36.4 54.3 89.9 86.5: 10.1 13.5
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 : 338: 107 63 109 93 121 261 254:
Old : 338: 107 63 109 93 121 261 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 19.6 30.3 28.8 18.2 18.7 29.5 27.0
Old : 18.2 19.6 30.3 28.8 18.2 18.7 29.5 27.0
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 22, 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 : 3,505: 681 382 217 1,541 2,295 2,439 2,894: 1,066 611
Old : 3,505: 681 382 217 1,541 2,295 2,439 2,894: 1,066 611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -8: -155 69 42 55 -20 -58 91: 50 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 10.9 6.2 44.0 65.5 69.6 82.6: 30.4 17.4
Old : 100.0: 19.4 10.9 6.2 44.0 65.5 69.6 82.6: 30.4 17.4
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 : 46: 17 6 4 14 14 33 24:
Old : 46: 17 6 4 14 14 33 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 : 39.3 47.5 47.4 60.5 38.3 47.3 45.0 59.9
Old : 39.3 47.5 47.4 60.5 38.3 47.3 45.0 59.9
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 22, 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 : 44,141: 16,029 13,889 7,404 13,610 11,931 37,043 33,224: 7,098 10,917
Old : 44,141: 16,029 13,889 7,404 13,610 11,931 37,043 33,224: 7,098 10,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 1,731: 289 1,292 -472 1,550 982 1,367 1,802: 364 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 31.5 16.8 30.8 27.0 83.9 75.3: 16.1 24.7
Old : 100.0: 36.3 31.5 16.8 30.8 27.0 83.9 75.3: 16.1 24.7
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 : 160: 38 52 36 43 42 106 110:
Old : 160: 38 52 36 43 42 106 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 18.1 37.2 28.0 22.9 15.8 31.1 22.3
Old : 25.8 18.1 37.2 28.0 22.9 15.8 31.1 22.3
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 22, 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 : 23,863: 1,170 9,218 757 21,461 13,211 23,388 23,186: 475 677
Old : 23,863: 1,170 9,218 757 21,461 13,211 23,388 23,186: 475 677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 647: 126 236 18 478 382 622 636: 25 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 38.6 3.2 89.9 55.4 98.0 97.2: 2.0 2.8
Old : 100.0: 4.9 38.6 3.2 89.9 55.4 98.0 97.2: 2.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 11 11 8 23 23 41 35:
Old : 58: 11 11 8 23 23 41 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 52.8 81.8 75.9 63.8 51.1 81.8 74.0
Old : 63.8 52.8 81.8 75.9 63.8 51.1 81.8 74.0
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 22, 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 : 18,316: 4,749 8,131 0 12,398 8,057 17,147 16,188: 1,169 2,128
Old : 18,316: 4,749 8,131 0 12,398 8,057 17,147 16,188: 1,169 2,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -9,549: -10,040 994 0 660 -11,062 -9,380 -10,068: -169 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 44.4 0.0 67.7 44.0 93.6 88.4: 6.4 11.6
Old : 100.0: 25.9 44.4 0.0 67.7 44.0 93.6 88.4: 6.4 11.6
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 : 38: 10 14 0 11 7 21 21:
Old : 38: 10 14 0 11 7 21 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 : 55.4 70.6 73.3 79.7 55.4 70.6 73.3 79.7
Old : 55.4 70.6 73.3 79.7 55.4 70.6 73.3 79.7
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 22, 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 : 117,564: 23,588 42,470 1,109 61,980 57,005 86,677 100,584: 30,887 16,980
Old : 117,564: 23,588 42,470 1,109 61,980 57,005 86,677 100,584: 30,887 16,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -29,709: -5,321 -3,382 -396 -7,105 -25,600 -12,822 -29,378: -16,887 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 36.1 0.9 52.7 48.5 73.7 85.6: 26.3 14.4
Old : 100.0: 20.1 36.1 0.9 52.7 48.5 73.7 85.6: 26.3 14.4
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 : 99: 23 22 10 34 31 61 59:
Old : 99: 23 22 10 34 31 61 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 37.3 38.5 50.2 26.7 37.1 36.1 49.9
Old : 27.9 37.3 38.5 50.2 26.7 37.1 36.1 49.9
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 22, 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 : 51,875: 21,684 5,768 148 11,112 33,004 32,944 38,920: 18,931 12,955
Old : 51,875: 21,684 5,768 148 11,112 33,004 32,944 38,920: 18,931 12,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -536: 3,035 -815 143 -1,782 -1,897 1,396 -2,569: -1,932 2,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 11.1 0.3 21.4 63.6 63.5 75.0: 36.5 25.0
Old : 100.0: 41.8 11.1 0.3 21.4 63.6 63.5 75.0: 36.5 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 8 2 14 13 32 21:
Old : 45: 16 8 2 14 13 32 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 : 27.5 54.3 38.9 62.2 27.5 54.2 38.9 62.1
Old : 27.5 54.3 38.9 62.2 27.5 54.2 38.9 62.1
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 22, 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 : 136,718: 59,484 32,834 1,232 69,978 99,458 130,694 133,524: 6,024 3,194
Old : 136,718: 59,484 32,834 1,232 69,978 99,458 130,694 133,524: 6,024 3,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,236: 3,006 2,827 687 -1,050 -1,229 2,643 2,285: -407 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 24.0 0.9 51.2 72.7 95.6 97.7: 4.4 2.3
Old : 100.0: 43.5 24.0 0.9 51.2 72.7 95.6 97.7: 4.4 2.3
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 : 139: 60 29 11 31 27 93 65:
Old : 139: 60 29 11 31 27 93 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 56.9 57.6 71.7 47.4 56.9 57.5 71.7
Old : 47.4 56.9 57.6 71.7 47.4 56.9 57.5 71.7
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 22, 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 : 152,613: 43,487 40,523 5,058 77,199 81,786 125,744 127,367: 26,869 25,246
Old : 152,613: 43,487 40,523 5,058 77,199 81,786 125,744 127,367: 26,869 25,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,624: -314 -985 164 4,953 696 4,803 -125: -2,179 2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 26.6 3.3 50.6 53.6 82.4 83.5: 17.6 16.5
Old : 100.0: 28.5 26.6 3.3 50.6 53.6 82.4 83.5: 17.6 16.5
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 : 102: 20 25 14 31 40 58 72:
Old : 102: 20 25 14 31 40 58 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 22.3 47.6 35.3 32.8 22.2 47.1 35.1
Old : 33.3 22.3 47.6 35.3 32.8 22.2 47.1 35.1
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 22, 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 : 169,251: 59,033 29,452 1,684 76,239 119,883 136,956 151,019: 32,295 18,232
Old : 169,251: 59,033 29,452 1,684 76,239 119,883 136,956 151,019: 32,295 18,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 20,339: 8,673 1,981 774 6,581 15,597 16,028 18,352: 4,311 1,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 17.4 1.0 45.0 70.8 80.9 89.2: 19.1 10.8
Old : 100.0: 34.9 17.4 1.0 45.0 70.8 80.9 89.2: 19.1 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 38 18 11 39 36 81 61:
Old : 115: 38 18 11 39 36 81 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 : 23.8 51.6 37.6 61.6 22.6 51.4 36.5 61.1
Old : 23.8 51.6 37.6 61.6 22.6 51.4 36.5 61.1
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 22, 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 : 666,412: 247,049 56,227 6,043 324,148 563,561 577,240 625,831: 89,172 40,581
Old : 666,412: 247,049 56,227 6,043 324,148 563,561 577,240 625,831: 89,172 40,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 8,238: 16,354 4,108 -183 -2,576 1,678 13,595 5,603: -5,357 2,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 8.4 0.9 48.6 84.6 86.6 93.9: 13.4 6.1
Old : 100.0: 37.1 8.4 0.9 48.6 84.6 86.6 93.9: 13.4 6.1
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 : 301: 106 39 25 119 81 229 141:
Old : 301: 106 39 25 119 81 229 141:
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 : 15.1 66.0 25.0 75.2 14.6 65.6 24.4 74.9
Old : 15.1 66.0 25.0 75.2 14.6 65.6 24.4 74.9
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 22, 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 : 24,504: 3,608 4,761 0 6,770 14,819 10,378 19,580: 14,126 4,924
Old : 24,504: 3,608 4,761 0 6,770 14,819 10,378 19,580: 14,126 4,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -119: -342 160 -127 15 -316 -454 -283: 335 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 19.4 0.0 27.6 60.5 42.4 79.9: 57.6 20.1
Old : 100.0: 14.7 19.4 0.0 27.6 60.5 42.4 79.9: 57.6 20.1
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 : 20: 5 3 0 9 9 14 12:
Old : 20: 5 3 0 9 9 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 61.1 32.1 75.3 18.9 61.0 30.3 71.1
Old : 19.0 61.1 32.1 75.3 18.9 61.0 30.3 71.1
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 22, 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 : 34,981: 5,531 29,325 8 27,120 2,568 32,659 31,901: 2,322 3,080
Old : 34,981: 5,531 29,325 8 27,120 2,568 32,659 31,901: 2,322 3,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -2,734: -1,496 -2,715 -6 -1,506 -439 -3,008 -3,160: 274 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 83.8 0.0 77.5 7.3 93.4 91.2: 6.6 8.8
Old : 100.0: 15.8 83.8 0.0 77.5 7.3 93.4 91.2: 6.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 22 1 13 8 27 30:
Old : 54: 13 22 1 13 8 27 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 : 67.8 69.9 79.7 77.1 67.5 69.9 79.4 77.1
Old : 67.8 69.9 79.7 77.1 67.5 69.9 79.4 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 22, 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 : 35,216: 16,700 11,840 776 12,271 19,900 29,747 32,516: 5,469 2,700
Old : 35,216: 16,700 11,840 776 12,271 19,900 29,747 32,516: 5,469 2,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -618: -1,302 -2,920 311 70 2,351 -921 -258: 303 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 33.6 2.2 34.8 56.5 84.5 92.3: 15.5 7.7
Old : 100.0: 47.4 33.6 2.2 34.8 56.5 84.5 92.3: 15.5 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 : 86: 34 22 7 19 14 56 40:
Old : 86: 34 22 7 19 14 56 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 : 24.9 56.4 39.0 71.4 24.9 56.4 38.6 71.4
Old : 24.9 56.4 39.0 71.4 24.9 56.4 38.6 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, September 22, 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 : 11,536: 7,026 2,191 0 3,833 8,172 10,859 10,363: 677 1,173
Old : 11,536: 7,026 2,191 0 3,833 8,172 10,859 10,363: 677 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -706: -18 -1,394 0 -443 659 -461 -735: -245 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 19.0 0.0 33.2 70.8 94.1 89.8: 5.9 10.2
Old : 100.0: 60.9 19.0 0.0 33.2 70.8 94.1 89.8: 5.9 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 : 23: 6 7 0 5 6 11 13:
Old : 23: 6 7 0 5 6 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 : 78.1 67.6 91.6 82.2 78.1 67.6 91.6 81.9
Old : 78.1 67.6 91.6 82.2 78.1 67.6 91.6 81.9
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 22, 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 : 8,952,033: 1,492,290 480,632 2,510,588 4,354,930 5,271,668 8,357,808 8,262,888: 594,225 689,145
Old : 8,952,033: 1,492,290 480,632 2,510,588 4,354,930 5,271,668 8,357,808 8,262,888: 594,225 689,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 69,920: 157,430 -52,569 -68,323 -28,153 246,808 60,954 125,916: 8,966 -55,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 5.4 28.0 48.6 58.9 93.4 92.3: 6.6 7.7
Old : 100.0: 16.7 5.4 28.0 48.6 58.9 93.4 92.3: 6.6 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 : 227: 59 36 77 115 112 208 197:
Old : 227: 59 36 77 115 112 208 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 17.6 33.2 31.0 11.0 13.5 15.6 19.1
Old : 20.4 17.6 33.2 31.0 11.0 13.5 15.6 19.1
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 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 8,426: 4,078 6,554 1,275 67 0 5,420 7,829: 3,006 597
Old : 8,426: 4,078 6,554 1,275 67 0 5,420 7,829: 3,006 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -957: -1,044 -1,448 496 0 0 -548 -952: -409 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 77.8 15.1 0.8 0.0 64.3 92.9: 35.7 7.1
Old : 100.0: 48.4 77.8 15.1 0.8 0.0 64.3 92.9: 35.7 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 46 26 14 1 0 56 33:
Old : 75: 46 26 14 1 0 56 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 : 27.6 59.4 36.2 74.9 23.5 55.9 30.6 68.2
Old : 27.6 59.4 36.2 74.9 23.5 55.9 30.6 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, September 22, 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 : 209,392: 21,136 26,975 40,567 147,458 141,770 209,161 209,312: 231 80
Old : 209,392: 21,136 26,975 40,567 147,458 141,770 209,161 209,312: 231 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -3,973: -1,652 -4,730 2,171 -4,546 -1,399 -4,027 -3,958: 54 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 12.9 19.4 70.4 67.7 99.9 100.0: 0.1 0.0
Old : 100.0: 10.1 12.9 19.4 70.4 67.7 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 : 66: 18 16 23 17 29 46 59:
Old : 66: 18 16 23 17 29 46 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 52.1 73.5 68.9 57.6 48.3 63.2 56.1
Old : 59.1 52.1 73.5 68.9 57.6 48.3 63.2 56.1
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 22, 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 : 175,880: 43,188 24,316 23,782 108,834 127,530 175,804 175,628: 76 252
Old : 175,880: 43,188 24,316 23,782 108,834 127,530 175,804 175,628: 76 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 20,012: 10,582 -397 431 9,011 19,909 20,024 19,943: -12 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 13.8 13.5 61.9 72.5 100.0 99.9: 0.0 0.1
Old : 100.0: 24.6 13.8 13.5 61.9 72.5 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 14 23 25 26 34 53 70:
Old : 78: 14 23 25 26 34 53 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 : 48.9 43.3 67.5 61.2 47.7 40.3 64.3 57.6
Old : 48.9 43.3 67.5 61.2 47.7 40.3 64.3 57.6
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 22, 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 : 502,173: 69,926 59,734 8,405 369,163 376,393 447,495 444,532: 54,678 57,642
Old : 502,173: 69,926 59,734 8,405 369,163 376,393 447,495 444,532: 54,678 57,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -118,214: -9,528 -13,646 -15,454 -67,322 -65,768 -92,305 -94,869: -25,910 -23,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 11.9 1.7 73.5 75.0 89.1 88.5: 10.9 11.5
Old : 100.0: 13.9 11.9 1.7 73.5 75.0 89.1 88.5: 10.9 11.5
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 : 550: 84 82 37 263 274 362 378:
Old : 550: 84 82 37 263 274 362 378:
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 : 15.9 19.4 24.8 29.4 14.9 19.4 22.5 29.3
Old : 15.9 19.4 24.8 29.4 14.9 19.4 22.5 29.3
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 22, 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 : 20,474: 472 4,265 0 17,504 11,501 17,976 15,766: 2,498 4,708
Old : 20,474: 472 4,265 0 17,504 11,501 17,976 15,766: 2,498 4,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -5,933: -659 54 0 -2,773 -5,892 -3,432 -5,838: -2,501 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 20.8 0.0 85.5 56.2 87.8 77.0: 12.2 23.0
Old : 100.0: 2.3 20.8 0.0 85.5 56.2 87.8 77.0: 12.2 23.0
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 : 25: 2 3 0 12 10 14 13:
Old : 25: 2 3 0 12 10 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 63.5 81.2 72.6 71.4 63.5 81.2 72.4
Old : 71.4 63.5 81.2 72.6 71.4 63.5 81.2 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 22, 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 : 2,472,951: 355,632 295,923 31,047 1,840,787 1,869,118 2,227,466 2,196,088: 245,485 276,863
Old : 2,472,951: 355,632 295,923 31,047 1,840,787 1,869,118 2,227,466 2,196,088: 245,485 276,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -435,197: -42,997 -81,215 -52,332 -299,040 -196,276 -394,369 -329,823: -40,828 -105,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.0 1.3 74.4 75.6 90.1 88.8: 9.9 11.2
Old : 100.0: 14.4 12.0 1.3 74.4 75.6 90.1 88.8: 9.9 11.2
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 : 549: 84 82 35 263 273 361 376:
Old : 549: 84 82 35 263 273 361 376:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 19.7 25.1 29.8 15.2 19.7 22.9 29.8
Old : 16.1 19.7 25.1 29.8 15.2 19.7 22.9 29.8
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 22, 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 : 12,154: 1,065 270 0 9,552 10,937 10,617 11,207: 1,537 947
Old : 12,154: 1,065 270 0 9,552 10,937 10,617 11,207: 1,537 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -4,085: 260 -655 0 -3,989 -354 -3,729 -1,009: -356 -3,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 2.2 0.0 78.6 90.0 87.4 92.2: 12.6 7.8
Old : 100.0: 8.8 2.2 0.0 78.6 90.0 87.4 92.2: 12.6 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 : 20: 3 1 0 10 9 13 10:
Old : 20: 3 1 0 10 9 13 10:
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 74.1 76.2 92.2 58.5 70.4 75.5 88.5
Old : 58.5 74.1 76.2 92.2 58.5 70.4 75.5 88.5
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 22, 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 : 58,730: 9,736 1,069 315 39,008 52,997 49,059 54,381: 9,671 4,349
Old : 58,730: 9,736 1,069 315 39,008 52,997 49,059 54,381: 9,671 4,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -6,290: 841 -564 108 -7,353 -5,408 -6,404 -5,864: 114 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 1.8 0.5 66.4 90.2 83.5 92.6: 16.5 7.4
Old : 100.0: 16.6 1.8 0.5 66.4 90.2 83.5 92.6: 16.5 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 : 72: 14 4 3 35 30 50 36:
Old : 72: 14 4 3 35 30 50 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 : 29.9 47.4 45.5 66.8 29.8 47.2 44.5 66.7
Old : 29.9 47.4 45.5 66.8 29.8 47.2 44.5 66.7
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 22, 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 : 66,403: 16,676 43,538 692 39,234 15,356 56,602 59,586: 9,801 6,818
Old : 66,403: 16,676 43,538 692 39,234 15,356 56,602 59,586: 9,801 6,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -3,269: 1,238 11,926 -1,124 -1,057 -13,759 -943 -2,957: -2,326 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 65.6 1.0 59.1 23.1 85.2 89.7: 14.8 10.3
Old : 100.0: 25.1 65.6 1.0 59.1 23.1 85.2 89.7: 14.8 10.3
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 : 288: 67 55 23 102 102 178 172:
Old : 288: 67 55 23 102 102 178 172:
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 59.6 40.9 64.6 26.5 59.6 40.8 64.6
Old : 26.6 59.6 40.9 64.6 26.5 59.6 40.8 64.6
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 22, 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 : 332,017: 83,379 217,690 3,459 196,172 76,780 283,010 297,929: 49,007 34,088
Old : 332,017: 83,379 217,690 3,459 196,172 76,780 283,010 297,929: 49,007 34,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -16,347: 6,188 59,628 -5,618 -5,286 -68,796 -4,716 -14,786: -11,631 -1,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 65.6 1.0 59.1 23.1 85.2 89.7: 14.8 10.3
Old : 100.0: 25.1 65.6 1.0 59.1 23.1 85.2 89.7: 14.8 10.3
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 : 288: 67 55 23 102 102 178 172:
Old : 288: 67 55 23 102 102 178 172:
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 59.6 40.9 64.6 26.5 59.6 40.8 64.6
Old : 26.6 59.6 40.9 64.6 26.5 59.6 40.8 64.6
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 22, 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 : 133,214: 60,713 44,374 1,139 45,151 66,731 107,003 112,244: 26,211 20,970
Old : 133,214: 60,713 44,374 1,139 45,151 66,731 107,003 112,244: 26,211 20,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 1,400: 1,026 906 -173 1,844 -1,830 2,697 -1,097: -1,297 2,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 33.3 0.9 33.9 50.1 80.3 84.3: 19.7 15.7
Old : 100.0: 45.6 33.3 0.9 33.9 50.1 80.3 84.3: 19.7 15.7
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 : 80: 26 12 8 30 26 58 44:
Old : 80: 26 12 8 30 26 58 44:
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 : 38.0 60.7 46.5 69.2 38.0 60.4 46.2 68.9
Old : 38.0 60.7 46.5 69.2 38.0 60.4 46.2 68.9
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 22, 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 : 506,801: 95,342 83,216 4,703 386,012 400,936 486,057 488,855: 20,744 17,946
Old : 506,801: 95,342 83,216 4,703 386,012 400,936 486,057 488,855: 20,744 17,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -63,920: -5,259 -768 -8,038 -48,711 -49,500 -62,008 -58,306: -1,912 -5,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.4 0.9 76.2 79.1 95.9 96.5: 4.1 3.5
Old : 100.0: 18.8 16.4 0.9 76.2 79.1 95.9 96.5: 4.1 3.5
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 : 337: 62 41 20 160 129 228 184:
Old : 337: 62 41 20 160 129 228 184:
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 22.8 28.1 37.2 14.2 22.5 24.9 35.8
Old : 15.5 22.8 28.1 37.2 14.2 22.5 24.9 35.8
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 22, 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 : 13,048: 358 686 66 12,070 11,996 12,494 12,748: 554 300
Old : 13,048: 358 686 66 12,070 11,996 12,494 12,748: 554 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -4,422: 14 286 -284 -4,013 -4,216 -4,283 -4,214: -139 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 5.3 0.5 92.5 91.9 95.8 97.7: 4.2 2.3
Old : 100.0: 2.7 5.3 0.5 92.5 91.9 95.8 97.7: 4.2 2.3
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 : 20: 1 1 1 9 9 10 11:
Old : 20: 1 1 1 9 9 10 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 : 76.6 65.6 91.8 90.7 76.6 65.6 91.3 90.7
Old : 76.6 65.6 91.8 90.7 76.6 65.6 91.3 90.7
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 22, 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 : 14,740: 3,173 3,641 0 7,898 6,774 11,071 10,415: 3,669 4,325
Old : 14,740: 3,173 3,641 0 7,898 6,774 11,071 10,415: 3,669 4,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 24.7 0.0 53.6 46.0 75.1 70.7: 24.9 29.3
Old : 100.0: 21.5 24.7 0.0 53.6 46.0 75.1 70.7: 24.9 29.3
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: 6 5 0 6 5 12 10:
Old : 21: 6 5 0 6 5 12 10:
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 : 57.6 53.5 68.9 68.8 57.6 53.5 68.9 68.8
Old : 57.6 53.5 68.9 68.8 57.6 53.5 68.9 68.8
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 22, 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 : 35,900: 8,226 5,593 4 19,644 15,570 27,874 21,167: 8,026 14,733
Old : 35,900: 8,226 5,593 4 19,644 15,570 27,874 21,167: 8,026 14,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 104: 269 1,282 -86 -1,227 -3,175 -1,044 -1,979: 1,148 2,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.6 0.0 54.7 43.4 77.6 59.0: 22.4 41.0
Old : 100.0: 22.9 15.6 0.0 54.7 43.4 77.6 59.0: 22.4 41.0
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 : 60: 15 8 2 19 26 34 36:
Old : 60: 15 8 2 19 26 34 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 : 31.2 19.0 49.2 31.3 29.3 18.7 47.3 31.0
Old : 31.2 19.0 49.2 31.3 29.3 18.7 47.3 31.0
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 22, 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 : 191,198: 62,594 2,945 5,978 122,399 181,587 190,971 190,510: 227 688
Old : 191,198: 62,594 2,945 5,978 122,399 181,587 190,971 190,510: 227 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,299: -1,072 17 55 3,329 1,742 2,312 1,814: -13 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 1.5 3.1 64.0 95.0 99.9 99.6: 0.1 0.4
Old : 100.0: 32.7 1.5 3.1 64.0 95.0 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 37.2 60.7 53.6 85.3 31.3 54.9 47.3 72.2
Old : 37.2 60.7 53.6 85.3 31.3 54.9 47.3 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2020