BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 15,582: 12 3,138 2,124 12,590 9,616 14,726 14,878: 855 703
Old : 15,582: 12 3,138 2,124 12,590 9,616 14,726 14,878: 855 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 994: -31 -249 473 599 799 1,041 1,023: -47 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 20.1 13.6 80.8 61.7 94.5 95.5: 5.5 4.5
Old : 100.0: 0.1 20.1 13.6 80.8 61.7 94.5 95.5: 5.5 4.5
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 : 47: 1 10 9 31 25 40 36:
Old : 47: 1 10 9 31 25 40 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 : 36.2 32.7 54.3 54.7 35.0 30.6 50.4 49.4
Old : 36.2 32.7 54.3 54.7 35.0 30.6 50.4 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 40,822: 5,685 2,942 11,846 18,703 15,019 36,234 29,807: 4,588 11,015
Old : 40,822: 5,685 2,942 11,846 18,703 15,019 36,234 29,807: 4,588 11,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 3,200: 413 692 1,411 1,323 189 3,146 2,292: 54 908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.2 29.0 45.8 36.8 88.8 73.0: 11.2 27.0
Old : 100.0: 13.9 7.2 29.0 45.8 36.8 88.8 73.0: 11.2 27.0
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 : 77: 22 17 29 33 28 65 64:
Old : 77: 22 17 29 33 28 65 64:
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 : 34.4 25.0 52.6 38.4 22.8 15.4 31.2 21.2
Old : 34.4 25.0 52.6 38.4 22.8 15.4 31.2 21.2
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 with Delta-adjusted Options and Futures Combined, February 25, 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 : 18,377: 343 1,501 4,306 12,845 11,933 17,494 17,739: 883 638
Old : 18,377: 343 1,501 4,306 12,845 11,933 17,494 17,739: 883 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,963: 74 -236 1,116 1,769 2,074 2,959 2,954: 4 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 8.2 23.4 69.9 64.9 95.2 96.5: 4.8 3.5
Old : 100.0: 1.9 8.2 23.4 69.9 64.9 95.2 96.5: 4.8 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 : 54: 7 7 7 37 28 48 38:
Old : 54: 7 7 7 37 28 48 38:
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 : 31.7 50.4 48.1 68.9 17.0 29.6 27.7 38.9
Old : 31.7 50.4 48.1 68.9 17.0 29.6 27.7 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 13,899: 3,545 1,801 2,906 6,493 5,866 12,944 10,572: 955 3,327
Old : 13,899: 3,545 1,801 2,906 6,493 5,866 12,944 10,572: 955 3,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,093: -841 790 769 826 -909 754 651: 339 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 13.0 20.9 46.7 42.2 93.1 76.1: 6.9 23.9
Old : 100.0: 25.5 13.0 20.9 46.7 42.2 93.1 76.1: 6.9 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 7 4 8 19 22 28 32:
Old : 38: 7 4 8 19 22 28 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 : 49.6 37.7 77.7 55.3 46.6 33.0 59.4 40.1
Old : 49.6 37.7 77.7 55.3 46.6 33.0 59.4 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 376,037: 100,435 65,376 124,800 121,825 149,744 347,059 339,919: 28,978 36,118
Old : 349,571: 97,659 67,912 113,948 113,089 134,954 324,697 316,813: 24,874 32,757
Other: 26,467: 9,147 3,836 4,480 8,735 14,790 22,362 23,106: 4,104 3,360
: : :
: : Changes in Commitments from: February 18, 2020 :
: -2,560: -3,524 -10,200 5,178 -3,170 1,161 -1,516 -3,861: -1,044 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 17.4 33.2 32.4 39.8 92.3 90.4: 7.7 9.6
Old : 100.0: 27.9 19.4 32.6 32.4 38.6 92.9 90.6: 7.1 9.4
Other: 100.0: 34.6 14.5 16.9 33.0 55.9 84.5 87.3: 15.5 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 131 94 137 91 98 288 279:
Old : 347: 127 103 133 88 97 278 277:
Other: 129: 36 21 26 42 53 93 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 18.2 22.4 25.9 11.9 15.0 19.2 19.5
Old : 13.9 17.8 23.4 25.5 12.5 14.6 20.4 19.4
Other: 18.9 32.3 32.5 45.2 17.6 30.6 27.7 39.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 404,274: 94,529 52,982 116,474 154,715 180,596 365,718 350,052: 38,555 54,221
Old : 404,274: 94,529 52,982 116,474 154,715 180,596 365,718 350,052: 38,555 54,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 21,498: -7,540 10,464 19,067 8,926 -10,029 20,454 19,503: 1,044 1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 13.1 28.8 38.3 44.7 90.5 86.6: 9.5 13.4
Old : 100.0: 23.4 13.1 28.8 38.3 44.7 90.5 86.6: 9.5 13.4
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 : 407: 125 84 141 149 156 343 330:
Old : 407: 125 84 141 149 156 343 330:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 15.0 23.1 24.6 13.2 14.3 21.4 20.0
Old : 13.8 15.0 23.1 24.6 13.2 14.3 21.4 20.0
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 with Delta-adjusted Options and Futures Combined, February 25, 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 : 5,088: 2,321 460 765 888 2,657 3,974 3,882: 1,113 1,206
Old : 5,088: 2,321 460 765 888 2,657 3,974 3,882: 1,113 1,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 333: 234 -68 93 115 331 442 356: -109 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 9.0 15.0 17.4 52.2 78.1 76.3: 21.9 23.7
Old : 100.0: 45.6 9.0 15.0 17.4 52.2 78.1 76.3: 21.9 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 24 7 11 14 21 44 36:
Old : 57: 24 7 11 14 21 44 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 : 23.8 29.2 40.1 45.7 20.4 27.8 34.2 42.2
Old : 23.8 29.2 40.1 45.7 20.4 27.8 34.2 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 63,312: 17,232 15,214 23,132 12,330 9,091 52,694 47,436: 10,618 15,876
Old : 63,312: 17,232 15,214 23,132 12,330 9,091 52,694 47,436: 10,618 15,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -1,547: 300 -895 -1,830 -925 -187 -2,454 -2,912: 907 1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 24.0 36.5 19.5 14.4 83.2 74.9: 16.8 25.1
Old : 100.0: 27.2 24.0 36.5 19.5 14.4 83.2 74.9: 16.8 25.1
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 : 194: 51 53 59 60 58 147 146:
Old : 194: 51 53 59 60 58 147 146:
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 : 20.0 12.8 29.9 21.5 16.0 8.9 20.7 14.8
Old : 20.0 12.8 29.9 21.5 16.0 8.9 20.7 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 24,745: 720 5,188 3,725 19,698 14,435 24,142 23,347: 603 1,398
Old : 24,745: 720 5,188 3,725 19,698 14,435 24,142 23,347: 603 1,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,137: -286 704 -52 1,498 454 1,161 1,107: -25 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 21.0 15.1 79.6 58.3 97.6 94.4: 2.4 5.6
Old : 100.0: 2.9 21.0 15.1 79.6 58.3 97.6 94.4: 2.4 5.6
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 : 68: 10 18 15 29 30 51 51:
Old : 68: 10 18 15 29 30 51 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 38.5 72.1 54.2 55.8 34.6 67.5 47.3
Old : 55.8 38.5 72.1 54.2 55.8 34.6 67.5 47.3
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 with Delta-adjusted Options and Futures Combined, February 25, 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 : 53,787: 26,420 461 398 24,894 51,527 51,712 52,386: 2,075 1,401
Old : 53,787: 26,420 461 398 24,894 51,527 51,712 52,386: 2,075 1,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 408: -1,266 -203 307 1,463 51 504 155: -96 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 0.9 0.7 46.3 95.8 96.1 97.4: 3.9 2.6
Old : 100.0: 49.1 0.9 0.7 46.3 95.8 96.1 97.4: 3.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 22 4 2 10 10 33 15:
Old : 43: 22 4 2 10 10 33 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 : 56.7 87.3 78.1 96.1 56.6 83.4 75.0 89.4
Old : 56.7 87.3 78.1 96.1 56.6 83.4 75.0 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 184,118: 63,382 48,931 7,651 74,783 96,960 145,816 153,541: 38,302 30,576
Old : 184,118: 63,382 48,931 7,651 74,783 96,960 145,816 153,541: 38,302 30,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 8,821: 2,330 -4,818 -110 4,601 12,492 6,820 7,563: 2,001 1,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 26.6 4.2 40.6 52.7 79.2 83.4: 20.8 16.6
Old : 100.0: 34.4 26.6 4.2 40.6 52.7 79.2 83.4: 20.8 16.6
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 : 116: 29 27 14 39 40 75 75:
Old : 116: 29 27 14 39 40 75 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 36.9 34.8 47.2 23.0 36.9 32.3 45.9
Old : 23.2 36.9 34.8 47.2 23.0 36.9 32.3 45.9
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 with Delta-adjusted Options and Futures Combined, February 25, 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 : 60,379: 20,358 19,519 1,150 27,387 16,501 48,896 37,170: 11,483 23,208
Old : 60,379: 20,358 19,519 1,150 27,387 16,501 48,896 37,170: 11,483 23,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 4,898: 2,968 3,620 -2 1,728 580 4,694 4,198: 204 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 32.3 1.9 45.4 27.3 81.0 61.6: 19.0 38.4
Old : 100.0: 33.7 32.3 1.9 45.4 27.3 81.0 61.6: 19.0 38.4
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 : 61: 12 15 3 19 23 32 40:
Old : 61: 12 15 3 19 23 32 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 : 42.4 21.1 52.3 30.1 42.4 21.1 52.3 30.1
Old : 42.4 21.1 52.3 30.1 42.4 21.1 52.3 30.1
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 with Delta-adjusted Options and Futures Combined, February 25, 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 : 277,224: 176,844 26,271 1,450 92,718 245,968 271,012 273,689: 6,212 3,535
Old : 277,224: 176,844 26,271 1,450 92,718 245,968 271,012 273,689: 6,212 3,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -25,315: -15,589 -12,742 202 -7,913 -12,688 -23,299 -25,227: -2,016 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 9.5 0.5 33.4 88.7 97.8 98.7: 2.2 1.3
Old : 100.0: 63.8 9.5 0.5 33.4 88.7 97.8 98.7: 2.2 1.3
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 : 173: 84 38 14 27 32 116 79:
Old : 173: 84 38 14 27 32 116 79:
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 : 39.0 72.4 54.7 80.8 38.9 71.3 54.6 79.7
Old : 39.0 72.4 54.7 80.8 38.9 71.3 54.6 79.7
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 with Delta-adjusted Options and Futures Combined, February 25, 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 : 239,224: 74,759 45,165 16,904 115,308 149,419 206,972 211,488: 32,252 27,736
Old : 239,224: 74,759 45,165 16,904 115,308 149,419 206,972 211,488: 32,252 27,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -1,059: 138 989 -24 434 -817 548 149: -1,607 -1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 18.9 7.1 48.2 62.5 86.5 88.4: 13.5 11.6
Old : 100.0: 31.3 18.9 7.1 48.2 62.5 86.5 88.4: 13.5 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 : 132: 26 32 15 48 49 82 88:
Old : 132: 26 32 15 48 49 82 88:
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 : 29.7 28.8 39.9 39.7 29.6 27.3 39.8 37.0
Old : 29.7 28.8 39.9 39.7 29.6 27.3 39.8 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 269,091: 51,319 112,926 25,422 166,433 86,550 243,174 224,899: 25,917 44,192
Old : 269,091: 51,319 112,926 25,422 166,433 86,550 243,174 224,899: 25,917 44,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 38,048: -6,310 23,525 9,500 36,335 3,014 39,525 36,039: -1,477 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 42.0 9.4 61.9 32.2 90.4 83.6: 9.6 16.4
Old : 100.0: 19.1 42.0 9.4 61.9 32.2 90.4 83.6: 9.6 16.4
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 : 153: 29 58 20 43 47 83 114:
Old : 153: 29 58 20 43 47 83 114:
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 : 44.5 24.8 57.0 36.3 44.1 22.4 53.3 31.6
Old : 44.5 24.8 57.0 36.3 44.1 22.4 53.3 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 710,390: 153,472 277,237 60,445 398,298 306,313 612,214 643,995: 98,176 66,395
Old : 710,390: 153,472 277,237 60,445 398,298 306,313 612,214 643,995: 98,176 66,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 13,767: -15,222 6,681 13,474 19,445 -8,249 17,697 11,906: -3,930 1,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 39.0 8.5 56.1 43.1 86.2 90.7: 13.8 9.3
Old : 100.0: 21.6 39.0 8.5 56.1 43.1 86.2 90.7: 13.8 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 : 313: 76 86 52 117 88 216 203:
Old : 313: 76 86 52 117 88 216 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 24.4 26.2 35.0 16.0 24.3 25.1 34.5
Old : 16.7 24.4 26.2 35.0 16.0 24.3 25.1 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 23,419: 3,343 3,653 686 6,503 12,022 10,532 16,361: 12,887 7,058
Old : 23,419: 3,343 3,653 686 6,503 12,022 10,532 16,361: 12,887 7,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -441: -15 -159 0 -570 -94 -585 -253: 144 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.6 2.9 27.8 51.3 45.0 69.9: 55.0 30.1
Old : 100.0: 14.3 15.6 2.9 27.8 51.3 45.0 69.9: 55.0 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 5 2 9 9 15 14:
Old : 21: 4 5 2 9 9 15 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 : 22.0 36.7 34.0 55.5 19.8 34.9 31.5 52.2
Old : 22.0 36.7 34.0 55.5 19.8 34.9 31.5 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 23,001: 3,262 1,385 565 10,967 15,675 14,794 17,625: 8,207 5,376
Old : 23,001: 3,262 1,385 565 10,967 15,675 14,794 17,625: 8,207 5,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -3,198: -3,837 367 -366 134 -3,027 -4,069 -3,026: 871 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 6.0 2.5 47.7 68.1 64.3 76.6: 35.7 23.4
Old : 100.0: 14.2 6.0 2.5 47.7 68.1 64.3 76.6: 35.7 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 1 13 11 18 14:
Old : 22: 4 3 1 13 11 18 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 : 36.6 47.9 51.8 63.2 35.3 41.0 48.2 53.0
Old : 36.6 47.9 51.8 63.2 35.3 41.0 48.2 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 72,225: 11,693 48,680 843 57,092 19,768 69,628 69,291: 2,597 2,934
Old : 72,225: 11,693 48,680 843 57,092 19,768 69,628 69,291: 2,597 2,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 19,916: 1,963 3,970 264 17,315 14,672 19,542 18,906: 374 1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 67.4 1.2 79.0 27.4 96.4 95.9: 3.6 4.1
Old : 100.0: 16.2 67.4 1.2 79.0 27.4 96.4 95.9: 3.6 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 : 71: 20 33 5 9 11 33 46:
Old : 71: 20 33 5 9 11 33 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 67.2 87.1 77.5 59.4 50.3 67.0 57.7
Old : 78.3 67.2 87.1 77.5 59.4 50.3 67.0 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 58,826: 18,964 34,305 1,531 35,217 17,148 55,712 52,984: 3,114 5,842
Old : 58,826: 18,964 34,305 1,531 35,217 17,148 55,712 52,984: 3,114 5,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 5,765: 1,473 4,633 -336 4,787 1,660 5,924 5,956: -159 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 58.3 2.6 59.9 29.1 94.7 90.1: 5.3 9.9
Old : 100.0: 32.2 58.3 2.6 59.9 29.1 94.7 90.1: 5.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 27 41 13 25 15 57 64:
Old : 101: 27 41 13 25 15 57 64:
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 : 39.0 35.5 52.2 53.0 39.0 35.4 52.2 52.8
Old : 39.0 35.5 52.2 53.0 39.0 35.4 52.2 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 20,462: 15,474 2,603 15 3,881 15,689 19,370 18,307: 1,092 2,155
Old : 20,462: 15,474 2,603 15 3,881 15,689 19,370 18,307: 1,092 2,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,696: 1,333 -33 14 289 1,164 1,636 1,145: 60 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 12.7 0.1 19.0 76.7 94.7 89.5: 5.3 10.5
Old : 100.0: 75.6 12.7 0.1 19.0 76.7 94.7 89.5: 5.3 10.5
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 : 25: 8 7 1 4 8 12 16:
Old : 25: 8 7 1 4 8 12 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 : 69.7 72.7 90.7 85.1 69.7 72.7 90.6 85.1
Old : 69.7 72.7 90.7 85.1 69.7 72.7 90.6 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 :24,416,172: 2,214,437 635,735 12,742,396 8,680,530 10,131,597 23,637,363 23,509,728: 778,809 906,444
Old :24,416,172: 2,214,437 635,735 12,742,396 8,680,530 10,131,597 23,637,363 23,509,728: 778,809 906,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,565,844: 324,335 7,108 1,744,751 412,476 798,369 2,481,562 2,550,228: 84,282 15,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.6 52.2 35.6 41.5 96.8 96.3: 3.2 3.7
Old : 100.0: 9.1 2.6 52.2 35.6 41.5 96.8 96.3: 3.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 83 60 110 128 131 262 253:
Old : 284: 83 60 110 128 131 262 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 20.9 32.7 34.4 7.9 11.7 11.4 13.9
Old : 18.9 20.9 32.7 34.4 7.9 11.7 11.4 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 5,754: 3,715 4,881 413 0 0 4,128 5,294: 1,626 460
Old : 5,754: 3,715 4,881 413 0 0 4,128 5,294: 1,626 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -820: -604 -868 18 0 0 -586 -850: -234 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 84.8 7.2 0.0 0.0 71.7 92.0: 28.3 8.0
Old : 100.0: 64.6 84.8 7.2 0.0 0.0 71.7 92.0: 28.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 41 17 11 0 0 45 24:
Old : 58: 41 17 11 0 0 45 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 : 36.9 66.4 44.4 78.2 31.5 66.3 38.9 77.6
Old : 36.9 66.4 44.4 78.2 31.5 66.3 38.9 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 177,626: 20,720 33,464 35,124 120,528 105,841 176,372 174,429: 1,255 3,198
Old : 177,626: 20,720 33,464 35,124 120,528 105,841 176,372 174,429: 1,255 3,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 7,140: 3,940 14,098 -6,334 9,676 -550 7,282 7,214: -142 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 18.8 19.8 67.9 59.6 99.3 98.2: 0.7 1.8
Old : 100.0: 11.7 18.8 19.8 67.9 59.6 99.3 98.2: 0.7 1.8
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: 15 16 22 13 18 42 44:
Old : 58: 15 16 22 13 18 42 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 : 70.1 54.6 82.7 71.1 58.3 44.4 65.0 55.8
Old : 70.1 54.6 82.7 71.1 58.3 44.4 65.0 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 303,581: 105,617 62,191 47,608 149,933 192,805 303,158 302,604: 423 977
Old : 303,581: 105,617 62,191 47,608 149,933 192,805 303,158 302,604: 423 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 40,787: 18,416 7,125 -3,310 25,358 37,029 40,464 40,844: 323 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 20.5 15.7 49.4 63.5 99.9 99.7: 0.1 0.3
Old : 100.0: 34.8 20.5 15.7 49.4 63.5 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 21 27 25 24 33 54 76:
Old : 88: 21 27 25 24 33 54 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 25.2 68.9 43.3 42.9 22.6 55.7 36.0
Old : 52.0 25.2 68.9 43.3 42.9 22.6 55.7 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 889,406: 91,887 80,300 204,161 485,862 507,712 781,910 792,173: 107,496 97,233
Old : 889,406: 91,887 80,300 204,161 485,862 507,712 781,910 792,173: 107,496 97,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 68,569: -1,403 -7,887 44,154 8,148 19,956 50,898 56,222: 17,671 12,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.0 23.0 54.6 57.1 87.9 89.1: 12.1 10.9
Old : 100.0: 10.3 9.0 23.0 54.6 57.1 87.9 89.1: 12.1 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 : 649: 152 109 144 300 298 504 499:
Old : 649: 152 109 144 300 298 504 499:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 17.2 24.9 27.7 7.1 9.6 11.5 16.3
Old : 16.6 17.2 24.9 27.7 7.1 9.6 11.5 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 81,751: 11,317 8,265 14,721 36,520 30,795 62,558 53,781: 19,193 27,970
Old : 81,751: 11,317 8,265 14,721 36,520 30,795 62,558 53,781: 19,193 27,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 10,519: 2,831 2,927 322 9,582 1,387 12,735 4,635: -2,215 5,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.1 18.0 44.7 37.7 76.5 65.8: 23.5 34.2
Old : 100.0: 13.8 10.1 18.0 44.7 37.7 76.5 65.8: 23.5 34.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 14 6 15 20 24 38 41:
Old : 49: 14 6 15 20 24 38 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 24.2 45.6 36.8 23.5 18.2 35.5 28.3
Old : 27.5 24.2 45.6 36.8 23.5 18.2 35.5 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 13,535: 2,006 378 2 9,033 12,183 11,041 12,563: 2,494 972
Old : 13,535: 2,006 378 2 9,033 12,183 11,041 12,563: 2,494 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 2.8 0.0 66.7 90.0 81.6 92.8: 18.4 7.2
Old : 100.0: 14.8 2.8 0.0 66.7 90.0 81.6 92.8: 18.4 7.2
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 : 21: 3 1 1 6 12 9 14:
Old : 21: 3 1 1 6 12 9 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 : 68.9 63.7 79.9 80.6 67.2 63.7 78.2 80.6
Old : 68.9 63.7 79.9 80.6 67.2 63.7 78.2 80.6
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 with Delta-adjusted Options and Futures Combined, February 25, 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 : 16,108: 807 373 46 12,978 14,367 13,831 14,786: 2,277 1,322
Old : 16,108: 807 373 46 12,978 14,367 13,831 14,786: 2,277 1,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -26: 269 -588 0 355 325 624 -263: -650 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 2.3 0.3 80.6 89.2 85.9 91.8: 14.1 8.2
Old : 100.0: 5.0 2.3 0.3 80.6 89.2 85.9 91.8: 14.1 8.2
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 : 27: 3 1 1 16 9 19 11:
Old : 27: 3 1 1 16 9 19 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 : 49.1 81.2 70.0 88.8 49.1 81.2 70.0 88.4
Old : 49.1 81.2 70.0 88.8 49.1 81.2 70.0 88.4
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 with Delta-adjusted Options and Futures Combined, February 25, 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 : 4,038,276: 470,857 428,184 879,195 2,246,708 2,384,583 3,596,760 3,691,962: 441,516 346,314
Old : 4,038,276: 470,857 428,184 879,195 2,246,708 2,384,583 3,596,760 3,691,962: 441,516 346,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 290,250: -7,342 -40,238 205,328 -7,171 92,844 190,816 257,934: 99,434 32,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 10.6 21.8 55.6 59.0 89.1 91.4: 10.9 8.6
Old : 100.0: 11.7 10.6 21.8 55.6 59.0 89.1 91.4: 10.9 8.6
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 : 638: 149 106 139 297 292 495 488:
Old : 638: 149 106 139 297 292 495 488:
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 : 16.7 17.1 25.6 28.3 7.9 10.8 12.2 18.2
Old : 16.7 17.1 25.6 28.3 7.9 10.8 12.2 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 28,510: 812 2,429 0 21,737 25,443 22,549 27,872: 5,961 638
Old : 28,510: 812 2,429 0 21,737 25,443 22,549 27,872: 5,961 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -3,316: -650 -371 0 -5,194 -607 -5,844 -978: 2,528 -2,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 8.5 0.0 76.2 89.2 79.1 97.8: 20.9 2.2
Old : 100.0: 2.8 8.5 0.0 76.2 89.2 79.1 97.8: 20.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 0 7 14 10 16:
Old : 23: 3 2 0 7 14 10 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 : 72.0 70.1 77.4 89.3 69.4 70.1 74.1 89.3
Old : 72.0 70.1 77.4 89.3 69.4 70.1 74.1 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 Technology Ind :
: : :
All : 12,418: 523 453 0 9,759 11,082 10,282 11,535: 2,136 883
Old : 12,418: 523 453 0 9,759 11,082 10,282 11,535: 2,136 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 127: 223 -215 0 55 2 278 -213: -151 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.6 0.0 78.6 89.2 82.8 92.9: 17.2 7.1
Old : 100.0: 4.2 3.6 0.0 78.6 89.2 82.8 92.9: 17.2 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 : 23: 2 2 0 10 12 12 14:
Old : 23: 2 2 0 10 12 12 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 : 60.7 66.7 76.1 82.7 59.8 66.6 75.2 82.7
Old : 60.7 66.7 76.1 82.7 59.8 66.6 75.2 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 15,953: 1,417 1,415 0 10,954 13,023 12,371 14,438: 3,582 1,515
Old : 15,953: 1,417 1,415 0 10,954 13,023 12,371 14,438: 3,582 1,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -787: 2 -100 -14 -812 -703 -824 -817: 37 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.9 0.0 68.7 81.6 77.5 90.5: 22.5 9.5
Old : 100.0: 8.9 8.9 0.0 68.7 81.6 77.5 90.5: 22.5 9.5
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 : 24: 4 2 0 10 10 14 12:
Old : 24: 4 2 0 10 10 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 : 45.7 57.8 65.5 83.4 45.2 57.8 62.8 77.7
Old : 45.7 57.8 65.5 83.4 45.2 57.8 62.8 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 75,681: 15,538 3,187 442 48,226 68,585 64,206 72,214: 11,475 3,467
Old : 75,681: 15,538 3,187 442 48,226 68,585 64,206 72,214: 11,475 3,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -3,104: -1,208 -761 -284 -2,083 -1,420 -3,575 -2,465: 471 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 4.2 0.6 63.7 90.6 84.8 95.4: 15.2 4.6
Old : 100.0: 20.5 4.2 0.6 63.7 90.6 84.8 95.4: 15.2 4.6
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 : 80: 14 3 5 40 35 55 42:
Old : 80: 14 3 5 40 35 55 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 41.8 46.1 62.9 32.5 41.7 45.4 62.5
Old : 32.8 41.8 46.1 62.9 32.5 41.7 45.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 53,617: 16,751 8,909 8,636 17,028 25,756 42,414 43,301: 11,203 10,316
Old : 53,617: 16,751 8,909 8,636 17,028 25,756 42,414 43,301: 11,203 10,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 3,792: 1,036 -2,585 1,201 -1,654 4,341 583 2,956: 3,209 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 16.6 16.1 31.8 48.0 79.1 80.8: 20.9 19.2
Old : 100.0: 31.2 16.6 16.1 31.8 48.0 79.1 80.8: 20.9 19.2
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 : 280: 71 64 40 90 95 178 183:
Old : 280: 71 64 40 90 95 178 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 17.0 27.1 25.8 12.0 9.3 18.9 15.5
Old : 17.9 17.0 27.1 25.8 12.0 9.3 18.9 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 268,085: 83,753 44,545 43,178 85,139 128,780 212,070 216,503: 56,015 51,582
Old : 268,085: 83,753 44,545 43,178 85,139 128,780 212,070 216,503: 56,015 51,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 18,960: 5,180 -12,927 6,003 -8,270 21,704 2,913 14,781: 16,047 4,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 16.6 16.1 31.8 48.0 79.1 80.8: 20.9 19.2
Old : 100.0: 31.2 16.6 16.1 31.8 48.0 79.1 80.8: 20.9 19.2
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 : 280: 71 64 40 90 95 178 183:
Old : 280: 71 64 40 90 95 178 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 17.0 27.1 25.8 12.0 9.3 18.9 15.5
Old : 17.9 17.0 27.1 25.8 12.0 9.3 18.9 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 243,832: 56,096 102,644 16,114 136,438 87,541 208,647 206,299: 35,185 37,533
Old : 243,832: 56,096 102,644 16,114 136,438 87,541 208,647 206,299: 35,185 37,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 35,994: 8,783 16,457 981 25,694 16,791 35,457 34,229: 537 1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 42.1 6.6 56.0 35.9 85.6 84.6: 14.4 15.4
Old : 100.0: 23.0 42.1 6.6 56.0 35.9 85.6 84.6: 14.4 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 31 42 23 29 40 70 95:
Old : 121: 31 42 23 29 40 70 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 21.3 54.7 31.7 37.4 21.2 49.6 31.0
Old : 41.2 21.3 54.7 31.7 37.4 21.2 49.6 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 487,789: 111,617 63,674 12,635 337,138 392,252 461,390 468,561: 26,400 19,229
Old : 487,789: 111,617 63,674 12,635 337,138 392,252 461,390 468,561: 26,400 19,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -4,585: -431 -7,127 3,726 -9,179 -2,282 -5,883 -5,682: 1,298 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 13.1 2.6 69.1 80.4 94.6 96.1: 5.4 3.9
Old : 100.0: 22.9 13.1 2.6 69.1 80.4 94.6 96.1: 5.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 68 39 31 139 110 217 170:
Old : 300: 68 39 31 139 110 217 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 20.2 30.8 36.7 16.8 20.1 29.5 36.2
Old : 17.8 20.2 30.8 36.7 16.8 20.1 29.5 36.2
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 with Delta-adjusted Options and Futures Combined, February 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 8,215: 1,625 4,903 0 5,080 2,553 6,705 7,456: 1,510 759
Old : 8,215: 1,625 4,903 0 5,080 2,553 6,705 7,456: 1,510 759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 434: -52 513 0 212 0 160 513: 274 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 59.7 0.0 61.8 31.1 81.6 90.8: 18.4 9.2
Old : 100.0: 19.8 59.7 0.0 61.8 31.1 81.6 90.8: 18.4 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 4 0 8 5 12 9:
Old : 21: 4 4 0 8 5 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 69.7 70.0 87.9 51.9 69.7 70.0 87.9
Old : 51.9 69.7 70.0 87.9 51.9 69.7 70.0 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 19,559: 3,051 8,306 603 10,120 6,886 13,774 15,795: 5,785 3,764
Old : 19,559: 3,051 8,306 603 10,120 6,886 13,774 15,795: 5,785 3,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -115: 432 -170 86 -215 122 303 38: -418 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 42.5 3.1 51.7 35.2 70.4 80.8: 29.6 19.2
Old : 100.0: 15.6 42.5 3.1 51.7 35.2 70.4 80.8: 29.6 19.2
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 : 24: 6 7 2 8 5 16 12:
Old : 24: 6 7 2 8 5 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 54.1 60.2 76.1 45.3 54.0 59.9 75.2
Old : 45.3 54.1 60.2 76.1 45.3 54.0 59.9 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 60,094: 17,327 10,739 1,297 32,334 15,080 50,958 27,116: 9,136 32,978
Old : 60,094: 17,327 10,739 1,297 32,334 15,080 50,958 27,116: 9,136 32,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,153: -646 4,292 315 2,246 4,810 1,915 9,417: 238 -7,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 17.9 2.2 53.8 25.1 84.8 45.1: 15.2 54.9
Old : 100.0: 28.8 17.9 2.2 53.8 25.1 84.8 45.1: 15.2 54.9
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 : 88: 20 15 6 32 27 53 47:
Old : 88: 20 15 6 32 27 53 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 11.9 39.8 19.3 23.7 11.9 39.7 19.3
Old : 23.7 11.9 39.8 19.3 23.7 11.9 39.7 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 125,228: 40,504 4,361 2,194 82,478 118,612 125,176 125,167: 52 61
Old : 125,228: 40,504 4,361 2,194 82,478 118,612 125,176 125,167: 52 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 22,251: 6,394 -320 985 14,849 21,586 22,228 22,251: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 3.5 1.8 65.9 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 32.3 3.5 1.8 65.9 94.7 100.0 100.0: 0.0 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 : 50: 13 2 5 28 21 43 27:
Old : 50: 13 2 5 28 21 43 27:
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 : 47.1 62.6 65.7 85.2 37.8 53.4 54.1 64.6
Old : 47.1 62.6 65.7 85.2 37.8 53.4 54.1 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2020