BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 13,583: 1,049 1,228 1,829 9,902 10,023 12,779 13,080: 804 504
Old : 13,583: 1,049 1,228 1,829 9,902 10,023 12,779 13,080: 804 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 679: 14 130 49 542 413 605 592: 74 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.0 13.5 72.9 73.8 94.1 96.3: 5.9 3.7
Old : 100.0: 7.7 9.0 13.5 72.9 73.8 94.1 96.3: 5.9 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 : 47: 8 5 10 27 24 38 36:
Old : 47: 8 5 10 27 24 38 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 : 34.0 43.4 54.9 64.0 30.8 36.9 46.3 50.1
Old : 34.0 43.4 54.9 64.0 30.8 36.9 46.3 50.1
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, August 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 : 50,801: 14,372 2,972 17,260 14,271 22,526 45,902 42,757: 4,898 8,043
Old : 50,801: 14,372 2,972 17,260 14,271 22,526 45,902 42,757: 4,898 8,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,893: 1,240 -34 152 437 1,554 1,829 1,671: 64 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 5.9 34.0 28.1 44.3 90.4 84.2: 9.6 15.8
Old : 100.0: 28.3 5.9 34.0 28.1 44.3 90.4 84.2: 9.6 15.8
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 : 87: 24 13 27 37 44 71 74:
Old : 87: 24 13 27 37 44 71 74:
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 : 41.3 25.8 57.4 43.5 31.7 19.4 37.5 28.1
Old : 41.3 25.8 57.4 43.5 31.7 19.4 37.5 28.1
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, August 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 : 14,077: 1,531 1,257 3,434 8,470 8,390 13,435 13,082: 642 995
Old : 14,077: 1,531 1,257 3,434 8,470 8,390 13,435 13,082: 642 995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 518: -33 36 221 292 258 480 515: 38 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.9 24.4 60.2 59.6 95.4 92.9: 4.6 7.1
Old : 100.0: 10.9 8.9 24.4 60.2 59.6 95.4 92.9: 4.6 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 : 50: 8 6 9 33 24 44 36:
Old : 50: 8 6 9 33 24 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 : 32.4 45.6 50.9 66.7 18.4 30.0 30.6 37.6
Old : 32.4 45.6 50.9 66.7 18.4 30.0 30.6 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 11,324: 93 4,629 3,694 6,439 1,932 10,226 10,255: 1,098 1,069
Old : 11,324: 93 4,629 3,694 6,439 1,932 10,226 10,255: 1,098 1,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 272: 80 185 46 119 31 245 262: 27 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 40.9 32.6 56.9 17.1 90.3 90.6: 9.7 9.4
Old : 100.0: 0.8 40.9 32.6 56.9 17.1 90.3 90.6: 9.7 9.4
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 : 37: 3 9 8 23 13 33 23:
Old : 37: 3 9 8 23 13 33 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 61.5 62.5 74.3 29.4 36.6 39.1 43.4
Old : 46.1 61.5 62.5 74.3 29.4 36.6 39.1 43.4
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, August 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 : 263,034: 84,864 47,179 79,606 75,673 104,969 240,143 231,754: 22,891 31,280
Old : 117,698: 63,685 49,230 19,645 26,587 37,326 109,917 106,200: 7,781 11,498
Other: 145,336: 47,357 24,127 33,784 49,086 67,643 130,226 125,554: 15,110 19,782
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,571: 1,431 -6,195 1,951 -1,217 5,783 2,165 1,539: -594 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 17.9 30.3 28.8 39.9 91.3 88.1: 8.7 11.9
Old : 100.0: 54.1 41.8 16.7 22.6 31.7 93.4 90.2: 6.6 9.8
Other: 100.0: 32.6 16.6 23.2 33.8 46.5 89.6 86.4: 10.4 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 114 87 122 78 80 260 234:
Old : 278: 101 92 62 53 69 190 187:
Other: 239: 84 56 72 71 70 194 168:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 18.1 28.3 26.8 16.2 15.4 25.5 21.3
Old : 21.7 19.2 34.1 30.5 21.7 18.7 33.7 28.7
Other: 22.9 23.0 33.8 32.1 22.9 21.1 33.4 27.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 344,740: 102,665 20,644 90,727 119,706 185,911 313,098 297,282: 31,642 47,458
Old : 344,740: 102,665 20,644 90,727 119,706 185,911 313,098 297,282: 31,642 47,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 8,025: 3,386 -862 2,997 2,017 4,693 8,400 6,828: -375 1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 6.0 26.3 34.7 53.9 90.8 86.2: 9.2 13.8
Old : 100.0: 29.8 6.0 26.3 34.7 53.9 90.8 86.2: 9.2 13.8
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 : 374: 125 68 135 126 142 320 295:
Old : 374: 125 68 135 126 142 320 295:
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 : 16.3 18.4 26.6 26.9 16.2 18.1 26.0 25.6
Old : 16.3 18.4 26.6 26.9 16.2 18.1 26.0 25.6
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, August 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 : 5,174: 1,264 518 589 1,932 2,716 3,785 3,822: 1,389 1,351
Old : 5,174: 1,264 518 589 1,932 2,716 3,785 3,822: 1,389 1,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -98: -82 19 76 30 -228 24 -133: -122 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 10.0 11.4 37.3 52.5 73.2 73.9: 26.8 26.1
Old : 100.0: 24.4 10.0 11.4 37.3 52.5 73.2 73.9: 26.8 26.1
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 : 56: 20 10 9 17 20 42 36:
Old : 56: 20 10 9 17 20 42 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 : 30.4 31.4 44.1 46.0 23.5 28.5 31.2 36.6
Old : 30.4 31.4 44.1 46.0 23.5 28.5 31.2 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 53,232: 17,893 8,230 16,058 12,546 13,549 46,498 37,837: 6,735 15,395
Old : 53,232: 17,893 8,230 16,058 12,546 13,549 46,498 37,837: 6,735 15,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -924: 301 1,397 -1,346 458 -518 -587 -466: -337 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 15.5 30.2 23.6 25.5 87.3 71.1: 12.7 28.9
Old : 100.0: 33.6 15.5 30.2 23.6 25.5 87.3 71.1: 12.7 28.9
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 : 185: 47 46 56 54 62 137 141:
Old : 185: 47 46 56 54 62 137 141:
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 : 20.9 13.4 32.2 22.0 19.3 9.7 27.4 14.0
Old : 20.9 13.4 32.2 22.0 19.3 9.7 27.4 14.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 37,624: 2,255 11,018 5,800 28,786 18,820 36,841 35,639: 783 1,986
Old : 37,624: 2,255 11,018 5,800 28,786 18,820 36,841 35,639: 783 1,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,645: 311 654 198 1,165 752 1,674 1,604: -29 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 29.3 15.4 76.5 50.0 97.9 94.7: 2.1 5.3
Old : 100.0: 6.0 29.3 15.4 76.5 50.0 97.9 94.7: 2.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 11 13 15 35 35 55 54:
Old : 67: 11 13 15 35 35 55 54:
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 : 49.4 42.7 69.3 61.1 47.9 40.4 62.4 53.5
Old : 49.4 42.7 69.3 61.1 47.9 40.4 62.4 53.5
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, August 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 : 25,173: 11,506 3,876 10 12,582 19,533 24,098 23,419: 1,075 1,754
Old : 25,173: 11,506 3,876 10 12,582 19,533 24,098 23,419: 1,075 1,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 954: 1,695 511 10 -211 371 1,494 892: -540 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 15.4 0.0 50.0 77.6 95.7 93.0: 4.3 7.0
Old : 100.0: 45.7 15.4 0.0 50.0 77.6 95.7 93.0: 4.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 17 1 7 10 19 28:
Old : 43: 12 17 1 7 10 19 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 74.3 84.4 81.0 69.3 74.3 84.4 81.0
Old : 69.4 74.3 84.4 81.0 69.3 74.3 84.4 81.0
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, August 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 : 145,601: 22,037 51,112 7,548 82,831 65,744 112,416 124,404: 33,185 21,197
Old : 145,601: 22,037 51,112 7,548 82,831 65,744 112,416 124,404: 33,185 21,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -12,531: 1,798 -1,888 250 -12,762 -9,652 -10,714 -11,290: -1,817 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 35.1 5.2 56.9 45.2 77.2 85.4: 22.8 14.6
Old : 100.0: 15.1 35.1 5.2 56.9 45.2 77.2 85.4: 22.8 14.6
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 : 103: 25 26 13 39 37 70 70:
Old : 103: 25 26 13 39 37 70 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 : 27.8 30.2 36.3 41.9 25.8 30.0 33.4 41.7
Old : 27.8 30.2 36.3 41.9 25.8 30.0 33.4 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 55,270: 18,665 5,946 1,086 13,609 38,229 33,360 45,261: 21,910 10,009
Old : 55,270: 18,665 5,946 1,086 13,609 38,229 33,360 45,261: 21,910 10,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -3,094: -2,701 99 47 373 -2,828 -2,281 -2,683: -813 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 10.8 2.0 24.6 69.2 60.4 81.9: 39.6 18.1
Old : 100.0: 33.8 10.8 2.0 24.6 69.2 60.4 81.9: 39.6 18.1
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 : 45: 14 6 5 15 16 29 27:
Old : 45: 14 6 5 15 16 29 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 : 26.4 47.2 37.3 60.6 26.4 46.8 37.2 59.1
Old : 26.4 47.2 37.3 60.6 26.4 46.8 37.2 59.1
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, August 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 : 135,974: 42,620 38,401 3,839 83,761 89,409 130,220 131,649: 5,754 4,326
Old : 135,974: 42,620 38,401 3,839 83,761 89,409 130,220 131,649: 5,754 4,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 563: 20 289 678 -594 -63 104 905: 459 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 28.2 2.8 61.6 65.8 95.8 96.8: 4.2 3.2
Old : 100.0: 31.3 28.2 2.8 61.6 65.8 95.8 96.8: 4.2 3.2
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 : 133: 39 42 10 31 31 75 79:
Old : 133: 39 42 10 31 31 75 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 : 52.6 49.1 64.8 63.5 52.6 49.1 64.7 63.5
Old : 52.6 49.1 64.8 63.5 52.6 49.1 64.7 63.5
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, August 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 : 200,271: 42,528 40,182 22,238 102,786 113,208 167,551 175,629: 32,720 24,643
Old : 200,271: 42,528 40,182 22,238 102,786 113,208 167,551 175,629: 32,720 24,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -13,636: -9,720 -9,129 397 -1,678 -5,211 -11,000 -13,943: -2,636 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 20.1 11.1 51.3 56.5 83.7 87.7: 16.3 12.3
Old : 100.0: 21.2 20.1 11.1 51.3 56.5 83.7 87.7: 16.3 12.3
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 : 112: 28 21 15 38 48 75 75:
Old : 112: 28 21 15 38 48 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 : 28.2 28.8 42.7 40.7 27.6 27.3 38.7 36.5
Old : 28.2 28.8 42.7 40.7 27.6 27.3 38.7 36.5
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, August 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 : 166,913: 42,848 21,737 14,224 80,895 109,782 137,967 145,743: 28,946 21,170
Old : 166,913: 42,848 21,737 14,224 80,895 109,782 137,967 145,743: 28,946 21,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -3,212: 1,183 268 -380 -311 -4,710 493 -4,822: -3,705 1,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 13.0 8.5 48.5 65.8 82.7 87.3: 17.3 12.7
Old : 100.0: 25.7 13.0 8.5 48.5 65.8 82.7 87.3: 17.3 12.7
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 : 116: 31 23 16 45 40 81 74:
Old : 116: 31 23 16 45 40 81 74:
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 44.0 34.4 56.7 21.7 43.2 33.1 53.5
Old : 22.0 44.0 34.4 56.7 21.7 43.2 33.1 53.5
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, August 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 : 780,921: 262,900 50,365 52,401 359,561 630,547 674,861 733,313: 106,059 47,607
Old : 780,921: 262,900 50,365 52,401 359,561 630,547 674,861 733,313: 106,059 47,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -4,246: 1,302 -11,310 -2,721 660 7,048 -759 -6,984: -3,486 2,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 6.4 6.7 46.0 80.7 86.4 93.9: 13.6 6.1
Old : 100.0: 33.7 6.4 6.7 46.0 80.7 86.4 93.9: 13.6 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 : 295: 106 35 53 123 81 243 156:
Old : 295: 106 35 53 123 81 243 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 59.6 24.1 68.6 14.2 59.1 23.5 66.7
Old : 14.6 59.6 24.1 68.6 14.2 59.1 23.5 66.7
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, August 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 : 24,750: 4,364 5,128 111 7,911 15,158 12,386 20,397: 12,364 4,353
Old : 24,750: 4,364 5,128 111 7,911 15,158 12,386 20,397: 12,364 4,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 144: -313 235 0 -27 57 -340 292: 484 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 20.7 0.4 32.0 61.2 50.0 82.4: 50.0 17.6
Old : 100.0: 17.6 20.7 0.4 32.0 61.2 50.0 82.4: 50.0 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 6 1 11 10 17 16:
Old : 25: 5 6 1 11 10 17 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 : 19.9 57.2 34.7 71.2 19.8 56.5 34.0 66.4
Old : 19.9 57.2 34.7 71.2 19.8 56.5 34.0 66.4
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, August 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 : 50,474: 14,761 27,575 1,488 31,699 13,358 47,948 42,421: 2,526 8,053
Old : 50,474: 14,761 27,575 1,488 31,699 13,358 47,948 42,421: 2,526 8,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 15,068: 2,415 -930 1,298 11,198 9,541 14,911 9,909: 157 5,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 54.6 2.9 62.8 26.5 95.0 84.0: 5.0 16.0
Old : 100.0: 29.2 54.6 2.9 62.8 26.5 95.0 84.0: 5.0 16.0
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 : 57: 15 22 5 11 11 31 35:
Old : 57: 15 22 5 11 11 31 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 : 64.0 61.7 80.1 68.9 49.8 44.0 61.7 50.4
Old : 64.0 61.7 80.1 68.9 49.8 44.0 61.7 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 36,688: 19,756 15,572 850 11,590 16,866 32,196 33,289: 4,492 3,400
Old : 36,688: 19,756 15,572 850 11,590 16,866 32,196 33,289: 4,492 3,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -1,888: -757 -1,184 96 -1,116 -923 -1,777 -2,011: -111 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 42.4 2.3 31.6 46.0 87.8 90.7: 12.2 9.3
Old : 100.0: 53.8 42.4 2.3 31.6 46.0 87.8 90.7: 12.2 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 : 87: 32 28 10 18 14 56 46:
Old : 87: 32 28 10 18 14 56 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 : 24.6 47.0 40.8 61.4 24.6 47.0 40.5 60.6
Old : 24.6 47.0 40.8 61.4 24.6 47.0 40.5 60.6
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, August 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 : 12,544: 6,808 5,015 0 5,134 6,281 11,942 11,296: 602 1,248
Old : 12,544: 6,808 5,015 0 5,134 6,281 11,942 11,296: 602 1,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -1,208: -1,522 -661 0 176 -263 -1,346 -924: 138 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 40.0 0.0 40.9 50.1 95.2 90.1: 4.8 9.9
Old : 100.0: 54.3 40.0 0.0 40.9 50.1 95.2 90.1: 4.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 13 0 7 3 13 16:
Old : 29: 6 13 0 7 3 13 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 : 62.1 64.7 88.7 77.5 62.1 64.7 88.7 77.5
Old : 62.1 64.7 88.7 77.5 62.1 64.7 88.7 77.5
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, August 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 :21,293,381: 1,097,274 704,785 11,396,354 8,128,485 8,420,559 20,622,112 20,521,698: 671,269 771,683
Old :21,293,381: 1,097,274 704,785 11,396,354 8,128,485 8,420,559 20,622,112 20,521,698: 671,269 771,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 271,687: 28,176 -54,926 138,286 121,220 224,331 287,681 307,690: -15,994 -36,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.3 53.5 38.2 39.5 96.8 96.4: 3.2 3.6
Old : 100.0: 5.2 3.3 53.5 38.2 39.5 96.8 96.4: 3.2 3.6
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 : 273: 68 57 103 129 131 254 242:
Old : 273: 68 57 103 129 131 254 242:
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 24.3 37.1 37.3 4.3 6.1 6.7 9.1
Old : 23.2 24.3 37.1 37.3 4.3 6.1 6.7 9.1
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 with Delta-adjusted Options and Futures Combined, August 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 : 12,444: 6,882 9,065 2,125 175 0 9,182 11,190: 3,262 1,254
Old : 12,444: 6,882 9,065 2,125 175 0 9,182 11,190: 3,262 1,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -3,057: -1,941 -3,348 -392 -25 0 -2,359 -3,740: -698 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 72.8 17.1 1.4 0.0 73.8 89.9: 26.2 10.1
Old : 100.0: 55.3 72.8 17.1 1.4 0.0 73.8 89.9: 26.2 10.1
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 : 86: 54 28 22 2 0 71 37:
Old : 86: 54 28 22 2 0 71 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 52.4 39.7 72.7 28.6 45.5 35.6 64.2
Old : 28.6 52.4 39.7 72.7 28.6 45.5 35.6 64.2
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 with Delta-adjusted Options and Futures Combined, August 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 : 198,156: 23,525 28,659 36,651 137,813 132,687 197,989 197,997: 168 159
Old : 198,156: 23,525 28,659 36,651 137,813 132,687 197,989 197,997: 168 159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 3,994: 1,600 2,284 -505 2,878 2,200 3,973 3,980: 20 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.5 18.5 69.5 67.0 99.9 99.9: 0.1 0.1
Old : 100.0: 11.9 14.5 18.5 69.5 67.0 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 18 18 21 17 29 46 58:
Old : 68: 18 18 21 17 29 46 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 51.6 79.1 70.5 60.2 45.5 64.3 56.3
Old : 64.7 51.6 79.1 70.5 60.2 45.5 64.3 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 171,475: 37,625 38,710 17,004 116,744 115,577 171,373 171,291: 102 184
Old : 171,475: 37,625 38,710 17,004 116,744 115,577 171,373 171,291: 102 184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 2,174: 2,001 -3,635 -1,922 2,119 7,706 2,198 2,149: -24 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 22.6 9.9 68.1 67.4 99.9 99.9: 0.1 0.1
Old : 100.0: 21.9 22.6 9.9 68.1 67.4 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 18 22 20 24 35 50 69:
Old : 81: 18 22 20 24 35 50 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 48.5 70.6 63.8 54.4 47.1 64.9 58.7
Old : 56.7 48.5 70.6 63.8 54.4 47.1 64.9 58.7
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, August 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 : 745,789: 84,177 96,068 123,206 458,114 436,742 665,496 656,016: 80,292 89,773
Old : 745,789: 84,177 96,068 123,206 458,114 436,742 665,496 656,016: 80,292 89,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,399: 54 4,160 -1,204 5,590 -1,887 4,441 1,069: -3,041 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.9 16.5 61.4 58.6 89.2 88.0: 10.8 12.0
Old : 100.0: 11.3 12.9 16.5 61.4 58.6 89.2 88.0: 10.8 12.0
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 : 620: 109 115 115 297 311 468 479:
Old : 620: 109 115 115 297 311 468 479:
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 : 13.4 16.0 22.3 26.8 10.2 12.5 16.4 17.7
Old : 13.4 16.0 22.3 26.8 10.2 12.5 16.4 17.7
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, August 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 : 50,220: 9,399 3,150 9,700 11,159 30,037 30,258 42,888: 19,962 7,332
Old : 50,220: 9,399 3,150 9,700 11,159 30,037 30,258 42,888: 19,962 7,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 734: -467 786 836 3,261 -281 3,630 1,341: -2,896 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.3 19.3 22.2 59.8 60.3 85.4: 39.7 14.6
Old : 100.0: 18.7 6.3 19.3 22.2 59.8 60.3 85.4: 39.7 14.6
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 : 29: 8 6 13 8 14 23 27:
Old : 29: 8 6 13 8 14 23 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 : 35.1 47.3 48.7 66.2 18.6 41.5 25.3 51.1
Old : 35.1 47.3 48.7 66.2 18.6 41.5 25.3 51.1
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, August 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 : 15,241: 224 1,833 0 12,887 10,464 13,111 12,297: 2,130 2,944
Old : 15,241: 224 1,833 0 12,887 10,464 13,111 12,297: 2,130 2,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,234: -226 -19 0 1,609 -121 1,383 -140: -149 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 12.0 0.0 84.6 68.7 86.0 80.7: 14.0 19.3
Old : 100.0: 1.5 12.0 0.0 84.6 68.7 86.0 80.7: 14.0 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 0 14 9 15 12:
Old : 25: 1 3 0 14 9 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 59.8 76.8 75.7 64.0 59.8 76.8 75.6
Old : 64.0 59.8 76.8 75.7 64.0 59.8 76.8 75.6
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, August 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 : 3,477,846: 423,166 513,861 518,255 2,234,771 2,033,525 3,176,193 3,065,641: 301,653 412,205
Old : 3,477,846: 423,166 513,861 518,255 2,234,771 2,033,525 3,176,193 3,065,641: 301,653 412,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 3,325: 2,740 17,007 -10,335 11,647 -8,033 4,053 -1,360: -728 4,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 14.8 14.9 64.3 58.5 91.3 88.1: 8.7 11.9
Old : 100.0: 12.2 14.8 14.9 64.3 58.5 91.3 88.1: 8.7 11.9
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 : 615: 109 112 110 293 308 460 472:
Old : 615: 109 112 110 293 308 460 472:
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 : 13.5 16.1 22.8 26.8 11.0 12.5 17.5 18.2
Old : 13.5 16.1 22.8 26.8 11.0 12.5 17.5 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 TOTAL RETURN INDEX x $25) :
: : :
All : 231,370: 3,000 0 4,200 224,170 225,170 231,370 229,370: 0 2,000
Old : 231,370: 3,000 0 4,200 224,170 225,170 231,370 229,370: 0 2,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 1.8 96.9 97.3 100.0 99.1: 0.0 0.9
Old : 100.0: 1.3 0.0 1.8 96.9 97.3 100.0 99.1: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 2 14 13 16 15:
Old : 20: 1 0 2 14 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 63.2 90.0 87.5 42.0 40.0 53.0 53.7
Old : 60.6 63.2 90.0 87.5 42.0 40.0 53.0 53.7
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, August 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 : 58,075: 8,860 5,665 311 39,994 48,854 49,165 54,830: 8,910 3,245
Old : 58,075: 8,860 5,665 311 39,994 48,854 49,165 54,830: 8,910 3,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 381: 1,469 1,120 -9 -492 466 968 1,577: -587 -1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 9.8 0.5 68.9 84.1 84.7 94.4: 15.3 5.6
Old : 100.0: 15.3 9.8 0.5 68.9 84.1 84.7 94.4: 15.3 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 : 78: 12 9 4 37 31 51 42:
Old : 78: 12 9 4 37 31 51 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 : 32.9 43.3 49.5 64.4 32.3 43.2 48.1 64.1
Old : 32.9 43.3 49.5 64.4 32.3 43.2 48.1 64.1
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, August 25, 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 : 54,699: 15,686 11,207 6,750 22,997 28,499 45,434 46,456: 9,265 8,243
Old : 54,699: 15,686 11,207 6,750 22,997 28,499 45,434 46,456: 9,265 8,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,323: -2 284 453 255 120 707 857: 616 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 20.5 12.3 42.0 52.1 83.1 84.9: 16.9 15.1
Old : 100.0: 28.7 20.5 12.3 42.0 52.1 83.1 84.9: 16.9 15.1
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 : 302: 69 54 37 114 126 199 201:
Old : 302: 69 54 37 114 126 199 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 23.4 28.7 33.5 16.4 18.2 24.9 26.9
Old : 18.3 23.4 28.7 33.5 16.4 18.2 24.9 26.9
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, August 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 : 273,493: 78,432 56,035 33,750 114,987 142,494 227,170 232,279: 46,323 41,214
Old : 273,493: 78,432 56,035 33,750 114,987 142,494 227,170 232,279: 46,323 41,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 6,613: -9 1,418 2,266 1,276 601 3,533 4,286: 3,080 2,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 20.5 12.3 42.0 52.1 83.1 84.9: 16.9 15.1
Old : 100.0: 28.7 20.5 12.3 42.0 52.1 83.1 84.9: 16.9 15.1
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 : 302: 69 54 37 114 126 199 201:
Old : 302: 69 54 37 114 126 199 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 23.4 28.7 33.5 16.4 18.2 24.9 26.9
Old : 18.3 23.4 28.7 33.5 16.4 18.2 24.9 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 $2) :
: : :
All : 82,191: 70,396 22,208 345 833 0 71,574 22,553: 10,617 59,638
Old : 82,191: 70,396 22,208 345 833 0 71,574 22,553: 10,617 59,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 6,702: 5,142 14,742 34 833 -470 6,009 14,306: 693 -7,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 27.0 0.4 1.0 0.0 87.1 27.4: 12.9 72.6
Old : 100.0: 85.6 27.0 0.4 1.0 0.0 87.1 27.4: 12.9 72.6
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 : 20: 12 7 2 1 0 13 9:
Old : 20: 12 7 2 1 0 13 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 : 79.0 26.0 84.8 27.4 78.6 26.0 84.4 27.0
Old : 79.0 26.0 84.8 27.4 78.6 26.0 84.4 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 144,201: 50,932 55,794 8,928 53,352 58,160 113,213 122,883: 30,988 21,319
Old : 144,201: 50,932 55,794 8,928 53,352 58,160 113,213 122,883: 30,988 21,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,122: 2,356 3,022 -123 622 -858 2,855 2,041: -1,733 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 38.7 6.2 37.0 40.3 78.5 85.2: 21.5 14.8
Old : 100.0: 35.3 38.7 6.2 37.0 40.3 78.5 85.2: 21.5 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 25 17 12 35 29 68 50:
Old : 86: 25 17 12 35 29 68 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 43.2 44.3 56.2 32.7 42.5 42.5 54.5
Old : 33.0 43.2 44.3 56.2 32.7 42.5 42.5 54.5
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, August 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 : 512,065: 95,345 76,646 8,485 384,582 405,253 488,412 490,385: 23,653 21,681
Old : 512,065: 95,345 76,646 8,485 384,582 405,253 488,412 490,385: 23,653 21,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 2,564: 8,440 3,574 -3,171 -3,367 4,286 1,903 4,690: 661 -2,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.0 1.7 75.1 79.1 95.4 95.8: 4.6 4.2
Old : 100.0: 18.6 15.0 1.7 75.1 79.1 95.4 95.8: 4.6 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 : 338: 54 50 25 156 141 220 206:
Old : 338: 54 50 25 156 141 220 206:
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 21.9 30.0 35.3 16.6 21.6 26.5 33.9
Old : 18.2 21.9 30.0 35.3 16.6 21.6 26.5 33.9
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, August 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 : 37,617: 8,525 3,424 463 20,134 21,672 29,122 25,559: 8,495 12,058
Old : 37,617: 8,525 3,424 463 20,134 21,672 29,122 25,559: 8,495 12,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 414: -120 555 463 -264 404 79 1,422: 335 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 9.1 1.2 53.5 57.6 77.4 67.9: 22.6 32.1
Old : 100.0: 22.7 9.1 1.2 53.5 57.6 77.4 67.9: 22.6 32.1
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 : 60: 10 8 2 24 26 34 36:
Old : 60: 10 8 2 24 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 : 32.1 26.8 47.5 41.4 32.0 26.4 46.9 40.0
Old : 32.1 26.8 47.5 41.4 32.0 26.4 46.9 40.0
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 with Delta-adjusted Options and Futures Combined, August 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 : 181,569: 64,589 1,315 5,887 110,871 174,237 181,347 181,439: 222 130
Old : 181,569: 64,589 1,315 5,887 110,871 174,237 181,347 181,439: 222 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 3,314: 5,636 0 -500 -1,789 3,814 3,347 3,314: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 0.7 3.2 61.1 96.0 99.9 99.9: 0.1 0.1
Old : 100.0: 35.6 0.7 3.2 61.1 96.0 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 31 3 5 41 27 73 35:
Old : 83: 31 3 5 41 27 73 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 : 38.9 63.0 54.9 85.7 32.5 55.0 48.6 72.1
Old : 38.9 63.0 54.9 85.7 32.5 55.0 48.6 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2020