BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 14,151: 1,137 1,381 1,887 10,305 10,332 13,329 13,601: 822 550
Old : 14,151: 1,137 1,381 1,887 10,305 10,332 13,329 13,601: 822 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 567: 88 153 59 403 310 550 521: 18 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.8 13.3 72.8 73.0 94.2 96.1: 5.8 3.9
Old : 100.0: 8.0 9.8 13.3 72.8 73.0 94.2 96.1: 5.8 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 : 48: 9 3 10 28 26 39 38:
Old : 48: 9 3 10 28 26 39 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 : 34.0 42.4 55.3 63.7 30.8 36.6 46.7 49.2
Old : 34.0 42.4 55.3 63.7 30.8 36.6 46.7 49.2
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, September 01, 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 : 52,212: 14,921 3,602 17,318 15,304 22,941 47,544 43,862: 4,668 8,350
Old : 52,212: 14,921 3,602 17,318 15,304 22,941 47,544 43,862: 4,668 8,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,412: 549 630 59 1,033 416 1,641 1,105: -230 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.9 33.2 29.3 43.9 91.1 84.0: 8.9 16.0
Old : 100.0: 28.6 6.9 33.2 29.3 43.9 91.1 84.0: 8.9 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 : 88: 23 14 28 39 43 73 74:
Old : 88: 23 14 28 39 43 73 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 : 41.0 26.3 57.0 44.0 31.8 20.1 37.6 28.5
Old : 41.0 26.3 57.0 44.0 31.8 20.1 37.6 28.5
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, September 01, 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 : 14,502: 1,633 1,234 3,438 8,634 8,725 13,705 13,397: 797 1,105
Old : 14,502: 1,633 1,234 3,438 8,634 8,725 13,705 13,397: 797 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 425: 102 -23 4 164 335 270 316: 155 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 8.5 23.7 59.5 60.2 94.5 92.4: 5.5 7.6
Old : 100.0: 11.3 8.5 23.7 59.5 60.2 94.5 92.4: 5.5 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 8 5 9 34 24 44 36:
Old : 50: 8 5 9 34 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 : 31.6 44.8 50.3 65.0 18.6 29.9 30.6 37.6
Old : 31.6 44.8 50.3 65.0 18.6 29.9 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, September 01, 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 : 11,747: 83 4,960 3,712 6,839 1,984 10,634 10,655: 1,112 1,091
Old : 11,747: 83 4,960 3,712 6,839 1,984 10,634 10,655: 1,112 1,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 422: -10 330 18 400 52 408 400: 15 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 42.2 31.6 58.2 16.9 90.5 90.7: 9.5 9.3
Old : 100.0: 0.7 42.2 31.6 58.2 16.9 90.5 90.7: 9.5 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 9 8 25 13 35 23:
Old : 39: 3 9 8 25 13 35 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 : 43.8 61.0 60.4 73.9 28.0 37.1 38.3 44.0
Old : 43.8 61.0 60.4 73.9 28.0 37.1 38.3 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 263,857: 82,685 43,876 81,102 76,152 106,561 239,939 231,539: 23,918 32,318
Old : 111,501: 59,611 45,640 19,518 24,360 35,481 103,489 100,638: 8,013 10,863
Other: 152,356: 46,725 21,887 37,934 51,792 71,080 136,451 130,900: 15,905 21,456
: : :
: : Changes in Commitments from: August 25, 2020 :
: 823: -2,179 -3,304 1,496 480 1,592 -203 -216: 1,026 1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 16.6 30.7 28.9 40.4 90.9 87.8: 9.1 12.2
Old : 100.0: 53.5 40.9 17.5 21.8 31.8 92.8 90.3: 7.2 9.7
Other: 100.0: 30.7 14.4 24.9 34.0 46.7 89.6 85.9: 10.4 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 111 85 121 84 84 259 242:
Old : 269: 94 88 54 56 75 177 190:
Other: 245: 85 56 77 76 73 201 177:
:----------------------------------------------------------------------------------------------------
: 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 18.1 27.9 26.9 15.6 15.7 25.0 21.4
Old : 21.1 19.3 32.9 29.9 21.1 19.1 32.1 27.9
Other: 21.6 22.7 33.0 31.7 21.5 21.2 32.6 27.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 342,408: 102,339 24,687 87,206 119,626 181,651 309,171 293,544: 33,237 48,864
Old : 342,408: 102,339 24,687 87,206 119,626 181,651 309,171 293,544: 33,237 48,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -2,332: -326 4,043 -3,522 -80 -4,260 -3,928 -3,738: 1,596 1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 7.2 25.5 34.9 53.1 90.3 85.7: 9.7 14.3
Old : 100.0: 29.9 7.2 25.5 34.9 53.1 90.3 85.7: 9.7 14.3
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 : 367: 118 72 131 122 141 308 293:
Old : 367: 118 72 131 122 141 308 293:
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 : 16.4 17.9 26.5 26.2 16.4 17.6 26.1 24.9
Old : 16.4 17.9 26.5 26.2 16.4 17.6 26.1 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 4,392: 1,223 382 332 1,591 2,465 3,146 3,179: 1,246 1,212
Old : 4,392: 1,223 382 332 1,591 2,465 3,146 3,179: 1,246 1,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -782: -42 -136 -257 -341 -251 -639 -643: -143 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 8.7 7.6 36.2 56.1 71.6 72.4: 28.4 27.6
Old : 100.0: 27.8 8.7 7.6 36.2 56.1 71.6 72.4: 28.4 27.6
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 : 53: 21 6 9 17 18 42 33:
Old : 53: 21 6 9 17 18 42 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 37.1 40.8 48.4 27.5 36.5 36.2 44.8
Old : 31.9 37.1 40.8 48.4 27.5 36.5 36.2 44.8
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, September 01, 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 : 48,982: 18,046 9,391 12,933 11,623 12,687 42,602 35,011: 6,381 13,972
Old : 48,982: 18,046 9,391 12,933 11,623 12,687 42,602 35,011: 6,381 13,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -4,250: 153 1,161 -3,126 -923 -862 -3,896 -2,826: -354 -1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 19.2 26.4 23.7 25.9 87.0 71.5: 13.0 28.5
Old : 100.0: 36.8 19.2 26.4 23.7 25.9 87.0 71.5: 13.0 28.5
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 : 172: 43 47 51 47 51 121 130:
Old : 172: 43 47 51 47 51 121 130:
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 : 22.8 14.7 34.1 23.1 21.6 11.2 30.1 16.0
Old : 22.8 14.7 34.1 23.1 21.6 11.2 30.1 16.0
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, September 01, 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 : 38,437: 2,268 11,608 5,763 29,602 19,034 37,633 36,406: 803 2,031
Old : 38,437: 2,268 11,608 5,763 29,602 19,034 37,633 36,406: 803 2,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 812: 13 590 -37 816 214 792 767: 20 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 30.2 15.0 77.0 49.5 97.9 94.7: 2.1 5.3
Old : 100.0: 5.9 30.2 15.0 77.0 49.5 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 : 50.2 42.9 69.8 61.0 48.7 40.7 63.0 54.1
Old : 50.2 42.9 69.8 61.0 48.7 40.7 63.0 54.1
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, September 01, 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 : 24,553: 12,617 3,931 162 10,383 18,996 23,162 23,089: 1,391 1,464
Old : 24,553: 12,617 3,931 162 10,383 18,996 23,162 23,089: 1,391 1,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -620: 1,111 55 152 -2,199 -537 -936 -330: 316 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 16.0 0.7 42.3 77.4 94.3 94.0: 5.7 6.0
Old : 100.0: 51.4 16.0 0.7 42.3 77.4 94.3 94.0: 5.7 6.0
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 : 41: 15 14 2 7 8 22 24:
Old : 41: 15 14 2 7 8 22 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 : 57.1 76.2 76.4 84.7 56.8 76.2 75.7 84.7
Old : 57.1 76.2 76.4 84.7 56.8 76.2 75.7 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 158,491: 26,511 53,441 8,795 85,293 75,864 120,599 138,099: 37,892 20,392
Old : 158,491: 26,511 53,441 8,795 85,293 75,864 120,599 138,099: 37,892 20,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 12,890: 4,475 2,329 1,247 2,461 10,120 8,183 13,696: 4,707 -806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 33.7 5.5 53.8 47.9 76.1 87.1: 23.9 12.9
Old : 100.0: 16.7 33.7 5.5 53.8 47.9 76.1 87.1: 23.9 12.9
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 : 106: 28 27 14 36 36 70 71:
Old : 106: 28 27 14 36 36 70 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 33.3 34.5 45.3 23.9 32.0 31.1 44.0
Old : 25.5 33.3 34.5 45.3 23.9 32.0 31.1 44.0
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, September 01, 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 : 56,202: 19,482 7,146 1,194 12,492 37,226 33,168 45,566: 23,035 10,636
Old : 56,202: 19,482 7,146 1,194 12,492 37,226 33,168 45,566: 23,035 10,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 933: 816 1,200 108 -1,117 -1,003 -193 305: 1,125 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 12.7 2.1 22.2 66.2 59.0 81.1: 41.0 18.9
Old : 100.0: 34.7 12.7 2.1 22.2 66.2 59.0 81.1: 41.0 18.9
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 : 47: 12 10 5 17 18 31 31:
Old : 47: 12 10 5 17 18 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 44.2 40.3 54.6 27.9 43.8 40.2 53.1
Old : 27.9 44.2 40.3 54.6 27.9 43.8 40.2 53.1
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, September 01, 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 : 133,868: 45,578 39,340 4,784 77,915 85,385 128,277 129,509: 5,591 4,359
Old : 133,868: 45,578 39,340 4,784 77,915 85,385 128,277 129,509: 5,591 4,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -2,106: 2,958 939 945 -5,846 -4,023 -1,943 -2,139: -163 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 29.4 3.6 58.2 63.8 95.8 96.7: 4.2 3.3
Old : 100.0: 34.0 29.4 3.6 58.2 63.8 95.8 96.7: 4.2 3.3
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 : 142: 55 39 12 31 29 90 76:
Old : 142: 55 39 12 31 29 90 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 : 51.0 48.7 61.4 63.7 51.0 48.7 61.3 63.7
Old : 51.0 48.7 61.4 63.7 51.0 48.7 61.3 63.7
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, September 01, 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 : 216,830: 47,954 43,123 25,208 106,059 124,166 179,222 192,497: 37,608 24,333
Old : 216,830: 47,954 43,123 25,208 106,059 124,166 179,222 192,497: 37,608 24,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 16,559: 5,427 2,940 2,970 3,274 10,958 11,671 16,868: 4,888 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 19.9 11.6 48.9 57.3 82.7 88.8: 17.3 11.2
Old : 100.0: 22.1 19.9 11.6 48.9 57.3 82.7 88.8: 17.3 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 31 24 20 37 45 79 78:
Old : 115: 31 24 20 37 45 79 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 30.1 39.5 41.6 24.7 28.8 35.3 37.2
Old : 25.2 30.1 39.5 41.6 24.7 28.8 35.3 37.2
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, September 01, 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 : 166,851: 46,324 17,452 14,124 77,312 115,841 137,760 147,418: 29,091 19,434
Old : 166,851: 46,324 17,452 14,124 77,312 115,841 137,760 147,418: 29,091 19,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -61: 3,475 -4,285 -99 -3,583 6,059 -207 1,674: 145 -1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 10.5 8.5 46.3 69.4 82.6 88.4: 17.4 11.6
Old : 100.0: 27.8 10.5 8.5 46.3 69.4 82.6 88.4: 17.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 34 22 21 45 38 88 72:
Old : 116: 34 22 21 45 38 88 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 48.7 34.8 59.2 21.5 48.0 33.4 55.7
Old : 21.8 48.7 34.8 59.2 21.5 48.0 33.4 55.7
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, September 01, 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 : 777,335: 251,963 53,504 53,047 367,753 623,726 672,763 730,276: 104,572 47,059
Old : 777,335: 251,963 53,504 53,047 367,753 623,726 672,763 730,276: 104,572 47,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -3,585: -10,937 3,139 646 8,193 -6,822 -2,098 -3,037: -1,487 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.9 6.8 47.3 80.2 86.5 93.9: 13.5 6.1
Old : 100.0: 32.4 6.9 6.8 47.3 80.2 86.5 93.9: 13.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 106 41 52 125 83 249 159:
Old : 301: 106 41 52 125 83 249 159:
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 58.7 23.0 67.6 13.3 57.9 21.9 66.0
Old : 13.8 58.7 23.0 67.6 13.3 57.9 21.9 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 24,496: 4,155 4,848 141 7,933 15,164 12,229 20,153: 12,267 4,343
Old : 24,496: 4,155 4,848 141 7,933 15,164 12,229 20,153: 12,267 4,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -254: -209 -280 30 22 6 -157 -244: -97 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.8 0.6 32.4 61.9 49.9 82.3: 50.1 17.7
Old : 100.0: 17.0 19.8 0.6 32.4 61.9 49.9 82.3: 50.1 17.7
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 : 24: 5 5 2 11 9 18 14:
Old : 24: 5 5 2 11 9 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 : 19.1 57.9 34.2 72.6 19.1 57.6 33.6 67.7
Old : 19.1 57.9 34.2 72.6 19.1 57.6 33.6 67.7
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, September 01, 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 : 60,300: 16,194 35,468 43 41,020 21,547 57,257 57,058: 3,043 3,242
Old : 60,300: 16,194 35,468 43 41,020 21,547 57,257 57,058: 3,043 3,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 9,826: 1,433 7,893 -1,445 9,321 8,189 9,309 14,637: 517 -4,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 58.8 0.1 68.0 35.7 95.0 94.6: 5.0 5.4
Old : 100.0: 26.9 58.8 0.1 68.0 35.7 95.0 94.6: 5.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 19 24 3 12 10 32 36:
Old : 62: 19 24 3 12 10 32 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 : 67.8 76.9 82.0 82.4 41.8 48.5 52.8 53.5
Old : 67.8 76.9 82.0 82.4 41.8 48.5 52.8 53.5
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, September 01, 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 : 40,260: 21,434 14,475 619 12,856 21,887 34,909 36,981: 5,351 3,279
Old : 40,260: 21,434 14,475 619 12,856 21,887 34,909 36,981: 5,351 3,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 3,572: 1,678 -1,097 -231 1,266 5,021 2,713 3,693: 859 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 36.0 1.5 31.9 54.4 86.7 91.9: 13.3 8.1
Old : 100.0: 53.2 36.0 1.5 31.9 54.4 86.7 91.9: 13.3 8.1
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 : 92: 38 23 9 20 16 64 42:
Old : 92: 38 23 9 20 16 64 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 : 21.7 53.6 36.1 68.3 21.7 53.6 36.1 68.2
Old : 21.7 53.6 36.1 68.3 21.7 53.6 36.1 68.2
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, September 01, 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 : 12,561: 7,205 4,219 233 4,539 6,637 11,977 11,089: 584 1,472
Old : 12,561: 7,205 4,219 233 4,539 6,637 11,977 11,089: 584 1,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 17: 397 -796 233 -595 356 35 -207: -18 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 33.6 1.9 36.1 52.8 95.4 88.3: 4.6 11.7
Old : 100.0: 57.4 33.6 1.9 36.1 52.8 95.4 88.3: 4.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 10 2 5 6 14 18:
Old : 28: 9 10 2 5 6 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 65.2 87.3 77.5 55.9 65.2 84.2 77.5
Old : 58.5 65.2 87.3 77.5 55.9 65.2 84.2 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, September 01, 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 :21,582,161: 1,054,981 879,008 11,509,961 8,299,425 8,398,649 20,864,366 20,787,618: 717,795 794,543
Old :21,582,161: 1,054,981 879,008 11,509,961 8,299,425 8,398,649 20,864,366 20,787,618: 717,795 794,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 288,780: -42,293 174,223 113,607 170,940 -21,910 242,254 265,920: 46,526 22,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 4.1 53.3 38.5 38.9 96.7 96.3: 3.3 3.7
Old : 100.0: 4.9 4.1 53.3 38.5 38.9 96.7 96.3: 3.3 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 : 278: 73 58 105 130 127 259 241:
Old : 278: 73 58 105 130 127 259 241:
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 : 23.0 24.8 37.2 37.5 4.6 6.4 7.1 9.6
Old : 23.0 24.8 37.2 37.5 4.6 6.4 7.1 9.6
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 11,300: 6,939 9,522 1,307 183 0 8,429 10,829: 2,871 471
Old : 11,300: 6,939 9,522 1,307 183 0 8,429 10,829: 2,871 471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -1,144: 58 457 -818 8 0 -753 -362: -392 -783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 84.3 11.6 1.6 0.0 74.6 95.8: 25.4 4.2
Old : 100.0: 61.4 84.3 11.6 1.6 0.0 74.6 95.8: 25.4 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 : 88: 61 22 18 2 0 75 31:
Old : 88: 61 22 18 2 0 75 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 57.1 36.5 76.0 26.4 55.4 34.6 72.3
Old : 26.5 57.1 36.5 76.0 26.4 55.4 34.6 72.3
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, September 01, 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 : 200,594: 25,080 28,338 32,159 143,154 140,001 200,393 200,499: 201 95
Old : 200,594: 25,080 28,338 32,159 143,154 140,001 200,393 200,499: 201 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,437: 1,555 -321 -4,492 5,341 7,314 2,404 2,501: 33 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.1 16.0 71.4 69.8 99.9 100.0: 0.1 0.0
Old : 100.0: 12.5 14.1 16.0 71.4 69.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 17 17 22 16 30 43 60:
Old : 66: 17 17 22 16 30 43 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 53.4 80.5 70.9 62.1 47.6 66.5 58.3
Old : 66.3 53.4 80.5 70.9 62.1 47.6 66.5 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 126,339: 31,361 22,666 15,455 79,385 88,013 126,201 126,134: 138 205
Old : 126,339: 31,361 22,666 15,455 79,385 88,013 126,201 126,134: 138 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -45,136: -6,264 -16,044 -1,549 -37,359 -27,564 -45,172 -45,157: 36 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 17.9 12.2 62.8 69.7 99.9 99.8: 0.1 0.2
Old : 100.0: 24.8 17.9 12.2 62.8 69.7 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 17 19 23 23 31 49 64:
Old : 75: 17 19 23 23 31 49 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 : 56.5 46.3 70.6 64.2 56.0 43.1 66.8 56.4
Old : 56.5 46.3 70.6 64.2 56.0 43.1 66.8 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 768,392: 90,349 91,516 132,059 464,459 452,904 686,868 676,480: 81,525 91,913
Old : 768,392: 90,349 91,516 132,059 464,459 452,904 686,868 676,480: 81,525 91,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 22,603: 6,172 -4,551 8,853 6,346 16,162 21,371 20,464: 1,232 2,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.9 17.2 60.4 58.9 89.4 88.0: 10.6 12.0
Old : 100.0: 11.8 11.9 17.2 60.4 58.9 89.4 88.0: 10.6 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 : 617: 113 111 114 301 306 471 474:
Old : 617: 113 111 114 301 306 471 474:
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 : 13.2 16.6 22.0 26.7 9.7 12.1 16.0 17.6
Old : 13.2 16.6 22.0 26.7 9.7 12.1 16.0 17.6
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, September 01, 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 : 53,087: 8,991 5,180 10,177 13,564 30,307 32,733 45,664: 20,355 7,423
Old : 53,087: 8,991 5,180 10,177 13,564 30,307 32,733 45,664: 20,355 7,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,867: -408 2,030 477 2,405 270 2,475 2,777: 393 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 9.8 19.2 25.6 57.1 61.7 86.0: 38.3 14.0
Old : 100.0: 16.9 9.8 19.2 25.6 57.1 61.7 86.0: 38.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 8 13 9 15 23 30:
Old : 32: 8 8 13 9 15 23 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 45.2 49.4 63.6 19.8 39.5 27.0 49.2
Old : 36.3 45.2 49.4 63.6 19.8 39.5 27.0 49.2
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, September 01, 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 : 16,448: 224 1,558 0 14,275 11,935 14,499 13,493: 1,949 2,955
Old : 16,448: 224 1,558 0 14,275 11,935 14,499 13,493: 1,949 2,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,207: 0 -275 0 1,388 1,471 1,388 1,196: -181 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 9.5 0.0 86.8 72.6 88.2 82.0: 11.8 18.0
Old : 100.0: 1.4 9.5 0.0 86.8 72.6 88.2 82.0: 11.8 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 14 10 15 12:
Old : 25: 1 2 0 14 10 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 : 67.7 63.3 79.5 77.9 67.7 63.3 79.5 77.7
Old : 67.7 63.3 79.5 77.9 67.7 63.3 79.5 77.7
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, September 01, 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 : 3,576,526: 463,492 488,385 552,708 2,254,475 2,112,984 3,270,675 3,154,077: 305,851 422,449
Old : 3,576,526: 463,492 488,385 552,708 2,254,475 2,112,984 3,270,675 3,154,077: 305,851 422,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 98,680: 40,325 -25,477 34,453 19,704 79,459 94,483 88,435: 4,197 10,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.7 15.5 63.0 59.1 91.4 88.2: 8.6 11.8
Old : 100.0: 13.0 13.7 15.5 63.0 59.1 91.4 88.2: 8.6 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 612: 114 107 109 297 303 464 466:
Old : 612: 114 107 109 297 303 464 466:
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 : 13.2 16.5 22.6 26.6 10.4 12.1 17.2 18.2
Old : 13.2 16.5 22.6 26.6 10.4 12.1 17.2 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 8,947: 2,633 0 0 4,328 8,164 6,961 8,164: 1,986 783
Old : 8,947: 2,633 0 0 4,328 8,164 6,961 8,164: 1,986 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 0.0 0.0 48.4 91.2 77.8 91.2: 22.2 8.8
Old : 100.0: 29.4 0.0 0.0 48.4 91.2 77.8 91.2: 22.2 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 9 10 11 10:
Old : 20: 2 0 0 9 10 11 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 73.8 72.8 86.4 56.0 73.8 72.8 86.3
Old : 56.0 73.8 72.8 86.4 56.0 73.8 72.8 86.3
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, September 01, 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 25, 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, September 01, 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 : 57,485: 8,585 4,399 333 38,974 48,323 47,892 53,055: 9,593 4,430
Old : 57,485: 8,585 4,399 333 38,974 48,323 47,892 53,055: 9,593 4,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -590: -275 -1,266 22 -1,020 -531 -1,273 -1,775: 683 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 7.7 0.6 67.8 84.1 83.3 92.3: 16.7 7.7
Old : 100.0: 14.9 7.7 0.6 67.8 84.1 83.3 92.3: 16.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 11 8 5 34 30 48 40:
Old : 74: 11 8 5 34 30 48 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 : 32.6 42.4 48.3 62.9 32.5 42.2 47.1 62.5
Old : 32.6 42.4 48.3 62.9 32.5 42.2 47.1 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, September 01, 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 : 57,125: 15,863 13,560 7,309 24,470 27,703 47,641 48,572: 9,483 8,552
Old : 57,125: 15,863 13,560 7,309 24,470 27,703 47,641 48,572: 9,483 8,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,426: 176 2,353 559 1,472 -795 2,207 2,117: 219 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 23.7 12.8 42.8 48.5 83.4 85.0: 16.6 15.0
Old : 100.0: 27.8 23.7 12.8 42.8 48.5 83.4 85.0: 16.6 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 72 61 44 115 135 210 217:
Old : 322: 72 61 44 115 135 210 217:
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 : 17.6 22.0 29.0 31.2 17.0 15.8 25.4 24.3
Old : 17.6 22.0 29.0 31.2 17.0 15.8 25.4 24.3
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, September 01, 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 : 285,624: 79,315 67,800 36,544 122,348 138,517 238,207 242,862: 47,417 42,762
Old : 285,624: 79,315 67,800 36,544 122,348 138,517 238,207 242,862: 47,417 42,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 12,131: 882 11,765 2,794 7,361 -3,977 11,037 10,583: 1,094 1,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 23.7 12.8 42.8 48.5 83.4 85.0: 16.6 15.0
Old : 100.0: 27.8 23.7 12.8 42.8 48.5 83.4 85.0: 16.6 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 72 61 44 115 135 210 217:
Old : 322: 72 61 44 115 135 210 217:
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 : 17.6 22.0 29.0 31.2 17.0 15.8 25.4 24.3
Old : 17.6 22.0 29.0 31.2 17.0 15.8 25.4 24.3
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, September 01, 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 : 95,123: 82,324 37,883 354 0 305 82,678 38,542: 12,445 56,580
Old : 95,123: 82,324 37,883 354 0 305 82,678 38,542: 12,445 56,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 12,932: 11,928 15,675 9 -833 305 11,104 15,989: 1,828 -3,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 39.8 0.4 0.0 0.3 86.9 40.5: 13.1 59.5
Old : 100.0: 86.5 39.8 0.4 0.0 0.3 86.9 40.5: 13.1 59.5
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 : 20: 13 6 5 0 1 14 11:
Old : 20: 13 6 5 0 1 14 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 : 77.7 39.4 84.6 40.5 77.6 39.2 84.5 40.1
Old : 77.7 39.4 84.6 40.5 77.6 39.2 84.5 40.1
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, September 01, 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 : 159,206: 59,023 59,265 11,425 56,393 67,561 126,841 138,252: 32,365 20,954
Old : 159,206: 59,023 59,265 11,425 56,393 67,561 126,841 138,252: 32,365 20,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 15,004: 8,090 3,472 2,497 3,041 9,401 13,628 15,369: 1,376 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 37.2 7.2 35.4 42.4 79.7 86.8: 20.3 13.2
Old : 100.0: 37.1 37.2 7.2 35.4 42.4 79.7 86.8: 20.3 13.2
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 : 99: 28 26 18 34 32 74 64:
Old : 99: 28 26 18 34 32 74 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 : 33.2 40.2 44.6 53.1 32.7 39.2 41.3 50.5
Old : 33.2 40.2 44.6 53.1 32.7 39.2 41.3 50.5
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, September 01, 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 : 507,303: 95,889 87,189 9,337 377,558 390,115 482,784 486,641: 24,519 20,662
Old : 507,303: 95,889 87,189 9,337 377,558 390,115 482,784 486,641: 24,519 20,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -4,763: 544 10,543 852 -7,024 -15,138 -5,629 -3,744: 866 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 17.2 1.8 74.4 76.9 95.2 95.9: 4.8 4.1
Old : 100.0: 18.9 17.2 1.8 74.4 76.9 95.2 95.9: 4.8 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 : 343: 55 53 31 157 144 226 214:
Old : 343: 55 53 31 157 144 226 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 22.0 29.5 34.2 15.9 21.4 25.7 32.7
Old : 17.3 22.0 29.5 34.2 15.9 21.4 25.7 32.7
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, September 01, 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 : 41,897: 11,357 8,012 330 22,085 22,057 33,772 30,399: 8,125 11,498
Old : 41,897: 11,357 8,012 330 22,085 22,057 33,772 30,399: 8,125 11,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 4,280: 2,832 4,588 -133 1,951 385 4,650 4,840: -370 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 19.1 0.8 52.7 52.6 80.6 72.6: 19.4 27.4
Old : 100.0: 27.1 19.1 0.8 52.7 52.6 80.6 72.6: 19.4 27.4
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 : 62: 14 8 3 24 25 38 36:
Old : 62: 14 8 3 24 25 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 : 26.7 27.8 43.8 45.7 26.3 27.7 42.5 42.6
Old : 26.7 27.8 43.8 45.7 26.3 27.7 42.5 42.6
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 184,763: 64,896 2,565 5,887 113,758 176,182 184,541 184,634: 222 129
Old : 184,763: 64,896 2,565 5,887 113,758 176,182 184,541 184,634: 222 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 3,194: 307 1,250 0 2,887 1,945 3,194 3,195: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 1.4 3.2 61.6 95.4 99.9 99.9: 0.1 0.1
Old : 100.0: 35.1 1.4 3.2 61.6 95.4 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 : 83: 31 3 5 42 27 74 35:
Old : 83: 31 3 5 42 27 74 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 : 38.2 62.6 54.7 85.2 32.0 54.1 48.1 71.2
Old : 38.2 62.6 54.7 85.2 32.0 54.1 48.1 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 04, 2020