BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 11,584: 988 1,544 1,332 8,632 8,215 10,952 11,092: 632 493
Old : 11,584: 988 1,544 1,332 8,632 8,215 10,952 11,092: 632 493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,567: -149 163 -555 -1,673 -2,117 -2,377 -2,509: -190 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 13.3 11.5 74.5 70.9 94.5 95.7: 5.5 4.3
Old : 100.0: 8.5 13.3 11.5 74.5 70.9 94.5 95.7: 5.5 4.3
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 : 47: 8 4 9 28 26 38 37:
Old : 47: 8 4 9 28 26 38 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 : 34.9 42.2 57.5 63.1 31.4 37.2 48.4 49.5
Old : 34.9 42.2 57.5 63.1 31.4 37.2 48.4 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 39,471: 11,267 2,536 11,866 12,266 17,432 35,400 31,835: 4,072 7,636
Old : 39,471: 11,267 2,536 11,866 12,266 17,432 35,400 31,835: 4,072 7,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -12,741: -3,654 -1,066 -5,452 -3,038 -5,509 -12,144 -12,027: -597 -714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.4 30.1 31.1 44.2 89.7 80.7: 10.3 19.3
Old : 100.0: 28.5 6.4 30.1 31.1 44.2 89.7 80.7: 10.3 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 : 75: 23 8 25 34 36 64 62:
Old : 75: 23 8 25 34 36 64 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 27.7 58.5 44.6 34.2 20.9 39.6 30.7
Old : 43.4 27.7 58.5 44.6 34.2 20.9 39.6 30.7
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 08, 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 : 12,022: 1,171 989 2,870 7,095 6,957 11,136 10,816: 886 1,206
Old : 12,022: 1,171 989 2,870 7,095 6,957 11,136 10,816: 886 1,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,480: -462 -245 -568 -1,539 -1,768 -2,569 -2,581: 88 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 8.2 23.9 59.0 57.9 92.6 90.0: 7.4 10.0
Old : 100.0: 9.7 8.2 23.9 59.0 57.9 92.6 90.0: 7.4 10.0
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 : 48: 7 6 8 32 22 42 33:
Old : 48: 7 6 8 32 22 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 : 32.8 43.9 53.7 65.0 18.5 29.3 30.4 37.0
Old : 32.8 43.9 53.7 65.0 18.5 29.3 30.4 37.0
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 08, 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 : 10,001: 39 4,235 3,093 6,007 1,714 9,140 9,042: 861 959
Old : 10,001: 39 4,235 3,093 6,007 1,714 9,140 9,042: 861 959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,746: -44 -725 -619 -832 -269 -1,495 -1,613: -251 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 42.3 30.9 60.1 17.1 91.4 90.4: 8.6 9.6
Old : 100.0: 0.4 42.3 30.9 60.1 17.1 91.4 90.4: 8.6 9.6
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 : 39: 2 10 7 26 13 35 23:
Old : 39: 2 10 7 26 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 : 45.4 60.2 64.2 73.0 33.2 34.7 41.5 44.0
Old : 45.4 60.2 64.2 73.0 33.2 34.7 41.5 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 08, 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 : 267,011: 83,505 37,353 84,198 75,587 112,864 243,291 234,414: 23,720 32,597
Old : 96,687: 50,471 34,757 19,360 19,633 33,268 89,464 87,385: 7,223 9,303
Other: 170,324: 53,882 23,444 43,990 55,954 79,596 153,827 147,030: 16,497 23,294
: : :
: : Changes in Commitments from: September 1, 2020 :
: 3,154: 820 -6,523 3,096 -565 6,303 3,351 2,876: -197 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 14.0 31.5 28.3 42.3 91.1 87.8: 8.9 12.2
Old : 100.0: 52.2 35.9 20.0 20.3 34.4 92.5 90.4: 7.5 9.6
Other: 100.0: 31.6 13.8 25.8 32.9 46.7 90.3 86.3: 9.7 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 117 80 125 80 80 266 237:
Old : 258: 96 78 52 49 70 172 173:
Other: 262: 102 55 92 76 73 219 191:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 17.5 26.8 26.3 15.2 15.4 24.8 20.8
Old : 19.3 20.1 29.4 31.1 18.2 19.1 27.2 28.0
Other: 20.3 20.0 31.5 29.2 20.1 18.6 31.2 25.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 337,571: 102,739 25,017 84,492 116,310 177,719 303,540 287,228: 34,031 50,344
Old : 337,571: 102,739 25,017 84,492 116,310 177,719 303,540 287,228: 34,031 50,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,837: 400 330 -2,714 -3,316 -3,932 -5,631 -6,316: 794 1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 7.4 25.0 34.5 52.6 89.9 85.1: 10.1 14.9
Old : 100.0: 30.4 7.4 25.0 34.5 52.6 89.9 85.1: 10.1 14.9
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 : 358: 118 71 131 118 131 303 283:
Old : 358: 118 71 131 118 131 303 283:
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 18.1 26.3 26.2 16.3 17.8 26.1 25.0
Old : 16.4 18.1 26.3 26.2 16.3 17.8 26.1 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 4,105: 1,277 391 281 1,372 2,337 2,930 3,008: 1,175 1,097
Old : 4,105: 1,277 391 281 1,372 2,337 2,930 3,008: 1,175 1,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -287: 54 9 -51 -219 -128 -216 -171: -70 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 9.5 6.8 33.4 56.9 71.4 73.3: 28.6 26.7
Old : 100.0: 31.1 9.5 6.8 33.4 56.9 71.4 73.3: 28.6 26.7
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 : 51: 21 7 7 15 17 40 30:
Old : 51: 21 7 7 15 17 40 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 : 30.9 38.8 40.4 49.2 28.2 38.1 37.5 47.4
Old : 30.9 38.8 40.4 49.2 28.2 38.1 37.5 47.4
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 08, 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 : 47,630: 16,795 10,394 11,896 11,293 12,176 39,985 34,465: 7,645 13,165
Old : 47,630: 16,795 10,394 11,896 11,293 12,176 39,985 34,465: 7,645 13,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,352: -1,250 1,003 -1,037 -330 -511 -2,617 -545: 1,265 -807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 21.8 25.0 23.7 25.6 83.9 72.4: 16.1 27.6
Old : 100.0: 35.3 21.8 25.0 23.7 25.6 83.9 72.4: 16.1 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 : 169: 44 48 53 51 47 121 129:
Old : 169: 44 48 53 51 47 121 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 15.4 34.3 25.2 21.3 12.5 28.7 17.9
Old : 22.8 15.4 34.3 25.2 21.3 12.5 28.7 17.9
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 08, 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 : 33,453: 2,039 9,973 4,427 26,118 17,201 32,584 31,601: 868 1,851
Old : 33,453: 2,039 9,973 4,427 26,118 17,201 32,584 31,601: 868 1,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,984: -228 -1,636 -1,336 -3,484 -1,833 -5,049 -4,805: 65 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 29.8 13.2 78.1 51.4 97.4 94.5: 2.6 5.5
Old : 100.0: 6.1 29.8 13.2 78.1 51.4 97.4 94.5: 2.6 5.5
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 : 63: 8 15 11 33 31 49 49:
Old : 63: 8 15 11 33 31 49 49:
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 : 51.7 43.2 71.6 62.3 49.9 40.0 66.8 56.3
Old : 51.7 43.2 71.6 62.3 49.9 40.0 66.8 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 25,478: 12,459 4,177 117 11,308 19,218 23,884 23,512: 1,594 1,966
Old : 25,478: 12,459 4,177 117 11,308 19,218 23,884 23,512: 1,594 1,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 925: -158 246 -45 925 222 722 423: 203 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 16.4 0.5 44.4 75.4 93.7 92.3: 6.3 7.7
Old : 100.0: 48.9 16.4 0.5 44.4 75.4 93.7 92.3: 6.3 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 : 42: 11 16 2 10 9 23 26:
Old : 42: 11 16 2 10 9 23 26:
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 : 65.2 74.5 82.0 82.5 65.2 74.5 82.0 82.5
Old : 65.2 74.5 82.0 82.5 65.2 74.5 82.0 82.5
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 08, 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 : 149,555: 29,819 46,785 7,024 78,788 75,793 115,631 129,602: 33,923 19,953
Old : 149,555: 29,819 46,785 7,024 78,788 75,793 115,631 129,602: 33,923 19,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -8,936: 3,307 -6,656 -1,771 -6,504 -71 -4,967 -8,497: -3,969 -439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 31.3 4.7 52.7 50.7 77.3 86.7: 22.7 13.3
Old : 100.0: 19.9 31.3 4.7 52.7 50.7 77.3 86.7: 22.7 13.3
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 : 107: 32 24 15 37 36 74 70:
Old : 107: 32 24 15 37 36 74 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 : 27.0 37.8 37.5 49.5 25.4 37.6 34.5 48.9
Old : 27.0 37.8 37.5 49.5 25.4 37.6 34.5 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 53,911: 18,639 6,781 767 12,566 34,519 31,972 42,067: 21,939 11,844
Old : 53,911: 18,639 6,781 767 12,566 34,519 31,972 42,067: 21,939 11,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,292: -842 -365 -428 74 -2,707 -1,196 -3,500: -1,096 1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 12.6 1.4 23.3 64.0 59.3 78.0: 40.7 22.0
Old : 100.0: 34.6 12.6 1.4 23.3 64.0 59.3 78.0: 40.7 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 11 10 5 17 19 32 30:
Old : 45: 11 10 5 17 19 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 44.6 38.7 55.4 27.3 44.2 38.7 54.4
Old : 27.3 44.6 38.7 55.4 27.3 44.2 38.7 54.4
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 08, 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 : 150,838: 53,542 44,817 5,912 85,703 96,160 145,157 146,889: 5,681 3,949
Old : 150,838: 53,542 44,817 5,912 85,703 96,160 145,157 146,889: 5,681 3,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 16,971: 7,964 5,477 1,128 7,787 10,775 16,880 17,380: 91 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 29.7 3.9 56.8 63.8 96.2 97.4: 3.8 2.6
Old : 100.0: 35.5 29.7 3.9 56.8 63.8 96.2 97.4: 3.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 48 40 13 32 33 87 79:
Old : 141: 48 40 13 32 33 87 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 : 47.1 45.7 59.9 61.1 45.1 45.7 56.2 59.1
Old : 47.1 45.7 59.9 61.1 45.1 45.7 56.2 59.1
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 08, 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 : 220,083: 44,367 35,106 23,948 120,317 132,950 188,633 192,004: 31,450 28,079
Old : 220,083: 44,367 35,106 23,948 120,317 132,950 188,633 192,004: 31,450 28,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 3,253: -3,587 -8,016 -1,260 14,258 8,784 9,411 -493: -6,157 3,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 16.0 10.9 54.7 60.4 85.7 87.2: 14.3 12.8
Old : 100.0: 20.2 16.0 10.9 54.7 60.4 85.7 87.2: 14.3 12.8
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 : 109: 27 21 19 37 49 73 81:
Old : 109: 27 21 19 37 49 73 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 29.8 46.4 41.6 25.0 24.8 35.9 33.0
Old : 30.7 29.8 46.4 41.6 25.0 24.8 35.9 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 169,434: 43,917 23,468 15,328 79,962 111,183 139,206 149,978: 30,228 19,456
Old : 169,434: 43,917 23,468 15,328 79,962 111,183 139,206 149,978: 30,228 19,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 2,582: -2,407 6,016 1,203 2,650 -4,659 1,446 2,560: 1,136 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 13.9 9.0 47.2 65.6 82.2 88.5: 17.8 11.5
Old : 100.0: 25.9 13.9 9.0 47.2 65.6 82.2 88.5: 17.8 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 32 25 19 46 38 88 72:
Old : 115: 32 25 19 46 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 : 20.8 44.1 33.0 54.5 20.0 43.0 31.6 51.3
Old : 20.8 44.1 33.0 54.5 20.0 43.0 31.6 51.3
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 08, 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 : 742,850: 248,890 54,293 39,870 351,159 600,016 639,920 694,180: 102,930 48,670
Old : 742,850: 248,890 54,293 39,870 351,159 600,016 639,920 694,180: 102,930 48,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -34,485: -3,073 789 -13,176 -16,594 -23,709 -32,843 -36,096: -1,642 1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 7.3 5.4 47.3 80.8 86.1 93.4: 13.9 6.6
Old : 100.0: 33.5 7.3 5.4 47.3 80.8 86.1 93.4: 13.9 6.6
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 : 298: 105 42 50 124 82 245 159:
Old : 298: 105 42 50 124 82 245 159:
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 : 14.2 58.9 23.2 67.9 13.8 58.4 22.7 67.0
Old : 14.2 58.9 23.2 67.9 13.8 58.4 22.7 67.0
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 08, 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 : 24,671: 3,107 4,080 111 8,091 15,192 11,309 19,383: 13,362 5,288
Old : 24,671: 3,107 4,080 111 8,091 15,192 11,309 19,383: 13,362 5,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 175: -1,048 -768 -30 158 28 -920 -770: 1,095 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.5 0.4 32.8 61.6 45.8 78.6: 54.2 21.4
Old : 100.0: 12.6 16.5 0.4 32.8 61.6 45.8 78.6: 54.2 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 4 1 11 9 16 13:
Old : 22: 4 4 1 11 9 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 56.6 32.6 71.4 18.8 56.6 31.3 65.9
Old : 18.8 56.6 32.6 71.4 18.8 56.6 31.3 65.9
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 08, 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 : 38,363: 6,117 32,253 95 30,132 3,225 36,344 35,573: 2,019 2,790
Old : 38,363: 6,117 32,253 95 30,132 3,225 36,344 35,573: 2,019 2,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -21,937: -10,077 -3,215 52 -10,888 -18,322 -20,913 -21,485: -1,024 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 84.1 0.2 78.5 8.4 94.7 92.7: 5.3 7.3
Old : 100.0: 15.9 84.1 0.2 78.5 8.4 94.7 92.7: 5.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 14 21 2 14 8 29 30:
Old : 55: 14 21 2 14 8 29 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 : 68.6 71.1 81.3 78.7 67.1 71.1 79.5 78.7
Old : 68.6 71.1 81.3 78.7 67.1 71.1 79.5 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 44,059: 20,109 15,211 2,546 16,486 22,988 39,141 40,745: 4,918 3,313
Old : 44,059: 20,109 15,211 2,546 16,486 22,988 39,141 40,745: 4,918 3,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 3,799: -1,325 736 1,927 3,630 1,101 4,232 3,764: -433 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 34.5 5.8 37.4 52.2 88.8 92.5: 11.2 7.5
Old : 100.0: 45.6 34.5 5.8 37.4 52.2 88.8 92.5: 11.2 7.5
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 : 91: 38 22 15 22 16 68 46:
Old : 91: 38 22 15 22 16 68 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 : 27.3 48.1 40.0 66.2 20.2 48.1 32.4 62.1
Old : 27.3 48.1 40.0 66.2 20.2 48.1 32.4 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 14,052: 6,339 2,485 1,177 5,815 9,093 13,331 12,755: 721 1,297
Old : 14,052: 6,339 2,485 1,177 5,815 9,093 13,331 12,755: 721 1,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 1,491: -866 -1,734 944 1,276 2,456 1,354 1,666: 137 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 17.7 8.4 41.4 64.7 94.9 90.8: 5.1 9.2
Old : 100.0: 45.1 17.7 8.4 41.4 64.7 94.9 90.8: 5.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 7 2 7 9 14 18:
Old : 25: 7 7 2 7 9 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 : 56.6 56.1 84.0 72.0 46.4 55.5 69.1 65.3
Old : 56.6 56.1 84.0 72.0 46.4 55.5 69.1 65.3
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 08, 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 :21,414,270: 1,040,009 755,155 11,328,629 8,379,843 8,515,429 20,748,481 20,599,212: 665,790 815,058
Old :21,414,270: 1,040,009 755,155 11,328,629 8,379,843 8,515,429 20,748,481 20,599,212: 665,790 815,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -167,891: -14,971 -123,853 -181,332 80,418 116,779 -115,886 -188,406: -52,005 20,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.5 52.9 39.1 39.8 96.9 96.2: 3.1 3.8
Old : 100.0: 4.9 3.5 52.9 39.1 39.8 96.9 96.2: 3.1 3.8
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 : 276: 77 51 97 131 128 254 237:
Old : 276: 77 51 97 131 128 254 237:
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 : 22.9 24.2 37.0 36.8 4.7 6.2 7.4 9.1
Old : 22.9 24.2 37.0 36.8 4.7 6.2 7.4 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, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 8,942: 4,724 7,055 1,337 100 0 6,161 8,392: 2,781 550
Old : 8,942: 4,724 7,055 1,337 100 0 6,161 8,392: 2,781 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,358: -2,215 -2,467 30 -83 0 -2,268 -2,437: -90 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 78.9 14.9 1.1 0.0 68.9 93.8: 31.1 6.2
Old : 100.0: 52.8 78.9 14.9 1.1 0.0 68.9 93.8: 31.1 6.2
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 : 84: 52 28 18 2 0 66 36:
Old : 84: 52 28 18 2 0 66 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 : 25.3 52.3 34.1 68.5 24.7 50.6 31.7 64.3
Old : 25.3 52.3 34.1 68.5 24.7 50.6 31.7 64.3
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 08, 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 : 207,950: 22,891 26,649 33,860 150,904 146,793 207,654 207,302: 296 648
Old : 207,950: 22,891 26,649 33,860 150,904 146,793 207,654 207,302: 296 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 7,356: -2,189 -1,689 1,701 7,750 6,791 7,261 6,803: 95 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.8 16.3 72.6 70.6 99.9 99.7: 0.1 0.3
Old : 100.0: 11.0 12.8 16.3 72.6 70.6 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 15 18 23 16 31 44 61:
Old : 67: 15 18 23 16 31 44 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 53.0 79.5 70.4 62.5 47.1 66.7 58.3
Old : 66.1 53.0 79.5 70.4 62.5 47.1 66.7 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 08, 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 : 145,938: 31,384 23,360 20,731 93,724 101,616 145,839 145,707: 99 231
Old : 145,938: 31,384 23,360 20,731 93,724 101,616 145,839 145,707: 99 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 19,599: 23 694 5,276 14,339 13,603 19,638 19,573: -39 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 16.0 14.2 64.2 69.6 99.9 99.8: 0.1 0.2
Old : 100.0: 21.5 16.0 14.2 64.2 69.6 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 : 77: 17 20 24 25 32 51 67:
Old : 77: 17 20 24 25 32 51 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 43.5 65.4 61.4 50.2 41.5 63.0 53.2
Old : 50.8 43.5 65.4 61.4 50.2 41.5 63.0 53.2
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 08, 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 : 761,827: 85,334 79,082 134,544 457,848 452,049 677,726 665,674: 84,101 96,153
Old : 761,827: 85,334 79,082 134,544 457,848 452,049 677,726 665,674: 84,101 96,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -6,565: -5,015 -12,435 2,484 -6,611 -855 -9,142 -10,805: 2,576 4,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 10.4 17.7 60.1 59.3 89.0 87.4: 11.0 12.6
Old : 100.0: 11.2 10.4 17.7 60.1 59.3 89.0 87.4: 11.0 12.6
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 : 601: 114 91 108 300 314 461 467:
Old : 601: 114 91 108 300 314 461 467:
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 : 13.1 16.9 22.2 27.3 9.4 12.5 15.7 17.2
Old : 13.1 16.9 22.2 27.3 9.4 12.5 15.7 17.2
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 08, 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 : 57,667: 8,984 5,616 9,809 16,293 33,243 35,086 48,668: 22,581 8,999
Old : 57,667: 8,984 5,616 9,809 16,293 33,243 35,086 48,668: 22,581 8,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 4,580: -7 436 -369 2,729 2,936 2,353 3,004: 2,227 1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.7 17.0 28.3 57.6 60.8 84.4: 39.2 15.6
Old : 100.0: 15.6 9.7 17.0 28.3 57.6 60.8 84.4: 39.2 15.6
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 : 30: 9 5 11 10 11 23 24:
Old : 30: 9 5 11 10 11 23 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 : 32.0 48.7 44.7 66.8 17.1 43.3 25.7 52.8
Old : 32.0 48.7 44.7 66.8 17.1 43.3 25.7 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 12,043: 4,196 1,799 0 6,227 9,455 10,423 11,254: 1,620 789
Old : 12,043: 4,196 1,799 0 6,227 9,455 10,423 11,254: 1,620 789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 14.9 0.0 51.7 78.5 86.5 93.4: 13.5 6.6
Old : 100.0: 34.8 14.9 0.0 51.7 78.5 86.5 93.4: 13.5 6.6
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 : 21: 1 2 0 6 13 7 15:
Old : 21: 1 2 0 6 13 7 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 : 77.7 55.3 86.5 77.0 77.7 55.3 85.5 77.0
Old : 77.7 55.3 86.5 77.0 77.7 55.3 85.5 77.0
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 08, 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 : 17,199: 672 2,175 0 14,413 11,487 15,085 13,662: 2,114 3,537
Old : 17,199: 672 2,175 0 14,413 11,487 15,085 13,662: 2,114 3,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 751: 448 617 0 138 -448 586 169: 165 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.6 0.0 83.8 66.8 87.7 79.4: 12.3 20.6
Old : 100.0: 3.9 12.6 0.0 83.8 66.8 87.7 79.4: 12.3 20.6
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 : 26: 2 3 0 14 9 16 12:
Old : 26: 2 3 0 14 9 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 60.6 77.5 75.0 67.0 60.6 77.5 74.9
Old : 67.0 60.6 77.5 75.0 67.0 60.6 77.5 74.9
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 08, 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 : 3,520,800: 450,720 436,297 554,705 2,207,777 2,094,030 3,213,202 3,085,032: 307,599 435,768
Old : 3,520,800: 450,720 436,297 554,705 2,207,777 2,094,030 3,213,202 3,085,032: 307,599 435,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -55,726: -12,772 -52,088 1,997 -46,699 -18,954 -57,473 -69,044: 1,748 13,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 12.4 15.8 62.7 59.5 91.3 87.6: 8.7 12.4
Old : 100.0: 12.8 12.4 15.8 62.7 59.5 91.3 87.6: 8.7 12.4
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 : 596: 114 90 104 297 310 455 460:
Old : 596: 114 90 104 297 310 455 460:
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 : 13.1 16.9 22.8 26.9 10.0 12.5 16.9 17.8
Old : 13.1 16.9 22.8 26.9 10.0 12.5 16.9 17.8
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 08, 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 : 9,513: 2,943 512 0 4,532 8,243 7,475 8,755: 2,038 758
Old : 9,513: 2,943 512 0 4,532 8,243 7,475 8,755: 2,038 758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 566: 310 512 0 204 79 514 591: 52 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 5.4 0.0 47.6 86.6 78.6 92.0: 21.4 8.0
Old : 100.0: 30.9 5.4 0.0 47.6 86.6 78.6 92.0: 21.4 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 0 10 10 12 12:
Old : 23: 2 2 0 10 10 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 69.4 70.2 82.1 49.5 69.4 70.2 82.0
Old : 49.5 69.4 70.2 82.1 49.5 69.4 70.2 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 Industrial Ind :
: : :
All : 11,037: 1,418 817 0 7,935 8,563 9,353 9,380: 1,684 1,657
Old : 11,037: 1,418 817 0 7,935 8,563 9,353 9,380: 1,684 1,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.4 0.0 71.9 77.6 84.7 85.0: 15.3 15.0
Old : 100.0: 12.8 7.4 0.0 71.9 77.6 84.7 85.0: 15.3 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 : 21: 1 2 0 10 11 11 13:
Old : 21: 1 2 0 10 11 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 65.4 79.9 78.8 63.1 65.4 79.5 78.8
Old : 63.1 65.4 79.9 78.8 63.1 65.4 79.5 78.8
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 08, 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 : 232,370: 3,000 0 4,200 225,170 226,170 232,370 230,370: 0 2,000
Old : 232,370: 3,000 0 4,200 225,170 226,170 232,370 230,370: 0 2,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 1,000: 0 0 0 1,000 1,000 1,000 1,000: 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 : 60.8 63.4 90.0 87.6 41.4 39.4 52.3 53.0
Old : 60.8 63.4 90.0 87.6 41.4 39.4 52.3 53.0
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 08, 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 : 56,357: 9,054 1,717 27 38,107 50,303 47,188 52,047: 9,169 4,310
Old : 56,357: 9,054 1,717 27 38,107 50,303 47,188 52,047: 9,169 4,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,128: 469 -2,682 -306 -867 1,980 -704 -1,008: -424 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 3.0 0.0 67.6 89.3 83.7 92.4: 16.3 7.6
Old : 100.0: 16.1 3.0 0.0 67.6 89.3 83.7 92.4: 16.3 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 : 73: 12 5 3 36 32 49 39:
Old : 73: 12 5 3 36 32 49 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 46.7 48.7 69.4 32.8 46.4 47.1 68.6
Old : 32.9 46.7 48.7 69.4 32.8 46.4 47.1 68.6
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 08, 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 : 59,584: 14,788 17,660 7,335 24,972 26,594 47,095 51,589: 12,489 7,995
Old : 59,584: 14,788 17,660 7,335 24,972 26,594 47,095 51,589: 12,489 7,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 2,459: -1,075 4,100 26 502 -1,109 -546 3,017: 3,005 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 29.6 12.3 41.9 44.6 79.0 86.6: 21.0 13.4
Old : 100.0: 24.8 29.6 12.3 41.9 44.6 79.0 86.6: 21.0 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 67 58 41 113 122 198 203:
Old : 300: 67 58 41 113 122 198 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 26.4 28.3 35.0 16.1 21.5 23.2 28.6
Old : 17.1 26.4 28.3 35.0 16.1 21.5 23.2 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 297,921: 73,941 88,299 36,676 124,860 132,972 235,476 257,947: 62,444 39,973
Old : 297,921: 73,941 88,299 36,676 124,860 132,972 235,476 257,947: 62,444 39,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 12,296: -5,374 20,499 131 2,512 -5,545 -2,731 15,085: 15,027 -2,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 29.6 12.3 41.9 44.6 79.0 86.6: 21.0 13.4
Old : 100.0: 24.8 29.6 12.3 41.9 44.6 79.0 86.6: 21.0 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 67 58 41 113 122 198 203:
Old : 300: 67 58 41 113 122 198 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 26.4 28.3 35.0 16.1 21.5 23.2 28.6
Old : 17.1 26.4 28.3 35.0 16.1 21.5 23.2 28.6
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 08, 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 : 101,882: 71,148 21,007 2,082 4,862 349 78,092 23,438: 23,790 78,444
Old : 101,882: 71,148 21,007 2,082 4,862 349 78,092 23,438: 23,790 78,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 6,759: -11,176 -16,876 1,728 4,862 44 -4,586 -15,104: 11,346 21,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 20.6 2.0 4.8 0.3 76.6 23.0: 23.4 77.0
Old : 100.0: 69.8 20.6 2.0 4.8 0.3 76.6 23.0: 23.4 77.0
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 : 20: 14 4 6 2 1 17 10:
Old : 20: 14 4 6 2 1 17 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 : 64.1 21.9 72.4 23.0 64.0 20.9 71.6 21.0
Old : 64.1 21.9 72.4 23.0 64.0 20.9 71.6 21.0
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, September 08, 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 : 155,493: 56,682 59,889 11,685 55,506 64,075 123,873 135,649: 31,619 19,844
Old : 155,493: 56,682 59,889 11,685 55,506 64,075 123,873 135,649: 31,619 19,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -3,713: -2,341 623 260 -887 -3,486 -2,968 -2,603: -745 -1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 38.5 7.5 35.7 41.2 79.7 87.2: 20.3 12.8
Old : 100.0: 36.5 38.5 7.5 35.7 41.2 79.7 87.2: 20.3 12.8
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 : 96: 25 26 18 38 31 75 63:
Old : 96: 25 26 18 38 31 75 63:
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 43.6 54.2 33.9 40.5 42.5 51.5
Old : 34.0 42.4 43.6 54.2 33.9 40.5 42.5 51.5
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 08, 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 : 509,276: 96,755 81,032 12,168 378,163 395,263 487,087 488,464: 22,190 20,812
Old : 509,276: 96,755 81,032 12,168 378,163 395,263 487,087 488,464: 22,190 20,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 1,974: 866 -6,156 2,831 605 5,148 4,303 1,823: -2,329 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 15.9 2.4 74.3 77.6 95.6 95.9: 4.4 4.1
Old : 100.0: 19.0 15.9 2.4 74.3 77.6 95.6 95.9: 4.4 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 : 342: 59 47 26 156 146 224 210:
Old : 342: 59 47 26 156 146 224 210:
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 : 17.2 21.9 29.2 34.2 15.7 21.3 25.5 32.4
Old : 17.2 21.9 29.2 34.2 15.7 21.3 25.5 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 8,472: 344 634 34 7,244 7,318 7,622 7,986: 850 486
Old : 8,472: 344 634 34 7,244 7,318 7,622 7,986: 850 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.5 0.4 85.5 86.4 90.0 94.3: 10.0 5.7
Old : 100.0: 4.1 7.5 0.4 85.5 86.4 90.0 94.3: 10.0 5.7
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 : 20: 1 2 1 8 9 9 12:
Old : 20: 1 2 1 8 9 9 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 : 72.5 56.5 87.3 83.3 72.5 56.5 86.9 83.3
Old : 72.5 56.5 87.3 83.3 72.5 56.5 86.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 16,671: 2,424 4,094 1,635 7,809 7,013 11,868 12,742: 4,803 3,929
Old : 16,671: 2,424 4,094 1,635 7,809 7,013 11,868 12,742: 4,803 3,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 24.6 9.8 46.8 42.1 71.2 76.4: 28.8 23.6
Old : 100.0: 14.5 24.6 9.8 46.8 42.1 71.2 76.4: 28.8 23.6
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 : 21: 7 4 5 6 4 15 12:
Old : 21: 7 4 5 6 4 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 : 48.7 53.8 60.4 71.2 48.7 53.8 57.8 66.6
Old : 48.7 53.8 60.4 71.2 48.7 53.8 57.8 66.6
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 08, 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 : 47,233: 9,949 3,261 2,336 22,468 26,175 34,753 31,772: 12,480 15,461
Old : 47,233: 9,949 3,261 2,336 22,468 26,175 34,753 31,772: 12,480 15,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 5,336: -1,408 -4,751 2,006 383 4,118 981 1,373: 4,355 3,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.9 4.9 47.6 55.4 73.6 67.3: 26.4 32.7
Old : 100.0: 21.1 6.9 4.9 47.6 55.4 73.6 67.3: 26.4 32.7
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 : 65: 14 10 8 24 31 41 46:
Old : 65: 14 10 8 24 31 41 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 : 25.9 27.0 44.3 40.0 23.9 21.6 38.8 31.7
Old : 25.9 27.0 44.3 40.0 23.9 21.6 38.8 31.7
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 08, 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 : 184,396: 64,094 4,118 5,904 114,176 174,246 184,174 184,268: 222 128
Old : 184,396: 64,094 4,118 5,904 114,176 174,246 184,174 184,268: 222 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -367: -802 1,553 17 418 -1,936 -367 -366: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 2.2 3.2 61.9 94.5 99.9 99.9: 0.1 0.1
Old : 100.0: 34.8 2.2 3.2 61.9 94.5 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 30 5 5 41 27 73 36:
Old : 84: 30 5 5 41 27 73 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 61.5 54.2 84.4 31.7 53.7 47.7 70.9
Old : 37.9 61.5 54.2 84.4 31.7 53.7 47.7 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2020