BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 11,831: 969 1,473 1,370 8,810 8,500 11,149 11,343: 681 488
Old : 11,831: 969 1,473 1,370 8,810 8,500 11,149 11,343: 681 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 246: -19 -71 37 178 285 197 252: 49 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 12.5 11.6 74.5 71.9 94.2 95.9: 5.8 4.1
Old : 100.0: 8.2 12.5 11.6 74.5 71.9 94.2 95.9: 5.8 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 : 47: 8 4 9 27 26 37 37:
Old : 47: 8 4 9 27 26 37 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 : 35.3 41.8 57.4 63.7 31.7 37.9 48.4 49.6
Old : 35.3 41.8 57.4 63.7 31.7 37.9 48.4 49.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 40,655: 12,046 2,997 11,940 12,443 17,981 36,429 32,919: 4,225 7,736
Old : 40,655: 12,046 2,997 11,940 12,443 17,981 36,429 32,919: 4,225 7,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,183: 778 461 74 178 549 1,030 1,084: 154 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.4 29.4 30.6 44.2 89.6 81.0: 10.4 19.0
Old : 100.0: 29.6 7.4 29.4 30.6 44.2 89.6 81.0: 10.4 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 22 11 25 33 36 64 63:
Old : 77: 22 11 25 33 36 64 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 : 43.2 28.6 58.5 45.3 34.5 21.7 39.9 32.0
Old : 43.2 28.6 58.5 45.3 34.5 21.7 39.9 32.0
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 15, 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 : 12,317: 1,330 1,022 2,924 7,270 7,666 11,524 11,612: 792 705
Old : 12,317: 1,330 1,022 2,924 7,270 7,666 11,524 11,612: 792 705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 295: 159 33 54 175 709 388 796: -93 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.3 23.7 59.0 62.2 93.6 94.3: 6.4 5.7
Old : 100.0: 10.8 8.3 23.7 59.0 62.2 93.6 94.3: 6.4 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 : 49: 7 6 8 34 23 43 35:
Old : 49: 7 6 8 34 23 43 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 : 32.9 44.6 53.3 65.9 18.8 29.5 30.6 38.1
Old : 32.9 44.6 53.3 65.9 18.8 29.5 30.6 38.1
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 15, 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 : 10,233: 38 4,491 3,134 6,188 1,654 9,360 9,279: 872 954
Old : 10,233: 38 4,491 3,134 6,188 1,654 9,360 9,279: 872 954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 232: -1 256 41 181 -60 221 237: 11 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 43.9 30.6 60.5 16.2 91.5 90.7: 8.5 9.3
Old : 100.0: 0.4 43.9 30.6 60.5 16.2 91.5 90.7: 8.5 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: 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 : 45.0 61.2 64.9 74.1 34.2 36.3 42.8 45.3
Old : 45.0 61.2 64.9 74.1 34.2 36.3 42.8 45.3
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 15, 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 : 273,742: 84,228 24,703 85,638 79,984 127,763 249,850 238,103: 23,893 35,639
Old : 58,308: 26,717 8,163 18,483 7,540 25,628 52,740 52,274: 5,569 6,034
Other: 215,434: 68,654 27,683 56,013 72,443 102,134 197,110 185,829: 18,324 29,604
: : :
: : Changes in Commitments from: September 8, 2020 :
: 6,731: 723 -12,650 1,440 4,396 14,899 6,559 3,689: 172 3,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 9.0 31.3 29.2 46.7 91.3 87.0: 8.7 13.0
Old : 100.0: 45.8 14.0 31.7 12.9 44.0 90.4 89.7: 9.6 10.3
Other: 100.0: 31.9 12.8 26.0 33.6 47.4 91.5 86.3: 8.5 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 125 64 124 89 88 270 238:
Old : 202: 82 45 46 48 64 147 138:
Other: 279: 101 68 108 80 83 235 216:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 17.3 25.7 26.3 14.9 15.1 23.9 21.2
Old : 18.3 29.0 31.0 40.2 12.5 22.7 19.7 29.2
Other: 17.3 15.9 29.5 24.5 17.2 13.9 28.8 21.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 340,572: 103,190 22,964 89,036 114,671 177,592 306,896 289,592: 33,677 50,981
Old : 340,572: 103,190 22,964 89,036 114,671 177,592 306,896 289,592: 33,677 50,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 3,001: 451 -2,053 4,544 -1,639 -128 3,356 2,364: -355 637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 6.7 26.1 33.7 52.1 90.1 85.0: 9.9 15.0
Old : 100.0: 30.3 6.7 26.1 33.7 52.1 90.1 85.0: 9.9 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 : 368: 119 73 130 118 133 306 287:
Old : 368: 119 73 130 118 133 306 287:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 17.5 25.7 26.2 15.7 17.3 25.3 24.6
Old : 15.8 17.5 25.7 26.2 15.7 17.3 25.3 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,749: 835 262 308 1,549 2,424 2,692 2,993: 1,057 756
Old : 3,749: 835 262 308 1,549 2,424 2,692 2,993: 1,057 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -356: -442 -129 28 177 86 -238 -15: -118 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 7.0 8.2 41.3 64.6 71.8 79.8: 28.2 20.2
Old : 100.0: 22.3 7.0 8.2 41.3 64.6 71.8 79.8: 28.2 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 19 6 7 14 18 37 29:
Old : 49: 19 6 7 14 18 37 29:
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 : 37.3 44.9 45.9 56.4 37.0 44.4 43.7 55.1
Old : 37.3 44.9 45.9 56.4 37.0 44.4 43.7 55.1
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 15, 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 : 47,540: 15,715 11,009 11,744 12,473 11,744 39,933 34,497: 7,608 13,043
Old : 47,540: 15,715 11,009 11,744 12,473 11,744 39,933 34,497: 7,608 13,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -89: -1,080 615 -151 1,179 -432 -52 32: -38 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 23.2 24.7 26.2 24.7 84.0 72.6: 16.0 27.4
Old : 100.0: 33.1 23.2 24.7 26.2 24.7 84.0 72.6: 16.0 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 : 162: 42 47 50 49 48 120 124:
Old : 162: 42 47 50 49 48 120 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 15.9 34.6 24.8 21.2 13.2 28.5 19.0
Old : 23.7 15.9 34.6 24.8 21.2 13.2 28.5 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 3,836: 301 2,457 28 2,904 1,204 3,232 3,689: 604 147
Old : 3,836: 301 2,457 28 2,904 1,204 3,232 3,689: 604 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 64.1 0.7 75.7 31.4 84.3 96.2: 15.7 3.8
Old : 100.0: 7.8 64.1 0.7 75.7 31.4 84.3 96.2: 15.7 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 : 20: 2 3 2 15 6 19 9:
Old : 20: 2 3 2 15 6 19 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 87.2 62.4 96.1 35.0 83.5 57.7 84.0
Old : 37.6 87.2 62.4 96.1 35.0 83.5 57.7 84.0
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 15, 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 : 34,462: 1,967 10,439 4,531 27,124 17,637 33,622 32,607: 839 1,854
Old : 34,462: 1,967 10,439 4,531 27,124 17,637 33,622 32,607: 839 1,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,009: -73 466 104 1,007 436 1,038 1,006: -29 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 30.3 13.1 78.7 51.2 97.6 94.6: 2.4 5.4
Old : 100.0: 5.7 30.3 13.1 78.7 51.2 97.6 94.6: 2.4 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: 10 12 11 33 31 50 47:
Old : 62: 10 12 11 33 31 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 43.8 71.3 63.1 49.4 40.5 66.3 55.7
Old : 51.0 43.8 71.3 63.1 49.4 40.5 66.3 55.7
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 15, 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 : 27,866: 14,789 7,137 0 11,738 19,119 26,527 26,256: 1,338 1,609
Old : 27,866: 14,789 7,137 0 11,738 19,119 26,527 26,256: 1,338 1,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 2,388: 2,330 2,960 -117 430 -99 2,643 2,744: -256 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 25.6 0.0 42.1 68.6 95.2 94.2: 4.8 5.8
Old : 100.0: 53.1 25.6 0.0 42.1 68.6 95.2 94.2: 4.8 5.8
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 : 42: 13 15 1 11 6 25 21:
Old : 42: 13 15 1 11 6 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 73.1 81.3 86.7 63.6 72.5 81.3 86.1
Old : 63.6 73.1 81.3 86.7 63.6 72.5 81.3 86.1
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 15, 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 : 157,493: 29,209 45,835 5,827 73,616 87,759 108,652 139,421: 48,841 18,072
Old : 157,493: 29,209 45,835 5,827 73,616 87,759 108,652 139,421: 48,841 18,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 7,938: -610 -950 -1,197 -5,173 11,966 -6,979 9,819: 14,918 -1,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 29.1 3.7 46.7 55.7 69.0 88.5: 31.0 11.5
Old : 100.0: 18.5 29.1 3.7 46.7 55.7 69.0 88.5: 31.0 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 : 102: 28 23 14 37 33 71 64:
Old : 102: 28 23 14 37 33 71 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 : 20.8 41.7 31.3 53.6 18.8 38.6 26.2 50.0
Old : 20.8 41.7 31.3 53.6 18.8 38.6 26.2 50.0
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 15, 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 : 53,920: 18,854 6,350 680 13,260 35,690 32,795 42,720: 21,125 11,200
Old : 53,920: 18,854 6,350 680 13,260 35,690 32,795 42,720: 21,125 11,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 9: 215 -431 -86 694 1,171 823 654: -814 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 11.8 1.3 24.6 66.2 60.8 79.2: 39.2 20.8
Old : 100.0: 35.0 11.8 1.3 24.6 66.2 60.8 79.2: 39.2 20.8
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 : 44: 14 9 3 14 14 30 24:
Old : 44: 14 9 3 14 14 30 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 : 26.0 56.0 37.2 64.0 26.0 56.0 37.2 63.9
Old : 26.0 56.0 37.2 64.0 26.0 56.0 37.2 63.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 135,314: 57,127 29,992 661 71,079 101,401 128,868 132,054: 6,446 3,260
Old : 135,314: 57,127 29,992 661 71,079 101,401 128,868 132,054: 6,446 3,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -15,524: 3,585 -14,825 -5,251 -14,623 5,241 -16,289 -14,835: 765 -689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 22.2 0.5 52.5 74.9 95.2 97.6: 4.8 2.4
Old : 100.0: 42.2 22.2 0.5 52.5 74.9 95.2 97.6: 4.8 2.4
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 : 147: 61 34 9 31 29 94 70:
Old : 147: 61 34 9 31 29 94 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 : 49.7 58.1 60.3 73.0 49.7 58.1 60.3 73.0
Old : 49.7 58.1 60.3 73.0 49.7 58.1 60.3 73.0
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 15, 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 : 176,685: 39,821 42,119 22,707 83,219 88,232 145,747 153,058: 30,937 23,626
Old : 176,685: 39,821 42,119 22,707 83,219 88,232 145,747 153,058: 30,937 23,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -43,399: -4,547 7,013 -1,241 -37,098 -44,718 -42,886 -38,946: -513 -4,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 23.8 12.9 47.1 49.9 82.5 86.6: 17.5 13.4
Old : 100.0: 22.5 23.8 12.9 47.1 49.9 82.5 86.6: 17.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 23 26 21 38 46 72 82:
Old : 111: 23 26 21 38 46 72 82:
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 : 26.9 22.4 42.2 35.8 26.3 20.5 37.8 32.0
Old : 26.9 22.4 42.2 35.8 26.3 20.5 37.8 32.0
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 15, 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 : 167,286: 48,637 25,283 13,233 76,323 111,524 138,193 150,041: 29,093 17,245
Old : 167,286: 48,637 25,283 13,233 76,323 111,524 138,193 150,041: 29,093 17,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -2,148: 4,720 1,816 -2,095 -3,639 342 -1,014 63: -1,134 -2,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 15.1 7.9 45.6 66.7 82.6 89.7: 17.4 10.3
Old : 100.0: 29.1 15.1 7.9 45.6 66.7 82.6 89.7: 17.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 38 20 17 46 40 92 69:
Old : 119: 38 20 17 46 40 92 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 43.7 34.7 53.9 20.4 42.6 32.1 51.3
Old : 21.7 43.7 34.7 53.9 20.4 42.6 32.1 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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 710,489: 231,758 52,622 34,399 344,244 581,125 610,401 668,145: 100,087 42,343
Old : 710,489: 231,758 52,622 34,399 344,244 581,125 610,401 668,145: 100,087 42,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -32,361: -17,132 -1,671 -5,471 -6,915 -18,892 -29,518 -26,034: -2,843 -6,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 7.4 4.8 48.5 81.8 85.9 94.0: 14.1 6.0
Old : 100.0: 32.6 7.4 4.8 48.5 81.8 85.9 94.0: 14.1 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 : 303: 101 43 43 127 86 245 155:
Old : 303: 101 43 43 127 86 245 155:
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 : 13.9 62.3 23.0 71.6 13.5 61.9 22.3 70.6
Old : 13.9 62.3 23.0 71.6 13.5 61.9 22.3 70.6
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 15, 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 : 24,623: 3,950 4,601 127 6,755 15,135 10,832 19,863: 13,791 4,760
Old : 24,623: 3,950 4,601 127 6,755 15,135 10,832 19,863: 13,791 4,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -48: 843 521 16 -1,336 -57 -477 480: 429 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.7 0.5 27.4 61.5 44.0 80.7: 56.0 19.3
Old : 100.0: 16.0 18.7 0.5 27.4 61.5 44.0 80.7: 56.0 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 4 2 9 9 16 14:
Old : 22: 6 4 2 9 9 16 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 : 18.9 58.7 31.7 73.3 18.8 58.5 30.4 68.2
Old : 18.9 58.7 31.7 73.3 18.8 58.5 30.4 68.2
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 15, 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 : 37,719: 7,027 32,040 14 28,626 3,007 35,667 35,061: 2,052 2,658
Old : 37,719: 7,027 32,040 14 28,626 3,007 35,667 35,061: 2,052 2,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -644: 910 -213 -81 -1,506 -218 -677 -512: 33 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 84.9 0.0 75.9 8.0 94.6 93.0: 5.4 7.0
Old : 100.0: 18.6 84.9 0.0 75.9 8.0 94.6 93.0: 5.4 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 17 23 2 15 9 34 32:
Old : 62: 17 23 2 15 9 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 69.7 76.8 78.4 63.4 69.7 75.8 78.4
Old : 63.9 69.7 76.8 78.4 63.4 69.7 75.8 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 35,846: 18,002 14,762 466 12,201 17,549 30,669 32,777: 5,178 3,069
Old : 35,846: 18,002 14,762 466 12,201 17,549 30,669 32,777: 5,178 3,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -8,212: -2,107 -449 -2,080 -4,285 -5,439 -8,472 -7,968: 260 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 41.2 1.3 34.0 49.0 85.6 91.4: 14.4 8.6
Old : 100.0: 50.2 41.2 1.3 34.0 49.0 85.6 91.4: 14.4 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 35 23 10 20 10 58 40:
Old : 84: 35 23 10 20 10 58 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 : 25.3 55.7 38.6 76.1 25.3 55.7 38.6 76.1
Old : 25.3 55.7 38.6 76.1 25.3 55.7 38.6 76.1
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 15, 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 : 12,242: 7,044 3,585 0 4,276 7,513 11,320 11,098: 922 1,144
Old : 12,242: 7,044 3,585 0 4,276 7,513 11,320 11,098: 922 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -1,810: 705 1,100 -1,177 -1,539 -1,580 -2,011 -1,657: 201 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 29.3 0.0 34.9 61.4 92.5 90.7: 7.5 9.3
Old : 100.0: 57.5 29.3 0.0 34.9 61.4 92.5 90.7: 7.5 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 : 26: 8 8 0 5 6 13 14:
Old : 26: 8 8 0 5 6 13 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 : 71.6 64.2 87.0 80.1 71.6 64.2 87.0 79.9
Old : 71.6 64.2 87.0 80.1 71.6 64.2 87.0 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 :17,320,250: 956,374 441,034 9,046,484 6,679,431 7,055,313 16,682,288 16,542,831: 637,962 777,418
Old :17,320,250: 956,374 441,034 9,046,484 6,679,431 7,055,313 16,682,288 16,542,831: 637,962 777,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
:-4,094,020: -83,636 -314,121 -2,282,145 -1,700,412 -1,460,115 -4,066,193 -4,056,381: -27,828 -37,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.5 52.2 38.6 40.7 96.3 95.5: 3.7 4.5
Old : 100.0: 5.5 2.5 52.2 38.6 40.7 96.3 95.5: 3.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 68 50 93 126 121 242 223:
Old : 258: 68 50 93 126 121 242 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 24.1 38.1 36.9 6.3 6.6 8.4 9.3
Old : 24.8 24.1 38.1 36.9 6.3 6.6 8.4 9.3
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 10,462: 5,213 8,095 1,704 67 0 6,984 9,799: 3,478 663
Old : 10,462: 5,213 8,095 1,704 67 0 6,984 9,799: 3,478 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,520: 489 1,040 367 -33 0 823 1,407: 696 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 77.4 16.3 0.6 0.0 66.8 93.7: 33.2 6.3
Old : 100.0: 49.8 77.4 16.3 0.6 0.0 66.8 93.7: 33.2 6.3
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 : 79: 51 25 21 1 0 66 34:
Old : 79: 51 25 21 1 0 66 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 60.7 33.1 74.0 24.4 57.5 30.9 68.5
Old : 24.4 60.7 33.1 74.0 24.4 57.5 30.9 68.5
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 15, 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 : 213,428: 22,781 31,713 38,427 152,043 143,194 213,251 213,333: 178 95
Old : 213,428: 22,781 31,713 38,427 152,043 143,194 213,251 213,333: 178 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 5,479: -110 5,064 4,567 1,139 -3,599 5,597 6,032: -118 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.9 18.0 71.2 67.1 99.9 100.0: 0.1 0.0
Old : 100.0: 10.7 14.9 18.0 71.2 67.1 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 : 69: 17 18 23 16 31 45 62:
Old : 69: 17 18 23 16 31 45 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 : 63.9 50.0 77.8 67.6 61.1 44.4 65.3 54.4
Old : 63.9 50.0 77.8 67.6 61.1 44.4 65.3 54.4
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 15, 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 : 155,868: 32,606 24,713 23,351 99,823 107,621 155,780 155,685: 88 183
Old : 155,868: 32,606 24,713 23,351 99,823 107,621 155,780 155,685: 88 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 9,930: 1,222 1,353 2,620 6,099 6,005 9,941 9,978: -11 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 15.9 15.0 64.0 69.0 99.9 99.9: 0.1 0.1
Old : 100.0: 20.9 15.9 15.0 64.0 69.0 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 16 22 26 24 33 52 70:
Old : 79: 16 22 26 24 33 52 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 41.8 64.9 60.5 48.1 39.5 61.8 50.4
Old : 48.7 41.8 64.9 60.5 48.1 39.5 61.8 50.4
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 15, 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 : 795,233: 82,908 78,707 130,213 488,162 491,450 701,283 700,370: 93,949 94,862
Old : 795,233: 82,908 78,707 130,213 488,162 491,450 701,283 700,370: 93,949 94,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 33,406: -2,427 -375 -4,330 30,314 39,401 23,557 34,696: 9,849 -1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.9 16.4 61.4 61.8 88.2 88.1: 11.8 11.9
Old : 100.0: 10.4 9.9 16.4 61.4 61.8 88.2 88.1: 11.8 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 594: 109 94 106 306 306 467 455:
Old : 594: 109 94 106 306 306 467 455:
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 : 12.7 17.1 21.0 27.5 9.0 12.4 14.1 17.1
Old : 12.7 17.1 21.0 27.5 9.0 12.4 14.1 17.1
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 15, 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 : 59,602: 6,344 5,586 9,472 16,209 36,423 32,026 51,482: 27,576 8,121
Old : 59,602: 6,344 5,586 9,472 16,209 36,423 32,026 51,482: 27,576 8,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,935: -2,640 -30 -336 -84 3,180 -3,060 2,814: 4,995 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.4 15.9 27.2 61.1 53.7 86.4: 46.3 13.6
Old : 100.0: 10.6 9.4 15.9 27.2 61.1 53.7 86.4: 46.3 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 8 11 10 11 22 24:
Old : 29: 6 8 11 10 11 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 : 28.6 50.6 41.7 70.5 15.3 45.6 23.5 56.7
Old : 28.6 50.6 41.7 70.5 15.3 45.6 23.5 56.7
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 15, 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 : 26,407: 1,131 4,211 0 20,277 17,393 21,408 21,604: 4,999 4,803
Old : 26,407: 1,131 4,211 0 20,277 17,393 21,408 21,604: 4,999 4,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 9,208: 459 2,036 0 5,864 5,906 6,323 7,942: 2,885 1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 15.9 0.0 76.8 65.9 81.1 81.8: 18.9 18.2
Old : 100.0: 4.3 15.9 0.0 76.8 65.9 81.1 81.8: 18.9 18.2
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: 2 3 0 13 13 15 16:
Old : 25: 2 3 0 13 13 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 55.4 74.1 70.1 46.7 46.2 54.8 55.8
Old : 58.4 55.4 74.1 70.1 46.7 46.2 54.8 55.8
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 15, 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 : 3,678,153: 434,633 417,420 551,888 2,359,765 2,275,136 3,346,286 3,244,444: 331,867 433,709
Old : 3,678,153: 434,633 417,420 551,888 2,359,765 2,275,136 3,346,286 3,244,444: 331,867 433,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 157,353: -16,087 -18,877 -2,817 151,989 181,106 133,085 159,412: 24,268 -2,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.3 15.0 64.2 61.9 91.0 88.2: 9.0 11.8
Old : 100.0: 11.8 11.3 15.0 64.2 61.9 91.0 88.2: 9.0 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 : 589: 111 89 101 304 304 462 448:
Old : 589: 111 89 101 304 304 462 448:
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 : 12.9 16.9 21.5 26.5 9.5 12.1 14.9 17.4
Old : 12.9 16.9 21.5 26.5 9.5 12.1 14.9 17.4
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 15, 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 : 13,851: 3,530 300 0 8,413 12,814 11,943 13,114: 1,908 737
Old : 13,851: 3,530 300 0 8,413 12,814 11,943 13,114: 1,908 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 4,338: 587 -212 0 3,881 4,571 4,468 4,359: -130 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 2.2 0.0 60.7 92.5 86.2 94.7: 13.8 5.3
Old : 100.0: 25.5 2.2 0.0 60.7 92.5 86.2 94.7: 13.8 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 : 21: 2 1 0 14 10 16 11:
Old : 21: 2 1 0 14 10 16 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 : 50.4 74.7 70.2 88.4 38.0 52.1 52.7 60.9
Old : 50.4 74.7 70.2 88.4 38.0 52.1 52.7 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 16,239: 805 925 0 13,541 11,291 14,346 12,216: 1,893 4,023
Old : 16,239: 805 925 0 13,541 11,291 14,346 12,216: 1,893 4,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.7 0.0 83.4 69.5 88.3 75.2: 11.7 24.8
Old : 100.0: 5.0 5.7 0.0 83.4 69.5 88.3 75.2: 11.7 24.8
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 : 21: 2 3 0 11 12 13 15:
Old : 21: 2 3 0 11 12 13 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 : 58.5 45.6 76.8 64.9 52.6 30.7 64.2 47.2
Old : 58.5 45.6 76.8 64.9 52.6 30.7 64.2 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 281,258: 200,711 68,827 24,351 29,972 6,530 255,034 99,708: 26,224 181,550
Old : 281,258: 200,711 68,827 24,351 29,972 6,530 255,034 99,708: 26,224 181,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 24.5 8.7 10.7 2.3 90.7 35.5: 9.3 64.5
Old : 100.0: 71.4 24.5 8.7 10.7 2.3 90.7 35.5: 9.3 64.5
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 : 22: 11 5 9 4 4 19 14:
Old : 22: 11 5 9 4 4 19 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 : 76.9 28.2 84.9 33.2 75.7 24.4 79.7 26.6
Old : 76.9 28.2 84.9 33.2 75.7 24.4 79.7 26.6
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 15, 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 : 65,020: 8,895 1,633 207 46,361 58,405 55,463 60,245: 9,557 4,775
Old : 65,020: 8,895 1,633 207 46,361 58,405 55,463 60,245: 9,557 4,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 8,663: -159 -84 180 8,254 8,102 8,275 8,198: 388 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 2.5 0.3 71.3 89.8 85.3 92.7: 14.7 7.3
Old : 100.0: 13.7 2.5 0.3 71.3 89.8 85.3 92.7: 14.7 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 : 70: 13 5 4 40 32 55 39:
Old : 70: 13 5 4 40 32 55 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 : 28.9 42.2 43.5 61.9 27.3 41.9 39.8 59.7
Old : 28.9 42.2 43.5 61.9 27.3 41.9 39.8 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 77,995: 15,995 31,568 7,741 41,510 30,535 65,246 69,843: 12,750 8,152
Old : 77,995: 15,995 31,568 7,741 41,510 30,535 65,246 69,843: 12,750 8,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 18,411: 1,207 13,908 406 16,538 3,940 18,150 18,254: 261 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 40.5 9.9 53.2 39.1 83.7 89.5: 16.3 10.5
Old : 100.0: 20.5 40.5 9.9 53.2 39.1 83.7 89.5: 16.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 67 61 48 121 113 212 199:
Old : 296: 67 61 48 121 113 212 199:
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 44.1 33.2 51.1 15.4 34.4 23.9 38.7
Old : 23.0 44.1 33.2 51.1 15.4 34.4 23.9 38.7
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 15, 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 : 389,977: 79,975 157,838 38,705 207,548 152,674 326,229 349,217: 63,749 40,761
Old : 389,977: 79,975 157,838 38,705 207,548 152,674 326,229 349,217: 63,749 40,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 92,057: 6,034 69,538 2,030 82,688 19,702 90,752 91,269: 1,305 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 40.5 9.9 53.2 39.1 83.7 89.5: 16.3 10.5
Old : 100.0: 20.5 40.5 9.9 53.2 39.1 83.7 89.5: 16.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 67 61 48 121 113 212 199:
Old : 296: 67 61 48 121 113 212 199:
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 44.1 33.2 51.1 15.4 34.4 23.9 38.7
Old : 23.0 44.1 33.2 51.1 15.4 34.4 23.9 38.7
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 144,798: 59,816 44,151 7,559 48,299 73,601 115,674 125,310: 29,124 19,487
Old : 144,798: 59,816 44,151 7,559 48,299 73,601 115,674 125,310: 29,124 19,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -10,695: 3,134 -15,737 -4,127 -7,207 9,526 -8,199 -10,339: -2,496 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 30.5 5.2 33.4 50.8 79.9 86.5: 20.1 13.5
Old : 100.0: 41.3 30.5 5.2 33.4 50.8 79.9 86.5: 20.1 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 25 20 16 33 29 68 55:
Old : 89: 25 20 16 33 29 68 55:
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 55.8 44.7 64.1 35.9 55.5 43.4 63.4
Old : 36.3 55.8 44.7 64.1 35.9 55.5 43.4 63.4
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 15, 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 : 576,056: 100,839 83,980 16,888 435,176 450,925 552,902 551,792: 23,154 24,263
Old : 576,056: 100,839 83,980 16,888 435,176 450,925 552,902 551,792: 23,154 24,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 66,780: 4,083 2,948 4,719 57,013 55,662 65,816 63,328: 964 3,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 14.6 2.9 75.5 78.3 96.0 95.8: 4.0 4.2
Old : 100.0: 17.5 14.6 2.9 75.5 78.3 96.0 95.8: 4.0 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 : 348: 64 45 33 172 153 246 222:
Old : 348: 64 45 33 172 153 246 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 20.8 26.7 32.6 13.2 18.7 22.0 28.4
Old : 15.3 20.8 26.7 32.6 13.2 18.7 22.0 28.4
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 15, 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 : 17,470: 344 400 350 16,083 16,212 16,777 16,962: 693 508
Old : 17,470: 344 400 350 16,083 16,212 16,777 16,962: 693 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 8,998: 0 -234 316 8,839 8,894 9,155 8,976: -157 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.3 2.0 92.1 92.8 96.0 97.1: 4.0 2.9
Old : 100.0: 2.0 2.3 2.0 92.1 92.8 96.0 97.1: 4.0 2.9
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 : 24: 1 1 2 15 14 17 17:
Old : 24: 1 1 2 15 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 47.4 80.9 74.1 57.2 44.6 65.7 62.4
Old : 61.4 47.4 80.9 74.1 57.2 44.6 65.7 62.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 35,796: 7,957 4,311 90 20,871 18,745 28,918 23,146: 6,878 12,650
Old : 35,796: 7,957 4,311 90 20,871 18,745 28,918 23,146: 6,878 12,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -11,437: -1,992 1,050 -2,246 -1,597 -7,430 -5,835 -8,626: -5,602 -2,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 12.0 0.3 58.3 52.4 80.8 64.7: 19.2 35.3
Old : 100.0: 22.2 12.0 0.3 58.3 52.4 80.8 64.7: 19.2 35.3
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 : 61: 11 9 3 22 27 35 37:
Old : 61: 11 9 3 22 27 35 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 : 32.0 22.1 50.8 34.1 30.4 19.5 49.2 31.5
Old : 32.0 22.1 50.8 34.1 30.4 19.5 49.2 31.5
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 15, 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 : 188,899: 63,666 2,928 5,923 119,070 179,845 188,659 188,696: 240 203
Old : 188,899: 63,666 2,928 5,923 119,070 179,845 188,659 188,696: 240 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 4,503: -428 -1,190 19 4,894 5,599 4,485 4,428: 18 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 1.6 3.1 63.0 95.2 99.9 99.9: 0.1 0.1
Old : 100.0: 33.7 1.6 3.1 63.0 95.2 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: 31 4 6 41 27 74 36:
Old : 84: 31 4 6 41 27 74 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 61.7 54.2 85.6 31.3 54.7 47.9 72.3
Old : 37.3 61.7 54.2 85.6 31.3 54.7 47.9 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2020