BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 12,304: 1,101 1,587 1,424 8,918 8,880 11,443 11,892: 861 413
Old : 12,304: 1,101 1,587 1,424 8,918 8,880 11,443 11,892: 861 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 474: 131 114 55 108 380 294 549: 180 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.9 11.6 72.5 72.2 93.0 96.6: 7.0 3.4
Old : 100.0: 8.9 12.9 11.6 72.5 72.2 93.0 96.6: 7.0 3.4
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 : 47: 8 4 9 26 26 36 37:
Old : 47: 8 4 9 26 26 36 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 : 35.2 42.5 57.3 64.4 31.3 38.8 47.4 50.4
Old : 35.2 42.5 57.3 64.4 31.3 38.8 47.4 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 42,812: 12,590 2,882 12,509 13,053 19,346 38,151 34,737: 4,661 8,075
Old : 42,812: 12,590 2,882 12,509 13,053 19,346 38,151 34,737: 4,661 8,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,157: 544 -116 569 609 1,365 1,722 1,818: 435 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 6.7 29.2 30.5 45.2 89.1 81.1: 10.9 18.9
Old : 100.0: 29.4 6.7 29.2 30.5 45.2 89.1 81.1: 10.9 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 22 10 25 34 36 65 62:
Old : 76: 22 10 25 34 36 65 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 : 41.5 28.6 56.7 45.0 32.6 21.7 38.4 32.2
Old : 41.5 28.6 56.7 45.0 32.6 21.7 38.4 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 12,532: 1,373 1,183 2,791 7,643 7,745 11,807 11,719: 725 813
Old : 12,532: 1,373 1,183 2,791 7,643 7,745 11,807 11,719: 725 813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 215: 43 162 -134 373 79 282 107: -67 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.4 22.3 61.0 61.8 94.2 93.5: 5.8 6.5
Old : 100.0: 11.0 9.4 22.3 61.0 61.8 94.2 93.5: 5.8 6.5
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 : 49: 8 5 7 33 23 42 34:
Old : 49: 8 5 7 33 23 42 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 : 33.5 42.5 53.6 64.5 18.7 29.7 30.3 39.6
Old : 33.5 42.5 53.6 64.5 18.7 29.7 30.3 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 10,250: 55 4,527 3,101 6,195 1,651 9,351 9,279: 899 971
Old : 10,250: 55 4,527 3,101 6,195 1,651 9,351 9,279: 899 971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 17: 17 36 -33 7 -3 -9 0: 26 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 44.2 30.3 60.4 16.1 91.2 90.5: 8.8 9.5
Old : 100.0: 0.5 44.2 30.3 60.4 16.1 91.2 90.5: 8.8 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 10 7 24 13 33 23:
Old : 37: 2 10 7 24 13 33 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 60.5 65.0 73.6 34.8 35.3 43.2 45.6
Old : 45.5 60.5 65.0 73.6 34.8 35.3 43.2 45.6
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 22, 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 : 283,498: 88,096 25,635 89,274 81,700 132,842 259,070 247,752: 24,428 35,746
Old : 51,053: 19,410 5,371 19,697 6,778 21,937 45,885 47,005: 5,168 4,048
Other: 232,445: 75,679 27,257 62,584 74,922 110,905 213,185 200,746: 19,259 31,698
: : :
: : Changes in Commitments from: September 15, 2020 :
: 9,755: 3,868 932 3,636 1,717 5,080 9,220 9,648: 535 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 9.0 31.5 28.8 46.9 91.4 87.4: 8.6 12.6
Old : 100.0: 38.0 10.5 38.6 13.3 43.0 89.9 92.1: 10.1 7.9
Other: 100.0: 32.6 11.7 26.9 32.2 47.7 91.7 86.4: 8.3 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 130 70 123 85 88 272 239:
Old : 186: 74 38 48 43 65 135 133:
Other: 293: 108 74 107 80 81 244 217:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 16.8 25.7 26.2 14.6 14.7 23.2 20.7
Old : 21.5 32.1 34.5 44.8 11.9 23.9 18.5 29.7
Other: 17.4 15.2 29.4 24.1 17.3 13.3 27.8 20.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 343,069: 100,646 23,583 93,610 114,469 176,039 308,725 293,232: 34,343 49,836
Old : 343,069: 100,646 23,583 93,610 114,469 176,039 308,725 293,232: 34,343 49,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,496: -2,543 619 4,574 -202 -1,552 1,829 3,641: 667 -1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 6.9 27.3 33.4 51.3 90.0 85.5: 10.0 14.5
Old : 100.0: 29.3 6.9 27.3 33.4 51.3 90.0 85.5: 10.0 14.5
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 : 358: 120 60 124 125 134 306 278:
Old : 358: 120 60 124 125 134 306 278:
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 : 15.7 17.5 26.0 26.4 15.6 16.7 25.3 24.0
Old : 15.7 17.5 26.0 26.4 15.6 16.7 25.3 24.0
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 22, 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 : 3,773: 681 325 357 1,616 2,425 2,654 3,108: 1,119 665
Old : 3,773: 681 325 357 1,616 2,425 2,654 3,108: 1,119 665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 24: -154 64 49 67 2 -38 114: 62 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 8.6 9.5 42.8 64.3 70.3 82.4: 29.7 17.6
Old : 100.0: 18.1 8.6 9.5 42.8 64.3 70.3 82.4: 29.7 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 17 7 8 16 18 37 31:
Old : 48: 17 7 8 16 18 37 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 44.9 46.1 57.9 35.9 44.7 42.3 56.7
Old : 37.2 44.9 46.1 57.9 35.9 44.7 42.3 56.7
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 22, 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 : 49,673: 15,922 12,148 11,456 14,094 12,814 41,472 36,418: 8,201 13,254
Old : 49,673: 15,922 12,148 11,456 14,094 12,814 41,472 36,418: 8,201 13,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,132: 207 1,139 -289 1,621 1,071 1,539 1,921: 593 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 24.5 23.1 28.4 25.8 83.5 73.3: 16.5 26.7
Old : 100.0: 32.1 24.5 23.1 28.4 25.8 83.5 73.3: 16.5 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 : 165: 43 48 45 53 46 122 118:
Old : 165: 43 48 45 53 46 122 118:
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 16.1 33.1 24.9 20.4 14.0 27.6 20.0
Old : 22.9 16.1 33.1 24.9 20.4 14.0 27.6 20.0
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 22, 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 : 3,819: 309 2,496 29 2,845 1,154 3,183 3,679: 637 140
Old : 3,819: 309 2,496 29 2,845 1,154 3,183 3,679: 637 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -17: 8 39 1 -59 -50 -50 -10: 33 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 65.4 0.7 74.5 30.2 83.3 96.3: 16.7 3.7
Old : 100.0: 8.1 65.4 0.7 74.5 30.2 83.3 96.3: 16.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 37.8 88.3 61.4 96.1 35.0 85.0 57.4 85.2
Old : 37.8 88.3 61.4 96.1 35.0 85.0 57.4 85.2
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 22, 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 : 35,640: 1,810 10,396 4,978 27,927 18,226 34,715 33,600: 925 2,040
Old : 35,640: 1,810 10,396 4,978 27,927 18,226 34,715 33,600: 925 2,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 1,179: -157 -43 447 802 589 1,092 993: 86 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 29.2 14.0 78.4 51.1 97.4 94.3: 2.6 5.7
Old : 100.0: 5.1 29.2 14.0 78.4 51.1 97.4 94.3: 2.6 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 : 64: 11 12 12 32 33 51 49:
Old : 64: 11 12 12 32 33 51 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 : 50.4 42.9 71.1 62.9 48.7 39.4 64.7 54.9
Old : 50.4 42.9 71.1 62.9 48.7 39.4 64.7 54.9
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 22, 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 : 18,319: 4,749 8,133 0 12,398 8,057 17,147 16,191: 1,172 2,128
Old : 18,319: 4,749 8,133 0 12,398 8,057 17,147 16,191: 1,172 2,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -9,546: -10,040 997 0 660 -11,062 -9,380 -10,065: -166 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 44.4 0.0 67.7 44.0 93.6 88.4: 6.4 11.6
Old : 100.0: 25.9 44.4 0.0 67.7 44.0 93.6 88.4: 6.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 14 1 11 7 22 21:
Old : 38: 10 14 1 11 7 22 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 : 55.4 70.6 73.3 79.7 55.4 70.6 73.3 79.7
Old : 55.4 70.6 73.3 79.7 55.4 70.6 73.3 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 128,410: 22,495 42,067 6,626 67,214 61,829 96,334 110,522: 32,075 17,888
Old : 128,410: 22,495 42,067 6,626 67,214 61,829 96,334 110,522: 32,075 17,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -29,083: -6,714 -3,768 799 -6,402 -25,930 -12,318 -28,899: -16,766 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 32.8 5.2 52.3 48.1 75.0 86.1: 25.0 13.9
Old : 100.0: 17.5 32.8 5.2 52.3 48.1 75.0 86.1: 25.0 13.9
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 : 102: 25 23 14 37 37 66 70:
Old : 102: 25 23 14 37 37 66 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 : 25.6 34.2 36.3 45.9 24.2 33.7 32.9 45.5
Old : 25.6 34.2 36.3 45.9 24.2 33.7 32.9 45.5
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 22, 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 : 53,428: 21,900 5,710 722 11,585 33,741 34,207 40,173: 19,221 13,255
Old : 53,428: 21,900 5,710 722 11,585 33,741 34,207 40,173: 19,221 13,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -492: 3,046 -640 41 -1,675 -1,948 1,412 -2,548: -1,904 2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 10.7 1.4 21.7 63.2 64.0 75.2: 36.0 24.8
Old : 100.0: 41.0 10.7 1.4 21.7 63.2 64.0 75.2: 36.0 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 : 45: 16 8 4 14 13 33 22:
Old : 45: 16 8 4 14 13 33 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 52.7 37.7 60.4 26.7 52.7 37.7 60.3
Old : 26.7 52.7 37.7 60.4 26.7 52.7 37.7 60.3
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 22, 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 : 137,407: 60,044 32,834 1,316 69,996 100,033 131,356 134,183: 6,052 3,224
Old : 137,407: 60,044 32,834 1,316 69,996 100,033 131,356 134,183: 6,052 3,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,093: 2,917 2,842 654 -1,084 -1,368 2,487 2,128: -394 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 23.9 1.0 50.9 72.8 95.6 97.7: 4.4 2.3
Old : 100.0: 43.7 23.9 1.0 50.9 72.8 95.6 97.7: 4.4 2.3
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 : 140: 61 29 13 32 27 95 67:
Old : 140: 61 29 13 32 27 95 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 : 47.2 56.6 57.3 71.3 47.2 56.6 57.3 71.3
Old : 47.2 56.6 57.3 71.3 47.2 56.6 57.3 71.3
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 22, 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 : 185,502: 37,783 40,521 26,731 92,024 91,765 156,539 159,016: 28,963 26,485
Old : 185,502: 37,783 40,521 26,731 92,024 91,765 156,539 159,016: 28,963 26,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 8,817: -2,037 -1,599 4,024 8,805 3,533 10,791 5,958: -1,974 2,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 21.8 14.4 49.6 49.5 84.4 85.7: 15.6 14.3
Old : 100.0: 20.4 21.8 14.4 49.6 49.5 84.4 85.7: 15.6 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 24 25 20 36 46 69 82:
Old : 109: 24 25 20 36 46 69 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 : 29.1 21.4 46.2 34.4 28.5 18.3 39.1 28.9
Old : 29.1 21.4 46.2 34.4 28.5 18.3 39.1 28.9
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 22, 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 : 190,331: 56,935 28,252 15,512 83,961 127,360 156,407 171,124: 33,924 19,207
Old : 190,331: 56,935 28,252 15,512 83,961 127,360 156,407 171,124: 33,924 19,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 23,045: 8,298 2,969 2,279 7,638 15,836 18,214 21,083: 4,831 1,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 14.8 8.1 44.1 66.9 82.2 89.9: 17.8 10.1
Old : 100.0: 29.9 14.8 8.1 44.1 66.9 82.2 89.9: 17.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 41 22 20 44 38 92 73:
Old : 123: 41 22 20 44 38 92 73:
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 : 21.4 46.0 34.6 56.8 20.3 45.5 32.8 54.1
Old : 21.4 46.0 34.6 56.8 20.3 45.5 32.8 54.1
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 22, 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 : 725,636: 247,257 58,512 35,401 347,810 586,404 630,468 680,317: 95,168 45,319
Old : 725,636: 247,257 58,512 35,401 347,810 586,404 630,468 680,317: 95,168 45,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 15,147: 15,499 5,890 1,003 3,565 5,279 20,067 12,172: -4,919 2,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 8.1 4.9 47.9 80.8 86.9 93.8: 13.1 6.2
Old : 100.0: 34.1 8.1 4.9 47.9 80.8 86.9 93.8: 13.1 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 : 313: 105 47 44 131 89 251 165:
Old : 313: 105 47 44 131 89 251 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 60.7 22.9 70.0 13.4 60.3 22.4 68.8
Old : 13.8 60.7 22.9 70.0 13.4 60.3 22.4 68.8
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 22, 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 : 24,504: 3,608 4,761 0 6,770 14,819 10,378 19,580: 14,126 4,924
Old : 24,504: 3,608 4,761 0 6,770 14,819 10,378 19,580: 14,126 4,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -119: -342 160 -127 15 -316 -454 -283: 335 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 19.4 0.0 27.6 60.5 42.4 79.9: 57.6 20.1
Old : 100.0: 14.7 19.4 0.0 27.6 60.5 42.4 79.9: 57.6 20.1
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 : 20: 5 3 0 9 9 14 12:
Old : 20: 5 3 0 9 9 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 61.1 32.1 75.3 18.9 61.0 30.3 71.1
Old : 19.0 61.1 32.1 75.3 18.9 61.0 30.3 71.1
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 22, 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 : 34,983: 5,531 29,325 8 27,120 2,568 32,659 31,901: 2,324 3,082
Old : 34,983: 5,531 29,325 8 27,120 2,568 32,659 31,901: 2,324 3,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -2,735: -1,496 -2,715 -6 -1,506 -439 -3,008 -3,160: 273 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 83.8 0.0 77.5 7.3 93.4 91.2: 6.6 8.8
Old : 100.0: 15.8 83.8 0.0 77.5 7.3 93.4 91.2: 6.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 22 1 13 8 27 30:
Old : 54: 13 22 1 13 8 27 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 : 67.8 69.9 79.7 77.1 67.5 69.9 79.4 77.1
Old : 67.8 69.9 79.7 77.1 67.5 69.9 79.4 77.1
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 22, 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 : 35,231: 16,700 11,845 777 12,271 19,900 29,748 32,522: 5,483 2,709
Old : 35,231: 16,700 11,845 777 12,271 19,900 29,748 32,522: 5,483 2,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -615: -1,302 -2,917 311 70 2,351 -921 -255: 305 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 33.6 2.2 34.8 56.5 84.4 92.3: 15.6 7.7
Old : 100.0: 47.4 33.6 2.2 34.8 56.5 84.4 92.3: 15.6 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 : 86: 34 22 8 19 14 57 40:
Old : 86: 34 22 8 19 14 57 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 : 24.9 56.4 39.0 71.4 24.9 56.4 38.6 71.4
Old : 24.9 56.4 39.0 71.4 24.9 56.4 38.6 71.4
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 22, 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 : 11,536: 7,026 2,191 0 3,833 8,172 10,859 10,363: 677 1,173
Old : 11,536: 7,026 2,191 0 3,833 8,172 10,859 10,363: 677 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -706: -18 -1,394 0 -443 659 -461 -735: -245 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 19.0 0.0 33.2 70.8 94.1 89.8: 5.9 10.2
Old : 100.0: 60.9 19.0 0.0 33.2 70.8 94.1 89.8: 5.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 7 0 5 6 11 13:
Old : 23: 6 7 0 5 6 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 : 78.1 67.6 91.6 82.2 78.1 67.6 91.6 81.9
Old : 78.1 67.6 91.6 82.2 78.1 67.6 91.6 81.9
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 22, 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 :17,319,711: 1,065,005 365,473 8,938,980 6,669,438 7,281,556 16,673,423 16,586,009: 646,288 733,702
Old :17,319,711: 1,065,005 365,473 8,938,980 6,669,438 7,281,556 16,673,423 16,586,009: 646,288 733,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -539: 108,631 -75,561 -107,503 -9,992 226,242 -8,865 43,178: 8,326 -43,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.1 51.6 38.5 42.0 96.3 95.8: 3.7 4.2
Old : 100.0: 6.1 2.1 51.6 38.5 42.0 96.3 95.8: 3.7 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 : 263: 74 48 97 128 124 247 230:
Old : 263: 74 48 97 128 124 247 230:
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 : 24.3 23.8 37.7 36.5 5.6 7.1 7.8 9.9
Old : 24.3 23.8 37.7 36.5 5.6 7.1 7.8 9.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 9,324: 4,099 6,584 2,091 67 0 6,257 8,675: 3,067 649
Old : 9,324: 4,099 6,584 2,091 67 0 6,257 8,675: 3,067 649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -1,138: -1,114 -1,511 387 0 0 -727 -1,124: -411 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 70.6 22.4 0.7 0.0 67.1 93.0: 32.9 7.0
Old : 100.0: 44.0 70.6 22.4 0.7 0.0 67.1 93.0: 32.9 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 : 77: 47 27 22 1 0 64 35:
Old : 77: 47 27 22 1 0 64 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 : 26.8 57.3 35.6 71.8 21.3 49.9 27.7 61.5
Old : 26.8 57.3 35.6 71.8 21.3 49.9 27.7 61.5
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 22, 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 : 209,454: 21,130 26,983 40,597 147,496 141,795 209,222 209,374: 232 80
Old : 209,454: 21,130 26,983 40,597 147,496 141,795 209,222 209,374: 232 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -3,974: -1,651 -4,730 2,170 -4,547 -1,399 -4,028 -3,959: 54 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 12.9 19.4 70.4 67.7 99.9 100.0: 0.1 0.0
Old : 100.0: 10.1 12.9 19.4 70.4 67.7 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 18 16 23 17 29 46 59:
Old : 66: 18 16 23 17 29 46 59:
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 : 59.1 52.1 73.5 68.9 57.6 48.3 63.1 56.0
Old : 59.1 52.1 73.5 68.9 57.6 48.3 63.1 56.0
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 22, 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 : 175,880: 43,188 24,316 23,782 108,834 127,530 175,804 175,628: 76 252
Old : 175,880: 43,188 24,316 23,782 108,834 127,530 175,804 175,628: 76 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 20,012: 10,582 -397 431 9,011 19,909 20,024 19,943: -12 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 13.8 13.5 61.9 72.5 100.0 99.9: 0.0 0.1
Old : 100.0: 24.6 13.8 13.5 61.9 72.5 100.0 99.9: 0.0 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 : 78: 14 23 25 26 34 53 70:
Old : 78: 14 23 25 26 34 53 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 : 48.9 43.3 67.5 61.2 47.7 40.3 64.3 57.6
Old : 48.9 43.3 67.5 61.2 47.7 40.3 64.3 57.6
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 22, 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 : 638,069: 71,059 61,280 92,558 408,288 414,701 571,906 568,539: 66,163 69,530
Old : 638,069: 71,059 61,280 92,558 408,288 414,701 571,906 568,539: 66,163 69,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -157,164: -11,848 -17,427 -37,655 -79,874 -76,749 -129,378 -131,831: -27,786 -25,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 9.6 14.5 64.0 65.0 89.6 89.1: 10.4 10.9
Old : 100.0: 11.1 9.6 14.5 64.0 65.0 89.6 89.1: 10.4 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 101 92 91 291 304 440 440:
Old : 583: 101 92 91 291 304 440 440:
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 16.9 23.3 26.6 11.7 15.3 17.9 23.2
Old : 13.9 16.9 23.3 26.6 11.7 15.3 17.9 23.2
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 22, 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 : 21,999: 1,029 2,762 4,945 6,950 8,638 12,924 16,345: 9,074 5,654
Old : 21,999: 1,029 2,762 4,945 6,950 8,638 12,924 16,345: 9,074 5,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -37,604: -5,316 -2,824 -4,527 -9,259 -27,785 -19,102 -35,136: -18,502 -2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 12.6 22.5 31.6 39.3 58.8 74.3: 41.2 25.7
Old : 100.0: 4.7 12.6 22.5 31.6 39.3 58.8 74.3: 41.2 25.7
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 : 23: 7 6 11 8 8 20 21:
Old : 23: 7 6 11 8 8 20 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 : 43.5 46.7 55.1 67.9 9.0 20.7 9.2 24.4
Old : 43.5 46.7 55.1 67.9 9.0 20.7 9.2 24.4
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 22, 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 : 20,474: 472 4,265 0 17,504 11,501 17,976 15,766: 2,498 4,708
Old : 20,474: 472 4,265 0 17,504 11,501 17,976 15,766: 2,498 4,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -5,933: -659 54 0 -2,773 -5,892 -3,432 -5,838: -2,501 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 20.8 0.0 85.5 56.2 87.8 77.0: 12.2 23.0
Old : 100.0: 2.3 20.8 0.0 85.5 56.2 87.8 77.0: 12.2 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 0 12 10 14 13:
Old : 25: 2 3 0 12 10 14 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 : 71.4 63.5 81.2 72.6 71.4 63.5 81.2 72.4
Old : 71.4 63.5 81.2 72.6 71.4 63.5 81.2 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 3,080,352: 360,333 302,767 427,886 2,006,689 2,030,320 2,794,907 2,760,972: 285,445 319,380
Old : 3,080,352: 360,333 302,767 427,886 2,006,689 2,030,320 2,794,907 2,760,972: 285,445 319,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -597,801: -74,301 -114,653 -124,002 -353,076 -244,816 -551,379 -483,472: -46,422 -114,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.8 13.9 65.1 65.9 90.7 89.6: 9.3 10.4
Old : 100.0: 11.7 9.8 13.9 65.1 65.9 90.7 89.6: 9.3 10.4
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 : 578: 100 92 87 288 301 434 434:
Old : 578: 100 92 87 288 301 434 434:
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 17.2 23.7 27.2 12.2 15.9 18.6 24.0
Old : 14.2 17.2 23.7 27.2 12.2 15.9 18.6 24.0
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 22, 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 : 12,154: 1,065 270 0 9,552 10,937 10,617 11,207: 1,537 947
Old : 12,154: 1,065 270 0 9,552 10,937 10,617 11,207: 1,537 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -4,085: 260 -655 0 -3,989 -354 -3,729 -1,009: -356 -3,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 2.2 0.0 78.6 90.0 87.4 92.2: 12.6 7.8
Old : 100.0: 8.8 2.2 0.0 78.6 90.0 87.4 92.2: 12.6 7.8
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: 3 1 0 10 9 13 10:
Old : 20: 3 1 0 10 9 13 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 : 58.5 74.1 76.2 92.2 58.5 70.4 75.5 88.5
Old : 58.5 74.1 76.2 92.2 58.5 70.4 75.5 88.5
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 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 58,730: 9,736 1,069 315 39,008 52,997 49,059 54,381: 9,671 4,349
Old : 58,730: 9,736 1,069 315 39,008 52,997 49,059 54,381: 9,671 4,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -6,290: 841 -564 108 -7,353 -5,408 -6,404 -5,864: 114 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 1.8 0.5 66.4 90.2 83.5 92.6: 16.5 7.4
Old : 100.0: 16.6 1.8 0.5 66.4 90.2 83.5 92.6: 16.5 7.4
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 : 72: 14 4 3 35 30 50 36:
Old : 72: 14 4 3 35 30 50 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 : 29.9 47.4 45.5 66.8 29.8 47.2 44.5 66.7
Old : 29.9 47.4 45.5 66.8 29.8 47.2 44.5 66.7
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 22, 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 : 72,041: 16,796 43,397 4,804 40,130 16,355 61,730 64,555: 10,311 7,486
Old : 72,041: 16,796 43,397 4,804 40,130 16,355 61,730 64,555: 10,311 7,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -5,955: 801 11,829 -2,937 -1,379 -14,180 -3,516 -5,288: -2,439 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 60.2 6.7 55.7 22.7 85.7 89.6: 14.3 10.4
Old : 100.0: 23.3 60.2 6.7 55.7 22.7 85.7 89.6: 14.3 10.4
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 : 295: 71 57 34 111 110 196 188:
Old : 295: 71 57 34 111 110 196 188:
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 : 24.5 56.1 37.8 61.4 24.4 54.9 37.7 59.5
Old : 24.5 56.1 37.8 61.4 24.4 54.9 37.7 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 360,203: 83,978 216,983 24,020 200,651 81,773 308,649 322,775: 51,554 37,428
Old : 360,203: 83,978 216,983 24,020 200,651 81,773 308,649 322,775: 51,554 37,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -29,774: 4,003 59,145 -14,685 -6,897 -70,901 -17,579 -26,442: -12,195 -3,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 60.2 6.7 55.7 22.7 85.7 89.6: 14.3 10.4
Old : 100.0: 23.3 60.2 6.7 55.7 22.7 85.7 89.6: 14.3 10.4
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 : 295: 71 57 34 111 110 196 188:
Old : 295: 71 57 34 111 110 196 188:
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 : 24.5 56.1 37.8 61.4 24.4 54.9 37.7 59.5
Old : 24.5 56.1 37.8 61.4 24.4 54.9 37.7 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 147,121: 60,013 45,501 7,830 51,528 71,776 119,370 125,106: 27,751 22,015
Old : 147,121: 60,013 45,501 7,830 51,528 71,776 119,370 125,106: 27,751 22,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,324: 196 1,349 272 3,228 -1,825 3,696 -204: -1,373 2,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 30.9 5.3 35.0 48.8 81.1 85.0: 18.9 15.0
Old : 100.0: 40.8 30.9 5.3 35.0 48.8 81.1 85.0: 18.9 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 : 88: 27 17 14 34 30 67 55:
Old : 88: 27 17 14 34 30 67 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 : 34.9 54.9 43.7 63.5 34.4 54.7 42.3 62.4
Old : 34.9 54.9 43.7 63.5 34.4 54.7 42.3 62.4
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 22, 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 : 510,832: 95,314 83,211 7,765 386,255 401,245 489,334 492,221: 21,497 18,611
Old : 510,832: 95,314 83,211 7,765 386,255 401,245 489,334 492,221: 21,497 18,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -65,224: -5,524 -769 -9,122 -48,921 -49,680 -63,568 -59,572: -1,656 -5,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 16.3 1.5 75.6 78.5 95.8 96.4: 4.2 3.6
Old : 100.0: 18.7 16.3 1.5 75.6 78.5 95.8 96.4: 4.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 65 41 26 161 133 233 193:
Old : 340: 65 41 26 161 133 233 193:
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 : 15.4 22.6 27.9 36.9 14.1 22.3 24.7 35.5
Old : 15.4 22.6 27.9 36.9 14.1 22.3 24.7 35.5
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 22, 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 : 13,048: 358 686 66 12,070 11,996 12,494 12,748: 554 300
Old : 13,048: 358 686 66 12,070 11,996 12,494 12,748: 554 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -4,422: 14 286 -284 -4,013 -4,216 -4,283 -4,214: -139 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 5.3 0.5 92.5 91.9 95.8 97.7: 4.2 2.3
Old : 100.0: 2.7 5.3 0.5 92.5 91.9 95.8 97.7: 4.2 2.3
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 : 20: 1 1 1 9 9 10 11:
Old : 20: 1 1 1 9 9 10 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 : 76.6 65.6 91.8 90.7 76.6 65.6 91.3 90.7
Old : 76.6 65.6 91.8 90.7 76.6 65.6 91.3 90.7
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 22, 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 : 14,740: 3,173 3,641 0 7,898 6,774 11,071 10,415: 3,669 4,325
Old : 14,740: 3,173 3,641 0 7,898 6,774 11,071 10,415: 3,669 4,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 24.7 0.0 53.6 46.0 75.1 70.7: 24.9 29.3
Old : 100.0: 21.5 24.7 0.0 53.6 46.0 75.1 70.7: 24.9 29.3
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: 6 5 0 6 5 12 10:
Old : 21: 6 5 0 6 5 12 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 : 57.6 53.5 68.9 68.8 57.6 53.5 68.9 68.8
Old : 57.6 53.5 68.9 68.8 57.6 53.5 68.9 68.8
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 22, 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 : 35,900: 8,226 5,593 4 19,644 15,570 27,874 21,167: 8,026 14,733
Old : 35,900: 8,226 5,593 4 19,644 15,570 27,874 21,167: 8,026 14,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 104: 269 1,282 -86 -1,227 -3,175 -1,044 -1,979: 1,148 2,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.6 0.0 54.7 43.4 77.6 59.0: 22.4 41.0
Old : 100.0: 22.9 15.6 0.0 54.7 43.4 77.6 59.0: 22.4 41.0
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 : 60: 15 8 2 19 26 34 36:
Old : 60: 15 8 2 19 26 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 19.0 49.2 31.3 29.3 18.7 47.3 31.0
Old : 31.2 19.0 49.2 31.3 29.3 18.7 47.3 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 191,198: 62,594 2,945 5,978 122,399 181,587 190,971 190,510: 227 688
Old : 191,198: 62,594 2,945 5,978 122,399 181,587 190,971 190,510: 227 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,299: -1,072 17 55 3,329 1,742 2,312 1,814: -13 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 1.5 3.1 64.0 95.0 99.9 99.6: 0.1 0.4
Old : 100.0: 32.7 1.5 3.1 64.0 95.0 99.9 99.6: 0.1 0.4
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 : 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 : 37.2 60.7 53.6 85.3 31.3 54.9 47.3 72.2
Old : 37.2 60.7 53.6 85.3 31.3 54.9 47.3 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2020