BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 11,188: 772 1,217 1,377 7,907 8,032 10,056 10,626: 1,132 562
Old : 11,188: 772 1,217 1,377 7,907 8,032 10,056 10,626: 1,132 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 749: -33 -188 170 523 688 660 670: 89 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 10.9 12.3 70.7 71.8 89.9 95.0: 10.1 5.0
Old : 100.0: 6.9 10.9 12.3 70.7 71.8 89.9 95.0: 10.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 4 8 24 24 34 35:
Old : 45: 9 4 8 24 24 34 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 : 37.2 37.8 56.0 60.8 30.9 36.7 44.9 51.6
Old : 37.2 37.8 56.0 60.8 30.9 36.7 44.9 51.6
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, October 13, 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 : 41,228: 12,218 1,460 11,251 12,948 20,028 36,417 32,739: 4,811 8,489
Old : 41,228: 12,218 1,460 11,251 12,948 20,028 36,417 32,739: 4,811 8,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 4,072: 1,087 38 1,206 1,519 1,980 3,811 3,224: 261 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 3.5 27.3 31.4 48.6 88.3 79.4: 11.7 20.6
Old : 100.0: 29.6 3.5 27.3 31.4 48.6 88.3 79.4: 11.7 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 26 6 24 31 35 63 59:
Old : 74: 26 6 24 31 35 63 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 : 40.7 27.2 56.6 43.6 31.6 20.7 40.3 30.8
Old : 40.7 27.2 56.6 43.6 31.6 20.7 40.3 30.8
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, October 13, 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 : 10,306: 1,446 915 2,092 6,084 6,602 9,622 9,608: 684 698
Old : 10,306: 1,446 915 2,092 6,084 6,602 9,622 9,608: 684 698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -6: 22 47 -39 -66 -74 -83 -66: 77 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 8.9 20.3 59.0 64.1 93.4 93.2: 6.6 6.8
Old : 100.0: 14.0 8.9 20.3 59.0 64.1 93.4 93.2: 6.6 6.8
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 : 49: 8 5 7 34 24 43 35:
Old : 49: 8 5 7 34 24 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 : 32.4 43.2 52.1 65.5 20.4 34.7 34.6 47.2
Old : 32.4 43.2 52.1 65.5 20.4 34.7 34.6 47.2
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, October 13, 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 : 8,520: 0 3,595 2,592 5,257 1,348 7,849 7,535: 671 985
Old : 8,520: 0 3,595 2,592 5,257 1,348 7,849 7,535: 671 985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 126: 0 68 73 41 -7 114 135: 12 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.2 30.4 61.7 15.8 92.1 88.4: 7.9 11.6
Old : 100.0: 0.0 42.2 30.4 61.7 15.8 92.1 88.4: 7.9 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 : 30: 0 8 7 21 12 28 20:
Old : 30: 0 8 7 21 12 28 20:
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 : 50.1 61.7 69.7 75.7 38.5 37.0 45.9 45.4
Old : 50.1 61.7 69.7 75.7 38.5 37.0 45.9 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 291,255: 80,359 26,126 98,450 87,022 130,708 265,831 255,284: 25,425 35,971
Old : 290,735: 80,401 26,123 98,346 86,940 130,487 265,687 254,956: 25,049 35,779
Other: 520: 59 104 3 82 221 144 328: 376 192
: : :
: : Changes in Commitments from: October 6, 2020 :
: 1,200: -358 -1,045 1,506 -560 -1,013 588 -552: 612 1,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 9.0 33.8 29.9 44.9 91.3 87.6: 8.7 12.4
Old : 100.0: 27.7 9.0 33.8 29.9 44.9 91.4 87.7: 8.6 12.3
Other: 100.0: 11.3 20.0 0.6 15.8 42.5 27.7 63.1: 72.3 36.9
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 121 66 132 90 95 282 241:
Old : 315: 122 67 132 90 95 282 241:
Other: 16: 3 3 1 4 6 7 10:
:----------------------------------------------------------------------------------------------------
: 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 14.3 25.8 24.1 14.3 10.4 22.9 16.9
Old : 15.0 14.3 25.9 24.1 14.4 10.4 22.9 16.9
Other: 26.0 50.8 27.7 62.3 25.4 50.8 27.1 62.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 315,351: 97,224 24,743 72,265 111,166 170,494 280,655 267,502: 34,696 47,849
Old : 315,351: 97,224 24,743 72,265 111,166 170,494 280,655 267,502: 34,696 47,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -15,842: -1,015 3,184 -11,660 -2,119 -3,147 -14,794 -11,623: -1,048 -4,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 7.8 22.9 35.3 54.1 89.0 84.8: 11.0 15.2
Old : 100.0: 30.8 7.8 22.9 35.3 54.1 89.0 84.8: 11.0 15.2
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 : 354: 106 68 121 126 142 302 281:
Old : 354: 106 68 121 126 142 302 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 17.7 26.5 25.6 16.7 17.1 26.4 24.6
Old : 16.7 17.7 26.5 25.6 16.7 17.1 26.4 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, October 13, 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 : 3,705: 609 293 282 1,605 2,401 2,496 2,976: 1,209 729
Old : 3,705: 609 293 282 1,605 2,401 2,496 2,976: 1,209 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -88: -73 -31 -25 -81 -60 -179 -116: 91 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 7.9 7.6 43.3 64.8 67.4 80.3: 32.6 19.7
Old : 100.0: 16.4 7.9 7.6 43.3 64.8 67.4 80.3: 32.6 19.7
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 : 40: 14 4 6 16 14 32 24:
Old : 40: 14 4 6 16 14 32 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 : 38.2 47.6 47.1 60.4 36.8 47.3 44.6 59.6
Old : 38.2 47.6 47.1 60.4 36.8 47.3 44.6 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 47,744: 14,609 15,628 9,075 14,568 12,175 38,252 36,878: 9,492 10,866
Old : 47,744: 14,609 15,628 9,075 14,568 12,175 38,252 36,878: 9,492 10,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -1,421: -524 1,416 -1,483 50 -338 -1,957 -405: 537 -1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 32.7 19.0 30.5 25.5 80.1 77.2: 19.9 22.8
Old : 100.0: 30.6 32.7 19.0 30.5 25.5 80.1 77.2: 19.9 22.8
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 : 174: 40 57 50 55 46 125 129:
Old : 174: 40 57 50 55 46 125 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 18.5 33.4 28.7 20.8 17.8 27.7 24.9
Old : 23.6 18.5 33.4 28.7 20.8 17.8 27.7 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 34,573: 1,859 8,767 5,489 26,304 18,291 33,653 32,548: 920 2,025
Old : 34,573: 1,859 8,767 5,489 26,304 18,291 33,653 32,548: 920 2,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 2,126: 162 640 582 1,328 695 2,072 1,917: 54 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 25.4 15.9 76.1 52.9 97.3 94.1: 2.7 5.9
Old : 100.0: 5.4 25.4 15.9 76.1 52.9 97.3 94.1: 2.7 5.9
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 : 69: 13 14 15 32 34 56 52:
Old : 69: 13 14 15 32 34 56 52:
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 : 48.6 36.3 68.6 59.2 46.4 32.2 62.5 49.2
Old : 48.6 36.3 68.6 59.2 46.4 32.2 62.5 49.2
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, October 13, 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 : 21,875: 7,328 11,898 17 13,237 8,215 20,582 20,129: 1,293 1,746
Old : 21,875: 7,328 11,898 17 13,237 8,215 20,582 20,129: 1,293 1,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 553: 644 665 13 -88 18 569 697: -16 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 54.4 0.1 60.5 37.6 94.1 92.0: 5.9 8.0
Old : 100.0: 33.5 54.4 0.1 60.5 37.6 94.1 92.0: 5.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 12 16 2 12 8 26 24:
Old : 44: 12 16 2 12 8 26 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 : 46.9 76.3 72.4 82.3 46.9 76.3 72.4 82.3
Old : 46.9 76.3 72.4 82.3 46.9 76.3 72.4 82.3
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, October 13, 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 : 132,089: 24,322 38,791 6,055 68,751 65,888 99,128 110,734: 32,961 21,355
Old : 132,089: 24,322 38,791 6,055 68,751 65,888 99,128 110,734: 32,961 21,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 7,813: 3,603 -906 309 421 8,937 4,332 8,339: 3,481 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 29.4 4.6 52.0 49.9 75.0 83.8: 25.0 16.2
Old : 100.0: 18.4 29.4 4.6 52.0 49.9 75.0 83.8: 25.0 16.2
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 : 97: 22 23 13 35 34 64 63:
Old : 97: 22 23 13 35 34 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 : 25.8 32.4 35.6 44.1 24.9 32.2 33.3 43.9
Old : 25.8 32.4 35.6 44.1 24.9 32.2 33.3 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 50,387: 17,070 4,724 1,305 12,536 30,717 30,911 36,746: 19,476 13,641
Old : 50,387: 17,070 4,724 1,305 12,536 30,717 30,911 36,746: 19,476 13,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 2,634: -374 898 286 1,357 434 1,269 1,617: 1,366 1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 9.4 2.6 24.9 61.0 61.3 72.9: 38.7 27.1
Old : 100.0: 33.9 9.4 2.6 24.9 61.0 61.3 72.9: 38.7 27.1
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 : 40: 13 7 6 13 12 28 23:
Old : 40: 13 7 6 13 12 28 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 : 27.0 50.6 38.5 59.5 26.9 50.1 38.0 57.4
Old : 27.0 50.6 38.5 59.5 26.9 50.1 38.0 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 119,875: 51,753 28,584 1,920 59,800 85,876 113,473 116,379: 6,402 3,496
Old : 119,875: 51,753 28,584 1,920 59,800 85,876 113,473 116,379: 6,402 3,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -1,998: 24 -1,033 764 -3,702 -1,434 -2,915 -1,703: 917 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 23.8 1.6 49.9 71.6 94.7 97.1: 5.3 2.9
Old : 100.0: 43.2 23.8 1.6 49.9 71.6 94.7 97.1: 5.3 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 : 122: 46 29 13 29 26 78 65:
Old : 122: 46 29 13 29 26 78 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 55.7 58.2 69.7 46.6 55.7 58.2 69.3
Old : 46.6 55.7 58.2 69.7 46.6 55.7 58.2 69.3
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, October 13, 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 : 179,149: 34,824 45,931 19,661 95,307 83,914 149,792 149,506: 29,358 29,644
Old : 179,149: 34,824 45,931 19,661 95,307 83,914 149,792 149,506: 29,358 29,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -12,518: 149 -6,144 -5,361 -9,618 -3,126 -14,830 -14,631: 2,312 2,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 25.6 11.0 53.2 46.8 83.6 83.5: 16.4 16.5
Old : 100.0: 19.4 25.6 11.0 53.2 46.8 83.6 83.5: 16.4 16.5
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 : 108: 22 28 18 37 43 66 82:
Old : 108: 22 28 18 37 43 66 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 : 29.7 22.9 45.8 35.6 29.2 21.7 40.9 31.6
Old : 29.7 22.9 45.8 35.6 29.2 21.7 40.9 31.6
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, October 13, 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 : 181,323: 47,490 27,107 9,636 92,759 124,103 149,885 160,846: 31,438 20,477
Old : 181,323: 47,490 27,107 9,636 92,759 124,103 149,885 160,846: 31,438 20,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -1,047: 2,996 2,359 -1,770 -1,775 -2,959 -549 -2,369: -498 1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 14.9 5.3 51.2 68.4 82.7 88.7: 17.3 11.3
Old : 100.0: 26.2 14.9 5.3 51.2 68.4 82.7 88.7: 17.3 11.3
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 : 118: 42 15 19 47 38 93 68:
Old : 118: 42 15 19 47 38 93 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 51.8 39.0 61.6 26.8 51.5 37.8 60.4
Old : 27.1 51.8 39.0 61.6 26.8 51.5 37.8 60.4
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, October 13, 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 : 693,634: 229,497 62,647 28,644 338,820 557,174 596,960 648,465: 96,674 45,169
Old : 693,634: 229,497 62,647 28,644 338,820 557,174 596,960 648,465: 96,674 45,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -18,139: -2,542 5,312 -7,997 -6,313 -16,084 -16,852 -18,769: -1,287 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 9.0 4.1 48.8 80.3 86.1 93.5: 13.9 6.5
Old : 100.0: 33.1 9.0 4.1 48.8 80.3 86.1 93.5: 13.9 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 : 306: 100 49 50 128 86 241 172:
Old : 306: 100 49 50 128 86 241 172:
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 : 14.3 63.3 23.5 71.6 13.8 62.8 22.8 70.0
Old : 14.3 63.3 23.5 71.6 13.8 62.8 22.8 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 24,699: 4,371 4,547 129 6,648 15,239 11,148 19,915: 13,551 4,784
Old : 24,699: 4,371 4,547 129 6,648 15,239 11,148 19,915: 13,551 4,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -118: 30 39 -34 1 -10 -3 -5: -115 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 18.4 0.5 26.9 61.7 45.1 80.6: 54.9 19.4
Old : 100.0: 17.7 18.4 0.5 26.9 61.7 45.1 80.6: 54.9 19.4
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 : 20: 5 3 1 9 9 14 13:
Old : 20: 5 3 1 9 9 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 : 20.0 61.9 34.4 75.6 19.4 59.8 32.8 71.3
Old : 20.0 61.9 34.4 75.6 19.4 59.8 32.8 71.3
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, October 13, 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 : 40,518: 7,674 34,265 437 29,938 2,678 38,049 37,380: 2,469 3,138
Old : 40,518: 7,674 34,265 437 29,938 2,678 38,049 37,380: 2,469 3,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 518: 117 410 24 53 -6 194 428: 324 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 84.6 1.1 73.9 6.6 93.9 92.3: 6.1 7.7
Old : 100.0: 18.9 84.6 1.1 73.9 6.6 93.9 92.3: 6.1 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 : 58: 15 25 4 13 7 29 35:
Old : 58: 15 25 4 13 7 29 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 : 66.5 67.5 79.5 76.0 65.5 67.5 77.7 76.0
Old : 66.5 67.5 79.5 76.0 65.5 67.5 77.7 76.0
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, October 13, 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 : 38,219: 20,227 13,737 561 12,963 20,833 33,751 35,131: 4,468 3,088
Old : 38,219: 20,227 13,737 561 12,963 20,833 33,751 35,131: 4,468 3,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 3,594: 3,472 2,072 -379 498 1,484 3,591 3,177: 3 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 35.9 1.5 33.9 54.5 88.3 91.9: 11.7 8.1
Old : 100.0: 52.9 35.9 1.5 33.9 54.5 88.3 91.9: 11.7 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 41 18 6 21 14 64 36:
Old : 89: 41 18 6 21 14 64 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 : 20.5 52.2 36.8 71.8 20.5 52.1 35.8 71.0
Old : 20.5 52.2 36.8 71.8 20.5 52.1 35.8 71.0
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, October 13, 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 : 12,482: 8,079 2,852 1 3,675 8,329 11,755 11,182: 727 1,300
Old : 12,482: 8,079 2,852 1 3,675 8,329 11,755 11,182: 727 1,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 674: 624 618 0 120 174 744 792: -70 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 22.8 0.0 29.4 66.7 94.2 89.6: 5.8 10.4
Old : 100.0: 64.7 22.8 0.0 29.4 66.7 94.2 89.6: 5.8 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 : 23: 6 7 1 6 6 13 13:
Old : 23: 6 7 1 6 6 13 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 : 79.4 71.1 90.0 83.7 79.4 71.0 89.9 83.6
Old : 79.4 71.1 90.0 83.7 79.4 71.0 89.9 83.6
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, October 13, 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 :17,969,205: 984,904 352,378 9,292,930 7,093,390 7,589,622 17,371,225 17,234,930: 597,980 734,275
Old :17,969,205: 984,904 352,378 9,292,930 7,093,390 7,589,622 17,371,225 17,234,930: 597,980 734,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 171,455: -115,927 -36,499 199,845 115,624 48,531 199,542 211,876: -28,087 -40,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.0 51.7 39.5 42.2 96.7 95.9: 3.3 4.1
Old : 100.0: 5.5 2.0 51.7 39.5 42.2 96.7 95.9: 3.3 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 : 267: 77 53 102 124 122 249 234:
Old : 267: 77 53 102 124 122 249 234:
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 : 23.5 23.0 37.4 36.7 6.4 7.9 8.6 10.8
Old : 23.5 23.0 37.4 36.7 6.4 7.9 8.6 10.8
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, October 13, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 10,349: 5,955 8,362 1,392 0 70 7,347 9,824: 3,002 525
Old : 10,349: 5,955 8,362 1,392 0 70 7,347 9,824: 3,002 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 2,115: 1,513 1,782 330 0 0 1,843 2,112: 272 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 80.8 13.5 0.0 0.7 71.0 94.9: 29.0 5.1
Old : 100.0: 57.5 80.8 13.5 0.0 0.7 71.0 94.9: 29.0 5.1
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: 55 27 21 0 1 68 37:
Old : 84: 55 27 21 0 1 68 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 : 23.2 62.7 35.1 76.5 23.2 59.6 32.8 71.8
Old : 23.2 62.7 35.1 76.5 23.2 59.6 32.8 71.8
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, October 13, 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 : 243,917: 23,039 30,757 48,953 171,794 164,115 243,786 243,825: 130 92
Old : 243,917: 23,039 30,757 48,953 171,794 164,115 243,786 243,825: 130 92
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 6,936: 2,906 -2,668 42 3,992 9,564 6,939 6,938: -4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.6 20.1 70.4 67.3 99.9 100.0: 0.1 0.0
Old : 100.0: 9.4 12.6 20.1 70.4 67.3 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 : 73: 16 21 25 19 31 52 63:
Old : 73: 16 21 25 19 31 52 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 : 57.9 51.8 71.5 67.4 56.5 45.5 62.2 53.7
Old : 57.9 51.8 71.5 67.4 56.5 45.5 62.2 53.7
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, October 13, 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 : 143,001: 42,087 11,613 25,777 74,991 105,393 142,855 142,783: 146 218
Old : 143,001: 42,087 11,613 25,777 74,991 105,393 142,855 142,783: 146 218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 4,317: 235 2,236 3,467 646 -1,351 4,348 4,352: -31 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 8.1 18.0 52.4 73.7 99.9 99.8: 0.1 0.2
Old : 100.0: 29.4 8.1 18.0 52.4 73.7 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 16 25 25 18 31 48 67:
Old : 75: 16 25 25 18 31 48 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 42.1 67.5 59.0 49.0 40.7 63.1 54.2
Old : 50.1 42.1 67.5 59.0 49.0 40.7 63.1 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 664,652: 77,390 68,918 105,391 406,172 412,685 588,953 586,993: 75,699 77,658
Old : 664,652: 77,390 68,918 105,391 406,172 412,685 588,953 586,993: 75,699 77,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 17,422: -3,788 3,206 13,129 5,863 1,409 15,204 17,744: 2,218 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.4 15.9 61.1 62.1 88.6 88.3: 11.4 11.7
Old : 100.0: 11.6 10.4 15.9 61.1 62.1 88.6 88.3: 11.4 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 109 87 106 289 294 446 440:
Old : 582: 109 87 106 289 294 446 440:
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 : 12.5 16.8 20.9 26.8 9.4 14.6 14.9 21.3
Old : 12.5 16.8 20.9 26.8 9.4 14.6 14.9 21.3
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, October 13, 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 : 31,237: 2,647 107 5,371 16,147 11,080 24,165 16,559: 7,072 14,678
Old : 31,237: 2,647 107 5,371 16,147 11,080 24,165 16,559: 7,072 14,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 3,665: 490 -1,046 -78 2,778 2,539 3,191 1,416: 475 2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.3 17.2 51.7 35.5 77.4 53.0: 22.6 47.0
Old : 100.0: 8.5 0.3 17.2 51.7 35.5 77.4 53.0: 22.6 47.0
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 : 26: 6 5 10 11 11 22 22:
Old : 26: 6 5 10 11 11 22 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 : 46.4 33.0 64.2 48.3 27.5 14.9 38.9 15.4
Old : 46.4 33.0 64.2 48.3 27.5 14.9 38.9 15.4
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, October 13, 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 : 24,286: 1,182 6,178 158 19,767 13,068 21,107 19,404: 3,179 4,882
Old : 24,286: 1,182 6,178 158 19,767 13,068 21,107 19,404: 3,179 4,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 2,061: 967 970 158 551 1,327 1,676 2,455: 385 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 25.4 0.7 81.4 53.8 86.9 79.9: 13.1 20.1
Old : 100.0: 4.9 25.4 0.7 81.4 53.8 86.9 79.9: 13.1 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 : 25: 2 4 1 12 10 14 15:
Old : 25: 2 4 1 12 10 14 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 : 65.4 62.5 80.7 73.5 65.4 62.5 80.1 73.5
Old : 65.4 62.5 80.7 73.5 65.4 62.5 80.1 73.5
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, October 13, 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 : 3,167,073: 386,363 356,700 487,451 1,950,125 2,008,022 2,823,938 2,852,173: 343,135 314,901
Old : 3,167,073: 386,363 356,700 487,451 1,950,125 2,008,022 2,823,938 2,852,173: 343,135 314,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 68,784: -24,164 18,490 68,803 15,425 -5,650 60,065 81,643: 8,719 -12,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.3 15.4 61.6 63.4 89.2 90.1: 10.8 9.9
Old : 100.0: 12.2 11.3 15.4 61.6 63.4 89.2 90.1: 10.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 577: 109 86 103 285 290 440 433:
Old : 577: 109 86 103 285 290 440 433:
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 : 12.5 17.3 21.2 27.6 9.9 15.3 15.6 22.2
Old : 12.5 17.3 21.2 27.6 9.9 15.3 15.6 22.2
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, October 13, 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 : 129,517: 22,508 64,523 16,595 21,986 20,039 61,089 101,157: 68,428 28,360
Old : 129,517: 22,508 64,523 16,595 21,986 20,039 61,089 101,157: 68,428 28,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 49.8 12.8 17.0 15.5 47.2 78.1: 52.8 21.9
Old : 100.0: 17.4 49.8 12.8 17.0 15.5 47.2 78.1: 52.8 21.9
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 : 21: 4 10 6 5 4 14 15:
Old : 21: 4 10 6 5 4 14 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 : 37.4 49.9 43.0 68.6 29.6 49.1 33.4 60.9
Old : 37.4 49.9 43.0 68.6 29.6 49.1 33.4 60.9
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, October 13, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 56,363: 8,513 2,353 536 37,437 48,669 46,486 51,558: 9,877 4,805
Old : 56,363: 8,513 2,353 536 37,437 48,669 46,486 51,558: 9,877 4,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -1,023: -1,044 -156 289 -545 -1,906 -1,300 -1,773: 277 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 4.2 1.0 66.4 86.3 82.5 91.5: 17.5 8.5
Old : 100.0: 15.1 4.2 1.0 66.4 86.3 82.5 91.5: 17.5 8.5
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 : 69: 11 6 5 33 30 45 40:
Old : 69: 11 6 5 33 30 45 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 : 31.0 41.5 46.5 60.8 30.6 41.3 45.3 60.1
Old : 31.0 41.5 46.5 60.8 30.6 41.3 45.3 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 51,443: 14,753 10,850 5,400 20,868 27,561 41,020 43,811: 10,422 7,632
Old : 51,443: 14,753 10,850 5,400 20,868 27,561 41,020 43,811: 10,422 7,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -8,897: 133 -18,504 1,241 -10,593 8,033 -9,220 -9,230: 323 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 21.1 10.5 40.6 53.6 79.7 85.2: 20.3 14.8
Old : 100.0: 28.7 21.1 10.5 40.6 53.6 79.7 85.2: 20.3 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 61 53 42 108 115 190 189:
Old : 280: 61 53 42 108 115 190 189:
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 : 18.4 20.2 27.5 29.4 17.7 16.8 25.4 24.2
Old : 18.4 20.2 27.5 29.4 17.7 16.8 25.4 24.2
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, October 13, 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 : 257,214: 73,763 54,251 26,998 104,341 137,805 205,102 219,053: 52,111 38,160
Old : 257,214: 73,763 54,251 26,998 104,341 137,805 205,102 219,053: 52,111 38,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -44,483: 663 -92,520 6,206 -52,967 40,164 -46,098 -46,150: 1,614 1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 21.1 10.5 40.6 53.6 79.7 85.2: 20.3 14.8
Old : 100.0: 28.7 21.1 10.5 40.6 53.6 79.7 85.2: 20.3 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 61 53 42 108 115 190 189:
Old : 280: 61 53 42 108 115 190 189:
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 : 18.4 20.2 27.5 29.4 17.7 16.8 25.4 24.2
Old : 18.4 20.2 27.5 29.4 17.7 16.8 25.4 24.2
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, October 13, 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 : 148,846: 63,344 60,083 6,566 51,241 63,778 121,150 130,427: 27,696 18,419
Old : 148,846: 63,344 60,083 6,566 51,241 63,778 121,150 130,427: 27,696 18,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -59: 3,800 9,309 -2,894 -2,176 -3,969 -1,270 2,447: 1,210 -2,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 40.4 4.4 34.4 42.8 81.4 87.6: 18.6 12.4
Old : 100.0: 42.6 40.4 4.4 34.4 42.8 81.4 87.6: 18.6 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 25 21 12 33 26 65 52:
Old : 87: 25 21 12 33 26 65 52:
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 : 37.0 54.4 47.4 62.9 36.1 54.1 45.2 62.2
Old : 37.0 54.4 47.4 62.9 36.1 54.1 45.2 62.2
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, October 13, 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 : 546,941: 111,389 82,184 10,844 399,090 431,362 521,323 524,391: 25,618 22,551
Old : 546,941: 111,389 82,184 10,844 399,090 431,362 521,323 524,391: 25,618 22,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 26,465: 14,171 10,307 278 10,086 15,559 24,534 26,143: 1,930 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 15.0 2.0 73.0 78.9 95.3 95.9: 4.7 4.1
Old : 100.0: 20.4 15.0 2.0 73.0 78.9 95.3 95.9: 4.7 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 : 346: 63 47 27 164 138 238 201:
Old : 346: 63 47 27 164 138 238 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 20.2 26.1 33.5 13.9 20.2 24.1 31.9
Old : 14.7 20.2 26.1 33.5 13.9 20.2 24.1 31.9
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, October 13, 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 : 12,909: 662 891 74 11,543 11,619 12,279 12,584: 630 325
Old : 12,909: 662 891 74 11,543 11,619 12,279 12,584: 630 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -55: -140 205 0 57 -279 -83 -74: 28 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 6.9 0.6 89.4 90.0 95.1 97.5: 4.9 2.5
Old : 100.0: 5.1 6.9 0.6 89.4 90.0 95.1 97.5: 4.9 2.5
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: 2 2 1 9 9 11 12:
Old : 22: 2 2 1 9 9 11 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 : 74.4 63.2 89.2 88.9 74.4 63.2 88.7 88.9
Old : 74.4 63.2 89.2 88.9 74.4 63.2 88.7 88.9
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, October 13, 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 : 17,352: 5,785 1,700 3 7,557 12,644 13,345 14,347: 4,007 3,005
Old : 17,352: 5,785 1,700 3 7,557 12,644 13,345 14,347: 4,007 3,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 2,476: 2,099 -126 0 -71 3,124 2,028 2,998: 448 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 9.8 0.0 43.6 72.9 76.9 82.7: 23.1 17.3
Old : 100.0: 33.3 9.8 0.0 43.6 72.9 76.9 82.7: 23.1 17.3
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 : 23: 9 3 1 5 7 14 11:
Old : 23: 9 3 1 5 7 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 66.9 66.9 81.3 50.7 66.9 66.9 81.3
Old : 50.7 66.9 66.9 81.3 50.7 66.9 66.9 81.3
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, October 13, 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 : 43,723: 4,991 13,443 432 30,399 19,517 35,822 33,392: 7,901 10,331
Old : 43,723: 4,991 13,443 432 30,399 19,517 35,822 33,392: 7,901 10,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 2,653: -1,359 2,359 23 4,203 1,320 2,867 3,702: -214 -1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 30.7 1.0 69.5 44.6 81.9 76.4: 18.1 23.6
Old : 100.0: 11.4 30.7 1.0 69.5 44.6 81.9 76.4: 18.1 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 10 14 1 24 26 35 40:
Old : 68: 10 14 1 24 26 35 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 : 35.8 24.8 52.7 38.6 35.2 24.6 52.0 38.4
Old : 35.8 24.8 52.7 38.6 35.2 24.6 52.0 38.4
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, October 13, 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 : 197,258: 62,591 165 6,674 127,770 189,826 197,035 196,665: 223 593
Old : 197,258: 62,591 165 6,674 127,770 189,826 197,035 196,665: 223 593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 2,896: 1,289 -2,780 159 1,531 5,596 2,979 2,975: -83 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 0.1 3.4 64.8 96.2 99.9 99.7: 0.1 0.3
Old : 100.0: 31.7 0.1 3.4 64.8 96.2 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 31 2 6 38 27 70 35:
Old : 81: 31 2 6 38 27 70 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 : 36.2 61.6 53.5 85.0 31.1 55.8 47.9 72.6
Old : 36.2 61.6 53.5 85.0 31.1 55.8 47.9 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2020