BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 12,009: 734 545 1,457 8,601 9,388 10,792 11,389: 1,217 620
Old : 12,009: 734 545 1,457 8,601 9,388 10,792 11,389: 1,217 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 416: -31 -4 98 417 328 484 422: -68 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.5 12.1 71.6 78.2 89.9 94.8: 10.1 5.2
Old : 100.0: 6.1 4.5 12.1 71.6 78.2 89.9 94.8: 10.1 5.2
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 : 47: 9 5 9 25 26 36 38:
Old : 47: 9 5 9 25 26 36 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 38.3 56.9 60.1 32.5 37.4 45.9 51.5
Old : 37.4 38.3 56.9 60.1 32.5 37.4 45.9 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 48,262: 14,743 1,486 13,968 14,791 23,642 43,502 39,096: 4,760 9,166
Old : 48,262: 14,743 1,486 13,968 14,791 23,642 43,502 39,096: 4,760 9,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 3,100: 1,250 -70 1,182 648 1,888 3,080 3,000: 20 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 3.1 28.9 30.6 49.0 90.1 81.0: 9.9 19.0
Old : 100.0: 30.5 3.1 28.9 30.6 49.0 90.1 81.0: 9.9 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 27 8 24 36 40 71 64:
Old : 83: 27 8 24 36 40 71 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 26.8 55.4 42.5 29.6 20.5 38.7 29.3
Old : 38.9 26.8 55.4 42.5 29.6 20.5 38.7 29.3
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 27, 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 : 12,735: 1,313 262 3,031 7,761 8,814 12,105 12,107: 629 628
Old : 12,735: 1,313 262 3,031 7,761 8,814 12,105 12,107: 629 628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,830: -36 66 622 1,229 1,199 1,815 1,887: 16 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.1 23.8 60.9 69.2 95.1 95.1: 4.9 4.9
Old : 100.0: 10.3 2.1 23.8 60.9 69.2 95.1 95.1: 4.9 4.9
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 : 50: 7 4 6 37 27 44 37:
Old : 50: 7 4 6 37 27 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 48.5 53.7 70.3 16.8 33.5 28.5 42.2
Old : 34.1 48.5 53.7 70.3 16.8 33.5 28.5 42.2
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 27, 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 : 8,799: 0 3,555 2,879 5,242 1,356 8,120 7,790: 679 1,010
Old : 8,799: 0 3,555 2,879 5,242 1,356 8,120 7,790: 679 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 219: 0 -12 217 0 14 217 220: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.4 32.7 59.6 15.4 92.3 88.5: 7.7 11.5
Old : 100.0: 0.0 40.4 32.7 59.6 15.4 92.3 88.5: 7.7 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 8 7 20 12 27 20:
Old : 29: 0 8 7 20 12 27 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 62.3 70.1 75.8 37.1 35.8 44.9 43.5
Old : 50.1 62.3 70.1 75.8 37.1 35.8 44.9 43.5
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 27, 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 : 266,925: 75,502 20,578 83,820 83,120 125,451 242,441 229,849: 24,484 37,076
Old : 266,365: 75,540 20,545 83,736 83,028 125,213 242,303 229,494: 24,062 36,871
Other: 560: 46 117 0 92 238 138 355: 422 205
: : :
: : Changes in Commitments from: October 20, 2020 :
: -3,811: -4,930 -3,404 119 1,037 -1,235 -3,774 -4,520: -37 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 7.7 31.4 31.1 47.0 90.8 86.1: 9.2 13.9
Old : 100.0: 28.4 7.7 31.4 31.2 47.0 91.0 86.2: 9.0 13.8
Other: 100.0: 8.2 20.9 0.0 16.4 42.5 24.6 63.4: 75.4 36.6
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 111 57 104 85 88 250 206:
Old : 283: 112 57 104 85 88 250 206:
Other: 17: 2 3 0 4 8 6 11:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 14.7 27.2 23.7 15.1 11.0 24.6 17.2
Old : 15.6 14.7 27.2 23.7 15.1 11.0 24.7 17.2
Other: 24.1 48.4 24.6 61.3 24.1 48.4 24.6 61.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 327,042: 84,515 47,895 73,542 129,464 160,912 287,521 282,349: 39,521 44,694
Old : 327,042: 84,515 47,895 73,542 129,464 160,912 287,521 282,349: 39,521 44,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 10,464: -6,119 12,053 1,559 11,911 -1,044 7,350 12,567: 3,113 -2,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 14.6 22.5 39.6 49.2 87.9 86.3: 12.1 13.7
Old : 100.0: 25.8 14.6 22.5 39.6 49.2 87.9 86.3: 12.1 13.7
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 : 387: 120 73 123 150 149 325 307:
Old : 387: 120 73 123 150 149 325 307:
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 : 15.2 16.6 23.7 24.5 15.2 15.9 23.4 22.5
Old : 15.2 16.6 23.7 24.5 15.2 15.9 23.4 22.5
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 27, 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 : 3,312: 529 266 150 1,454 2,284 2,133 2,700: 1,180 612
Old : 3,312: 529 266 150 1,454 2,284 2,133 2,700: 1,180 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -244: 5 -7 -35 -122 -156 -152 -198: -92 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 8.0 4.5 43.9 69.0 64.4 81.5: 35.6 18.5
Old : 100.0: 16.0 8.0 4.5 43.9 69.0 64.4 81.5: 35.6 18.5
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 : 35: 10 5 3 14 16 25 23:
Old : 35: 10 5 3 14 16 25 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 : 39.5 49.1 49.1 63.3 38.7 48.8 47.6 61.7
Old : 39.5 49.1 49.1 63.3 38.7 48.8 47.6 61.7
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, October 27, 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 : 52,775: 12,692 19,448 12,503 16,539 10,569 41,734 42,520: 11,040 10,255
Old : 52,775: 12,692 19,448 12,503 16,539 10,569 41,734 42,520: 11,040 10,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,321: 36 -93 1,534 -572 6 998 1,447: 323 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 36.9 23.7 31.3 20.0 79.1 80.6: 20.9 19.4
Old : 100.0: 24.0 36.9 23.7 31.3 20.0 79.1 80.6: 20.9 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 : 186: 41 60 51 65 51 136 138:
Old : 186: 41 60 51 65 51 136 138:
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 : 18.6 15.8 28.4 25.9 17.0 15.8 23.6 24.9
Old : 18.6 15.8 28.4 25.9 17.0 15.8 23.6 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 27, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 38,817: 1,619 10,186 6,080 30,064 20,275 37,764 36,540: 1,054 2,277
Old : 38,817: 1,619 10,186 6,080 30,064 20,275 37,764 36,540: 1,054 2,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,940: -400 1,098 177 2,084 521 1,862 1,796: 78 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 26.2 15.7 77.5 52.2 97.3 94.1: 2.7 5.9
Old : 100.0: 4.2 26.2 15.7 77.5 52.2 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 : 72: 11 16 14 36 38 59 56:
Old : 72: 11 16 14 36 38 59 56:
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 : 47.7 34.0 68.8 57.2 47.3 31.8 62.8 47.5
Old : 47.7 34.0 68.8 57.2 47.3 31.8 62.8 47.5
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 27, 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 : 23,191: 8,799 12,931 3 13,222 8,533 22,024 21,467: 1,168 1,725
Old : 23,191: 8,799 12,931 3 13,222 8,533 22,024 21,467: 1,168 1,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,242: 1,159 1,112 1 -52 302 1,108 1,415: 134 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 55.8 0.0 57.0 36.8 95.0 92.6: 5.0 7.4
Old : 100.0: 37.9 55.8 0.0 57.0 36.8 95.0 92.6: 5.0 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 : 45: 11 18 1 11 9 23 27:
Old : 45: 11 18 1 11 9 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 76.4 76.6 81.4 49.6 76.4 76.6 81.0
Old : 49.6 76.4 76.6 81.4 49.6 76.4 76.6 81.0
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 27, 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 : 131,623: 24,575 43,220 5,392 69,393 64,830 99,359 113,442: 32,264 18,181
Old : 131,623: 24,575 43,220 5,392 69,393 64,830 99,359 113,442: 32,264 18,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -2,838: 148 -1,292 -1,615 -904 1,475 -2,370 -1,432: -468 -1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 32.8 4.1 52.7 49.3 75.5 86.2: 24.5 13.8
Old : 100.0: 18.7 32.8 4.1 52.7 49.3 75.5 86.2: 24.5 13.8
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 : 104: 22 33 19 34 31 69 70:
Old : 104: 22 33 19 34 31 69 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 : 26.9 32.8 35.9 45.9 25.6 32.6 33.6 45.6
Old : 26.9 32.8 35.9 45.9 25.6 32.6 33.6 45.6
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 27, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 56,065: 23,193 6,590 1,229 12,151 35,062 36,572 42,880: 19,493 13,185
Old : 56,065: 23,193 6,590 1,229 12,151 35,062 36,572 42,880: 19,493 13,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -86: 978 -693 -208 -885 864 -114 -37: 28 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 11.8 2.2 21.7 62.5 65.2 76.5: 34.8 23.5
Old : 100.0: 41.4 11.8 2.2 21.7 62.5 65.2 76.5: 34.8 23.5
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 : 45: 16 8 5 15 14 32 26:
Old : 45: 16 8 5 15 14 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 53.0 39.1 61.4 28.2 52.1 37.9 59.1
Old : 28.3 53.0 39.1 61.4 28.2 52.1 37.9 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 126,857: 63,431 34,883 1,904 54,938 86,855 120,273 123,642: 6,584 3,215
Old : 126,857: 63,431 34,883 1,904 54,938 86,855 120,273 123,642: 6,584 3,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 773: 6,689 -1,224 471 -6,715 1,773 445 1,020: 328 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 27.5 1.5 43.3 68.5 94.8 97.5: 5.2 2.5
Old : 100.0: 50.0 27.5 1.5 43.3 68.5 94.8 97.5: 5.2 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 : 146: 67 32 11 28 28 98 68:
Old : 146: 67 32 11 28 28 98 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 : 38.0 51.9 51.4 66.7 38.0 51.9 51.4 66.6
Old : 38.0 51.9 51.4 66.7 38.0 51.9 51.4 66.6
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 27, 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 : 174,766: 31,013 38,450 22,988 91,432 83,228 145,433 144,667: 29,332 30,099
Old : 174,766: 31,013 38,450 22,988 91,432 83,228 145,433 144,667: 29,332 30,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -4,212: -8,297 -3,408 1,128 -968 -3,663 -8,138 -5,944: 3,926 1,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 22.0 13.2 52.3 47.6 83.2 82.8: 16.8 17.2
Old : 100.0: 17.7 22.0 13.2 52.3 47.6 83.2 82.8: 16.8 17.2
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 : 108: 24 29 20 34 41 70 78:
Old : 108: 24 29 20 34 41 70 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 20.8 42.5 33.9 25.5 19.0 35.7 28.9
Old : 26.3 20.8 42.5 33.9 25.5 19.0 35.7 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, October 27, 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 : 200,471: 45,134 24,565 14,856 101,864 142,641 161,854 182,063: 38,618 18,409
Old : 200,471: 45,134 24,565 14,856 101,864 142,641 161,854 182,063: 38,618 18,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 17,534: -1,033 -7,325 4,556 7,167 19,914 10,691 17,145: 6,843 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 12.3 7.4 50.8 71.2 80.7 90.8: 19.3 9.2
Old : 100.0: 22.5 12.3 7.4 50.8 71.2 80.7 90.8: 19.3 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 36 19 15 43 38 86 65:
Old : 114: 36 19 15 43 38 86 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 : 27.3 54.8 38.0 63.9 26.0 51.1 34.8 59.1
Old : 27.3 54.8 38.0 63.9 26.0 51.1 34.8 59.1
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, October 27, 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 : 691,570: 218,742 62,260 34,756 341,017 550,068 594,515 647,085: 97,055 44,485
Old : 691,570: 218,742 62,260 34,756 341,017 550,068 594,515 647,085: 97,055 44,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -7,270: -11,836 -1,060 1,454 4,697 -8,408 -5,685 -8,013: -1,586 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.0 5.0 49.3 79.5 86.0 93.6: 14.0 6.4
Old : 100.0: 31.6 9.0 5.0 49.3 79.5 86.0 93.6: 14.0 6.4
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 : 306: 104 45 53 127 88 248 169:
Old : 306: 104 45 53 127 88 248 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 62.2 22.2 70.7 12.7 61.7 21.3 69.0
Old : 13.2 62.2 22.2 70.7 12.7 61.7 21.3 69.0
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 27, 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 : 24,718: 4,768 4,202 129 6,883 15,466 11,780 19,797: 12,938 4,921
Old : 24,718: 4,768 4,202 129 6,883 15,466 11,780 19,797: 12,938 4,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 10: 390 -135 0 -65 -41 325 -176: -315 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 17.0 0.5 27.8 62.6 47.7 80.1: 52.3 19.9
Old : 100.0: 19.3 17.0 0.5 27.8 62.6 47.7 80.1: 52.3 19.9
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: 6 3 1 9 9 15 13:
Old : 21: 6 3 1 9 9 15 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 : 20.1 61.0 35.4 75.2 19.5 58.9 33.0 71.0
Old : 20.1 61.0 35.4 75.2 19.5 58.9 33.0 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 19,619: 6,225 4,524 6 5,699 11,795 11,930 16,325: 7,689 3,294
Old : 19,619: 6,225 4,524 6 5,699 11,795 11,930 16,325: 7,689 3,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 23.1 0.0 29.0 60.1 60.8 83.2: 39.2 16.8
Old : 100.0: 31.7 23.1 0.0 29.0 60.1 60.8 83.2: 39.2 16.8
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: 6 2 1 9 10 16 12:
Old : 20: 6 2 1 9 10 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 48.2 52.8 71.1 31.8 40.1 45.6 60.9
Old : 34.7 48.2 52.8 71.1 31.8 40.1 45.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 44,192: 7,835 34,729 483 33,454 5,847 41,772 41,059: 2,420 3,133
Old : 44,192: 7,835 34,729 483 33,454 5,847 41,772 41,059: 2,420 3,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,923: 192 -484 184 2,495 2,968 2,871 2,668: 52 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 78.6 1.1 75.7 13.2 94.5 92.9: 5.5 7.1
Old : 100.0: 17.7 78.6 1.1 75.7 13.2 94.5 92.9: 5.5 7.1
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 : 58: 16 25 5 11 9 31 35:
Old : 58: 16 25 5 11 9 31 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 : 68.4 60.8 82.3 71.0 63.3 60.7 76.5 70.1
Old : 68.4 60.8 82.3 71.0 63.3 60.7 76.5 70.1
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 40,441: 22,023 14,991 542 13,035 21,996 35,600 37,528: 4,841 2,912
Old : 40,441: 22,023 14,991 542 13,035 21,996 35,600 37,528: 4,841 2,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 3,113: 2,126 1,715 83 696 1,314 2,905 3,112: 208 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 37.1 1.3 32.2 54.4 88.0 92.8: 12.0 7.2
Old : 100.0: 54.5 37.1 1.3 32.2 54.4 88.0 92.8: 12.0 7.2
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 : 89: 35 22 5 23 14 62 37:
Old : 89: 35 22 5 23 14 62 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 : 22.0 49.2 37.3 72.4 22.0 49.1 37.1 71.5
Old : 22.0 49.2 37.3 72.4 22.0 49.1 37.1 71.5
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 27, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 14,418: 9,044 4,392 1 4,415 8,750 13,460 13,143: 958 1,275
Old : 14,418: 9,044 4,392 1 4,415 8,750 13,460 13,143: 958 1,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 824: -20 344 0 673 537 653 881: 171 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 30.5 0.0 30.6 60.7 93.4 91.2: 6.6 8.8
Old : 100.0: 62.7 30.5 0.0 30.6 60.7 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 : 25: 7 7 1 5 8 13 15:
Old : 25: 7 7 1 5 8 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 64.7 90.0 83.5 74.3 64.6 89.9 83.4
Old : 74.3 64.7 90.0 83.5 74.3 64.6 89.9 83.4
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 27, 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 :18,116,708: 1,083,485 385,846 9,263,010 7,161,192 7,752,611 17,507,688 17,401,467: 609,021 715,241
Old :18,116,708: 1,083,485 385,846 9,263,010 7,161,192 7,752,611 17,507,688 17,401,467: 609,021 715,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 97,427: -10,405 12,568 -19,853 139,993 73,782 109,734 66,497: -12,307 30,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.1 51.1 39.5 42.8 96.6 96.1: 3.4 3.9
Old : 100.0: 6.0 2.1 51.1 39.5 42.8 96.6 96.1: 3.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 65 64 104 131 132 257 246:
Old : 278: 65 64 104 131 132 257 246:
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 22.6 37.0 36.7 6.9 8.5 9.7 11.7
Old : 23.2 22.6 37.0 36.7 6.9 8.5 9.7 11.7
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 27, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 14,645: 8,961 12,316 1,812 261 0 11,034 14,129: 3,611 516
Old : 14,645: 8,961 12,316 1,812 261 0 11,034 14,129: 3,611 516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,626: 1,512 2,201 391 233 -70 2,136 2,522: 490 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 84.1 12.4 1.8 0.0 75.3 96.5: 24.7 3.5
Old : 100.0: 61.2 84.1 12.4 1.8 0.0 75.3 96.5: 24.7 3.5
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 : 105: 72 29 25 3 0 87 43:
Old : 105: 72 29 25 3 0 87 43:
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 : 19.7 60.1 30.2 75.8 18.3 56.0 27.8 71.7
Old : 19.7 60.1 30.2 75.8 18.3 56.0 27.8 71.7
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 27, 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 : 321,358: 49,110 36,573 56,484 215,590 228,069 321,184 321,126: 173 232
Old : 321,358: 49,110 36,573 56,484 215,590 228,069 321,184 321,126: 173 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 47,747: 9,456 2,253 1,923 36,362 43,489 47,741 47,664: 6 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 11.4 17.6 67.1 71.0 99.9 99.9: 0.1 0.1
Old : 100.0: 15.3 11.4 17.6 67.1 71.0 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 19 22 26 21 32 55 65:
Old : 77: 19 22 26 21 32 55 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 : 53.7 51.9 67.1 67.7 49.4 41.7 57.5 51.2
Old : 53.7 51.9 67.1 67.7 49.4 41.7 57.5 51.2
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 27, 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 : 170,285: 49,704 9,875 27,604 92,836 132,597 170,144 170,076: 141 209
Old : 170,285: 49,704 9,875 27,604 92,836 132,597 170,144 170,076: 141 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 10,470: -1,285 1,338 507 11,247 8,629 10,469 10,474: 1 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 5.8 16.2 54.5 77.9 99.9 99.9: 0.1 0.1
Old : 100.0: 29.2 5.8 16.2 54.5 77.9 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 21 19 25 21 30 52 65:
Old : 75: 21 19 25 21 30 52 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 : 47.6 50.5 63.9 64.9 47.2 48.8 60.1 61.0
Old : 47.6 50.5 63.9 64.9 47.2 48.8 60.1 61.0
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 27, 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 : 643,708: 89,573 63,506 95,911 390,686 414,614 576,169 574,030: 67,539 69,678
Old : 643,708: 89,573 63,506 95,911 390,686 414,614 576,169 574,030: 67,539 69,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 5,133: 9,290 -4,380 374 -1,732 9,637 7,932 5,630: -2,799 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 9.9 14.9 60.7 64.4 89.5 89.2: 10.5 10.8
Old : 100.0: 13.9 9.9 14.9 60.7 64.4 89.5 89.2: 10.5 10.8
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 : 588: 120 82 102 291 298 451 442:
Old : 588: 120 82 102 291 298 451 442:
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 : 13.0 17.0 20.9 26.4 8.7 15.0 13.6 22.3
Old : 13.0 17.0 20.9 26.4 8.7 15.0 13.6 22.3
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 27, 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 : 25,413: 2,264 1,602 4,615 12,709 11,632 19,588 17,849: 5,824 7,563
Old : 25,413: 2,264 1,602 4,615 12,709 11,632 19,588 17,849: 5,824 7,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -1,654: 184 -1,075 330 -1,943 1,536 -1,429 791: -225 -2,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 6.3 18.2 50.0 45.8 77.1 70.2: 22.9 29.8
Old : 100.0: 8.9 6.3 18.2 50.0 45.8 77.1 70.2: 22.9 29.8
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 : 26: 7 6 10 10 12 22 23:
Old : 26: 7 6 10 10 12 22 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 : 44.7 36.4 66.3 57.4 30.4 22.5 38.9 32.1
Old : 44.7 36.4 66.3 57.4 30.4 22.5 38.9 32.1
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 27, 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 : 25,798: 1,163 4,469 159 23,031 19,713 24,353 24,341: 1,445 1,457
Old : 25,798: 1,163 4,469 159 23,031 19,713 24,353 24,341: 1,445 1,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 3,082: -19 -1,043 1 3,298 4,040 3,280 2,998: -198 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 17.3 0.6 89.3 76.4 94.4 94.4: 5.6 5.6
Old : 100.0: 4.5 17.3 0.6 89.3 76.4 94.4 94.4: 5.6 5.6
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 : 31: 2 5 2 12 15 15 21:
Old : 31: 2 5 2 12 15 15 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 : 75.6 53.0 86.9 74.7 75.6 53.0 86.0 74.7
Old : 75.6 53.0 86.9 74.7 75.6 53.0 86.0 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 3,091,476: 440,118 313,096 452,902 1,889,886 2,014,906 2,782,905 2,780,904: 308,571 310,572
Old : 3,091,476: 440,118 313,096 452,902 1,889,886 2,014,906 2,782,905 2,780,904: 308,571 310,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 33,934: 35,612 -26,445 10,137 1,054 40,505 46,803 24,197: -12,869 9,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 10.1 14.7 61.1 65.2 90.0 90.0: 10.0 10.0
Old : 100.0: 14.2 10.1 14.7 61.1 65.2 90.0 90.0: 10.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 584: 120 80 99 288 296 446 437:
Old : 584: 120 80 99 288 296 446 437:
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 : 13.0 17.3 21.1 26.8 9.0 15.4 14.1 23.0
Old : 13.0 17.3 21.1 26.8 9.0 15.4 14.1 23.0
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, October 27, 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 : 13,536: 828 0 0 9,047 12,573 9,875 12,573: 3,661 963
Old : 13,536: 828 0 0 9,047 12,573 9,875 12,573: 3,661 963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,472: -620 0 0 653 1,535 33 1,535: 1,439 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 66.8 92.9 73.0 92.9: 27.0 7.1
Old : 100.0: 6.1 0.0 0.0 66.8 92.9 73.0 92.9: 27.0 7.1
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 : 22: 2 0 0 9 13 11 13:
Old : 22: 2 0 0 9 13 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 : 53.4 56.9 67.3 82.6 53.4 56.9 66.5 81.8
Old : 53.4 56.9 67.3 82.6 53.4 56.9 66.5 81.8
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 27, 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 : 141,328: 30,233 78,094 18,612 27,830 20,031 76,674 116,737: 64,653 24,591
Old : 141,328: 30,233 78,094 18,612 27,830 20,031 76,674 116,737: 64,653 24,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 4,322: 4,215 4,736 579 2,792 -560 7,586 4,755: -3,264 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 55.3 13.2 19.7 14.2 54.3 82.6: 45.7 17.4
Old : 100.0: 21.4 55.3 13.2 19.7 14.2 54.3 82.6: 45.7 17.4
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: 7 9 7 5 3 16 15:
Old : 23: 7 9 7 5 3 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 55.9 47.0 73.1 30.8 54.2 37.8 64.1
Old : 35.7 55.9 47.0 73.1 30.8 54.2 37.8 64.1
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 27, 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 : 56,858: 10,650 1,068 370 36,366 52,035 47,386 53,473: 9,472 3,385
Old : 56,858: 10,650 1,068 370 36,366 52,035 47,386 53,473: 9,472 3,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -340: 799 -591 -46 -666 1,067 87 430: -427 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 1.9 0.7 64.0 91.5 83.3 94.0: 16.7 6.0
Old : 100.0: 18.7 1.9 0.7 64.0 91.5 83.3 94.0: 16.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 16 3 5 35 32 52 39:
Old : 75: 16 3 5 35 32 52 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 42.6 41.3 63.2 25.2 42.1 40.2 62.7
Old : 25.5 42.6 41.3 63.2 25.2 42.1 40.2 62.7
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, October 27, 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 : 50,583: 13,328 13,124 4,534 23,400 25,369 41,262 43,027: 9,321 7,555
Old : 50,583: 13,328 13,124 4,534 23,400 25,369 41,262 43,027: 9,321 7,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,369: 8 1,238 -26 1,992 -335 1,975 878: -606 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 25.9 9.0 46.3 50.2 81.6 85.1: 18.4 14.9
Old : 100.0: 26.3 25.9 9.0 46.3 50.2 81.6 85.1: 18.4 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 69 56 38 108 109 195 186:
Old : 292: 69 56 38 108 109 195 186:
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 : 20.3 18.9 29.2 28.7 20.1 17.6 27.9 25.5
Old : 20.3 18.9 29.2 28.7 20.1 17.6 27.9 25.5
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, October 27, 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 : 252,913: 66,638 65,622 22,672 117,000 126,844 206,310 215,137: 46,603 37,776
Old : 252,913: 66,638 65,622 22,672 117,000 126,844 206,310 215,137: 46,603 37,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 6,846: 42 6,191 -128 9,962 -1,673 9,877 4,390: -3,031 2,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 25.9 9.0 46.3 50.2 81.6 85.1: 18.4 14.9
Old : 100.0: 26.3 25.9 9.0 46.3 50.2 81.6 85.1: 18.4 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 69 56 38 108 109 195 186:
Old : 292: 69 56 38 108 109 195 186:
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 : 20.3 18.9 29.2 28.7 20.1 17.6 27.9 25.5
Old : 20.3 18.9 29.2 28.7 20.1 17.6 27.9 25.5
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, October 27, 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 : 143,002: 59,767 50,791 6,134 50,227 67,213 116,128 124,138: 26,874 18,864
Old : 143,002: 59,767 50,791 6,134 50,227 67,213 116,128 124,138: 26,874 18,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -2,956: 98 -4,087 -1,405 -74 2,407 -1,380 -3,086: -1,576 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 35.5 4.3 35.1 47.0 81.2 86.8: 18.8 13.2
Old : 100.0: 41.8 35.5 4.3 35.1 47.0 81.2 86.8: 18.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 24 17 10 34 30 63 52:
Old : 84: 24 17 10 34 30 63 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 : 31.8 55.7 45.6 64.4 30.3 55.4 43.6 63.7
Old : 31.8 55.7 45.6 64.4 30.3 55.4 43.6 63.7
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 27, 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 : 546,091: 117,975 77,244 8,555 394,172 441,009 520,701 526,807: 25,391 19,284
Old : 546,091: 117,975 77,244 8,555 394,172 441,009 520,701 526,807: 25,391 19,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -5,269: -1,562 -1,564 -368 -2,235 -2,894 -4,166 -4,826: -1,104 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.1 1.6 72.2 80.8 95.4 96.5: 4.6 3.5
Old : 100.0: 21.6 14.1 1.6 72.2 80.8 95.4 96.5: 4.6 3.5
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: 65 48 28 163 138 240 203:
Old : 358: 65 48 28 163 138 240 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 21.9 26.7 36.0 14.4 21.9 24.5 34.8
Old : 15.2 21.9 26.7 36.0 14.4 21.9 24.5 34.8
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 27, 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 : 15,507: 0 890 0 14,609 14,416 14,609 15,306: 898 201
Old : 15,507: 0 890 0 14,609 14,416 14,609 15,306: 898 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,325: -350 1 -74 2,635 2,385 2,211 2,312: 114 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 0.0 94.2 93.0 94.2 98.7: 5.8 1.3
Old : 100.0: 0.0 5.7 0.0 94.2 93.0 94.2 98.7: 5.8 1.3
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: 0 2 0 9 10 9 12:
Old : 21: 0 2 0 9 10 9 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 68.3 92.3 89.8 77.9 68.3 92.3 89.8
Old : 77.9 68.3 92.3 89.8 77.9 68.3 92.3 89.8
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 27, 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 : 17,403: 6,252 2,029 201 6,992 12,516 13,445 14,746: 3,958 2,657
Old : 17,403: 6,252 2,029 201 6,992 12,516 13,445 14,746: 3,958 2,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 81: -250 265 198 366 -7 314 456: -233 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 11.7 1.2 40.2 71.9 77.3 84.7: 22.7 15.3
Old : 100.0: 35.9 11.7 1.2 40.2 71.9 77.3 84.7: 22.7 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 4 2 6 7 17 12:
Old : 26: 10 4 2 6 7 17 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 : 42.7 68.6 60.6 82.3 42.7 68.6 60.6 82.3
Old : 42.7 68.6 60.6 82.3 42.7 68.6 60.6 82.3
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 27, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 47,136: 7,055 8,959 776 32,295 18,605 40,126 28,340: 7,010 18,796
Old : 47,136: 7,055 8,959 776 32,295 18,605 40,126 28,340: 7,010 18,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,474: 1,029 -941 511 1,477 40 3,017 -390: -543 2,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 19.0 1.6 68.5 39.5 85.1 60.1: 14.9 39.9
Old : 100.0: 15.0 19.0 1.6 68.5 39.5 85.1 60.1: 14.9 39.9
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 : 67: 14 13 4 20 24 36 40:
Old : 67: 14 13 4 20 24 36 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 : 35.7 15.2 54.8 26.1 34.8 15.0 53.9 25.9
Old : 35.7 15.2 54.8 26.1 34.8 15.0 53.9 25.9
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 27, 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 : 203,947: 61,661 165 8,094 133,971 194,859 203,726 203,118: 221 829
Old : 203,947: 61,661 165 8,094 133,971 194,859 203,726 203,118: 221 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,205: -822 0 924 2,108 950 2,210 1,874: -5 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 0.1 4.0 65.7 95.5 99.9 99.6: 0.1 0.4
Old : 100.0: 30.2 0.1 4.0 65.7 95.5 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 : 80: 31 2 6 38 27 69 35:
Old : 80: 31 2 6 38 27 69 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 : 34.4 60.6 53.0 83.4 29.8 54.6 47.4 71.4
Old : 34.4 60.6 53.0 83.4 29.8 54.6 47.4 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2020