USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE Code-037021
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 45,503: 4,194 5,130 820 40,469 39,553 45,483 45,503: 20 0
Old : 45,503: 4,194 5,130 820 40,469 39,553 45,483 45,503: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 420: 0 180 0 400 240 400 420: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.3 1.8 88.9 86.9 100.0 100.0: 0.0 0.0
Old : 100.0: 9.2 11.3 1.8 88.9 86.9 100.0 100.0: 0.0 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 : 27: 3 6 3 11 13 16 21:
Old : 27: 3 6 3 11 13 16 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 : 90.2 72.5 96.4 87.3 89.8 72.5 92.1 85.3
Old : 90.2 72.5 96.4 87.3 89.8 72.5 92.1 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,268: 64 3,710 685 9,203 6,370 9,952 10,765: 1,316 503
Old : 11,268: 64 3,710 685 9,203 6,370 9,952 10,765: 1,316 503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -2,106: -3 -714 -110 -2,023 -1,369 -2,136 -2,194: 31 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 32.9 6.1 81.7 56.5 88.3 95.5: 11.7 4.5
Old : 100.0: 0.6 32.9 6.1 81.7 56.5 88.3 95.5: 11.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 7 5 27 25 33 32:
Old : 43: 1 7 5 27 25 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 45.6 58.3 66.7 34.9 43.3 56.9 60.7
Old : 35.2 45.6 58.3 66.7 34.9 43.3 56.9 60.7
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,964: 7,419 8,528 11,401 30,240 24,357 49,060 44,287: 3,904 8,677
Old : 52,964: 7,419 8,528 11,401 30,240 24,357 49,060 44,287: 3,904 8,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -6,665: -628 -743 -1,598 -3,922 -3,174 -6,148 -5,515: -517 -1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 16.1 21.5 57.1 46.0 92.6 83.6: 7.4 16.4
Old : 100.0: 14.0 16.1 21.5 57.1 46.0 92.6 83.6: 7.4 16.4
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 : 76: 11 19 18 40 36 60 64:
Old : 76: 11 19 18 40 36 60 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 : 49.9 29.5 69.9 45.9 43.6 20.3 50.4 32.8
Old : 49.9 29.5 69.9 45.9 43.6 20.3 50.4 32.8
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,872: 250 3,342 1,265 9,490 6,830 11,005 11,437: 867 435
Old : 11,872: 250 3,342 1,265 9,490 6,830 11,005 11,437: 867 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -1,869: -10 -397 -372 -1,339 -1,161 -1,722 -1,931: -148 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 28.1 10.7 79.9 57.5 92.7 96.3: 7.3 3.7
Old : 100.0: 2.1 28.1 10.7 79.9 57.5 92.7 96.3: 7.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 6 5 35 23 41 29:
Old : 45: 1 6 5 35 23 41 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 37.6 41.7 62.9 19.7 29.1 32.0 45.9
Old : 22.7 37.6 41.7 62.9 19.7 29.1 32.0 45.9
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,563: 7,871 3,076 3,605 10,545 14,062 22,021 20,743: 541 1,820
Old : 22,563: 7,871 3,076 3,605 10,545 14,062 22,021 20,743: 541 1,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -2,244: -1,476 -95 -116 -593 -2,093 -2,184 -2,304: -60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 13.6 16.0 46.7 62.3 97.6 91.9: 2.4 8.1
Old : 100.0: 34.9 13.6 16.0 46.7 62.3 97.6 91.9: 2.4 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 : 48: 7 4 7 30 31 39 40:
Old : 48: 7 4 7 30 31 39 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 : 57.4 53.0 76.3 67.4 48.8 46.7 63.6 55.9
Old : 57.4 53.0 76.3 67.4 48.8 46.7 63.6 55.9
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 256,751: 63,210 45,677 79,988 88,518 102,512 231,716 228,177: 25,035 28,574
Old : 256,174: 63,279 45,677 79,885 88,266 102,311 231,430 227,874: 24,744 28,301
Other: 577: 6 75 27 252 201 286 303: 291 274
: : :
: : Changes in Commitments from: October 4, 2022 :
: -22,305: -7,819 -7,242 -5,497 -8,616 -8,717 -21,932 -21,456: -373 -849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 17.8 31.2 34.5 39.9 90.2 88.9: 9.8 11.1
Old : 100.0: 24.7 17.8 31.2 34.5 39.9 90.3 89.0: 9.7 11.0
Other: 100.0: 1.1 13.0 4.8 43.7 34.8 49.5 52.6: 50.5 47.4
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 125 65 115 98 93 265 236:
Old : 312: 126 65 115 98 93 265 236:
Other: 16: 1 3 2 3 9 5 14:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 17.3 26.9 29.6 12.8 14.1 19.0 21.3
Old : 16.0 17.3 26.9 29.6 12.9 14.1 19.0 21.3
Other: 48.0 37.8 49.5 48.7 44.6 36.7 44.6 46.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 320,547: 91,395 36,794 82,277 107,685 159,350 281,357 278,421: 39,190 42,127
Old : 320,547: 91,395 36,794 82,277 107,685 159,350 281,357 278,421: 39,190 42,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -24,641: -8,933 -1,452 -13,744 -955 -8,004 -23,633 -23,201: -1,008 -1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 11.5 25.7 33.6 49.7 87.8 86.9: 12.2 13.1
Old : 100.0: 28.5 11.5 25.7 33.6 49.7 87.8 86.9: 12.2 13.1
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 : 405: 123 78 115 157 156 341 303:
Old : 405: 123 78 115 157 156 341 303:
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 : 12.2 18.0 20.9 27.4 12.1 16.0 19.2 23.4
Old : 12.2 18.0 20.9 27.4 12.1 16.0 19.2 23.4
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,888: 289 1,643 265 1,413 274 1,967 2,182: 920 706
Old : 2,888: 289 1,643 265 1,413 274 1,967 2,182: 920 706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -125: -22 -116 3 -5 48 -24 -66: -101 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 56.9 9.2 48.9 9.5 68.1 75.6: 31.9 24.4
Old : 100.0: 10.0 56.9 9.2 48.9 9.5 68.1 75.6: 31.9 24.4
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 : 37: 8 13 8 15 10 26 29:
Old : 37: 8 13 8 15 10 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 36.6 50.1 51.7 31.8 36.6 40.9 50.0
Old : 37.5 36.6 50.1 51.7 31.8 36.6 40.9 50.0
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 61,320: 11,864 23,230 17,888 17,978 8,341 47,730 49,459: 13,590 11,860
Old : 61,320: 11,864 23,230 17,888 17,978 8,341 47,730 49,459: 13,590 11,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 715: 263 575 -258 1,260 815 1,265 1,132: -549 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 37.9 29.2 29.3 13.6 77.8 80.7: 22.2 19.3
Old : 100.0: 19.3 37.9 29.2 29.3 13.6 77.8 80.7: 22.2 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 66 65 78 75 42 183 156:
Old : 223: 66 65 78 75 42 183 156:
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 : 11.5 14.5 19.5 24.9 8.2 13.3 12.7 21.6
Old : 11.5 14.5 19.5 24.9 8.2 13.3 12.7 21.6
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,959: 955 6,730 3,703 22,855 16,983 27,514 27,417: 445 542
Old : 27,959: 955 6,730 3,703 22,855 16,983 27,514 27,417: 445 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -4,498: -168 -1,495 -518 -3,774 -2,395 -4,460 -4,409: -37 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 24.1 13.2 81.7 60.7 98.4 98.1: 1.6 1.9
Old : 100.0: 3.4 24.1 13.2 81.7 60.7 98.4 98.1: 1.6 1.9
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 : 48: 3 11 7 24 26 31 40:
Old : 48: 3 11 7 24 26 31 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 : 47.6 48.8 72.3 70.3 47.3 41.6 66.9 55.4
Old : 47.6 48.8 72.3 70.3 47.3 41.6 66.9 55.4
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 177,993: 32,586 63,645 14,798 97,357 66,131 144,741 144,574: 33,252 33,419
Old : 177,993: 32,586 63,645 14,798 97,357 66,131 144,741 144,574: 33,252 33,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 6,545: -694 2,612 -20 8,965 769 8,252 3,362: -1,707 3,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 35.8 8.3 54.7 37.2 81.3 81.2: 18.7 18.8
Old : 100.0: 18.3 35.8 8.3 54.7 37.2 81.3 81.2: 18.7 18.8
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 : 114: 22 35 14 45 37 73 80:
Old : 114: 22 35 14 45 37 73 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 17.5 33.5 28.5 21.1 16.0 30.1 25.3
Old : 21.4 17.5 33.5 28.5 21.1 16.0 30.1 25.3
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,481: 5,631 11,477 1,077 31,898 14,005 38,606 26,559: 8,875 20,922
Old : 47,481: 5,631 11,477 1,077 31,898 14,005 38,606 26,559: 8,875 20,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 525: -2,352 -2,817 -223 3,461 992 886 -2,048: -361 2,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 24.2 2.3 67.2 29.5 81.3 55.9: 18.7 44.1
Old : 100.0: 11.9 24.2 2.3 67.2 29.5 81.3 55.9: 18.7 44.1
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 : 36: 6 9 4 14 16 21 28:
Old : 36: 6 9 4 14 16 21 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 22.6 66.2 33.8 55.2 22.6 63.0 33.8
Old : 55.8 22.6 66.2 33.8 55.2 22.6 63.0 33.8
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 206,739: 120,089 153,437 945 77,399 49,867 198,433 204,250: 8,306 2,489
Old : 206,739: 120,089 153,437 945 77,399 49,867 198,433 204,250: 8,306 2,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 13,666: 11,518 7,970 26 1,744 5,699 13,288 13,695: 379 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 74.2 0.5 37.4 24.1 96.0 98.8: 4.0 1.2
Old : 100.0: 58.1 74.2 0.5 37.4 24.1 96.0 98.8: 4.0 1.2
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 : 153: 65 26 8 39 34 109 63:
Old : 153: 65 26 8 39 34 109 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 : 35.5 71.1 54.4 81.5 35.5 71.1 54.4 81.5
Old : 35.5 71.1 54.4 81.5 35.5 71.1 54.4 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 290,956: 51,600 92,007 20,591 196,618 130,084 268,809 242,682: 22,147 48,274
Old : 290,956: 51,600 92,007 20,591 196,618 130,084 268,809 242,682: 22,147 48,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -9,520: 7,504 -3,035 -3,963 -16,642 -2,369 -13,101 -9,366: 3,581 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 31.6 7.1 67.6 44.7 92.4 83.4: 7.6 16.6
Old : 100.0: 17.7 31.6 7.1 67.6 44.7 92.4 83.4: 7.6 16.6
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 : 139: 31 37 28 37 57 82 109:
Old : 139: 31 37 28 37 57 82 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 24.7 60.8 35.0 43.4 23.1 60.6 30.5
Old : 43.5 24.7 60.8 35.0 43.4 23.1 60.6 30.5
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 266,955: 28,679 107,603 14,311 197,375 101,834 240,365 223,749: 26,590 43,207
Old : 266,955: 28,679 107,603 14,311 197,375 101,834 240,365 223,749: 26,590 43,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -2,783: 877 -3,400 -2,014 433 -873 -704 -6,286: -2,079 3,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 40.3 5.4 73.9 38.1 90.0 83.8: 10.0 16.2
Old : 100.0: 10.7 40.3 5.4 73.9 38.1 90.0 83.8: 10.0 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 : 136: 24 45 24 47 50 86 105:
Old : 136: 24 45 24 47 50 86 105:
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 : 42.6 28.9 54.1 41.1 42.4 28.9 53.2 41.0
Old : 42.6 28.9 54.1 41.1 42.4 28.9 53.2 41.0
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 718,643: 204,394 167,861 52,437 380,807 438,903 637,638 659,201: 81,005 59,442
Old : 718,643: 204,394 167,861 52,437 380,807 438,903 637,638 659,201: 81,005 59,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -19,090: -3,068 5,467 -14,898 -3,692 -2,683 -21,658 -12,114: 2,568 -6,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 23.4 7.3 53.0 61.1 88.7 91.7: 11.3 8.3
Old : 100.0: 28.4 23.4 7.3 53.0 61.1 88.7 91.7: 11.3 8.3
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 : 334: 96 63 48 142 101 257 194:
Old : 334: 96 63 48 142 101 257 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 35.8 24.0 47.4 13.2 35.2 21.9 44.9
Old : 14.2 35.8 24.0 47.4 13.2 35.2 21.9 44.9
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,435: 7,933 3,805 485 10,252 24,950 18,670 29,240: 13,765 3,195
Old : 32,435: 7,933 3,805 485 10,252 24,950 18,670 29,240: 13,765 3,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -955: -1,189 -334 -383 -147 -13 -1,719 -730: 764 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 11.7 1.5 31.6 76.9 57.6 90.1: 42.4 9.9
Old : 100.0: 24.5 11.7 1.5 31.6 76.9 57.6 90.1: 42.4 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 : 31: 11 5 2 12 8 24 14:
Old : 31: 11 5 2 12 8 24 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 74.1 33.1 82.9 20.2 74.0 30.3 81.5
Old : 20.2 74.1 33.1 82.9 20.2 74.0 30.3 81.5
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,361: 28,829 2,754 652 8,697 36,663 38,178 40,069: 3,183 1,292
Old : 41,361: 28,829 2,754 652 8,697 36,663 38,178 40,069: 3,183 1,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 1,376: -65 -361 417 777 1,173 1,129 1,229: 247 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 6.7 1.6 21.0 88.6 92.3 96.9: 7.7 3.1
Old : 100.0: 69.7 6.7 1.6 21.0 88.6 92.3 96.9: 7.7 3.1
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 : 62: 27 10 3 13 15 41 28:
Old : 62: 27 10 3 13 15 41 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 77.7 68.5 84.6 55.0 77.3 66.6 84.1
Old : 55.3 77.7 68.5 84.6 55.0 77.3 66.6 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,282: 11,894 30,936 58 37,559 15,042 49,511 46,036: 2,771 6,246
Old : 52,282: 11,894 30,936 58 37,559 15,042 49,511 46,036: 2,771 6,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 2,727: -3,072 1,992 -147 5,534 276 2,315 2,121: 412 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 59.2 0.1 71.8 28.8 94.7 88.1: 5.3 11.9
Old : 100.0: 22.7 59.2 0.1 71.8 28.8 94.7 88.1: 5.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 21 35 3 25 23 46 61:
Old : 96: 21 35 3 25 23 46 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 35.8 69.5 52.3 56.5 35.1 69.3 51.6
Old : 56.6 35.8 69.5 52.3 56.5 35.1 69.3 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 11,593: 6,210 1,844 321 4,036 7,758 10,567 9,923: 1,026 1,670
Old : 11,593: 6,210 1,844 321 4,036 7,758 10,567 9,923: 1,026 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -554: -451 -531 0 -166 -69 -617 -600: 63 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 15.9 2.8 34.8 66.9 91.1 85.6: 8.9 14.4
Old : 100.0: 53.6 15.9 2.8 34.8 66.9 91.1 85.6: 8.9 14.4
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 : 33: 8 7 1 7 12 16 19:
Old : 33: 8 7 1 7 12 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 63.7 78.2 73.7 59.1 63.7 78.2 71.9
Old : 59.1 63.7 78.2 73.7 59.1 63.7 78.2 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURODOLLARS-3M - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 :16,935,638: 520,794 1,346,394 7,852,505 8,115,496 7,036,803 16,488,795 16,235,701: 446,843 699,937
Old :16,935,638: 520,794 1,346,394 7,852,505 8,115,496 7,036,803 16,488,795 16,235,701: 446,843 699,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 17,360: -25,361 -7,041 -19,086 73,628 61,311 29,181 35,184: -11,821 -17,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 8.0 46.4 47.9 41.6 97.4 95.9: 2.6 4.1
Old : 100.0: 3.1 8.0 46.4 47.9 41.6 97.4 95.9: 2.6 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 : 195: 42 49 74 92 95 174 180:
Old : 195: 42 49 74 92 95 174 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 24.3 40.6 40.3 11.7 11.0 14.7 14.3
Old : 24.2 24.3 40.6 40.3 11.7 11.0 14.7 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 16,604: 12,438 11,886 2,799 343 1,125 15,579 15,809: 1,024 795
Old : 16,604: 12,438 11,886 2,799 343 1,125 15,579 15,809: 1,024 795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 1,728: 974 163 1,287 -245 329 2,016 1,779: -287 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 71.6 16.9 2.1 6.8 93.8 95.2: 6.2 4.8
Old : 100.0: 74.9 71.6 16.9 2.1 6.8 93.8 95.2: 6.2 4.8
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 : 100: 37 56 24 3 5 50 75:
Old : 100: 37 56 24 3 5 50 75:
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 : 70.2 28.5 76.5 42.8 59.2 26.3 65.2 37.7
Old : 70.2 28.5 76.5 42.8 59.2 26.3 65.2 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Bitcoin X $0.10) :
: : :
All : 21,738: 16,763 7,604 2,675 65 9,871 19,503 20,149: 2,235 1,588
Old : 21,738: 16,763 7,604 2,675 65 9,871 19,503 20,149: 2,235 1,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -231: -713 -1,279 798 0 -6 85 -487: -316 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 35.0 12.3 0.3 45.4 89.7 92.7: 10.3 7.3
Old : 100.0: 77.1 35.0 12.3 0.3 45.4 89.7 92.7: 10.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 56 36 15 1 2 62 48:
Old : 95: 56 36 15 1 2 62 48:
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 : 62.6 64.9 72.1 75.6 58.3 59.9 63.9 69.3
Old : 62.6 64.9 72.1 75.6 58.3 59.9 63.9 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOFR-3M - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 :12,705,794: 1,129,949 1,621,133 5,807,609 5,747,661 5,255,189 12,685,219 12,683,931: 20,575 21,863
Old :12,705,794: 1,129,949 1,621,133 5,807,609 5,747,661 5,255,189 12,685,219 12,683,931: 20,575 21,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 672,819: -8,357 -72,662 529,682 172,661 232,085 693,986 689,105: -21,167 -16,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.8 45.7 45.2 41.4 99.8 99.8: 0.2 0.2
Old : 100.0: 8.9 12.8 45.7 45.2 41.4 99.8 99.8: 0.2 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 : 496: 110 149 195 185 197 404 453:
Old : 496: 110 149 195 185 197 404 453:
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 : 22.2 21.3 38.3 38.0 18.0 14.0 24.1 18.6
Old : 22.2 21.3 38.3 38.0 18.0 14.0 24.1 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOFR-1M - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 630,362: 91,250 136,131 102,737 436,089 391,046 630,076 629,914: 286 448
Old : 630,362: 91,250 136,131 102,737 436,089 391,046 630,076 629,914: 286 448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 38,205: -7,824 -4,317 10,163 35,788 32,168 38,127 38,014: 78 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 21.6 16.3 69.2 62.0 100.0 99.9: 0.0 0.1
Old : 100.0: 14.5 21.6 16.3 69.2 62.0 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 30 40 39 63 76 111 138:
Old : 157: 30 40 39 63 76 111 138:
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 : 31.1 33.1 45.9 46.1 24.2 29.9 35.7 36.9
Old : 31.1 33.1 45.9 46.1 24.2 29.9 35.7 36.9
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 712,709: 52,246 80,030 193,570 410,677 376,590 656,493 650,189: 56,216 62,520
Old : 712,709: 52,246 80,030 193,570 410,677 376,590 656,493 650,189: 56,216 62,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 39,369: 6,401 -4,057 24,409 9,481 21,417 40,290 41,769: -921 -2,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 11.2 27.2 57.6 52.8 92.1 91.2: 7.9 8.8
Old : 100.0: 7.3 11.2 27.2 57.6 52.8 92.1 91.2: 7.9 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 : 614: 112 116 131 290 299 475 476:
Old : 614: 112 116 131 290 299 475 476:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 22.0 31.6 31.4 10.3 9.3 15.8 12.7
Old : 21.5 22.0 31.6 31.4 10.3 9.3 15.8 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 15,936: 2,333 2,165 0 9,612 12,925 11,945 15,090: 3,991 846
Old : 15,936: 2,333 2,165 0 9,612 12,925 11,945 15,090: 3,991 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -333: -2 -252 0 -2,294 1,706 -2,296 1,454: 1,963 -1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 13.6 0.0 60.3 81.1 75.0 94.7: 25.0 5.3
Old : 100.0: 14.6 13.6 0.0 60.3 81.1 75.0 94.7: 25.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 0 10 6 13 8:
Old : 20: 3 2 0 10 6 13 8:
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 : 50.3 78.9 68.4 94.7 50.3 78.9 68.4 94.0
Old : 50.3 78.9 68.4 94.7 50.3 78.9 68.4 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,251: 1,150 1,506 142 28,503 30,670 29,795 32,318: 3,456 933
Old : 33,251: 1,150 1,506 142 28,503 30,670 29,795 32,318: 3,456 933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -151: 356 -199 141 502 -82 999 -140: -1,150 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.5 0.4 85.7 92.2 89.6 97.2: 10.4 2.8
Old : 100.0: 3.5 4.5 0.4 85.7 92.2 89.6 97.2: 10.4 2.8
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 : 36: 3 2 1 22 9 25 12:
Old : 36: 3 2 1 22 9 25 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 : 47.8 79.3 67.1 94.2 47.8 79.3 67.1 94.2
Old : 47.8 79.3 67.1 94.2 47.8 79.3 67.1 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,563,543: 261,229 400,148 967,849 2,053,385 1,882,949 3,282,463 3,250,945: 281,080 312,598
Old : 3,563,543: 261,229 400,148 967,849 2,053,385 1,882,949 3,282,463 3,250,945: 281,080 312,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 196,847: 32,003 -20,284 122,046 47,403 107,084 201,452 208,846: -4,605 -11,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 11.2 27.2 57.6 52.8 92.1 91.2: 7.9 8.8
Old : 100.0: 7.3 11.2 27.2 57.6 52.8 92.1 91.2: 7.9 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 : 614: 112 116 131 290 299 475 476:
Old : 614: 112 116 131 290 299 475 476:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 22.0 31.6 31.4 10.3 9.3 15.8 12.7
Old : 21.5 22.0 31.6 31.4 10.3 9.3 15.8 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 24,590: 265 200 0 22,985 22,009 23,250 22,209: 1,340 2,381
Old : 24,590: 265 200 0 22,985 22,009 23,250 22,209: 1,340 2,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 128: 265 0 0 1,570 -140 1,835 -140: -1,707 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.8 0.0 93.5 89.5 94.6 90.3: 5.4 9.7
Old : 100.0: 1.1 0.8 0.0 93.5 89.5 94.6 90.3: 5.4 9.7
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 : 22: 1 1 0 14 7 15 8:
Old : 22: 1 1 0 14 7 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 77.6 85.2 90.3 64.8 77.6 85.2 89.0
Old : 64.8 77.6 85.2 90.3 64.8 77.6 85.2 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 13,582: 547 1,230 0 10,826 11,231 11,373 12,461: 2,209 1,121
Old : 13,582: 547 1,230 0 10,826 11,231 11,373 12,461: 2,209 1,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 57: 58 -214 0 -105 66 -47 -148: 104 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 9.1 0.0 79.7 82.7 83.7 91.7: 16.3 8.3
Old : 100.0: 4.0 9.1 0.0 79.7 82.7 83.7 91.7: 16.3 8.3
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 : 24: 2 1 0 15 7 17 8:
Old : 24: 2 1 0 15 7 17 8:
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 82.4 66.2 91.7 46.9 82.4 66.2 91.7
Old : 46.9 82.4 66.2 91.7 46.9 82.4 66.2 91.7
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 12,048: 1,315 233 0 8,724 10,764 10,039 10,997: 2,009 1,051
Old : 12,048: 1,315 233 0 8,724 10,764 10,039 10,997: 2,009 1,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 131: -171 11 0 569 1,659 398 1,670: -267 -1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 1.9 0.0 72.4 89.3 83.3 91.3: 16.7 8.7
Old : 100.0: 10.9 1.9 0.0 72.4 89.3 83.3 91.3: 16.7 8.7
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 : 25: 2 1 0 11 12 13 13:
Old : 25: 2 1 0 11 12 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 : 48.5 65.5 67.5 80.6 36.7 58.1 55.8 71.4
Old : 48.5 65.5 67.5 80.6 36.7 58.1 55.8 71.4
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 150,574: 35,584 89,307 13,748 35,498 4,264 84,830 107,319: 65,744 43,255
Old : 150,574: 35,584 89,307 13,748 35,498 4,264 84,830 107,319: 65,744 43,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 9,683: -4,926 15,469 1,091 166 -1,116 -3,669 15,444: 13,352 -5,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 59.3 9.1 23.6 2.8 56.3 71.3: 43.7 28.7
Old : 100.0: 23.6 59.3 9.1 23.6 2.8 56.3 71.3: 43.7 28.7
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 : 33: 8 9 6 14 6 26 17:
Old : 33: 8 9 6 14 6 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 62.8 37.1 69.1 22.8 56.2 32.6 60.5
Old : 23.7 62.8 37.1 69.1 22.8 56.2 32.6 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE Code-13874W
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 268,323: 0 3,093 15,607 246,939 245,494 262,546 264,194: 5,777 4,129
Old : 268,323: 0 3,093 15,607 246,939 245,494 262,546 264,194: 5,777 4,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 750: 0 0 0 500 1,000 500 1,000: 250 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 5.8 92.0 91.5 97.8 98.5: 2.2 1.5
Old : 100.0: 0.0 1.2 5.8 92.0 91.5 97.8 98.5: 2.2 1.5
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 : 21: 0 2 4 13 14 17 19:
Old : 21: 0 2 4 13 14 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 58.0 82.5 83.1 37.3 41.2 42.8 44.0
Old : 61.3 58.0 82.5 83.1 37.3 41.2 42.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,998: 6,827 3,959 51 42,101 46,702 48,979 50,712: 7,019 5,286
Old : 55,998: 6,827 3,959 51 42,101 46,702 48,979 50,712: 7,019 5,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 2,064: -265 1,298 4 2,013 1,186 1,752 2,488: 312 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 7.1 0.1 75.2 83.4 87.5 90.6: 12.5 9.4
Old : 100.0: 12.2 7.1 0.1 75.2 83.4 87.5 90.6: 12.5 9.4
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 : 66: 7 6 1 37 28 44 35:
Old : 66: 7 6 1 37 28 44 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 : 46.6 46.5 58.6 64.1 46.5 45.6 58.4 63.2
Old : 46.6 46.5 58.6 64.1 46.5 45.6 58.4 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (50 Index Points) :
: : :
All : 3,904: 2,731 2,489 492 0 317 3,223 3,298: 682 606
Old : 3,904: 2,731 2,489 492 0 317 3,223 3,298: 682 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 71: 180 39 19 -116 -43 83 16: -12 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 63.8 12.6 0.0 8.1 82.5 84.5: 17.5 15.5
Old : 100.0: 70.0 63.8 12.6 0.0 8.1 82.5 84.5: 17.5 15.5
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 : 55: 16 33 13 0 3 24 44:
Old : 55: 16 33 13 0 3 24 44:
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 : 46.2 19.7 62.8 31.9 43.1 19.7 58.3 31.8
Old : 46.2 19.7 62.8 31.9 43.1 19.7 58.3 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE Code-146022
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (0.1 Index Points) :
: : :
All : 82,685: 53,509 26,877 28,050 0 27,311 81,559 82,238: 1,126 447
Old : 82,685: 53,509 26,877 28,050 0 27,311 81,559 82,238: 1,126 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 9,102: 11,007 7,580 -1,880 0 3,319 9,127 9,019: -25 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 32.5 33.9 0.0 33.0 98.6 99.5: 1.4 0.5
Old : 100.0: 64.7 32.5 33.9 0.0 33.0 98.6 99.5: 1.4 0.5
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 : 120: 76 43 12 0 1 82 50:
Old : 120: 76 43 12 0 1 82 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 76.9 86.3 89.8 49.6 53.1 56.1 60.1
Old : 71.1 76.9 86.3 89.8 49.6 53.1 56.1 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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,863: 17,444 15,598 11,004 33,536 31,989 61,984 58,591: 7,879 11,272
Old : 69,863: 17,444 15,598 11,004 33,536 31,989 61,984 58,591: 7,879 11,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 3,898: 3,099 1,054 1,443 -669 1,811 3,872 4,308: 26 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 22.3 15.8 48.0 45.8 88.7 83.9: 11.3 16.1
Old : 100.0: 25.0 22.3 15.8 48.0 45.8 88.7 83.9: 11.3 16.1
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 : 328: 63 88 56 108 122 204 233:
Old : 328: 63 88 56 108 122 204 233:
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 22.6 35.5 32.8 17.5 17.2 25.6 25.4
Old : 26.3 22.6 35.5 32.8 17.5 17.2 25.6 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 349,314: 87,221 77,988 55,021 167,678 159,945 309,920 292,953: 39,394 56,361
Old : 349,314: 87,221 77,988 55,021 167,678 159,945 309,920 292,953: 39,394 56,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 19,490: 15,493 5,272 7,214 -3,346 9,054 19,361 21,540: 129 -2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 22.3 15.8 48.0 45.8 88.7 83.9: 11.3 16.1
Old : 100.0: 25.0 22.3 15.8 48.0 45.8 88.7 83.9: 11.3 16.1
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 : 328: 63 88 56 108 122 204 233:
Old : 328: 63 88 56 108 122 204 233:
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 22.6 35.5 32.8 17.5 17.2 25.6 25.4
Old : 26.3 22.6 35.5 32.8 17.5 17.2 25.6 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX x $2) :
: : :
All : 129,752: 28,964 88,275 1,796 4,921 12,001 35,682 102,073: 94,070 27,679
Old : 129,752: 28,964 88,275 1,796 4,921 12,001 35,682 102,073: 94,070 27,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 1,380: -786 3,389 199 -1,125 6,077 -1,712 9,665: 3,091 -8,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 68.0 1.4 3.8 9.2 27.5 78.7: 72.5 21.3
Old : 100.0: 22.3 68.0 1.4 3.8 9.2 27.5 78.7: 72.5 21.3
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 : 35: 16 10 7 4 6 22 21:
Old : 35: 16 10 7 4 6 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 71.3 22.3 75.4 16.1 71.2 21.3 75.3
Old : 16.7 71.3 22.3 75.4 16.1 71.2 21.3 75.3
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 147,394: 29,782 61,398 7,920 90,204 47,712 127,906 117,029: 19,488 30,365
Old : 147,394: 29,782 61,398 7,920 90,204 47,712 127,906 117,029: 19,488 30,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -13,970: -3,794 4,819 -14,881 3,320 -5,476 -15,354 -15,538: 1,384 1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 41.7 5.4 61.2 32.4 86.8 79.4: 13.2 20.6
Old : 100.0: 20.2 41.7 5.4 61.2 32.4 86.8 79.4: 13.2 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 : 93: 18 34 15 30 27 58 66:
Old : 93: 18 34 15 30 27 58 66:
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 : 38.3 26.7 55.9 36.9 38.0 25.0 55.6 34.0
Old : 38.3 26.7 55.9 36.9 38.0 25.0 55.6 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 577,924: 57,091 145,406 16,478 482,299 392,980 555,868 554,864: 22,056 23,060
Old : 577,924: 57,091 145,406 16,478 482,299 392,980 555,868 554,864: 22,056 23,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 8,905: 6,601 -5,146 3,905 -1,046 9,038 9,460 7,797: -555 1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 25.2 2.9 83.5 68.0 96.2 96.0: 3.8 4.0
Old : 100.0: 9.9 25.2 2.9 83.5 68.0 96.2 96.0: 3.8 4.0
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 : 336: 37 69 25 136 150 190 227:
Old : 336: 37 69 25 136 150 190 227:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 25.7 43.9 33.2 29.7 25.4 43.5 32.3
Old : 30.1 25.7 43.9 33.2 29.7 25.4 43.5 32.3
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,009: 3,250 0 0 11,897 15,717 15,147 15,717: 862 292
Old : 16,009: 3,250 0 0 11,897 15,717 15,147 15,717: 862 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 363: 69 0 0 752 276 821 276: -458 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 0.0 0.0 74.3 98.2 94.6 98.2: 5.4 1.8
Old : 100.0: 20.3 0.0 0.0 74.3 98.2 94.6 98.2: 5.4 1.8
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 : 23: 4 0 0 10 10 14 10:
Old : 23: 4 0 0 10 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 84.0 83.9 96.1 65.3 84.0 83.9 96.1
Old : 65.3 84.0 83.9 96.1 65.3 84.0 83.9 96.1
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,694: 3,760 2,121 31 6,406 8,147 10,197 10,299: 2,497 2,395
Old : 12,694: 3,760 2,121 31 6,406 8,147 10,197 10,299: 2,497 2,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: -977: -629 -710 0 -146 21 -775 -689: -202 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 16.7 0.2 50.5 64.2 80.3 81.1: 19.7 18.9
Old : 100.0: 29.6 16.7 0.2 50.5 64.2 80.3 81.1: 19.7 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 5 1 6 7 12 12:
Old : 21: 5 5 1 6 7 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 61.0 74.3 77.4 56.9 61.0 74.2 77.4
Old : 56.9 61.0 74.3 77.4 56.9 61.0 74.2 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,498: 6,377 11,898 38 33,157 16,262 39,572 28,198: 4,926 16,300
Old : 44,498: 6,377 11,898 38 33,157 16,262 39,572 28,198: 4,926 16,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 2,850: 2,430 -790 -12 766 3,066 3,184 2,264: -334 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 26.7 0.1 74.5 36.5 88.9 63.4: 11.1 36.6
Old : 100.0: 14.3 26.7 0.1 74.5 36.5 88.9 63.4: 11.1 36.6
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 : 64: 11 11 4 26 25 39 38:
Old : 64: 11 11 4 26 25 39 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 : 47.0 28.0 57.8 37.1 43.0 26.3 53.4 34.6
Old : 47.0 28.0 57.8 37.1 43.0 26.3 53.4 34.6
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 11, 2022
-------------------------------------------------------------------------------------------------------------------
: 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 : 246,294: 82,346 13,750 17,206 146,386 215,285 245,938 246,241: 356 53
Old : 246,294: 82,346 13,750 17,206 146,386 215,285 245,938 246,241: 356 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2022 :
: 4,036: -1,539 -22 1,916 3,652 2,132 4,029 4,026: 7 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 5.6 7.0 59.4 87.4 99.9 100.0: 0.1 0.0
Old : 100.0: 33.4 5.6 7.0 59.4 87.4 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 : 102: 36 8 10 41 35 79 52:
Old : 102: 36 8 10 41 35 79 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 : 36.6 49.0 56.3 71.0 33.6 48.7 45.7 63.9
Old : 36.6 49.0 56.3 71.0 33.6 48.7 45.7 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2022