BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,881: 539 2,906 329 7,499 5,067 8,367 8,302: 514 579
Old : 8,881: 539 2,906 329 7,499 5,067 8,367 8,302: 514 579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 557: -80 232 68 514 125 502 425: 55 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 32.7 3.7 84.4 57.1 94.2 93.5: 5.8 6.5
Old : 100.0: 6.1 32.7 3.7 84.4 57.1 94.2 93.5: 5.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 9 6 27 18 34 29:
Old : 43: 3 9 6 27 18 34 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 : 52.1 38.3 70.3 61.2 50.8 37.5 68.6 58.7
Old : 52.1 38.3 70.3 61.2 50.8 37.5 68.6 58.7
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,473: 6,062 3,643 1,405 9,442 9,168 16,909 14,216: 3,564 6,257
Old : 20,473: 6,062 3,643 1,405 9,442 9,168 16,909 14,216: 3,564 6,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,059: 371 314 4 862 551 1,237 869: -178 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 17.8 6.9 46.1 44.8 82.6 69.4: 17.4 30.6
Old : 100.0: 29.6 17.8 6.9 46.1 44.8 82.6 69.4: 17.4 30.6
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 : 61: 20 12 16 17 20 42 43:
Old : 61: 20 12 16 17 20 42 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 : 38.7 33.7 51.9 47.6 37.8 30.6 50.8 43.1
Old : 38.7 33.7 51.9 47.6 37.8 30.6 50.8 43.1
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,924: 1,540 1,691 99 6,535 6,395 8,174 8,185: 750 739
Old : 8,924: 1,540 1,691 99 6,535 6,395 8,174 8,185: 750 739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 316: 186 -16 -56 158 312 288 240: 28 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.9 1.1 73.2 71.7 91.6 91.7: 8.4 8.3
Old : 100.0: 17.3 18.9 1.1 73.2 71.7 91.6 91.7: 8.4 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 : 38: 4 6 5 26 14 32 23:
Old : 38: 4 6 5 26 14 32 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 : 32.1 60.0 57.1 79.4 29.2 49.3 50.3 67.2
Old : 32.1 60.0 57.1 79.4 29.2 49.3 50.3 67.2
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,816: 4,602 1,005 308 2,741 5,023 7,651 6,336: 165 1,480
Old : 7,816: 4,602 1,005 308 2,741 5,023 7,651 6,336: 165 1,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 336: 111 103 17 207 203 335 323: 1 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 12.9 3.9 35.1 64.3 97.9 81.1: 2.1 18.9
Old : 100.0: 58.9 12.9 3.9 35.1 64.3 97.9 81.1: 2.1 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 : 25: 5 4 5 6 13 14 19:
Old : 25: 5 4 5 6 13 14 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 : 84.2 49.6 95.0 67.9 84.2 49.5 92.8 65.3
Old : 84.2 49.6 95.0 67.9 84.2 49.5 92.8 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 263,436: 97,183 63,429 46,390 97,213 124,357 240,786 234,176: 22,650 29,260
Old : 94,851: 66,431 50,311 3,823 17,963 30,761 88,217 84,895: 6,634 9,956
Other: 168,585: 60,928 43,294 12,391 79,250 93,596 152,569 149,281: 16,016 19,304
: : :
: : Changes in Commitments from: August 20, 2019 :
: 3,412: -3,143 362 3,987 1,839 -2,796 2,683 1,553: 729 1,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 24.1 17.6 36.9 47.2 91.4 88.9: 8.6 11.1
Old : 100.0: 70.0 53.0 4.0 18.9 32.4 93.0 89.5: 7.0 10.5
Other: 100.0: 36.1 25.7 7.4 47.0 55.5 90.5 88.5: 9.5 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 91 103 98 55 74 211 224:
Old : 244: 80 91 17 27 51 111 155:
Other: 245: 83 65 62 51 66 175 161:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 23.6 25.8 31.4 13.2 19.0 21.5 24.9
Old : 19.3 18.1 31.9 29.3 19.3 18.0 31.0 28.5
Other: 22.6 29.5 36.5 39.9 19.7 26.9 32.6 36.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 332,840: 92,419 61,057 83,375 121,147 156,992 296,941 301,424: 35,899 31,416
Old : 332,840: 92,419 61,057 83,375 121,147 156,992 296,941 301,424: 35,899 31,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 3,120: 1,225 638 1,153 -34 686 2,344 2,477: 776 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 18.3 25.0 36.4 47.2 89.2 90.6: 10.8 9.4
Old : 100.0: 27.8 18.3 25.0 36.4 47.2 89.2 90.6: 10.8 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 : 390: 107 95 122 111 127 291 295:
Old : 390: 107 95 122 111 127 291 295:
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 : 16.4 19.3 26.0 31.3 14.1 17.1 21.8 26.2
Old : 16.4 19.3 26.0 31.3 14.1 17.1 21.8 26.2
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,361: 880 1,239 2 555 383 1,437 1,624: 924 737
Old : 2,361: 880 1,239 2 555 383 1,437 1,624: 924 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -180: -102 -113 -94 15 -21 -181 -228: 1 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 52.5 0.1 23.5 16.2 60.9 68.8: 39.1 31.2
Old : 100.0: 37.3 52.5 0.1 23.5 16.2 60.9 68.8: 39.1 31.2
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 : 34: 8 14 2 9 9 19 23:
Old : 34: 8 14 2 9 9 19 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 : 37.8 35.2 49.9 48.9 37.5 35.2 49.6 48.8
Old : 37.8 35.2 49.9 48.9 37.5 35.2 49.6 48.8
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 47,369: 14,465 17,082 10,313 12,592 10,463 37,370 37,858: 9,999 9,511
Old : 47,369: 14,465 17,082 10,313 12,592 10,463 37,370 37,858: 9,999 9,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 136: 147 448 -559 128 397 -284 286: 420 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 36.1 21.8 26.6 22.1 78.9 79.9: 21.1 20.1
Old : 100.0: 30.5 36.1 21.8 26.6 22.1 78.9 79.9: 21.1 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 42 47 53 55 53 133 131:
Old : 177: 42 47 53 55 53 133 131:
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 : 19.4 18.3 30.4 31.6 16.6 15.7 24.1 26.3
Old : 19.4 18.3 30.4 31.6 16.6 15.7 24.1 26.3
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,336: 2,852 3,206 781 16,087 14,957 19,720 18,944: 616 1,392
Old : 20,336: 2,852 3,206 781 16,087 14,957 19,720 18,944: 616 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 857: 17 353 -113 1,015 757 919 997: -62 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 15.8 3.8 79.1 73.5 97.0 93.2: 3.0 6.8
Old : 100.0: 14.0 15.8 3.8 79.1 73.5 97.0 93.2: 3.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 10 11 9 22 20 37 35:
Old : 53: 10 11 9 22 20 37 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 : 58.8 49.0 74.1 69.2 58.6 48.8 71.2 64.6
Old : 58.8 49.0 74.1 69.2 58.6 48.8 71.2 64.6
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,164: 31,356 4,107 376 31,760 59,379 63,492 63,862: 1,672 1,302
Old : 65,164: 31,356 4,107 376 31,760 59,379 63,492 63,862: 1,672 1,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 133: 119 -22 213 210 95 542 286: -409 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 6.3 0.6 48.7 91.1 97.4 98.0: 2.6 2.0
Old : 100.0: 48.1 6.3 0.6 48.7 91.1 97.4 98.0: 2.6 2.0
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 : 39: 16 10 4 6 9 22 23:
Old : 39: 16 10 4 6 9 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 : 80.4 88.6 91.3 93.5 80.0 88.3 90.9 93.3
Old : 80.4 88.6 91.3 93.5 80.0 88.3 90.9 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 158,921: 48,292 37,387 2,949 72,672 92,086 123,913 132,422: 35,008 26,499
Old : 158,921: 48,292 37,387 2,949 72,672 92,086 123,913 132,422: 35,008 26,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 3,084: 924 3,056 -146 692 -207 1,470 2,703: 1,614 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 23.5 1.9 45.7 57.9 78.0 83.3: 22.0 16.7
Old : 100.0: 30.4 23.5 1.9 45.7 57.9 78.0 83.3: 22.0 16.7
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 : 96: 24 25 14 34 28 65 60:
Old : 96: 24 25 14 34 28 65 60:
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 : 28.4 49.1 40.8 59.7 28.1 47.6 37.4 56.0
Old : 28.4 49.1 40.8 59.7 28.1 47.6 37.4 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,251: 14,235 18,035 711 30,589 16,129 45,535 34,875: 9,716 20,376
Old : 55,251: 14,235 18,035 711 30,589 16,129 45,535 34,875: 9,716 20,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 310: 6,310 -1,007 627 -5,967 -542 970 -922: -660 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 32.6 1.3 55.4 29.2 82.4 63.1: 17.6 36.9
Old : 100.0: 25.8 32.6 1.3 55.4 29.2 82.4 63.1: 17.6 36.9
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 : 47: 8 15 5 12 19 21 38:
Old : 47: 8 15 5 12 19 21 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 : 55.5 30.7 68.6 40.6 55.5 30.7 67.5 40.6
Old : 55.5 30.7 68.6 40.6 55.5 30.7 67.5 40.6
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 189,136: 129,991 36,677 916 51,988 147,825 182,895 185,418: 6,241 3,718
Old : 189,136: 129,991 36,677 916 51,988 147,825 182,895 185,418: 6,241 3,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -8,389: -17,551 -506 449 8,514 -8,524 -8,588 -8,581: 199 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 19.4 0.5 27.5 78.2 96.7 98.0: 3.3 2.0
Old : 100.0: 68.7 19.4 0.5 27.5 78.2 96.7 98.0: 3.3 2.0
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 : 146: 65 43 11 19 23 87 75:
Old : 146: 65 43 11 19 23 87 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 : 52.9 68.6 66.3 78.5 52.9 68.6 66.3 78.0
Old : 52.9 68.6 66.3 78.5 52.9 68.6 66.3 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 273,650: 38,143 127,171 6,921 206,475 90,595 251,539 224,687: 22,111 48,963
Old : 273,650: 38,143 127,171 6,921 206,475 90,595 251,539 224,687: 22,111 48,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 169: 4,738 1,348 1,812 -3,073 -3,442 3,477 -282: -3,308 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 46.5 2.5 75.5 33.1 91.9 82.1: 8.1 17.9
Old : 100.0: 13.9 46.5 2.5 75.5 33.1 91.9 82.1: 8.1 17.9
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 : 133: 23 50 12 33 48 62 104:
Old : 133: 23 50 12 33 48 62 104:
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 : 56.7 21.9 70.0 33.5 56.4 21.8 69.6 33.4
Old : 56.7 21.9 70.0 33.5 56.4 21.8 69.6 33.4
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 157,862: 59,795 26,188 3,714 60,327 99,944 123,836 129,846: 34,026 28,016
Old : 157,862: 59,795 26,188 3,714 60,327 99,944 123,836 129,846: 34,026 28,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 3,200: 9,811 7,358 -691 -6,011 -4,376 3,109 2,291: 91 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 16.6 2.4 38.2 63.3 78.4 82.3: 21.6 17.7
Old : 100.0: 37.9 16.6 2.4 38.2 63.3 78.4 82.3: 21.6 17.7
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 : 115: 33 23 14 41 38 78 71:
Old : 115: 33 23 14 41 38 78 71:
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 42.9 31.0 52.9 20.3 42.5 30.3 51.3
Old : 20.3 42.9 31.0 52.9 20.3 42.5 30.3 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 525,065: 173,451 212,255 12,779 255,401 239,344 441,631 464,378: 83,434 60,687
Old : 525,065: 173,451 212,255 12,779 255,401 239,344 441,631 464,378: 83,434 60,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -17,741: 4,996 5,823 191 -23,284 -23,134 -18,097 -17,120: 356 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 40.4 2.4 48.6 45.6 84.1 88.4: 15.9 11.6
Old : 100.0: 33.0 40.4 2.4 48.6 45.6 84.1 88.4: 15.9 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 80 60 31 87 81 175 165:
Old : 267: 80 60 31 87 81 175 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 26.5 28.0 41.5 16.7 26.4 26.4 41.2
Old : 17.4 26.5 28.0 41.5 16.7 26.4 26.4 41.2
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,232: 4,289 5,834 177 9,403 14,956 13,869 20,967: 13,363 6,265
Old : 27,232: 4,289 5,834 177 9,403 14,956 13,869 20,967: 13,363 6,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -422: -29 -427 -7 178 58 142 -376: -564 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 21.4 0.6 34.5 54.9 50.9 77.0: 49.1 23.0
Old : 100.0: 15.7 21.4 0.6 34.5 54.9 50.9 77.0: 49.1 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 4 2 13 10 20 14:
Old : 24: 5 4 2 13 10 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 53.3 32.2 70.5 16.3 52.1 28.6 66.4
Old : 18.4 53.3 32.2 70.5 16.3 52.1 28.6 66.4
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,455: 6,043 2,857 28 12,233 15,123 18,304 18,008: 6,151 6,447
Old : 24,455: 6,043 2,857 28 12,233 15,123 18,304 18,008: 6,151 6,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -444: -391 -313 11 -73 -92 -453 -394: 9 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 11.7 0.1 50.0 61.8 74.8 73.6: 25.2 26.4
Old : 100.0: 24.7 11.7 0.1 50.0 61.8 74.8 73.6: 25.2 26.4
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 : 21: 5 3 2 12 9 18 13:
Old : 21: 5 3 2 12 9 18 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 : 41.1 46.3 61.6 64.3 39.3 33.1 53.4 50.0
Old : 41.1 46.3 61.6 64.3 39.3 33.1 53.4 50.0
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,739: 26,238 35,990 381 41,550 32,578 68,169 68,949: 2,570 1,790
Old : 70,739: 26,238 35,990 381 41,550 32,578 68,169 68,949: 2,570 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 29,808: 5,254 6,345 373 23,632 22,838 29,259 29,556: 549 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 50.9 0.5 58.7 46.1 96.4 97.5: 3.6 2.5
Old : 100.0: 37.1 50.9 0.5 58.7 46.1 96.4 97.5: 3.6 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 : 47: 13 22 3 7 7 22 31:
Old : 47: 13 22 3 7 7 22 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.4 84.7 92.9 89.1 58.1 53.6 61.0 57.6
Old : 87.4 84.7 92.9 89.1 58.1 53.6 61.0 57.6
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 64,672: 21,135 47,182 1,452 37,631 9,904 60,218 58,538: 4,454 6,134
Old : 64,672: 21,135 47,182 1,452 37,631 9,904 60,218 58,538: 4,454 6,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,912: 62 7,849 346 -277 -5,979 131 2,216: 1,781 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 73.0 2.2 58.2 15.3 93.1 90.5: 6.9 9.5
Old : 100.0: 32.7 73.0 2.2 58.2 15.3 93.1 90.5: 6.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 30 54 11 15 13 48 75:
Old : 110: 30 54 11 15 13 48 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 : 55.9 29.6 68.5 48.2 55.7 29.6 68.3 47.5
Old : 55.9 29.6 68.5 48.2 55.7 29.6 68.3 47.5
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,108: 10,834 3,495 261 3,502 9,160 14,597 12,916: 511 2,192
Old : 15,108: 10,834 3,495 261 3,502 9,160 14,597 12,916: 511 2,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -1,787: -1,396 -1,312 81 -516 -535 -1,831 -1,766: 44 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 23.1 1.7 23.2 60.6 96.6 85.5: 3.4 14.5
Old : 100.0: 71.7 23.1 1.7 23.2 60.6 96.6 85.5: 3.4 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 14 2 4 5 12 19:
Old : 28: 6 14 2 4 5 12 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 : 84.7 60.1 94.7 74.6 84.7 60.0 94.0 73.5
Old : 84.7 60.1 94.7 74.6 84.7 60.0 94.0 73.5
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 :13,089,071: 3,338,921 1,211,569 3,026,935 5,983,954 7,935,550 12,349,810 12,174,054: 739,261 915,017
Old :13,089,071: 3,338,921 1,211,569 3,026,935 5,983,954 7,935,550 12,349,810 12,174,054: 739,261 915,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 111,443: 201,294 79,789 -122,564 737 141,977 79,467 99,202: 31,976 12,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 9.3 23.1 45.7 60.6 94.4 93.0: 5.6 7.0
Old : 100.0: 25.5 9.3 23.1 45.7 60.6 94.4 93.0: 5.6 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 76 55 101 105 115 226 233:
Old : 261: 76 55 101 105 115 226 233:
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 : 21.5 27.9 30.5 38.1 16.1 23.3 21.4 27.2
Old : 21.5 27.9 30.5 38.1 16.1 23.3 21.4 27.2
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,091: 2,285 3,470 81 0 26 2,366 3,577: 1,725 514
Old : 4,091: 2,285 3,470 81 0 26 2,366 3,577: 1,725 514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -394: -280 -337 -143 0 0 -423 -480: 29 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 84.8 2.0 0.0 0.6 57.8 87.4: 42.2 12.6
Old : 100.0: 55.9 84.8 2.0 0.0 0.6 57.8 87.4: 42.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 19 17 6 0 1 23 21:
Old : 38: 19 17 6 0 1 23 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 : 34.8 57.1 44.0 74.5 34.8 56.9 44.0 74.2
Old : 34.8 57.1 44.0 74.5 34.8 56.9 44.0 74.2
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 110,881: 9,017 11,500 26,372 74,722 72,554 110,111 110,426: 770 455
Old : 110,881: 9,017 11,500 26,372 74,722 72,554 110,111 110,426: 770 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 6,194: -3,722 -544 1,425 8,898 5,813 6,601 6,694: -407 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.4 23.8 67.4 65.4 99.3 99.6: 0.7 0.4
Old : 100.0: 8.1 10.4 23.8 67.4 65.4 99.3 99.6: 0.7 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 : 48: 10 15 19 14 18 36 41:
Old : 48: 10 15 19 14 18 36 41:
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 : 69.4 40.1 83.0 56.3 56.7 36.1 58.7 45.8
Old : 69.4 40.1 83.0 56.3 56.7 36.1 58.7 45.8
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 160,229: 11,659 55,880 25,261 122,854 78,721 159,774 159,862: 455 367
Old : 160,229: 11,659 55,880 25,261 122,854 78,721 159,774 159,862: 455 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 23,488: -481 12,912 1,859 22,052 8,728 23,430 23,499: 58 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 34.9 15.8 76.7 49.1 99.7 99.8: 0.3 0.2
Old : 100.0: 7.3 34.9 15.8 76.7 49.1 99.7 99.8: 0.3 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 : 72: 15 27 26 23 23 53 62:
Old : 72: 15 27 26 23 23 53 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 40.7 70.8 57.3 52.1 30.1 57.6 43.4
Old : 56.2 40.7 70.8 57.3 52.1 30.1 57.6 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 554,812: 73,338 62,547 27,493 385,079 393,206 485,911 483,246: 68,901 71,567
Old : 554,812: 73,338 62,547 27,493 385,079 393,206 485,911 483,246: 68,901 71,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 7,850: 2,659 1,723 3,741 5,032 -1,210 11,432 4,254: -3,582 3,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.3 5.0 69.4 70.9 87.6 87.1: 12.4 12.9
Old : 100.0: 13.2 11.3 5.0 69.4 70.9 87.6 87.1: 12.4 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 577: 114 110 76 237 264 385 417:
Old : 577: 114 110 76 237 264 385 417:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 18.9 24.0 27.1 14.7 18.1 21.9 25.4
Old : 15.4 18.9 24.0 27.1 14.7 18.1 21.9 25.4
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,608: 3,302 6,213 365 16,756 11,625 20,423 18,203: 14,185 16,405
Old : 34,608: 3,302 6,213 365 16,756 11,625 20,423 18,203: 14,185 16,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 2,940: 615 2,064 -72 2,950 -456 3,493 1,536: -553 1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 18.0 1.1 48.4 33.6 59.0 52.6: 41.0 47.4
Old : 100.0: 9.5 18.0 1.1 48.4 33.6 59.0 52.6: 41.0 47.4
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 : 32: 2 7 2 14 10 17 18:
Old : 32: 2 7 2 14 10 17 18:
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 : 28.4 34.5 45.6 45.7 27.3 34.5 44.6 45.7
Old : 28.4 34.5 45.6 45.7 27.3 34.5 44.6 45.7
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,088: 4,090 412 1 9,034 14,103 13,125 14,516: 1,963 572
Old : 15,088: 4,090 412 1 9,034 14,103 13,125 14,516: 1,963 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 3: 23 0 0 33 9 56 9: -53 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 2.7 0.0 59.9 93.5 87.0 96.2: 13.0 3.8
Old : 100.0: 27.1 2.7 0.0 59.9 93.5 87.0 96.2: 13.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 1 1 6 9 12 11:
Old : 21: 6 1 1 6 9 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 62.8 81.1 90.6 55.7 62.8 73.8 86.1
Old : 62.0 62.8 81.1 90.6 55.7 62.8 73.8 86.1
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,331: 965 228 0 5,535 7,271 6,500 7,499: 1,831 832
Old : 8,331: 965 228 0 5,535 7,271 6,500 7,499: 1,831 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 382: 80 228 0 267 -8 347 220: 35 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 2.7 0.0 66.4 87.3 78.0 90.0: 22.0 10.0
Old : 100.0: 11.6 2.7 0.0 66.4 87.3 78.0 90.0: 22.0 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 : 22: 3 1 0 10 9 13 10:
Old : 22: 3 1 0 10 9 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 68.0 61.3 86.7 43.6 68.0 60.8 86.7
Old : 44.2 68.0 61.3 86.7 43.6 68.0 60.8 86.7
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,601,022: 369,829 301,315 115,994 1,841,617 1,907,904 2,327,440 2,325,213: 273,582 275,809
Old : 2,601,022: 369,829 301,315 115,994 1,841,617 1,907,904 2,327,440 2,325,213: 273,582 275,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 24,550: 20,560 8,636 8,725 10,412 -3,771 39,697 13,590: -15,147 10,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.6 4.5 70.8 73.4 89.5 89.4: 10.5 10.6
Old : 100.0: 14.2 11.6 4.5 70.8 73.4 89.5 89.4: 10.5 10.6
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 : 575: 115 108 74 233 260 381 410:
Old : 575: 115 108 74 233 260 381 410:
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 : 16.4 19.0 25.4 27.8 15.6 18.6 23.0 26.7
Old : 16.4 19.0 25.4 27.8 15.6 18.6 23.0 26.7
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,313: 2,250 274 0 16,515 14,666 18,765 14,940: 2,548 6,373
Old : 21,313: 2,250 274 0 16,515 14,666 18,765 14,940: 2,548 6,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,667: 0 0 0 1,091 -23 1,091 -23: 576 1,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 1.3 0.0 77.5 68.8 88.0 70.1: 12.0 29.9
Old : 100.0: 10.6 1.3 0.0 77.5 68.8 88.0 70.1: 12.0 29.9
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 : 20: 1 1 0 11 8 12 9:
Old : 20: 1 1 0 11 8 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 60.3 84.9 69.2 75.5 60.3 84.9 69.1
Old : 75.5 60.3 84.9 69.2 75.5 60.3 84.9 69.1
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,707: 1,480 0 0 10,780 13,424 12,260 13,424: 2,447 1,283
Old : 14,707: 1,480 0 0 10,780 13,424 12,260 13,424: 2,447 1,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -647: -385 0 -1 -330 -1,088 -716 -1,089: 69 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.0 0.0 73.3 91.3 83.4 91.3: 16.6 8.7
Old : 100.0: 10.1 0.0 0.0 73.3 91.3 83.4 91.3: 16.6 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 : 22: 4 0 0 8 13 12 13:
Old : 22: 4 0 0 8 13 12 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 : 63.0 64.4 76.9 80.9 62.0 60.1 74.0 76.3
Old : 63.0 64.4 76.9 80.9 62.0 60.1 74.0 76.3
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 69,981: 12,432 2,705 85 47,890 62,964 60,407 65,754: 9,574 4,227
Old : 69,981: 12,432 2,705 85 47,890 62,964 60,407 65,754: 9,574 4,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,654: 511 -76 -333 1,419 1,854 1,597 1,445: 57 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 3.9 0.1 68.4 90.0 86.3 94.0: 13.7 6.0
Old : 100.0: 17.8 3.9 0.1 68.4 90.0 86.3 94.0: 13.7 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 : 79: 10 6 3 41 34 52 42:
Old : 79: 10 6 3 41 34 52 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 38.8 48.3 61.8 32.4 38.8 48.3 61.7
Old : 32.4 38.8 48.3 61.8 32.4 38.8 48.3 61.7
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,023: 14,078 9,501 1,034 18,488 20,515 33,599 31,050: 6,424 8,973
Old : 40,023: 14,078 9,501 1,034 18,488 20,515 33,599 31,050: 6,424 8,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,669: -408 -269 366 1,497 912 1,455 1,009: 214 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 23.7 2.6 46.2 51.3 83.9 77.6: 16.1 22.4
Old : 100.0: 35.2 23.7 2.6 46.2 51.3 83.9 77.6: 16.1 22.4
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 : 243: 50 61 22 78 87 139 159:
Old : 243: 50 61 22 78 87 139 159:
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 13.1 41.0 21.2 27.3 13.1 40.6 21.1
Old : 27.3 13.1 41.0 21.2 27.3 13.1 40.6 21.1
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 200,114: 70,389 47,505 5,168 92,438 102,577 167,995 155,250: 32,119 44,864
Old : 200,114: 70,389 47,505 5,168 92,438 102,577 167,995 155,250: 32,119 44,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 8,346: -2,040 -1,347 1,832 7,484 4,560 7,276 5,045: 1,070 3,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 23.7 2.6 46.2 51.3 83.9 77.6: 16.1 22.4
Old : 100.0: 35.2 23.7 2.6 46.2 51.3 83.9 77.6: 16.1 22.4
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 : 243: 50 61 22 78 87 139 159:
Old : 243: 50 61 22 78 87 139 159:
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 13.1 41.0 21.2 27.3 13.1 40.6 21.1
Old : 27.3 13.1 41.0 21.2 27.3 13.1 40.6 21.1
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 165,752: 31,850 92,882 1,718 102,382 29,039 135,950 123,639: 29,802 42,113
Old : 165,752: 31,850 92,882 1,718 102,382 29,039 135,950 123,639: 29,802 42,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -3,423: -508 -2,257 485 -4,337 -3,783 -4,360 -5,555: 937 2,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 56.0 1.0 61.8 17.5 82.0 74.6: 18.0 25.4
Old : 100.0: 19.2 56.0 1.0 61.8 17.5 82.0 74.6: 18.0 25.4
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 : 92: 17 39 10 21 27 44 70:
Old : 92: 17 39 10 21 27 44 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 : 56.4 24.1 65.4 36.1 56.1 23.9 64.7 35.9
Old : 56.4 24.1 65.4 36.1 56.1 23.9 64.7 35.9
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 468,827: 67,465 126,805 6,886 374,393 311,627 448,744 445,318: 20,083 23,509
Old : 468,827: 67,465 126,805 6,886 374,393 311,627 448,744 445,318: 20,083 23,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 16,522: 4,992 810 -334 10,088 14,173 14,746 14,649: 1,776 1,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 27.0 1.5 79.9 66.5 95.7 95.0: 4.3 5.0
Old : 100.0: 14.4 27.0 1.5 79.9 66.5 95.7 95.0: 4.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 49 58 20 120 123 181 189:
Old : 297: 49 58 20 120 123 181 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 23.4 33.5 39.7 20.0 23.2 32.3 38.9
Old : 20.6 23.4 33.5 39.7 20.0 23.2 32.3 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 30,963: 13,255 20,810 810 10,763 4,826 24,828 26,446: 6,135 4,517
Old : 30,963: 13,255 20,810 810 10,763 4,826 24,828 26,446: 6,135 4,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 65: -552 90 -267 12 35 -807 -142: 872 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 67.2 2.6 34.8 15.6 80.2 85.4: 19.8 14.6
Old : 100.0: 42.8 67.2 2.6 34.8 15.6 80.2 85.4: 19.8 14.6
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 : 32: 13 3 3 14 7 28 12:
Old : 32: 13 3 3 14 7 28 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 : 38.2 81.1 53.8 84.9 35.6 79.6 50.8 81.6
Old : 38.2 81.1 53.8 84.9 35.6 79.6 50.8 81.6
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,093: 32,174 17,737 1,141 16,655 31,877 49,970 50,755: 7,123 6,338
Old : 57,093: 32,174 17,737 1,141 16,655 31,877 49,970 50,755: 7,123 6,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -1,725: 754 -2,551 -341 -491 532 -78 -2,360: -1,647 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 31.1 2.0 29.2 55.8 87.5 88.9: 12.5 11.1
Old : 100.0: 56.4 31.1 2.0 29.2 55.8 87.5 88.9: 12.5 11.1
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 : 72: 16 15 7 27 24 46 43:
Old : 72: 16 15 7 27 24 46 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 : 48.4 38.4 61.4 53.3 48.3 36.9 60.2 51.8
Old : 48.4 38.4 61.4 53.3 48.3 36.9 60.2 51.8
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 - Futures Only, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,277: 17,703 4,276 1,026 98,523 111,905 117,252 117,207: 25 70
Old : 117,277: 17,703 4,276 1,026 98,523 111,905 117,252 117,207: 25 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 721: 338 0 0 383 756 721 756: 0 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 3.6 0.9 84.0 95.4 100.0 99.9: 0.0 0.1
Old : 100.0: 15.1 3.6 0.9 84.0 95.4 100.0 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 : 35: 8 2 3 15 21 24 25:
Old : 35: 8 2 3 15 21 24 25:
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 : 77.4 62.2 87.0 83.5 49.7 37.5 55.4 51.0
Old : 77.4 62.2 87.0 83.5 49.7 37.5 55.4 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2019