BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 9,978: 502 2,531 1,191 7,707 5,737 9,399 9,459: 579 519
Old : 9,978: 502 2,531 1,191 7,707 5,737 9,399 9,459: 579 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,377: -165 -390 -112 -994 -969 -1,271 -1,472: -105 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 25.4 11.9 77.2 57.5 94.2 94.8: 5.8 5.2
Old : 100.0: 5.0 25.4 11.9 77.2 57.5 94.2 94.8: 5.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 10 8 26 22 35 34:
Old : 44: 3 10 8 26 22 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 34.7 57.5 56.2 35.0 31.3 52.5 48.2
Old : 37.3 34.7 57.5 56.2 35.0 31.3 52.5 48.2
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, August 06, 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 : 38,602: 4,701 1,948 11,782 16,107 15,933 32,590 29,663: 6,012 8,939
Old : 38,602: 4,701 1,948 11,782 16,107 15,933 32,590 29,663: 6,012 8,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -5,964: -912 -1,133 -1,903 -2,422 -2,040 -5,237 -5,077: -727 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 5.0 30.5 41.7 41.3 84.4 76.8: 15.6 23.2
Old : 100.0: 12.2 5.0 30.5 41.7 41.3 84.4 76.8: 15.6 23.2
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 : 76: 23 14 25 29 30 62 59:
Old : 76: 23 14 25 29 30 62 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 30.6 45.5 45.8 22.7 16.0 29.0 22.3
Old : 31.3 30.6 45.5 45.8 22.7 16.0 29.0 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 11,209: 744 1,740 1,334 8,317 7,304 10,395 10,378: 813 831
Old : 11,209: 744 1,740 1,334 8,317 7,304 10,395 10,378: 813 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -2,076: -60 -166 -730 -1,142 -1,167 -1,931 -2,063: -145 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 15.5 11.9 74.2 65.2 92.7 92.6: 7.3 7.4
Old : 100.0: 6.6 15.5 11.9 74.2 65.2 92.7 92.6: 7.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 7 7 31 17 38 26:
Old : 40: 2 7 7 31 17 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 51.1 54.7 71.3 29.7 42.3 44.7 53.8
Old : 32.5 51.1 54.7 71.3 29.7 42.3 44.7 53.8
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, August 06, 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 : 9,454: 4,345 125 1,726 2,869 4,793 8,941 6,645: 513 2,809
Old : 9,454: 4,345 125 1,726 2,869 4,793 8,941 6,645: 513 2,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,046: -640 -60 -56 -377 -925 -1,073 -1,042: 28 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 1.3 18.3 30.3 50.7 94.6 70.3: 5.4 29.7
Old : 100.0: 46.0 1.3 18.3 30.3 50.7 94.6 70.3: 5.4 29.7
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 : 28: 9 1 8 14 16 24 24:
Old : 28: 9 1 8 14 16 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 41.0 83.9 56.4 60.1 33.5 68.4 44.4
Old : 62.5 41.0 83.9 56.4 60.1 33.5 68.4 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 396,318: 107,959 33,134 136,004 123,409 184,670 367,372 353,807: 28,946 42,511
Old : 167,789: 66,615 44,837 49,471 42,752 56,927 158,838 151,236: 8,951 16,553
Other: 228,529: 67,443 14,395 60,434 80,657 127,743 208,534 202,572: 19,995 25,958
: : :
: : Changes in Commitments from: July 30, 2019 :
: 459: -8,320 -4,299 7,085 4,407 -1,819 3,172 967: -2,713 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 8.4 34.3 31.1 46.6 92.7 89.3: 7.3 10.7
Old : 100.0: 39.7 26.7 29.5 25.5 33.9 94.7 90.1: 5.3 9.9
Other: 100.0: 29.5 6.3 26.4 35.3 55.9 91.3 88.6: 8.7 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 143 84 132 89 94 289 260:
Old : 301: 98 99 88 71 86 207 235:
Other: 275: 125 46 83 75 82 234 181:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 18.4 22.4 27.1 10.0 13.9 16.0 18.3
Old : 11.8 11.9 21.5 20.3 10.7 9.3 18.7 15.7
Other: 16.1 24.4 27.8 33.9 13.6 20.7 20.9 27.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 353,888: 98,550 43,468 90,676 130,437 177,081 319,664 311,226: 34,224 42,662
Old : 353,888: 98,550 43,468 90,676 130,437 177,081 319,664 311,226: 34,224 42,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -18,580: -2,979 5,173 -15,493 -265 -6,208 -18,737 -16,528: 157 -2,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 12.3 25.6 36.9 50.0 90.3 87.9: 9.7 12.1
Old : 100.0: 27.8 12.3 25.6 36.9 50.0 90.3 87.9: 9.7 12.1
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 : 410: 132 85 131 141 151 338 314:
Old : 410: 132 85 131 141 151 338 314:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 17.5 22.7 28.8 13.3 16.0 20.8 24.2
Old : 13.9 17.5 22.7 28.8 13.3 16.0 20.8 24.2
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 with Delta-adjusted Options and Futures Combined, August 06, 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 : 3,375: 659 939 998 589 599 2,246 2,535: 1,128 840
Old : 3,375: 659 939 998 589 599 2,246 2,535: 1,128 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -3: 210 -198 76 -154 91 132 -31: -135 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 27.8 29.6 17.5 17.8 66.6 75.1: 33.4 24.9
Old : 100.0: 19.5 27.8 29.6 17.5 17.8 66.6 75.1: 33.4 24.9
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 : 44: 14 12 11 15 13 33 34:
Old : 44: 14 12 11 15 13 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 31.2 43.4 46.2 17.7 23.6 25.8 31.3
Old : 27.9 31.2 43.4 46.2 17.7 23.6 25.8 31.3
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, August 06, 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 : 61,498: 13,966 16,868 19,354 17,041 11,008 50,361 47,231: 11,136 14,267
Old : 61,498: 13,966 16,868 19,354 17,041 11,008 50,361 47,231: 11,136 14,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 1,776: -542 1,742 863 233 -941 554 1,664: 1,222 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 27.4 31.5 27.7 17.9 81.9 76.8: 18.1 23.2
Old : 100.0: 22.7 27.4 31.5 27.7 17.9 81.9 76.8: 18.1 23.2
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 : 207: 54 44 63 76 71 165 159:
Old : 207: 54 44 63 76 71 165 159:
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 : 14.9 14.3 26.2 25.0 13.3 13.1 20.2 19.6
Old : 14.9 14.3 26.2 25.0 13.3 13.1 20.2 19.6
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, August 06, 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 : 28,386: 2,670 2,661 5,142 19,635 18,306 27,446 26,109: 939 2,277
Old : 28,386: 2,670 2,661 5,142 19,635 18,306 27,446 26,109: 939 2,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -4,455: 76 -1,273 -989 -3,497 -2,254 -4,410 -4,516: -44 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 9.4 18.1 69.2 64.5 96.7 92.0: 3.3 8.0
Old : 100.0: 9.4 9.4 18.1 69.2 64.5 96.7 92.0: 3.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 14 11 16 27 28 50 46:
Old : 62: 14 11 16 27 28 50 46:
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 : 46.0 37.1 63.8 54.8 44.8 32.3 53.7 45.4
Old : 46.0 37.1 63.8 54.8 44.8 32.3 53.7 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 74,035: 45,752 12,476 0 26,411 60,431 72,163 72,907: 1,872 1,128
Old : 74,035: 45,752 12,476 0 26,411 60,431 72,163 72,907: 1,872 1,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -3,666: -3,370 -3,234 0 -124 -492 -3,494 -3,726: -172 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 16.9 0.0 35.7 81.6 97.5 98.5: 2.5 1.5
Old : 100.0: 61.8 16.9 0.0 35.7 81.6 97.5 98.5: 2.5 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 : 38: 18 8 0 3 9 21 17:
Old : 38: 18 8 0 3 9 21 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 : 85.6 79.2 92.3 95.4 85.6 79.2 92.3 95.4
Old : 85.6 79.2 92.3 95.4 85.6 79.2 92.3 95.4
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, August 06, 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 : 185,862: 63,725 38,977 8,434 77,809 110,761 149,969 158,173: 35,894 27,689
Old : 185,862: 63,725 38,977 8,434 77,809 110,761 149,969 158,173: 35,894 27,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -7,099: -2,580 -4,675 794 -1,724 -7,949 -3,510 -11,830: -3,589 4,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 21.0 4.5 41.9 59.6 80.7 85.1: 19.3 14.9
Old : 100.0: 34.3 21.0 4.5 41.9 59.6 80.7 85.1: 19.3 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 33 23 15 42 28 83 58:
Old : 107: 33 23 15 42 28 83 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 47.8 41.0 58.1 30.8 46.2 37.9 54.0
Old : 31.0 47.8 41.0 58.1 30.8 46.2 37.9 54.0
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 with Delta-adjusted Options and Futures Combined, August 06, 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 : 58,659: 8,842 24,770 686 37,421 12,522 46,950 37,978: 11,709 20,681
Old : 58,659: 8,842 24,770 686 37,421 12,522 46,950 37,978: 11,709 20,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -669: -2,292 -510 -26 -1,028 -1,799 -3,347 -2,336: 2,678 1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 42.2 1.2 63.8 21.3 80.0 64.7: 20.0 35.3
Old : 100.0: 15.1 42.2 1.2 63.8 21.3 80.0 64.7: 20.0 35.3
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 : 50: 9 17 4 15 17 26 36:
Old : 50: 9 17 4 15 17 26 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 26.5 63.9 39.4 51.4 26.5 63.2 39.4
Old : 52.1 26.5 63.9 39.4 51.4 26.5 63.2 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 222,989: 161,389 39,136 2,589 52,949 177,853 216,927 219,578: 6,062 3,411
Old : 222,989: 161,389 39,136 2,589 52,949 177,853 216,927 219,578: 6,062 3,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 1,209: -2,862 3,238 1,233 3,580 -3,822 1,952 649: -743 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 17.6 1.2 23.7 79.8 97.3 98.5: 2.7 1.5
Old : 100.0: 72.4 17.6 1.2 23.7 79.8 97.3 98.5: 2.7 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 : 159: 83 35 13 23 26 110 70:
Old : 159: 83 35 13 23 26 110 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 : 50.1 67.3 65.5 79.0 50.1 67.3 65.5 78.6
Old : 50.1 67.3 65.5 79.0 50.1 67.3 65.5 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 337,622: 39,524 146,930 28,296 238,773 116,311 306,593 291,537: 31,029 46,085
Old : 337,622: 39,524 146,930 28,296 238,773 116,311 306,593 291,537: 31,029 46,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 22,096: 3,400 15,618 480 17,303 7,072 21,183 23,170: 913 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 43.5 8.4 70.7 34.5 90.8 86.4: 9.2 13.6
Old : 100.0: 11.7 43.5 8.4 70.7 34.5 90.8 86.4: 9.2 13.6
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 : 144: 28 54 24 36 51 78 115:
Old : 144: 28 54 24 36 51 78 115:
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 : 46.1 22.4 58.0 33.1 45.2 22.3 56.5 31.4
Old : 46.1 22.4 58.0 33.1 45.2 22.3 56.5 31.4
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 with Delta-adjusted Options and Futures Combined, August 06, 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 : 184,962: 42,784 35,349 25,549 80,045 96,130 148,379 157,029: 36,583 27,933
Old : 184,962: 42,784 35,349 25,549 80,045 96,130 148,379 157,029: 36,583 27,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 25,894: 7,187 -6,993 8,463 4,302 24,419 19,952 25,889: 5,942 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 19.1 13.8 43.3 52.0 80.2 84.9: 19.8 15.1
Old : 100.0: 23.1 19.1 13.8 43.3 52.0 80.2 84.9: 19.8 15.1
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 : 127: 33 33 23 44 41 88 86:
Old : 127: 33 33 23 44 41 88 86:
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 : 14.0 29.2 23.4 38.9 13.2 28.5 20.7 36.3
Old : 14.0 29.2 23.4 38.9 13.2 28.5 20.7 36.3
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 with Delta-adjusted Options and Futures Combined, August 06, 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 : 618,928: 174,631 222,256 53,838 301,717 275,450 530,186 551,544: 88,742 67,384
Old : 618,928: 174,631 222,256 53,838 301,717 275,450 530,186 551,544: 88,742 67,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -14,361: 5,586 -6,831 187 -15,385 -6,024 -9,612 -12,668: -4,748 -1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 35.9 8.7 48.7 44.5 85.7 89.1: 14.3 10.9
Old : 100.0: 28.2 35.9 8.7 48.7 44.5 85.7 89.1: 14.3 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 85 76 55 98 89 202 202:
Old : 295: 85 76 55 98 89 202 202:
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 : 14.5 23.7 24.1 37.6 13.8 23.6 23.0 37.4
Old : 14.5 23.7 24.1 37.6 13.8 23.6 23.0 37.4
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, August 06, 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 : 28,664: 4,625 7,737 177 9,514 15,173 14,316 23,087: 14,348 5,577
Old : 28,664: 4,625 7,737 177 9,514 15,173 14,316 23,087: 14,348 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 307: -104 2,483 -3 -18 -1,576 -125 904: 432 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 27.0 0.6 33.2 52.9 49.9 80.5: 50.1 19.5
Old : 100.0: 16.1 27.0 0.6 33.2 52.9 49.9 80.5: 50.1 19.5
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 : 25: 5 5 2 13 10 20 15:
Old : 25: 5 5 2 13 10 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 55.3 32.7 72.9 18.0 54.2 29.7 69.1
Old : 19.9 55.3 32.7 72.9 18.0 54.2 29.7 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 26,379: 6,322 5,187 17 12,928 15,502 19,267 20,706: 7,112 5,673
Old : 26,379: 6,322 5,187 17 12,928 15,502 19,267 20,706: 7,112 5,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -558: -792 -1,085 0 -400 371 -1,192 -714: 634 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 19.7 0.1 49.0 58.8 73.0 78.5: 27.0 21.5
Old : 100.0: 24.0 19.7 0.1 49.0 58.8 73.0 78.5: 27.0 21.5
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 : 23: 4 5 2 13 10 18 16:
Old : 23: 4 5 2 13 10 18 16:
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 : 41.8 43.2 62.2 60.5 37.8 37.2 54.5 52.6
Old : 41.8 43.2 62.2 60.5 37.8 37.2 54.5 52.6
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, August 06, 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 : 20,922: 14,868 5,599 140 3,453 14,068 18,461 19,807: 2,461 1,115
Old : 20,922: 14,868 5,599 140 3,453 14,068 18,461 19,807: 2,461 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -10,270: -1,513 -8,558 -378 -8,429 -1,323 -10,320 -10,259: 50 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 26.8 0.7 16.5 67.2 88.2 94.7: 11.8 5.3
Old : 100.0: 71.1 26.8 0.7 16.5 67.2 88.2 94.7: 11.8 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 : 38: 18 11 2 5 6 23 19:
Old : 38: 18 11 2 5 6 23 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 : 60.8 72.1 73.8 83.0 60.8 72.1 73.8 82.9
Old : 60.8 72.1 73.8 83.0 60.8 72.1 73.8 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 57,346: 17,891 29,467 1,885 34,614 20,103 54,390 51,456: 2,956 5,890
Old : 57,346: 17,891 29,467 1,885 34,614 20,103 54,390 51,456: 2,956 5,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 3,960: 2,777 2,030 646 229 953 3,652 3,629: 308 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 51.4 3.3 60.4 35.1 94.8 89.7: 5.2 10.3
Old : 100.0: 31.2 51.4 3.3 60.4 35.1 94.8 89.7: 5.2 10.3
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 : 97: 26 46 11 14 14 46 65:
Old : 97: 26 46 11 14 14 46 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 25.7 72.1 40.4 61.6 23.2 71.0 36.6
Old : 61.6 25.7 72.1 40.4 61.6 23.2 71.0 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 25,802: 22,766 13,798 0 2,488 10,391 25,254 24,189: 548 1,613
Old : 25,802: 22,766 13,798 0 2,488 10,391 25,254 24,189: 548 1,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,212: 1,683 -1,160 0 -2,323 -27 -640 -1,187: -572 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 53.5 0.0 9.6 40.3 97.9 93.7: 2.1 6.3
Old : 100.0: 88.2 53.5 0.0 9.6 40.3 97.9 93.7: 2.1 6.3
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 : 27: 4 14 0 2 7 6 21:
Old : 27: 4 14 0 2 7 6 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 : 95.8 52.9 97.9 75.5 95.8 52.9 97.9 75.5
Old : 95.8 52.9 97.9 75.5 95.8 52.9 97.9 75.5
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 with Delta-adjusted Options and Futures Combined, August 06, 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 :30,682,617: 2,037,533 898,040 17,371,095 10,435,986 11,363,582 29,844,615 29,632,718: 838,002 1,049,899
Old :30,682,617: 2,037,533 898,040 17,371,095 10,435,986 11,363,582 29,844,615 29,632,718: 838,002 1,049,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 2,873,399: 478,132 -133,931 2,221,241 177,841 701,265 2,877,214 2,788,574: -3,815 84,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.9 56.6 34.0 37.0 97.3 96.6: 2.7 3.4
Old : 100.0: 6.6 2.9 56.6 34.0 37.0 97.3 96.6: 2.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 81 86 135 123 131 277 284:
Old : 310: 81 86 135 123 131 277 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 23.2 36.0 37.5 6.0 9.3 7.9 11.2
Old : 23.5 23.2 36.0 37.5 6.0 9.3 7.9 11.2
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 with Delta-adjusted Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,692: 2,820 4,048 72 0 26 2,892 4,146: 1,800 546
Old : 4,692: 2,820 4,048 72 0 26 2,892 4,146: 1,800 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 390: 133 359 -20 0 0 113 339: 277 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 86.3 1.5 0.0 0.6 61.6 88.4: 38.4 11.6
Old : 100.0: 60.1 86.3 1.5 0.0 0.6 61.6 88.4: 38.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 27 14 3 0 1 29 16:
Old : 42: 27 14 3 0 1 29 16:
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 : 30.8 68.8 40.1 81.5 30.8 68.7 40.1 81.4
Old : 30.8 68.8 40.1 81.5 30.8 68.7 40.1 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 83,497: 14,022 10,861 22,601 46,185 49,596 82,808 83,058: 689 439
Old : 83,497: 14,022 10,861 22,601 46,185 49,596 82,808 83,058: 689 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 3,028: -2,505 -7,978 4,679 906 6,476 3,080 3,177: -52 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.0 27.1 55.3 59.4 99.2 99.5: 0.8 0.5
Old : 100.0: 16.8 13.0 27.1 55.3 59.4 99.2 99.5: 0.8 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 : 46: 12 13 18 12 19 33 42:
Old : 46: 12 13 18 12 19 33 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 : 53.3 28.6 73.1 51.0 44.4 26.2 49.9 40.0
Old : 53.3 28.6 73.1 51.0 44.4 26.2 49.9 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 117,208: 17,661 33,398 18,529 79,730 64,962 115,920 116,889: 1,288 319
Old : 117,208: 17,661 33,398 18,529 79,730 64,962 115,920 116,889: 1,288 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -22,739: -6,912 5,883 -4,803 -12,083 -23,594 -23,798 -22,514: 1,059 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 28.5 15.8 68.0 55.4 98.9 99.7: 1.1 0.3
Old : 100.0: 15.1 28.5 15.8 68.0 55.4 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 22 18 23 19 23 48 58:
Old : 67: 22 18 23 19 23 48 58:
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 41.3 65.4 59.6 36.9 25.6 47.4 39.5
Old : 47.0 41.3 65.4 59.6 36.9 25.6 47.4 39.5
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, August 06, 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 : 812,390: 76,810 64,143 191,674 460,034 467,365 728,518 723,182: 83,871 89,207
Old : 812,390: 76,810 64,143 191,674 460,034 467,365 728,518 723,182: 83,871 89,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 58,992: -1,761 -823 52,582 13,974 8,895 64,795 60,653: -5,803 -1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 7.9 23.6 56.6 57.5 89.7 89.0: 10.3 11.0
Old : 100.0: 9.5 7.9 23.6 56.6 57.5 89.7 89.0: 10.3 11.0
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 : 617: 128 131 144 267 275 468 477:
Old : 617: 128 131 144 267 275 468 477:
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 : 16.1 15.8 24.7 27.5 10.1 12.8 15.3 19.1
Old : 16.1 15.8 24.7 27.5 10.1 12.8 15.3 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 56,156: 3,715 6,405 9,134 18,092 21,693 30,941 37,232: 25,215 18,924
Old : 56,156: 3,715 6,405 9,134 18,092 21,693 30,941 37,232: 25,215 18,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -5,052: 404 2,416 -3,899 4,319 -4,230 823 -5,713: -5,876 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 11.4 16.3 32.2 38.6 55.1 66.3: 44.9 33.7
Old : 100.0: 6.6 11.4 16.3 32.2 38.6 55.1 66.3: 44.9 33.7
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 : 39: 8 12 15 14 14 32 32:
Old : 39: 8 12 15 14 14 32 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 : 23.7 31.4 35.6 43.2 13.5 22.8 21.6 30.6
Old : 23.7 31.4 35.6 43.2 13.5 22.8 21.6 30.6
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, August 06, 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 : 15,245: 4,053 256 0 9,027 14,366 13,080 14,622: 2,165 623
Old : 15,245: 4,053 256 0 9,027 14,366 13,080 14,622: 2,165 623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -147: 124 0 0 -623 97 -499 97: 352 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 1.7 0.0 59.2 94.2 85.8 95.9: 14.2 4.1
Old : 100.0: 26.6 1.7 0.0 59.2 94.2 85.8 95.9: 14.2 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 : 20: 5 1 0 6 9 11 10:
Old : 20: 5 1 0 6 9 11 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 : 62.5 66.5 80.9 91.6 56.2 66.5 73.6 87.0
Old : 62.5 66.5 80.9 91.6 56.2 66.5 73.6 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 3,781,169: 384,317 307,535 893,857 2,209,710 2,228,360 3,487,885 3,429,752: 293,284 351,417
Old : 3,781,169: 384,317 307,535 893,857 2,209,710 2,228,360 3,487,885 3,429,752: 293,284 351,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 320,222: -1,473 -6,847 273,053 48,278 65,624 319,858 331,829: 363 -11,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 8.1 23.6 58.4 58.9 92.2 90.7: 7.8 9.3
Old : 100.0: 10.2 8.1 23.6 58.4 58.9 92.2 90.7: 7.8 9.3
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 : 606: 124 127 139 264 269 458 465:
Old : 606: 124 127 139 264 269 458 465:
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 : 16.8 16.3 25.7 28.0 10.9 13.2 16.4 19.7
Old : 16.8 16.3 25.7 28.0 10.9 13.2 16.4 19.7
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,022: 1,140 4,153 0 15,784 11,938 16,924 16,091: 2,098 2,931
Old : 19,022: 1,140 4,153 0 15,784 11,938 16,924 16,091: 2,098 2,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -554: -1,482 0 0 1,302 -604 -180 -604: -374 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 21.8 0.0 83.0 62.8 89.0 84.6: 11.0 15.4
Old : 100.0: 6.0 21.8 0.0 83.0 62.8 89.0 84.6: 11.0 15.4
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 : 25: 2 1 0 11 13 13 14:
Old : 25: 2 1 0 11 13 13 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 : 62.8 60.5 79.5 74.8 58.9 60.5 75.6 73.6
Old : 62.8 60.5 79.5 74.8 58.9 60.5 75.6 73.6
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, August 06, 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 : 16,761: 209 0 0 14,315 11,863 14,524 11,863: 2,237 4,898
Old : 16,761: 209 0 0 14,315 11,863 14,524 11,863: 2,237 4,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 2,288: 0 0 0 2,110 2,173 2,110 2,173: 178 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 85.4 70.8 86.7 70.8: 13.3 29.2
Old : 100.0: 1.2 0.0 0.0 85.4 70.8 86.7 70.8: 13.3 29.2
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 : 21: 1 0 0 11 9 12 9:
Old : 21: 1 0 0 11 9 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 : 74.1 59.7 81.4 69.5 74.1 59.7 81.4 69.5
Old : 74.1 59.7 81.4 69.5 74.1 59.7 81.4 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 Technology Ind :
: : :
All : 8,466: 844 560 0 6,003 7,211 6,847 7,771: 1,619 695
Old : 8,466: 844 560 0 6,003 7,211 6,847 7,771: 1,619 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -127: 629 -10 0 -534 -109 95 -119: -222 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 6.6 0.0 70.9 85.2 80.9 91.8: 19.1 8.2
Old : 100.0: 10.0 6.6 0.0 70.9 85.2 80.9 91.8: 19.1 8.2
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 : 20: 2 2 0 7 10 9 12:
Old : 20: 2 2 0 7 10 9 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 62.7 78.3 81.3 56.2 62.7 78.0 81.3
Old : 56.5 62.7 78.3 81.3 56.2 62.7 78.0 81.3
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, August 06, 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 : 16,317: 1,757 0 0 12,120 15,660 13,877 15,660: 2,440 657
Old : 16,317: 1,757 0 0 12,120 15,660 13,877 15,660: 2,440 657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 281: 30 0 0 383 392 413 392: -132 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.0 0.0 74.3 96.0 85.0 96.0: 15.0 4.0
Old : 100.0: 10.8 0.0 0.0 74.3 96.0 85.0 96.0: 15.0 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 : 23: 5 0 0 9 12 14 12:
Old : 23: 5 0 0 9 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 73.4 75.7 90.9 62.1 71.6 71.7 85.3
Old : 64.5 73.4 75.7 90.9 62.1 71.6 71.7 85.3
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 with Delta-adjusted Options and Futures Combined, August 06, 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 : 70,208: 13,790 3,929 841 44,864 61,890 59,495 66,660: 10,713 3,548
Old : 70,208: 13,790 3,929 841 44,864 61,890 59,495 66,660: 10,713 3,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 1,871: 388 -578 235 1,324 2,507 1,947 2,164: -76 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 5.6 1.2 63.9 88.2 84.7 94.9: 15.3 5.1
Old : 100.0: 19.6 5.6 1.2 63.9 88.2 84.7 94.9: 15.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 12 6 4 43 31 57 39:
Old : 81: 12 6 4 43 31 57 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 38.6 45.3 61.4 31.1 38.6 45.3 61.4
Old : 31.1 38.6 45.3 61.4 31.1 38.6 45.3 61.4
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, August 06, 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 : 45,862: 16,992 8,971 4,007 17,930 23,693 38,930 36,671: 6,932 9,191
Old : 45,862: 16,992 8,971 4,007 17,930 23,693 38,930 36,671: 6,932 9,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -3,183: 1,779 -936 1,008 -5,943 -4,028 -3,157 -3,956: -27 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 19.6 8.7 39.1 51.7 84.9 80.0: 15.1 20.0
Old : 100.0: 37.1 19.6 8.7 39.1 51.7 84.9 80.0: 15.1 20.0
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 : 250: 56 61 35 86 86 161 163:
Old : 250: 56 61 35 86 86 161 163:
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 14.1 35.9 24.0 24.2 14.0 34.2 23.3
Old : 24.2 14.1 35.9 24.0 24.2 14.0 34.2 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 229,309: 84,962 44,855 20,037 89,651 118,464 194,650 183,355: 34,659 45,954
Old : 229,309: 84,962 44,855 20,037 89,651 118,464 194,650 183,355: 34,659 45,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -15,917: 8,894 -4,678 5,039 -29,716 -20,140 -15,783 -19,778: -134 3,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 19.6 8.7 39.1 51.7 84.9 80.0: 15.1 20.0
Old : 100.0: 37.1 19.6 8.7 39.1 51.7 84.9 80.0: 15.1 20.0
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 : 250: 56 61 35 86 86 161 163:
Old : 250: 56 61 35 86 86 161 163:
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 14.1 35.9 24.0 24.2 14.0 34.2 23.3
Old : 24.2 14.1 35.9 24.0 24.2 14.0 34.2 23.3
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, August 06, 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 : 197,081: 43,016 98,107 9,868 107,703 46,332 160,587 154,307: 36,494 42,775
Old : 197,081: 43,016 98,107 9,868 107,703 46,332 160,587 154,307: 36,494 42,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 20,419: 7,624 9,509 1,434 8,060 6,150 17,117 17,093: 3,302 3,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 49.8 5.0 54.6 23.5 81.5 78.3: 18.5 21.7
Old : 100.0: 21.8 49.8 5.0 54.6 23.5 81.5 78.3: 18.5 21.7
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 : 105: 22 46 19 28 28 62 81:
Old : 105: 22 46 19 28 28 62 81:
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 : 44.9 23.1 55.1 34.7 44.1 22.9 52.8 34.5
Old : 44.9 23.1 55.1 34.7 44.1 22.9 52.8 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 460,356: 56,958 136,112 13,943 369,098 288,092 439,999 438,147: 20,357 22,209
Old : 460,356: 56,958 136,112 13,943 369,098 288,092 439,999 438,147: 20,357 22,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 16,212: -3,520 -4,689 3,847 17,247 14,416 17,574 13,574: -1,362 2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 29.6 3.0 80.2 62.6 95.6 95.2: 4.4 4.8
Old : 100.0: 12.4 29.6 3.0 80.2 62.6 95.6 95.2: 4.4 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 : 297: 50 55 27 122 123 186 191:
Old : 297: 50 55 27 122 123 186 191:
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 : 19.5 24.1 32.3 40.1 18.7 23.9 30.8 38.2
Old : 19.5 24.1 32.3 40.1 18.7 23.9 30.8 38.2
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, August 06, 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 : 28,373: 12,627 19,578 579 9,515 4,572 22,721 24,729: 5,652 3,644
Old : 28,373: 12,627 19,578 579 9,515 4,572 22,721 24,729: 5,652 3,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 1,524: 1,577 2,172 -617 942 -899 1,902 656: -378 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 69.0 2.0 33.5 16.1 80.1 87.2: 19.9 12.8
Old : 100.0: 44.5 69.0 2.0 33.5 16.1 80.1 87.2: 19.9 12.8
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 : 35: 14 6 2 13 5 28 12:
Old : 35: 14 6 2 13 5 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 : 40.7 79.7 54.9 85.0 38.6 79.7 52.7 83.8
Old : 40.7 79.7 54.9 85.0 38.6 79.7 52.7 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 58,971: 28,542 18,308 1,247 19,852 34,515 49,641 54,070: 9,330 4,901
Old : 58,971: 28,542 18,308 1,247 19,852 34,515 49,641 54,070: 9,330 4,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 264: 3,603 3,910 -282 -4,800 5,055 -1,479 8,683: 1,743 -8,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 31.0 2.1 33.7 58.5 84.2 91.7: 15.8 8.3
Old : 100.0: 48.4 31.0 2.1 33.7 58.5 84.2 91.7: 15.8 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 : 76: 13 19 8 26 31 42 55:
Old : 76: 13 19 8 26 31 42 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 34.8 60.5 48.4 47.0 33.8 59.4 47.0
Old : 47.5 34.8 60.5 48.4 47.0 33.8 59.4 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 118,827: 15,817 4,776 1,026 101,371 112,920 118,214 118,722: 613 105
Old : 118,827: 15,817 4,776 1,026 101,371 112,920 118,214 118,722: 613 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -2,111: 1,276 -500 0 -3,389 -1,611 -2,113 -2,111: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 4.0 0.9 85.3 95.0 99.5 99.9: 0.5 0.1
Old : 100.0: 13.3 4.0 0.9 85.3 95.0 99.5 99.9: 0.5 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 : 36: 8 3 3 15 21 24 26:
Old : 36: 8 3 3 15 21 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 59.9 87.3 82.7 49.4 33.3 54.4 49.2
Old : 78.5 59.9 87.3 82.7 49.4 33.3 54.4 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 09, 2019