BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 10,776: 362 2,889 1,242 8,595 6,169 10,199 10,301: 578 476
Old : 10,776: 362 2,889 1,242 8,595 6,169 10,199 10,301: 578 476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 201: -149 77 26 344 208 220 311: -19 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 26.8 11.5 79.8 57.2 94.6 95.6: 5.4 4.4
Old : 100.0: 3.4 26.8 11.5 79.8 57.2 94.6 95.6: 5.4 4.4
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 : 46: 3 10 8 28 23 37 35:
Old : 46: 3 10 8 28 23 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 : 40.9 33.1 61.2 54.9 39.2 30.9 55.2 48.3
Old : 40.9 33.1 61.2 54.9 39.2 30.9 55.2 48.3
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 20, 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 : 40,884: 5,081 2,133 12,720 16,948 16,312 34,749 31,165: 6,135 9,720
Old : 40,884: 5,081 2,133 12,720 16,948 16,312 34,749 31,165: 6,135 9,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,408: 623 -33 573 274 380 1,469 920: -61 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.2 31.1 41.5 39.9 85.0 76.2: 15.0 23.8
Old : 100.0: 12.4 5.2 31.1 41.5 39.9 85.0 76.2: 15.0 23.8
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 : 79: 23 15 27 30 32 65 62:
Old : 79: 23 15 27 30 32 65 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 : 32.1 29.2 46.0 44.4 21.3 15.8 27.9 20.8
Old : 32.1 29.2 46.0 44.4 21.3 15.8 27.9 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 12,060: 832 1,972 1,383 8,903 7,846 11,118 11,201: 942 859
Old : 12,060: 832 1,972 1,383 8,903 7,846 11,118 11,201: 942 859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 134: 40 68 -16 71 19 95 72: 39 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 16.4 11.5 73.8 65.1 92.2 92.9: 7.8 7.1
Old : 100.0: 6.9 16.4 11.5 73.8 65.1 92.2 92.9: 7.8 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 8 7 31 18 38 28:
Old : 41: 2 8 7 31 18 38 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 50.4 53.5 71.4 27.3 41.0 42.7 51.6
Old : 32.2 50.4 53.5 71.4 27.3 41.0 42.7 51.6
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 20, 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 : 10,351: 4,753 210 1,889 3,273 5,696 9,916 7,796: 436 2,555
Old : 10,351: 4,753 210 1,889 3,273 5,696 9,916 7,796: 436 2,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 349: 238 8 -14 141 428 365 422: -16 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 2.0 18.3 31.6 55.0 95.8 75.3: 4.2 24.7
Old : 100.0: 45.9 2.0 18.3 31.6 55.0 95.8 75.3: 4.2 24.7
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 : 31: 9 2 8 16 18 26 27:
Old : 31: 9 2 8 16 18 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 40.4 84.2 56.3 60.1 33.9 68.5 44.0
Old : 63.2 40.4 84.2 56.3 60.1 33.9 68.5 44.0
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 20, 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 : 367,884: 102,981 39,057 116,168 121,937 172,978 341,086 328,203: 26,798 39,681
Old : 129,342: 65,153 47,392 26,383 30,169 43,035 121,705 116,810: 7,637 12,532
Other: 238,542: 64,301 18,138 63,312 91,768 129,943 219,381 211,393: 19,161 27,149
: : :
: : Changes in Commitments from: August 13, 2019 :
: -26,817: -1,592 1,868 -16,447 -6,995 -11,994 -25,034 -26,573: -1,782 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 10.6 31.6 33.1 47.0 92.7 89.2: 7.3 10.8
Old : 100.0: 50.4 36.6 20.4 23.3 33.3 94.1 90.3: 5.9 9.7
Other: 100.0: 27.0 7.6 26.5 38.5 54.5 92.0 88.6: 8.0 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 125 92 129 82 85 273 249:
Old : 272: 89 91 67 62 73 174 208:
Other: 275: 123 50 91 74 77 238 182:
:----------------------------------------------------------------------------------------------------
: 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 19.7 22.9 28.1 10.3 14.7 16.8 19.3
Old : 14.1 13.8 23.5 22.7 14.1 12.8 22.7 21.2
Other: 16.9 24.2 28.4 33.3 14.0 20.0 22.6 26.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 383,285: 90,033 58,856 114,936 135,861 170,311 340,830 344,103: 42,455 39,182
Old : 383,285: 90,033 58,856 114,936 135,861 170,311 340,830 344,103: 42,455 39,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 14,431: -4,781 12,914 12,249 3,090 -8,049 10,559 17,114: 3,873 -2,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 15.4 30.0 35.4 44.4 88.9 89.8: 11.1 10.2
Old : 100.0: 23.5 15.4 30.0 35.4 44.4 88.9 89.8: 11.1 10.2
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 : 416: 130 98 137 134 140 338 320:
Old : 416: 130 98 137 134 140 338 320:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 16.4 22.5 27.0 12.2 14.5 18.7 21.9
Old : 14.3 16.4 22.5 27.0 12.2 14.5 18.7 21.9
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 20, 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 : 3,157: 705 983 881 594 569 2,180 2,432: 978 725
Old : 3,157: 705 983 881 594 569 2,180 2,432: 978 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -151: 50 16 -59 -15 -10 -23 -53: -127 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 31.1 27.9 18.8 18.0 69.0 77.0: 31.0 23.0
Old : 100.0: 22.3 31.1 27.9 18.8 18.0 69.0 77.0: 31.0 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 : 45: 13 16 10 14 13 31 35:
Old : 45: 13 16 10 14 13 31 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 33.9 44.7 47.9 19.1 25.2 27.7 32.1
Old : 29.6 33.9 44.7 47.9 19.1 25.2 27.7 32.1
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 20, 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 : 61,489: 12,680 16,406 20,326 16,603 12,247 49,609 48,979: 11,879 12,510
Old : 61,489: 12,680 16,406 20,326 16,603 12,247 49,609 48,979: 11,879 12,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -3,751: -934 -715 -776 -1,375 -871 -3,085 -2,363: -666 -1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 26.7 33.1 27.0 19.9 80.7 79.7: 19.3 20.3
Old : 100.0: 20.6 26.7 33.1 27.0 19.9 80.7 79.7: 19.3 20.3
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 : 193: 49 47 55 69 63 153 143:
Old : 193: 49 47 55 69 63 153 143:
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 13.9 27.0 25.3 12.9 11.4 18.9 18.2
Old : 15.4 13.9 27.0 25.3 12.9 11.4 18.9 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 3,115: 525 711 271 1,359 1,658 2,156 2,640: 960 475
Old : 3,115: 525 711 271 1,359 1,658 2,156 2,640: 960 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.8 8.7 43.6 53.2 69.2 84.7: 30.8 15.3
Old : 100.0: 16.9 22.8 8.7 43.6 53.2 69.2 84.7: 30.8 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 5 3 10 6 15 13:
Old : 20: 4 5 3 10 6 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 59.7 60.8 74.7 38.5 59.6 51.7 69.0
Old : 43.4 59.7 60.8 74.7 38.5 59.6 51.7 69.0
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 20, 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 : 29,043: 2,589 2,977 5,099 20,381 18,652 28,069 26,728: 974 2,315
Old : 29,043: 2,589 2,977 5,099 20,381 18,652 28,069 26,728: 974 2,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 650: 2 222 119 509 218 630 559: 20 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 10.2 17.6 70.2 64.2 96.6 92.0: 3.4 8.0
Old : 100.0: 8.9 10.2 17.6 70.2 64.2 96.6 92.0: 3.4 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 : 63: 15 10 16 29 28 51 47:
Old : 63: 15 10 16 29 28 51 47:
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 36.7 63.2 54.8 45.8 32.2 54.0 45.7
Old : 46.1 36.7 63.2 54.8 45.8 32.2 54.0 45.7
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 20, 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 : 65,031: 31,237 4,129 163 31,550 59,284 62,950 63,576: 2,081 1,455
Old : 65,031: 31,237 4,129 163 31,550 59,284 62,950 63,576: 2,081 1,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -1,023: -4,690 -539 -496 4,073 -355 -1,113 -1,390: 90 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 6.3 0.3 48.5 91.2 96.8 97.8: 3.2 2.2
Old : 100.0: 48.0 6.3 0.3 48.5 91.2 96.8 97.8: 3.2 2.2
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 : 37: 16 8 3 6 8 23 18:
Old : 37: 16 8 3 6 8 23 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 : 79.2 88.8 90.4 94.4 79.1 88.7 90.2 94.3
Old : 79.2 88.8 90.4 94.4 79.1 88.7 90.2 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 168,456: 47,639 34,279 8,154 77,291 98,303 133,084 140,736: 35,372 27,720
Old : 168,456: 47,639 34,279 8,154 77,291 98,303 133,084 140,736: 35,372 27,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -4,116: -2,827 -1,545 165 -1,003 -5,562 -3,665 -6,941: -451 2,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 20.3 4.8 45.9 58.4 79.0 83.5: 21.0 16.5
Old : 100.0: 28.3 20.3 4.8 45.9 58.4 79.0 83.5: 21.0 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 29 27 17 38 30 76 65:
Old : 103: 29 27 17 38 30 76 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 : 25.4 45.3 37.2 55.9 25.0 43.6 34.2 50.7
Old : 25.4 45.3 37.2 55.9 25.0 43.6 34.2 50.7
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 20, 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 : 56,745: 8,503 18,905 402 36,848 17,613 45,753 36,919: 10,992 19,826
Old : 56,745: 8,503 18,905 402 36,848 17,613 45,753 36,919: 10,992 19,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 794: 170 -1,743 112 1,326 2,459 1,609 829: -815 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 33.3 0.7 64.9 31.0 80.6 65.1: 19.4 34.9
Old : 100.0: 15.0 33.3 0.7 64.9 31.0 80.6 65.1: 19.4 34.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 14 5 14 18 26 35:
Old : 48: 10 14 5 14 18 26 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 : 52.6 28.7 63.2 40.8 52.0 28.7 62.2 40.8
Old : 52.6 28.7 63.2 40.8 52.0 28.7 62.2 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 198,616: 148,066 37,006 831 43,656 157,189 192,553 195,026: 6,063 3,590
Old : 198,616: 148,066 37,006 831 43,656 157,189 192,553 195,026: 6,063 3,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -14,764: -5,169 1,850 16 -9,669 -16,810 -14,821 -14,944: 57 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 18.6 0.4 22.0 79.1 96.9 98.2: 3.1 1.8
Old : 100.0: 74.5 18.6 0.4 22.0 79.1 96.9 98.2: 3.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 77 34 13 16 28 95 73:
Old : 149: 77 34 13 16 28 95 73:
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 : 50.2 67.0 64.5 77.8 50.2 67.0 64.5 77.3
Old : 50.2 67.0 64.5 77.8 50.2 67.0 64.5 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 302,136: 33,880 127,820 16,962 223,195 106,582 274,037 251,364: 28,099 50,772
Old : 302,136: 33,880 127,820 16,962 223,195 106,582 274,037 251,364: 28,099 50,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -3,587: 1,218 -3,315 -2,836 761 -1,762 -857 -7,912: -2,730 4,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 42.3 5.6 73.9 35.3 90.7 83.2: 9.3 16.8
Old : 100.0: 11.2 42.3 5.6 73.9 35.3 90.7 83.2: 9.3 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 24 50 20 36 50 72 108:
Old : 135: 24 50 20 36 50 72 108:
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 : 50.9 20.1 62.3 31.3 50.2 20.0 61.6 30.3
Old : 50.9 20.1 62.3 31.3 50.2 20.0 61.6 30.3
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 20, 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 : 184,918: 47,853 17,652 23,318 77,249 115,118 148,421 156,088: 36,498 28,830
Old : 184,918: 47,853 17,652 23,318 77,249 115,118 148,421 156,088: 36,498 28,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -3,747: -2,270 -8,691 -2,310 -1,560 7,047 -6,140 -3,954: 2,393 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 9.5 12.6 41.8 62.3 80.3 84.4: 19.7 15.6
Old : 100.0: 25.9 9.5 12.6 41.8 62.3 80.3 84.4: 19.7 15.6
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 : 116: 35 27 21 42 38 88 75:
Old : 116: 35 27 21 42 38 88 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 : 15.7 39.7 26.2 50.2 14.8 38.8 22.7 45.1
Old : 15.7 39.7 26.2 50.2 14.8 38.8 22.7 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 613,127: 164,581 210,192 51,976 308,312 285,514 524,868 547,682: 88,259 65,445
Old : 613,127: 164,581 210,192 51,976 308,312 285,514 524,868 547,682: 88,259 65,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -698: -678 -5,617 2,868 -2,857 5,437 -667 2,687: -31 -3,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 34.3 8.5 50.3 46.6 85.6 89.3: 14.4 10.7
Old : 100.0: 26.8 34.3 8.5 50.3 46.6 85.6 89.3: 14.4 10.7
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 : 291: 74 82 50 97 90 192 202:
Old : 291: 74 82 50 97 90 192 202:
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 : 17.4 23.5 26.9 36.9 16.8 23.3 25.9 36.6
Old : 17.4 23.5 26.9 36.9 16.8 23.3 25.9 36.6
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 20, 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 : 27,654: 4,318 6,261 184 9,225 14,898 13,727 21,343: 13,927 6,311
Old : 27,654: 4,318 6,261 184 9,225 14,898 13,727 21,343: 13,927 6,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -538: -219 -604 3 856 -194 640 -795: -1,178 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 22.6 0.7 33.4 53.9 49.6 77.2: 50.4 22.8
Old : 100.0: 15.6 22.6 0.7 33.4 53.9 49.6 77.2: 50.4 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 4 3 13 10 21 14:
Old : 24: 5 4 3 13 10 21 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 : 18.3 53.6 31.5 70.9 16.2 52.4 27.9 66.7
Old : 18.3 53.6 31.5 70.9 16.2 52.4 27.9 66.7
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 20, 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 : 24,899: 6,434 3,170 17 12,306 15,215 18,757 18,402: 6,142 6,497
Old : 24,899: 6,434 3,170 17 12,306 15,215 18,757 18,402: 6,142 6,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -551: -233 -512 0 347 -82 114 -594: -665 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 12.7 0.1 49.4 61.1 75.3 73.9: 24.7 26.1
Old : 100.0: 25.8 12.7 0.1 49.4 61.1 75.3 73.9: 24.7 26.1
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 : 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 : 41.4 45.9 62.4 64.8 39.4 33.7 54.0 50.3
Old : 41.4 45.9 62.4 64.8 39.4 33.7 54.0 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 40,933: 20,984 29,645 8 17,918 9,740 38,910 39,393: 2,023 1,540
Old : 40,933: 20,984 29,645 8 17,918 9,740 38,910 39,393: 2,023 1,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 10,586: 971 10,308 -76 9,937 158 10,832 10,390: -246 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 72.4 0.0 43.8 23.8 95.1 96.2: 4.9 3.8
Old : 100.0: 51.3 72.4 0.0 43.8 23.8 95.1 96.2: 4.9 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 : 43: 14 18 1 6 6 20 25:
Old : 43: 14 18 1 6 6 20 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 : 85.3 79.3 90.3 85.8 85.3 79.3 90.3 85.8
Old : 85.3 79.3 90.3 85.8 85.3 79.3 90.3 85.8
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 20, 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 : 62,813: 21,031 39,316 1,168 37,937 15,884 60,136 56,368: 2,677 6,445
Old : 62,813: 21,031 39,316 1,168 37,937 15,884 60,136 56,368: 2,677 6,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,816: 621 5,406 53 2,132 -2,604 2,805 2,855: 11 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 62.6 1.9 60.4 25.3 95.7 89.7: 4.3 10.3
Old : 100.0: 33.5 62.6 1.9 60.4 25.3 95.7 89.7: 4.3 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 : 110: 29 53 14 16 16 51 77:
Old : 110: 29 53 14 16 16 51 77:
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 25.6 68.3 43.1 55.3 24.7 68.0 40.9
Old : 55.5 25.6 68.3 43.1 55.3 24.7 68.0 40.9
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 20, 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 : 16,895: 12,230 4,807 180 4,018 9,695 16,428 14,682: 467 2,213
Old : 16,895: 12,230 4,807 180 4,018 9,695 16,428 14,682: 467 2,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 893: -630 114 180 1,407 445 957 739: -64 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 28.5 1.1 23.8 57.4 97.2 86.9: 2.8 13.1
Old : 100.0: 72.4 28.5 1.1 23.8 57.4 97.2 86.9: 2.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 13 1 4 5 11 19:
Old : 28: 7 13 1 4 5 11 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 : 83.6 57.1 95.0 73.9 83.6 57.1 95.0 73.8
Old : 83.6 57.1 95.0 73.9 83.6 57.1 95.0 73.8
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 20, 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 :30,059,933: 2,070,484 844,083 16,992,098 10,205,104 11,279,848 29,267,686 29,116,029: 792,247 943,903
Old :30,059,933: 2,070,484 844,083 16,992,098 10,205,104 11,279,848 29,267,686 29,116,029: 792,247 943,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -87,478: -200,486 -48,970 209,504 -84,040 -182,089 -75,022 -21,556: -12,456 -65,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.8 56.5 33.9 37.5 97.4 96.9: 2.6 3.1
Old : 100.0: 6.9 2.8 56.5 33.9 37.5 97.4 96.9: 2.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 86 79 130 119 131 271 277:
Old : 305: 86 79 130 119 131 271 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 24.1 35.9 38.4 5.6 10.1 8.0 11.4
Old : 23.6 24.1 35.9 38.4 5.6 10.1 8.0 11.4
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 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,485: 2,565 3,807 224 0 26 2,789 4,057: 1,696 428
Old : 4,485: 2,565 3,807 224 0 26 2,789 4,057: 1,696 428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -244: -306 -267 114 0 0 -192 -153: -52 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 84.9 5.0 0.0 0.6 62.2 90.5: 37.8 9.5
Old : 100.0: 57.2 84.9 5.0 0.0 0.6 62.2 90.5: 37.8 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 : 43: 23 17 8 0 1 27 24:
Old : 43: 23 17 8 0 1 27 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 : 32.1 60.8 41.2 75.4 32.1 60.8 41.2 75.1
Old : 32.1 60.8 41.2 75.4 32.1 60.8 41.2 75.1
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 20, 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 : 104,687: 12,739 12,044 24,947 65,824 66,741 103,510 103,732: 1,177 955
Old : 104,687: 12,739 12,044 24,947 65,824 66,741 103,510 103,732: 1,177 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 6,579: 436 1,590 -456 6,445 5,122 6,425 6,256: 154 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.5 23.8 62.9 63.8 98.9 99.1: 1.1 0.9
Old : 100.0: 12.2 11.5 23.8 62.9 63.8 98.9 99.1: 1.1 0.9
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: 10 15 19 12 19 34 42:
Old : 47: 10 15 19 12 19 34 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 : 65.1 38.5 80.9 55.8 55.2 34.3 57.4 44.5
Old : 65.1 38.5 80.9 55.8 55.2 34.3 57.4 44.5
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 20, 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 : 136,741: 12,140 42,968 23,402 100,802 69,993 136,344 136,363: 397 378
Old : 136,741: 12,140 42,968 23,402 100,802 69,993 136,344 136,363: 397 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 12,187: -3,804 4,776 4,447 11,348 2,811 11,991 12,034: 196 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 31.4 17.1 73.7 51.2 99.7 99.7: 0.3 0.3
Old : 100.0: 8.9 31.4 17.1 73.7 51.2 99.7 99.7: 0.3 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 : 70: 19 22 26 20 24 52 61:
Old : 70: 19 22 26 20 24 52 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 41.7 68.7 59.1 46.1 27.4 54.5 42.6
Old : 52.5 41.7 68.7 59.1 46.1 27.4 54.5 42.6
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 20, 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 : 786,491: 73,787 63,657 173,856 447,531 460,350 695,174 697,862: 91,317 88,629
Old : 786,491: 73,787 63,657 173,856 447,531 460,350 695,174 697,862: 91,317 88,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -1,358: 3,426 -7,226 -3,202 -5,520 7,199 -5,296 -3,230: 3,938 1,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.1 22.1 56.9 58.5 88.4 88.7: 11.6 11.3
Old : 100.0: 9.4 8.1 22.1 56.9 58.5 88.4 88.7: 11.6 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 623: 133 128 144 263 288 465 491:
Old : 623: 133 128 144 263 288 465 491:
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 16.2 24.8 27.7 10.4 12.9 15.6 18.3
Old : 16.1 16.2 24.8 27.7 10.4 12.9 15.6 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 60,560: 3,662 4,539 9,907 21,845 20,484 35,414 34,930: 25,147 25,630
Old : 60,560: 3,662 4,539 9,907 21,845 20,484 35,414 34,930: 25,147 25,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,380: 48 -509 -70 705 -1,108 682 -1,687: 698 3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.5 16.4 36.1 33.8 58.5 57.7: 41.5 42.3
Old : 100.0: 6.0 7.5 16.4 36.1 33.8 58.5 57.7: 41.5 42.3
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 : 41: 12 8 16 15 16 34 33:
Old : 41: 12 8 16 15 16 34 33:
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 : 21.8 28.7 35.5 38.6 14.3 19.0 23.4 25.1
Old : 21.8 28.7 35.5 38.6 14.3 19.0 23.4 25.1
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 20, 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 : 15,085: 4,067 412 1 9,001 14,094 13,069 14,507: 2,016 578
Old : 15,085: 4,067 412 1 9,001 14,094 13,069 14,507: 2,016 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 2.7 0.0 59.7 93.4 86.6 96.2: 13.4 3.8
Old : 100.0: 27.0 2.7 0.0 59.7 93.4 86.6 96.2: 13.4 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 : 61.9 62.8 80.8 90.6 55.6 62.8 73.5 86.1
Old : 61.9 62.8 80.8 90.6 55.6 62.8 73.5 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 with Delta-adjusted Options and Futures Combined, August 20, 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 : 7,949: 885 0 0 5,268 7,279 6,153 7,279: 1,796 670
Old : 7,949: 885 0 0 5,268 7,279 6,153 7,279: 1,796 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 103: 32 -202 0 -268 443 -236 241: 339 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.0 0.0 66.3 91.6 77.4 91.6: 22.6 8.4
Old : 100.0: 11.1 0.0 0.0 66.3 91.6 77.4 91.6: 22.6 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 0 9 10 12 10:
Old : 20: 3 0 0 9 10 12 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 : 46.2 71.3 63.9 91.0 45.6 71.3 63.3 91.0
Old : 46.2 71.3 63.9 91.0 45.6 71.3 63.3 91.0
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 20, 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 : 3,629,652: 360,003 304,964 810,370 2,128,429 2,199,327 3,298,802 3,314,661: 330,850 314,991
Old : 3,629,652: 360,003 304,964 810,370 2,128,429 2,199,327 3,298,802 3,314,661: 330,850 314,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -13,692: 15,885 -34,592 -14,654 -31,125 41,534 -29,895 -7,712: 16,202 -5,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.4 22.3 58.6 60.6 90.9 91.3: 9.1 8.7
Old : 100.0: 9.9 8.4 22.3 58.6 60.6 90.9 91.3: 9.1 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 : 609: 127 126 137 258 281 451 478:
Old : 609: 127 126 137 258 281 451 478:
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 : 17.0 16.8 26.1 28.1 11.2 13.4 16.6 19.5
Old : 17.0 16.8 26.1 28.1 11.2 13.4 16.6 19.5
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 20, 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 : 17,592: 0 4,359 0 15,335 10,494 15,335 14,853: 2,257 2,739
Old : 17,592: 0 4,359 0 15,335 10,494 15,335 14,853: 2,257 2,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -274: -565 206 0 490 -237 -75 -31: -199 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.8 0.0 87.2 59.7 87.2 84.4: 12.8 15.6
Old : 100.0: 0.0 24.8 0.0 87.2 59.7 87.2 84.4: 12.8 15.6
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 : 20: 0 2 0 9 10 9 12:
Old : 20: 0 2 0 9 10 9 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 62.4 85.8 77.3 63.7 62.4 81.5 75.4
Old : 68.0 62.4 85.8 77.3 63.7 62.4 81.5 75.4
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 20, 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 : 19,646: 2,250 274 0 15,424 14,689 17,674 14,963: 1,972 4,683
Old : 19,646: 2,250 274 0 15,424 14,689 17,674 14,963: 1,972 4,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 980: -209 274 0 1,086 585 877 859: 103 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 1.4 0.0 78.5 74.8 90.0 76.2: 10.0 23.8
Old : 100.0: 11.5 1.4 0.0 78.5 74.8 90.0 76.2: 10.0 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 10 8 11 9:
Old : 20: 1 1 0 10 8 11 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 : 76.4 65.4 86.5 75.1 76.4 65.4 86.5 75.1
Old : 76.4 65.4 86.5 75.1 76.4 65.4 86.5 75.1
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 with Delta-adjusted Options and Futures Combined, August 20, 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 : 15,354: 1,865 0 1 11,110 14,512 12,976 14,513: 2,378 841
Old : 15,354: 1,865 0 1 11,110 14,512 12,976 14,513: 2,378 841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 91: -44 0 0 -23 -43 -67 -43: 158 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.0 0.0 72.4 94.5 84.5 94.5: 15.5 5.5
Old : 100.0: 12.1 0.0 0.0 72.4 94.5 84.5 94.5: 15.5 5.5
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: 6 0 1 9 13 15 14:
Old : 25: 6 0 1 9 13 15 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 : 60.3 64.7 73.5 84.0 59.3 61.1 70.8 79.6
Old : 60.3 64.7 73.5 84.0 59.3 61.1 70.8 79.6
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 20, 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 : 68,327: 11,921 2,781 418 46,471 61,110 58,810 64,309: 9,517 4,018
Old : 68,327: 11,921 2,781 418 46,471 61,110 58,810 64,309: 9,517 4,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -1,251: -259 -1,500 57 -574 194 -776 -1,249: -475 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 4.1 0.6 68.0 89.4 86.1 94.1: 13.9 5.9
Old : 100.0: 17.4 4.1 0.6 68.0 89.4 86.1 94.1: 13.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 10 6 4 39 33 51 41:
Old : 76: 10 6 4 39 33 51 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 : 31.6 38.3 48.1 61.8 31.5 38.2 48.0 61.7
Old : 31.6 38.3 48.1 61.8 31.5 38.2 48.0 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 with Delta-adjusted Options and Futures Combined, August 20, 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 : 42,974: 14,664 9,600 3,846 17,851 20,604 36,361 34,050: 6,612 8,923
Old : 42,974: 14,664 9,600 3,846 17,851 20,604 36,361 34,050: 6,612 8,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -748: -216 -121 -414 43 -347 -587 -882: -162 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 22.3 8.9 41.5 47.9 84.6 79.2: 15.4 20.8
Old : 100.0: 34.1 22.3 8.9 41.5 47.9 84.6 79.2: 15.4 20.8
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 : 252: 55 57 32 85 95 158 166:
Old : 252: 55 57 32 85 95 158 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 14.1 39.1 23.6 25.4 12.6 38.1 20.3
Old : 25.5 14.1 39.1 23.6 25.4 12.6 38.1 20.3
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 20, 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 : 214,868: 73,318 48,001 19,231 89,257 103,019 181,806 170,251: 33,062 44,617
Old : 214,868: 73,318 48,001 19,231 89,257 103,019 181,806 170,251: 33,062 44,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -3,742: -1,079 -606 -2,071 216 -1,733 -2,934 -4,410: -808 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 22.3 8.9 41.5 47.9 84.6 79.2: 15.4 20.8
Old : 100.0: 34.1 22.3 8.9 41.5 47.9 84.6 79.2: 15.4 20.8
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 : 252: 55 57 32 85 95 158 166:
Old : 252: 55 57 32 85 95 158 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 14.1 39.1 23.6 25.4 12.6 38.1 20.3
Old : 25.5 14.1 39.1 23.6 25.4 12.6 38.1 20.3
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 20, 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 : 185,430: 32,302 94,308 8,690 112,500 40,209 153,492 143,208: 31,939 42,223
Old : 185,430: 32,302 94,308 8,690 112,500 40,209 153,492 143,208: 31,939 42,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -5,548: -3,948 -4,595 18 -48 192 -3,977 -4,384: -1,571 -1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 50.9 4.7 60.7 21.7 82.8 77.2: 17.2 22.8
Old : 100.0: 17.4 50.9 4.7 60.7 21.7 82.8 77.2: 17.2 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 17 37 14 27 30 52 73:
Old : 92: 17 37 14 27 30 52 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 22.1 60.3 32.3 49.0 21.9 57.9 32.1
Old : 49.8 22.1 60.3 32.3 49.0 21.9 57.9 32.1
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 20, 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 : 458,080: 62,299 125,688 11,091 365,854 298,928 439,244 435,708: 18,836 22,373
Old : 458,080: 62,299 125,688 11,091 365,854 298,928 439,244 435,708: 18,836 22,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,823: 5,406 2,048 -1,946 518 825 3,978 927: -1,155 1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.4 2.4 79.9 65.3 95.9 95.1: 4.1 4.9
Old : 100.0: 13.6 27.4 2.4 79.9 65.3 95.9 95.1: 4.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 52 51 21 124 128 187 190:
Old : 300: 52 51 21 124 128 187 190:
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 : 19.2 24.4 32.6 41.2 18.5 24.2 31.7 40.5
Old : 19.2 24.4 32.6 41.2 18.5 24.2 31.7 40.5
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 20, 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 : 30,898: 13,807 20,720 1,077 10,751 4,791 25,635 26,588: 5,263 4,310
Old : 30,898: 13,807 20,720 1,077 10,751 4,791 25,635 26,588: 5,263 4,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,062: 808 1,590 4 967 -206 1,779 1,388: 283 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 67.1 3.5 34.8 15.5 83.0 86.1: 17.0 13.9
Old : 100.0: 44.7 67.1 3.5 34.8 15.5 83.0 86.1: 17.0 13.9
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 : 34: 14 3 2 14 7 29 11:
Old : 34: 14 3 2 14 7 29 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 : 40.1 81.8 55.7 85.6 36.7 79.4 51.9 82.1
Old : 40.1 81.8 55.7 85.6 36.7 79.4 51.9 82.1
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 20, 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 : 58,818: 31,420 20,288 1,482 17,146 31,345 50,048 53,115: 8,770 5,703
Old : 58,818: 31,420 20,288 1,482 17,146 31,345 50,048 53,115: 8,770 5,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,615: 2,874 4,369 -14 -2,561 3,992 299 8,347: 1,316 -6,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 34.5 2.5 29.2 53.3 85.1 90.3: 14.9 9.7
Old : 100.0: 53.4 34.5 2.5 29.2 53.3 85.1 90.3: 14.9 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 14 21 6 27 29 43 54:
Old : 80: 14 21 6 27 29 43 54:
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 : 46.8 36.5 60.0 51.4 46.6 34.6 59.5 49.5
Old : 46.8 36.5 60.0 51.4 46.6 34.6 59.5 49.5
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 20, 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 : 116,556: 17,365 4,276 1,026 98,140 111,149 116,531 116,451: 25 105
Old : 116,556: 17,365 4,276 1,026 98,140 111,149 116,531 116,451: 25 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -2,241: 540 0 0 -2,781 -2,241 -2,241 -2,241: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 3.7 0.9 84.2 95.4 100.0 99.9: 0.0 0.1
Old : 100.0: 14.9 3.7 0.9 84.2 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 : 77.5 61.9 86.9 83.3 49.9 37.2 55.5 50.7
Old : 77.5 61.9 86.9 83.3 49.9 37.2 55.5 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2019