BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 11,988: 333 3,203 1,380 9,629 6,773 11,341 11,356: 646 632
Old : 11,988: 333 3,203 1,380 9,629 6,773 11,341 11,356: 646 632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,211: -29 313 138 1,034 604 1,143 1,055: 68 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 26.7 11.5 80.3 56.5 94.6 94.7: 5.4 5.3
Old : 100.0: 2.8 26.7 11.5 80.3 56.5 94.6 94.7: 5.4 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 : 47: 3 10 9 29 24 39 36:
Old : 47: 3 10 9 29 24 39 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 : 40.0 32.5 59.6 53.5 38.2 28.9 54.2 46.1
Old : 40.0 32.5 59.6 53.5 38.2 28.9 54.2 46.1
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 42,862: 5,392 2,734 13,037 18,554 17,085 36,984 32,856: 5,879 10,006
Old : 42,862: 5,392 2,734 13,037 18,554 17,085 36,984 32,856: 5,879 10,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,978: 311 602 317 1,606 773 2,235 1,692: -257 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 6.4 30.4 43.3 39.9 86.3 76.7: 13.7 23.3
Old : 100.0: 12.6 6.4 30.4 43.3 39.9 86.3 76.7: 13.7 23.3
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 : 79: 18 18 28 33 34 65 66:
Old : 79: 18 18 28 33 34 65 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 27.9 46.0 44.0 21.5 17.0 28.8 21.5
Old : 33.1 27.9 46.0 44.0 21.5 17.0 28.8 21.5
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 12,401: 916 1,918 1,423 9,093 8,153 11,432 11,494: 969 907
Old : 12,401: 916 1,918 1,423 9,093 8,153 11,432 11,494: 969 907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 341: 84 -54 40 190 307 314 293: 27 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 15.5 11.5 73.3 65.7 92.2 92.7: 7.8 7.3
Old : 100.0: 7.4 15.5 11.5 73.3 65.7 92.2 92.7: 7.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 7 7 30 17 37 27:
Old : 40: 3 7 7 30 17 37 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 : 32.3 50.7 53.9 72.0 28.0 41.8 43.8 52.6
Old : 32.3 50.7 53.9 72.0 28.0 41.8 43.8 52.6
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,957: 4,814 231 1,991 3,645 5,978 10,450 8,200: 507 2,757
Old : 10,957: 4,814 231 1,991 3,645 5,978 10,450 8,200: 507 2,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 606: 60 21 102 373 282 535 404: 72 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 2.1 18.2 33.3 54.6 95.4 74.8: 4.6 25.2
Old : 100.0: 43.9 2.1 18.2 33.3 54.6 95.4 74.8: 4.6 25.2
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 : 31: 8 2 7 17 19 26 27:
Old : 31: 8 2 7 17 19 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 : 61.3 40.3 84.6 56.4 60.1 33.7 68.7 43.3
Old : 61.3 40.3 84.6 56.4 60.1 33.7 68.7 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 374,789: 100,359 40,846 121,985 124,561 170,277 346,905 333,109: 27,884 41,680
Old : 128,528: 65,642 46,378 27,737 26,958 41,285 120,338 115,400: 8,190 13,128
Other: 246,261: 63,287 23,039 65,678 97,602 128,993 226,567 217,709: 19,694 28,552
: : :
: : Changes in Commitments from: August 20, 2019 :
: 6,905: -2,622 1,790 5,817 2,623 -2,701 5,818 4,906: 1,086 1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 10.9 32.5 33.2 45.4 92.6 88.9: 7.4 11.1
Old : 100.0: 51.1 36.1 21.6 21.0 32.1 93.6 89.8: 6.4 10.2
Other: 100.0: 25.7 9.4 26.7 39.6 52.4 92.0 88.4: 8.0 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 119 102 133 80 87 275 257:
Old : 273: 83 100 70 57 74 175 209:
Other: 279: 116 60 90 73 79 237 188:
:----------------------------------------------------------------------------------------------------
: 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 18.6 22.8 27.2 10.0 13.3 16.3 17.5
Old : 14.2 13.3 24.0 22.5 14.2 13.3 23.0 21.1
Other: 16.9 22.7 27.9 31.7 13.7 18.2 22.6 24.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 388,862: 90,948 59,545 117,866 136,375 171,116 345,188 348,527: 43,673 40,335
Old : 388,862: 90,948 59,545 117,866 136,375 171,116 345,188 348,527: 43,673 40,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 5,577: 915 689 2,930 514 805 4,359 4,424: 1,218 1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 15.3 30.3 35.1 44.0 88.8 89.6: 11.2 10.4
Old : 100.0: 23.4 15.3 30.3 35.1 44.0 88.8 89.6: 11.2 10.4
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 : 427: 134 100 144 137 145 347 331:
Old : 427: 134 100 144 137 145 347 331:
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 : 14.1 16.8 22.4 27.3 12.2 14.9 18.6 22.6
Old : 14.1 16.8 22.4 27.3 12.2 14.9 18.6 22.6
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,003: 601 850 824 600 555 2,024 2,228: 978 774
Old : 3,003: 601 850 824 600 555 2,024 2,228: 978 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -155: -104 -132 -57 6 -14 -155 -204: 1 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 28.3 27.4 20.0 18.5 67.4 74.2: 32.6 25.8
Old : 100.0: 20.0 28.3 27.4 20.0 18.5 67.4 74.2: 32.6 25.8
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 : 37: 14 9 8 12 11 26 28:
Old : 37: 14 9 8 12 11 26 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 : 33.1 35.7 47.6 50.2 19.0 26.1 27.5 33.6
Old : 33.1 35.7 47.6 50.2 19.0 26.1 27.5 33.6
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 60,967: 12,969 16,872 19,438 16,414 12,425 48,821 48,735: 12,146 12,232
Old : 60,967: 12,969 16,872 19,438 16,414 12,425 48,821 48,735: 12,146 12,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -522: 288 467 -888 -189 178 -789 -244: 267 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 27.7 31.9 26.9 20.4 80.1 79.9: 19.9 20.1
Old : 100.0: 21.3 27.7 31.9 26.9 20.4 80.1 79.9: 19.9 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 48 51 57 68 64 155 147:
Old : 199: 48 51 57 68 64 155 147:
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 : 15.3 14.2 27.3 25.7 12.9 12.2 18.6 19.2
Old : 15.3 14.2 27.3 25.7 12.9 12.2 18.6 19.2
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 3,076: 512 714 262 1,350 1,632 2,123 2,607: 952 468
Old : 3,076: 512 714 262 1,350 1,632 2,123 2,607: 952 468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -40: -14 3 -10 -9 -26 -32 -33: -7 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 23.2 8.5 43.9 53.0 69.0 84.8: 31.0 15.2
Old : 100.0: 16.6 23.2 8.5 43.9 53.0 69.0 84.8: 31.0 15.2
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: 4 5 4 10 6 16 13:
Old : 20: 4 5 4 10 6 16 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 : 44.1 60.5 61.1 74.9 39.3 60.1 52.3 69.3
Old : 44.1 60.5 61.1 74.9 39.3 60.1 52.3 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 30,142: 2,628 2,977 5,310 21,296 19,708 29,234 27,995: 909 2,147
Old : 30,142: 2,628 2,977 5,310 21,296 19,708 29,234 27,995: 909 2,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,099: 39 1 211 915 1,056 1,165 1,267: -66 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 9.9 17.6 70.7 65.4 97.0 92.9: 3.0 7.1
Old : 100.0: 8.7 9.9 17.6 70.7 65.4 97.0 92.9: 3.0 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 11 11 16 28 30 47 49:
Old : 61: 11 11 16 28 30 47 49:
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 : 46.4 36.5 65.7 54.8 46.2 33.2 55.2 44.3
Old : 46.4 36.5 65.7 54.8 46.2 33.2 55.2 44.3
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 65,164: 31,356 4,107 376 31,760 59,379 63,492 63,862: 1,672 1,302
Old : 65,164: 31,356 4,107 376 31,760 59,379 63,492 63,862: 1,672 1,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 133: 119 -22 213 210 95 542 286: -409 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 6.3 0.6 48.7 91.1 97.4 98.0: 2.6 2.0
Old : 100.0: 48.1 6.3 0.6 48.7 91.1 97.4 98.0: 2.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 16 10 4 6 9 22 23:
Old : 39: 16 10 4 6 9 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 88.6 91.3 93.5 80.0 88.3 90.9 93.3
Old : 80.4 88.6 91.3 93.5 80.0 88.3 90.9 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 170,081: 48,609 37,418 7,364 77,447 97,236 133,420 142,018: 36,661 28,063
Old : 170,081: 48,609 37,418 7,364 77,447 97,236 133,420 142,018: 36,661 28,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,625: 970 3,139 -790 155 -1,067 336 1,282: 1,289 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 22.0 4.3 45.5 57.2 78.4 83.5: 21.6 16.5
Old : 100.0: 28.6 22.0 4.3 45.5 57.2 78.4 83.5: 21.6 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 : 101: 26 26 18 37 32 72 67:
Old : 101: 26 26 18 37 32 72 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 46.0 38.1 56.3 26.2 44.5 34.9 52.4
Old : 26.6 46.0 38.1 56.3 26.2 44.5 34.9 52.4
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 57,128: 14,779 17,906 1,021 30,947 17,028 46,748 35,956: 10,380 21,171
Old : 57,128: 14,779 17,906 1,021 30,947 17,028 46,748 35,956: 10,380 21,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 382: 6,276 -999 620 -5,901 -584 995 -963: -612 1,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 31.3 1.8 54.2 29.8 81.8 62.9: 18.2 37.1
Old : 100.0: 25.9 31.3 1.8 54.2 29.8 81.8 62.9: 18.2 37.1
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 : 47: 9 14 6 13 20 23 39:
Old : 47: 9 14 6 13 20 23 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 : 53.7 29.7 66.3 39.5 53.7 29.7 65.3 39.3
Old : 53.7 29.7 66.3 39.5 53.7 29.7 65.3 39.3
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 190,351: 130,602 36,452 1,310 52,173 148,798 184,085 186,560: 6,266 3,791
Old : 190,351: 130,602 36,452 1,310 52,173 148,798 184,085 186,560: 6,266 3,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -8,265: -17,464 -554 479 8,517 -8,391 -8,468 -8,466: 203 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 19.2 0.7 27.4 78.2 96.7 98.0: 3.3 2.0
Old : 100.0: 68.6 19.2 0.7 27.4 78.2 96.7 98.0: 3.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 66 42 15 19 25 89 79:
Old : 146: 66 42 15 19 25 89 79:
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 68.2 65.9 78.0 52.6 68.2 65.9 77.5
Old : 52.6 68.2 65.9 78.0 52.6 68.2 65.9 77.5
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 302,954: 37,932 128,072 20,069 220,472 103,355 278,473 251,496: 24,481 51,458
Old : 302,954: 37,932 128,072 20,069 220,472 103,355 278,473 251,496: 24,481 51,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 818: 4,052 252 3,107 -2,722 -3,226 4,436 132: -3,618 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 42.3 6.6 72.8 34.1 91.9 83.0: 8.1 17.0
Old : 100.0: 12.5 42.3 6.6 72.8 34.1 91.9 83.0: 8.1 17.0
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 : 137: 24 53 19 36 51 70 113:
Old : 137: 24 53 19 36 51 70 113:
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 19.8 64.1 30.8 51.5 19.7 63.4 30.2
Old : 52.1 19.8 64.1 30.8 51.5 19.7 63.4 30.2
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 192,721: 57,776 25,737 25,043 73,197 111,888 156,016 162,667: 36,705 30,054
Old : 192,721: 57,776 25,737 25,043 73,197 111,888 156,016 162,667: 36,705 30,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 7,803: 9,922 8,085 1,725 -4,053 -3,230 7,595 6,580: 208 1,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 13.4 13.0 38.0 58.1 81.0 84.4: 19.0 15.6
Old : 100.0: 30.0 13.4 13.0 38.0 58.1 81.0 84.4: 19.0 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 : 121: 31 29 19 47 43 87 82:
Old : 121: 31 29 19 47 43 87 82:
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 : 16.6 35.3 27.9 47.2 16.6 34.3 24.8 41.5
Old : 16.6 35.3 27.9 47.2 16.6 34.3 24.8 41.5
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 600,158: 167,559 214,188 57,070 287,084 264,320 511,713 535,578: 88,446 64,580
Old : 600,158: 167,559 214,188 57,070 287,084 264,320 511,713 535,578: 88,446 64,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -12,968: 2,978 3,995 5,095 -21,228 -21,194 -13,155 -12,104: 187 -865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 35.7 9.5 47.8 44.0 85.3 89.2: 14.7 10.8
Old : 100.0: 27.9 35.7 9.5 47.8 44.0 85.3 89.2: 14.7 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 80 70 51 95 89 192 194:
Old : 282: 80 70 51 95 89 192 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 23.2 24.5 36.4 14.5 23.1 23.1 36.1
Old : 15.2 23.2 24.5 36.4 14.5 23.1 23.1 36.1
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 27,232: 4,289 5,834 177 9,403 14,956 13,869 20,967: 13,363 6,265
Old : 27,232: 4,289 5,834 177 9,403 14,956 13,869 20,967: 13,363 6,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -422: -29 -427 -7 178 58 142 -376: -564 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 21.4 0.6 34.5 54.9 50.9 77.0: 49.1 23.0
Old : 100.0: 15.7 21.4 0.6 34.5 54.9 50.9 77.0: 49.1 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 4 2 13 10 20 14:
Old : 24: 5 4 2 13 10 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 53.3 32.2 70.5 16.3 52.1 28.6 66.4
Old : 18.4 53.3 32.2 70.5 16.3 52.1 28.6 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 24,455: 6,043 2,857 28 12,233 15,123 18,304 18,008: 6,151 6,447
Old : 24,455: 6,043 2,857 28 12,233 15,123 18,304 18,008: 6,151 6,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -444: -391 -313 11 -73 -92 -453 -394: 9 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 11.7 0.1 50.0 61.8 74.8 73.6: 25.2 26.4
Old : 100.0: 24.7 11.7 0.1 50.0 61.8 74.8 73.6: 25.2 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 3 2 12 9 18 13:
Old : 21: 5 3 2 12 9 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 46.3 61.6 64.3 39.3 33.1 53.4 50.0
Old : 41.1 46.3 61.6 64.3 39.3 33.1 53.4 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 70,744: 26,238 35,990 381 41,550 32,578 68,169 68,949: 2,575 1,795
Old : 70,744: 26,238 35,990 381 41,550 32,578 68,169 68,949: 2,575 1,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 29,811: 5,254 6,345 373 23,632 22,838 29,259 29,556: 552 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 50.9 0.5 58.7 46.1 96.4 97.5: 3.6 2.5
Old : 100.0: 37.1 50.9 0.5 58.7 46.1 96.4 97.5: 3.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 22 3 7 7 22 31:
Old : 47: 13 22 3 7 7 22 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.4 84.7 92.9 89.1 58.1 53.6 61.0 57.6
Old : 87.4 84.7 92.9 89.1 58.1 53.6 61.0 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 64,711: 21,118 47,187 1,473 37,660 9,905 60,252 58,565: 4,459 6,146
Old : 64,711: 21,118 47,187 1,473 37,660 9,905 60,252 58,565: 4,459 6,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,898: 87 7,871 305 -277 -5,979 116 2,197: 1,782 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 72.9 2.3 58.2 15.3 93.1 90.5: 6.9 9.5
Old : 100.0: 32.6 72.9 2.3 58.2 15.3 93.1 90.5: 6.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 29 55 13 15 14 48 78:
Old : 110: 29 55 13 15 14 48 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 29.6 68.4 48.2 55.7 29.6 68.3 47.5
Old : 55.8 29.6 68.4 48.2 55.7 29.6 68.3 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 15,108: 10,834 3,495 261 3,502 9,160 14,597 12,916: 511 2,192
Old : 15,108: 10,834 3,495 261 3,502 9,160 14,597 12,916: 511 2,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -1,787: -1,396 -1,312 81 -516 -535 -1,831 -1,766: 44 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 23.1 1.7 23.2 60.6 96.6 85.5: 3.4 14.5
Old : 100.0: 71.7 23.1 1.7 23.2 60.6 96.6 85.5: 3.4 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 14 2 4 5 12 19:
Old : 28: 6 14 2 4 5 12 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.7 60.1 94.7 74.6 84.7 60.0 94.0 73.5
Old : 84.7 60.1 94.7 74.6 84.7 60.0 94.0 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :30,443,344: 2,161,837 851,273 17,205,134 10,250,162 11,424,264 29,617,133 29,480,672: 826,211 962,672
Old :30,443,344: 2,161,837 851,273 17,205,134 10,250,162 11,424,264 29,617,133 29,480,672: 826,211 962,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 383,411: 91,353 7,190 213,036 45,058 144,417 349,447 364,643: 33,964 18,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 2.8 56.5 33.7 37.5 97.3 96.8: 2.7 3.2
Old : 100.0: 7.1 2.8 56.5 33.7 37.5 97.3 96.8: 2.7 3.2
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 : 308: 83 83 134 120 132 275 280:
Old : 308: 83 83 134 120 132 275 280:
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 23.9 35.8 38.2 6.0 10.0 8.2 11.5
Old : 23.7 23.9 35.8 38.2 6.0 10.0 8.2 11.5
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,091: 2,285 3,470 81 0 26 2,366 3,577: 1,725 514
Old : 4,091: 2,285 3,470 81 0 26 2,366 3,577: 1,725 514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -394: -280 -337 -143 0 0 -423 -480: 29 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 84.8 2.0 0.0 0.6 57.8 87.4: 42.2 12.6
Old : 100.0: 55.9 84.8 2.0 0.0 0.6 57.8 87.4: 42.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 19 17 6 0 1 23 21:
Old : 38: 19 17 6 0 1 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 57.1 44.0 74.5 34.8 56.9 44.0 74.2
Old : 34.8 57.1 44.0 74.5 34.8 56.9 44.0 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 110,881: 9,017 11,500 26,372 74,722 72,554 110,111 110,426: 770 455
Old : 110,881: 9,017 11,500 26,372 74,722 72,554 110,111 110,426: 770 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 6,194: -3,722 -544 1,425 8,898 5,813 6,601 6,694: -407 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.4 23.8 67.4 65.4 99.3 99.6: 0.7 0.4
Old : 100.0: 8.1 10.4 23.8 67.4 65.4 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 15 19 14 18 36 41:
Old : 48: 10 15 19 14 18 36 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 40.1 83.0 56.3 56.7 36.1 58.7 45.8
Old : 69.4 40.1 83.0 56.3 56.7 36.1 58.7 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 160,229: 11,659 55,880 25,261 122,854 78,721 159,774 159,862: 455 367
Old : 160,229: 11,659 55,880 25,261 122,854 78,721 159,774 159,862: 455 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 23,488: -481 12,912 1,859 22,052 8,728 23,430 23,499: 58 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 34.9 15.8 76.7 49.1 99.7 99.8: 0.3 0.2
Old : 100.0: 7.3 34.9 15.8 76.7 49.1 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 15 27 26 23 23 53 62:
Old : 72: 15 27 26 23 23 53 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 40.7 70.8 57.3 52.1 30.1 57.6 43.4
Old : 56.2 40.7 70.8 57.3 52.1 30.1 57.6 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 805,368: 75,755 65,462 181,123 459,540 465,634 716,418 712,219: 88,950 93,149
Old : 805,368: 75,755 65,462 181,123 459,540 465,634 716,418 712,219: 88,950 93,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 18,877: 1,968 1,805 7,267 12,009 5,285 21,244 14,357: -2,367 4,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.1 22.5 57.1 57.8 89.0 88.4: 11.0 11.6
Old : 100.0: 9.4 8.1 22.5 57.1 57.8 89.0 88.4: 11.0 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 : 629: 139 129 157 264 284 481 493:
Old : 629: 139 129 157 264 284 481 493:
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 : 15.8 16.8 24.6 27.5 10.1 12.5 15.1 17.5
Old : 15.8 16.8 24.6 27.5 10.1 12.5 15.1 17.5
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 63,481: 3,739 6,691 8,871 25,909 20,895 38,519 36,457: 24,962 27,023
Old : 63,481: 3,739 6,691 8,871 25,909 20,895 38,519 36,457: 24,962 27,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 2,920: 77 2,152 -1,036 4,064 411 3,105 1,527: -185 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 10.5 14.0 40.8 32.9 60.7 57.4: 39.3 42.6
Old : 100.0: 5.9 10.5 14.0 40.8 32.9 60.7 57.4: 39.3 42.6
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 : 46: 9 10 13 21 18 39 32:
Old : 46: 9 10 13 21 18 39 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 : 22.8 28.4 36.0 37.6 15.7 19.0 24.9 25.5
Old : 22.8 28.4 36.0 37.6 15.7 19.0 24.9 25.5
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 15,088: 4,090 412 1 9,034 14,103 13,125 14,516: 1,963 572
Old : 15,088: 4,090 412 1 9,034 14,103 13,125 14,516: 1,963 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 3: 23 0 0 33 9 56 9: -53 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 2.7 0.0 59.9 93.5 87.0 96.2: 13.0 3.8
Old : 100.0: 27.1 2.7 0.0 59.9 93.5 87.0 96.2: 13.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 1 1 6 9 12 11:
Old : 21: 6 1 1 6 9 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 62.8 81.1 90.6 55.7 62.8 73.8 86.1
Old : 62.0 62.8 81.1 90.6 55.7 62.8 73.8 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 8,331: 965 228 0 5,535 7,271 6,500 7,499: 1,831 832
Old : 8,331: 965 228 0 5,535 7,271 6,500 7,499: 1,831 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 382: 80 228 0 267 -8 347 220: 35 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 2.7 0.0 66.4 87.3 78.0 90.0: 22.0 10.0
Old : 100.0: 11.6 2.7 0.0 66.4 87.3 78.0 90.0: 22.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 0 10 9 13 10:
Old : 22: 3 1 0 10 9 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 68.0 61.3 86.7 43.6 68.0 60.8 86.7
Old : 44.2 68.0 61.3 86.7 43.6 68.0 60.8 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,709,437: 376,401 310,174 844,938 2,168,157 2,223,698 3,389,495 3,378,810: 319,942 330,627
Old : 3,709,437: 376,401 310,174 844,938 2,168,157 2,223,698 3,389,495 3,378,810: 319,942 330,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 79,785: 16,398 5,210 34,568 39,727 24,371 90,694 64,149: -10,909 15,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 8.4 22.8 58.4 59.9 91.4 91.1: 8.6 8.9
Old : 100.0: 10.1 8.4 22.8 58.4 59.9 91.4 91.1: 8.6 8.9
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 : 617: 134 126 152 258 277 467 481:
Old : 617: 134 126 152 258 277 467 481:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 17.4 26.0 28.0 11.0 13.0 16.1 18.7
Old : 16.7 17.4 26.0 28.0 11.0 13.0 16.1 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 21,313: 2,250 274 0 16,515 14,666 18,765 14,940: 2,548 6,373
Old : 21,313: 2,250 274 0 16,515 14,666 18,765 14,940: 2,548 6,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,667: 0 0 0 1,091 -23 1,091 -23: 576 1,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 1.3 0.0 77.5 68.8 88.0 70.1: 12.0 29.9
Old : 100.0: 10.6 1.3 0.0 77.5 68.8 88.0 70.1: 12.0 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 11 8 12 9:
Old : 20: 1 1 0 11 8 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 60.3 84.9 69.2 75.5 60.3 84.9 69.1
Old : 75.5 60.3 84.9 69.2 75.5 60.3 84.9 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 14,707: 1,480 0 0 10,780 13,424 12,260 13,424: 2,447 1,283
Old : 14,707: 1,480 0 0 10,780 13,424 12,260 13,424: 2,447 1,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -647: -385 0 -1 -330 -1,088 -716 -1,089: 69 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 0.0 0.0 73.3 91.3 83.4 91.3: 16.6 8.7
Old : 100.0: 10.1 0.0 0.0 73.3 91.3 83.4 91.3: 16.6 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 0 8 13 12 13:
Old : 22: 4 0 0 8 13 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 64.4 76.9 80.9 62.0 60.1 74.0 76.3
Old : 63.0 64.4 76.9 80.9 62.0 60.1 74.0 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 69,981: 12,432 2,705 85 47,890 62,964 60,407 65,754: 9,574 4,227
Old : 69,981: 12,432 2,705 85 47,890 62,964 60,407 65,754: 9,574 4,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,654: 511 -76 -333 1,419 1,854 1,597 1,445: 57 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 3.9 0.1 68.4 90.0 86.3 94.0: 13.7 6.0
Old : 100.0: 17.8 3.9 0.1 68.4 90.0 86.3 94.0: 13.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 10 6 3 41 34 52 42:
Old : 79: 10 6 3 41 34 52 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 38.8 48.3 61.8 32.4 38.8 48.3 61.7
Old : 32.4 38.8 48.3 61.8 32.4 38.8 48.3 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 44,556: 14,234 9,396 4,014 19,454 21,565 37,703 34,975: 6,853 9,581
Old : 44,556: 14,234 9,396 4,014 19,454 21,565 37,703 34,975: 6,853 9,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,583: -429 -204 168 1,603 961 1,342 925: 241 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 21.1 9.0 43.7 48.4 84.6 78.5: 15.4 21.5
Old : 100.0: 31.9 21.1 9.0 43.7 48.4 84.6 78.5: 15.4 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 : 250: 52 65 37 83 91 157 171:
Old : 250: 52 65 37 83 91 157 171:
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 : 24.5 12.6 37.3 21.8 24.5 11.8 36.5 18.9
Old : 24.5 12.6 37.3 21.8 24.5 11.8 36.5 18.9
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 222,781: 71,171 46,980 20,071 97,272 107,824 188,515 174,875: 34,266 47,906
Old : 222,781: 71,171 46,980 20,071 97,272 107,824 188,515 174,875: 34,266 47,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 7,913: -2,147 -1,021 841 8,015 4,805 6,708 4,624: 1,204 3,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 21.1 9.0 43.7 48.4 84.6 78.5: 15.4 21.5
Old : 100.0: 31.9 21.1 9.0 43.7 48.4 84.6 78.5: 15.4 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 : 250: 52 65 37 83 91 157 171:
Old : 250: 52 65 37 83 91 157 171:
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 : 24.5 12.6 37.3 21.8 24.5 11.8 36.5 18.9
Old : 24.5 12.6 37.3 21.8 24.5 11.8 36.5 18.9
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 182,881: 31,746 92,203 9,659 108,389 36,772 149,794 138,634: 33,088 44,247
Old : 182,881: 31,746 92,203 9,659 108,389 36,772 149,794 138,634: 33,088 44,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -2,549: -556 -2,105 968 -4,110 -3,437 -3,698 -4,574: 1,149 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 50.4 5.3 59.3 20.1 81.9 75.8: 18.1 24.2
Old : 100.0: 17.4 50.4 5.3 59.3 20.1 81.9 75.8: 18.1 24.2
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 : 96: 19 39 15 26 29 52 76:
Old : 96: 19 39 15 26 29 52 76:
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 : 51.2 21.8 59.6 32.7 50.3 21.6 58.2 32.5
Old : 51.2 21.8 59.6 32.7 50.3 21.6 58.2 32.5
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 476,614: 67,304 126,502 12,115 376,425 313,761 455,845 452,378: 20,769 24,236
Old : 476,614: 67,304 126,502 12,115 376,425 313,761 455,845 452,378: 20,769 24,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 18,534: 5,006 814 1,024 10,571 14,832 16,601 16,671: 1,933 1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 26.5 2.5 79.0 65.8 95.6 94.9: 4.4 5.1
Old : 100.0: 14.1 26.5 2.5 79.0 65.8 95.6 94.9: 4.4 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 : 297: 50 57 21 122 127 184 193:
Old : 297: 50 57 21 122 127 184 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 23.0 32.9 39.0 19.7 22.8 31.8 38.3
Old : 20.3 23.0 32.9 39.0 19.7 22.8 31.8 38.3
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 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,963: 13,255 20,810 810 10,763 4,826 24,828 26,446: 6,135 4,517
Old : 30,963: 13,255 20,810 810 10,763 4,826 24,828 26,446: 6,135 4,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 65: -552 90 -267 12 35 -807 -142: 872 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 67.2 2.6 34.8 15.6 80.2 85.4: 19.8 14.6
Old : 100.0: 42.8 67.2 2.6 34.8 15.6 80.2 85.4: 19.8 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 13 3 3 14 7 28 12:
Old : 32: 13 3 3 14 7 28 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 81.1 53.8 84.9 35.6 79.6 50.8 81.6
Old : 38.2 81.1 53.8 84.9 35.6 79.6 50.8 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 57,093: 32,174 17,737 1,141 16,655 31,877 49,970 50,755: 7,123 6,338
Old : 57,093: 32,174 17,737 1,141 16,655 31,877 49,970 50,755: 7,123 6,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -1,725: 754 -2,551 -341 -491 532 -78 -2,360: -1,647 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 31.1 2.0 29.2 55.8 87.5 88.9: 12.5 11.1
Old : 100.0: 56.4 31.1 2.0 29.2 55.8 87.5 88.9: 12.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 16 15 7 27 24 46 43:
Old : 72: 16 15 7 27 24 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 38.4 61.4 53.3 48.3 36.9 60.2 51.8
Old : 48.4 38.4 61.4 53.3 48.3 36.9 60.2 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 117,277: 17,703 4,276 1,026 98,523 111,905 117,252 117,207: 25 70
Old : 117,277: 17,703 4,276 1,026 98,523 111,905 117,252 117,207: 25 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 721: 338 0 0 383 756 721 756: 0 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 3.6 0.9 84.0 95.4 100.0 99.9: 0.0 0.1
Old : 100.0: 15.1 3.6 0.9 84.0 95.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 2 3 15 21 24 25:
Old : 35: 8 2 3 15 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 62.2 87.0 83.5 49.7 37.5 55.4 51.0
Old : 77.4 62.2 87.0 83.5 49.7 37.5 55.4 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2019