BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 12,118: 255 3,053 1,420 9,754 6,916 11,428 11,389: 690 730
Old : 12,118: 255 3,053 1,420 9,754 6,916 11,428 11,389: 690 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 131: -78 -150 40 125 143 87 33: 44 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 25.2 11.7 80.5 57.1 94.3 94.0: 5.7 6.0
Old : 100.0: 2.1 25.2 11.7 80.5 57.1 94.3 94.0: 5.7 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 : 46: 5 8 9 28 24 38 36:
Old : 46: 5 8 9 28 24 38 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 : 39.7 32.1 59.0 53.2 37.9 28.1 53.7 45.4
Old : 39.7 32.1 59.0 53.2 37.9 28.1 53.7 45.4
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, September 03, 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 : 43,649: 6,188 2,196 13,591 17,923 17,561 37,702 33,348: 5,947 10,301
Old : 43,649: 6,188 2,196 13,591 17,923 17,561 37,702 33,348: 5,947 10,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 787: 795 -538 554 -631 476 718 492: 69 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 5.0 31.1 41.1 40.2 86.4 76.4: 13.6 23.6
Old : 100.0: 14.2 5.0 31.1 41.1 40.2 86.4 76.4: 13.6 23.6
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 : 82: 23 16 29 33 34 68 67:
Old : 82: 23 16 29 33 34 68 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 : 31.2 28.2 44.5 44.1 20.9 16.3 27.4 20.4
Old : 31.2 28.2 44.5 44.1 20.9 16.3 27.4 20.4
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, September 03, 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 : 12,680: 968 1,881 1,431 9,282 8,412 11,682 11,724: 998 955
Old : 12,680: 968 1,881 1,431 9,282 8,412 11,682 11,724: 998 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 279: 52 -38 8 189 260 249 230: 29 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 14.8 11.3 73.2 66.3 92.1 92.5: 7.9 7.5
Old : 100.0: 7.6 14.8 11.3 73.2 66.3 92.1 92.5: 7.9 7.5
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 : 41: 3 7 8 31 17 39 27:
Old : 41: 3 7 8 31 17 39 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 : 33.5 49.3 54.7 72.0 28.6 40.9 44.0 51.7
Old : 33.5 49.3 54.7 72.0 28.6 40.9 44.0 51.7
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, September 03, 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 : 10,861: 4,709 224 1,973 3,658 5,868 10,340 8,065: 521 2,796
Old : 10,861: 4,709 224 1,973 3,658 5,868 10,340 8,065: 521 2,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -97: -105 -7 -18 13 -110 -110 -135: 14 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 2.1 18.2 33.7 54.0 95.2 74.3: 4.8 25.7
Old : 100.0: 43.4 2.1 18.2 33.7 54.0 95.2 74.3: 4.8 25.7
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: 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 : 60.9 40.3 84.2 56.0 59.8 33.2 68.4 42.8
Old : 60.9 40.3 84.2 56.0 59.8 33.2 68.4 42.8
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, September 03, 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 : 383,746: 100,745 43,078 127,572 126,573 171,291 354,889 341,940: 28,857 41,806
Old : 125,761: 65,579 47,052 27,076 24,791 39,603 117,445 113,731: 8,316 12,030
Other: 257,985: 65,443 26,304 70,218 101,782 131,688 237,444 228,210: 20,542 29,775
: : :
: : Changes in Commitments from: August 27, 2019 :
: 8,958: 385 2,231 5,586 2,012 1,014 7,984 8,831: 973 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 11.2 33.2 33.0 44.6 92.5 89.1: 7.5 10.9
Old : 100.0: 52.1 37.4 21.5 19.7 31.5 93.4 90.4: 6.6 9.6
Other: 100.0: 25.4 10.2 27.2 39.5 51.0 92.0 88.5: 8.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 129 102 144 80 88 290 262:
Old : 279: 89 97 71 57 76 178 212:
Other: 294: 129 63 103 73 80 251 203:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 18.0 23.4 26.7 9.5 13.2 15.7 17.4
Old : 13.8 13.3 23.6 22.9 13.8 12.3 22.8 21.1
Other: 17.9 21.9 28.7 30.8 14.6 17.5 23.2 23.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 401,737: 93,157 62,957 126,190 137,979 172,248 357,326 361,394: 44,411 40,343
Old : 401,737: 93,157 62,957 126,190 137,979 172,248 357,326 361,394: 44,411 40,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 12,876: 2,209 3,412 8,324 1,604 1,131 12,138 12,867: 738 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 15.7 31.4 34.3 42.9 88.9 90.0: 11.1 10.0
Old : 100.0: 23.2 15.7 31.4 34.3 42.9 88.9 90.0: 11.1 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 : 431: 143 93 145 139 149 355 331:
Old : 431: 143 93 145 139 149 355 331:
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 : 13.4 16.3 21.7 26.5 11.5 14.3 17.6 22.1
Old : 13.4 16.3 21.7 26.5 11.5 14.3 17.6 22.1
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 2,390: 684 886 178 602 596 1,464 1,661: 926 729
Old : 2,390: 684 886 178 602 596 1,464 1,661: 926 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -613: 83 36 -645 2 42 -560 -567: -53 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 37.1 7.5 25.2 25.0 61.3 69.5: 38.7 30.5
Old : 100.0: 28.6 37.1 7.5 25.2 25.0 61.3 69.5: 38.7 30.5
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 : 37: 12 10 6 9 12 23 26:
Old : 37: 12 10 6 9 12 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 33.9 42.1 45.6 24.6 32.9 38.0 43.5
Old : 27.2 33.9 42.1 45.6 24.6 32.9 38.0 43.5
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, September 03, 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 : 57,792: 14,559 17,555 17,340 15,009 11,512 46,908 46,407: 10,884 11,385
Old : 57,792: 14,559 17,555 17,340 15,009 11,512 46,908 46,407: 10,884 11,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -3,174: 1,590 683 -2,098 -1,405 -913 -1,913 -2,328: -1,262 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 30.4 30.0 26.0 19.9 81.2 80.3: 18.8 19.7
Old : 100.0: 25.2 30.4 30.0 26.0 19.9 81.2 80.3: 18.8 19.7
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 : 195: 57 45 64 57 57 155 143:
Old : 195: 57 45 64 57 57 155 143:
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 : 15.6 15.6 26.6 26.7 13.6 13.2 19.1 21.0
Old : 15.6 15.6 26.6 26.7 13.6 13.2 19.1 21.0
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, September 03, 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 : 3,120: 511 720 261 1,397 1,657 2,168 2,638: 951 482
Old : 3,120: 511 720 261 1,397 1,657 2,168 2,638: 951 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 44: -1 5 -1 47 26 45 30: -1 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 23.1 8.4 44.8 53.1 69.5 84.5: 30.5 15.5
Old : 100.0: 16.4 23.1 8.4 44.8 53.1 69.5 84.5: 30.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 44.9 60.7 61.6 74.6 39.8 60.1 52.7 68.9
Old : 44.9 60.7 61.6 74.6 39.8 60.1 52.7 68.9
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, September 03, 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 : 30,944: 2,125 3,255 5,586 22,296 19,968 30,008 28,809: 936 2,134
Old : 30,944: 2,125 3,255 5,586 22,296 19,968 30,008 28,809: 936 2,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 801: -502 278 277 1,000 260 774 814: 27 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 10.5 18.1 72.1 64.5 97.0 93.1: 3.0 6.9
Old : 100.0: 6.9 10.5 18.1 72.1 64.5 97.0 93.1: 3.0 6.9
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 : 61: 9 13 16 28 30 46 50:
Old : 61: 9 13 16 28 30 46 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 36.4 65.4 54.7 46.6 33.2 54.7 43.6
Old : 46.7 36.4 65.4 54.7 46.6 33.2 54.7 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 63,975: 30,503 3,038 205 31,792 59,228 62,500 62,471: 1,475 1,504
Old : 63,975: 30,503 3,038 205 31,792 59,228 62,500 62,471: 1,475 1,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -1,189: -853 -1,069 -171 32 -151 -992 -1,391: -197 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 4.7 0.3 49.7 92.6 97.7 97.6: 2.3 2.4
Old : 100.0: 47.7 4.7 0.3 49.7 92.6 97.7 97.6: 2.3 2.4
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 : 36: 15 8 3 6 9 21 20:
Old : 36: 15 8 3 6 9 21 20:
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 90.3 91.5 94.9 80.1 90.0 91.2 94.6
Old : 80.4 90.3 91.5 94.9 80.1 90.0 91.2 94.6
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, September 03, 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 : 179,957: 48,444 43,478 9,288 86,311 96,979 144,043 149,745: 35,914 30,212
Old : 179,957: 48,444 43,478 9,288 86,311 96,979 144,043 149,745: 35,914 30,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 9,875: -165 6,060 1,924 8,864 -257 10,623 7,727: -748 2,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 24.2 5.2 48.0 53.9 80.0 83.2: 20.0 16.8
Old : 100.0: 26.9 24.2 5.2 48.0 53.9 80.0 83.2: 20.0 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 : 103: 25 30 17 40 29 75 66:
Old : 103: 25 30 17 40 29 75 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 : 28.3 42.6 38.8 53.0 27.8 40.7 35.7 49.7
Old : 28.3 42.6 38.8 53.0 27.8 40.7 35.7 49.7
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, September 03, 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 : 62,673: 16,755 22,131 2,072 33,241 16,165 52,068 40,368: 10,605 22,305
Old : 62,673: 16,755 22,131 2,072 33,241 16,165 52,068 40,368: 10,605 22,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 5,545: 1,976 4,225 1,050 2,294 -863 5,320 4,412: 225 1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 35.3 3.3 53.0 25.8 83.1 64.4: 16.9 35.6
Old : 100.0: 26.7 35.3 3.3 53.0 25.8 83.1 64.4: 16.9 35.6
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 : 49: 9 16 5 15 18 26 37:
Old : 49: 9 16 5 15 18 26 37:
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 : 50.5 30.3 63.8 40.8 50.5 30.3 63.2 40.1
Old : 50.5 30.3 63.8 40.8 50.5 30.3 63.2 40.1
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 189,370: 126,947 34,028 1,892 54,990 149,309 183,829 185,228: 5,541 4,142
Old : 189,370: 126,947 34,028 1,892 54,990 149,309 183,829 185,228: 5,541 4,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -981: -3,655 -2,425 582 2,817 511 -256 -1,332: -724 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 18.0 1.0 29.0 78.8 97.1 97.8: 2.9 2.2
Old : 100.0: 67.0 18.0 1.0 29.0 78.8 97.1 97.8: 2.9 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 : 143: 58 44 15 18 30 80 85:
Old : 143: 58 44 15 18 30 80 85:
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 : 51.0 68.5 64.4 78.4 51.0 68.5 64.2 77.4
Old : 51.0 68.5 64.4 78.4 51.0 68.5 64.2 77.4
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, September 03, 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 : 306,697: 39,211 126,880 21,966 217,357 107,319 278,534 256,165: 28,163 50,532
Old : 306,697: 39,211 126,880 21,966 217,357 107,319 278,534 256,165: 28,163 50,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 3,744: 1,279 -1,192 1,897 -3,115 3,964 61 4,669: 3,682 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 41.4 7.2 70.9 35.0 90.8 83.5: 9.2 16.5
Old : 100.0: 12.8 41.4 7.2 70.9 35.0 90.8 83.5: 9.2 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 : 139: 21 57 22 33 53 69 117:
Old : 139: 21 57 22 33 53 69 117:
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 18.5 61.8 28.1 49.6 18.5 61.1 27.1
Old : 50.2 18.5 61.8 28.1 49.6 18.5 61.1 27.1
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, September 03, 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 : 188,292: 54,804 27,737 24,310 68,776 107,977 147,889 160,024: 40,403 28,268
Old : 188,292: 54,804 27,737 24,310 68,776 107,977 147,889 160,024: 40,403 28,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -4,429: -2,972 2,001 -733 -4,421 -3,911 -8,126 -2,644: 3,698 -1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 14.7 12.9 36.5 57.3 78.5 85.0: 21.5 15.0
Old : 100.0: 29.1 14.7 12.9 36.5 57.3 78.5 85.0: 21.5 15.0
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 : 116: 33 26 22 45 40 88 78:
Old : 116: 33 26 22 45 40 88 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 : 18.6 35.5 29.2 47.8 18.6 34.5 26.3 44.5
Old : 18.6 35.5 29.2 47.8 18.6 34.5 26.3 44.5
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, September 03, 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 : 652,161: 173,766 237,736 77,535 310,693 269,929 561,994 585,201: 90,167 66,961
Old : 652,161: 173,766 237,736 77,535 310,693 269,929 561,994 585,201: 90,167 66,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 52,003: 6,207 23,548 20,465 23,609 5,610 50,281 49,623: 1,722 2,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 36.5 11.9 47.6 41.4 86.2 89.7: 13.8 10.3
Old : 100.0: 26.6 36.5 11.9 47.6 41.4 86.2 89.7: 13.8 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 : 299: 83 79 55 99 91 202 206:
Old : 299: 83 79 55 99 91 202 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 21.4 23.2 33.9 13.3 21.3 21.3 33.4
Old : 14.0 21.4 23.2 33.9 13.3 21.3 21.3 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 26,616: 3,055 5,458 212 9,832 14,785 13,099 20,455: 13,517 6,161
Old : 26,616: 3,055 5,458 212 9,832 14,785 13,099 20,455: 13,517 6,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -616: -1,234 -376 35 429 -171 -770 -512: 154 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 20.5 0.8 36.9 55.5 49.2 76.9: 50.8 23.1
Old : 100.0: 11.5 20.5 0.8 36.9 55.5 49.2 76.9: 50.8 23.1
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 : 24: 4 4 3 14 10 21 14:
Old : 24: 4 4 3 14 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 : 18.2 56.1 31.2 70.8 16.1 54.8 27.4 66.3
Old : 18.2 56.1 31.2 70.8 16.1 54.8 27.4 66.3
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, September 03, 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 : 23,971: 5,567 2,781 19 12,212 15,164 17,798 17,964: 6,173 6,007
Old : 23,971: 5,567 2,781 19 12,212 15,164 17,798 17,964: 6,173 6,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -484: -476 -76 -9 -21 41 -506 -44: 22 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 11.6 0.1 50.9 63.3 74.2 74.9: 25.8 25.1
Old : 100.0: 23.2 11.6 0.1 50.9 63.3 74.2 74.9: 25.8 25.1
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 : 39.7 47.2 60.7 65.2 37.7 33.7 52.1 50.6
Old : 39.7 47.2 60.7 65.2 37.7 33.7 52.1 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 74,955: 29,002 39,930 264 42,643 32,702 71,909 72,896: 3,046 2,059
Old : 74,955: 29,002 39,930 264 42,643 32,702 71,909 72,896: 3,046 2,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 4,211: 2,764 3,940 -117 1,093 124 3,740 3,947: 471 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 53.3 0.4 56.9 43.6 95.9 97.3: 4.1 2.7
Old : 100.0: 38.7 53.3 0.4 56.9 43.6 95.9 97.3: 4.1 2.7
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 : 50: 14 24 2 8 7 23 32:
Old : 50: 14 24 2 8 7 23 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 : 86.1 83.2 91.4 87.9 58.1 53.9 61.3 58.4
Old : 86.1 83.2 91.4 87.9 58.1 53.9 61.3 58.4
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, September 03, 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 : 67,861: 21,045 51,742 1,761 42,049 10,097 64,856 63,600: 3,006 4,261
Old : 67,861: 21,045 51,742 1,761 42,049 10,097 64,856 63,600: 3,006 4,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 3,150: -73 4,555 288 4,389 192 4,604 5,035: -1,454 -1,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 76.2 2.6 62.0 14.9 95.6 93.7: 4.4 6.3
Old : 100.0: 31.0 76.2 2.6 62.0 14.9 95.6 93.7: 4.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 32 54 14 18 12 53 77:
Old : 113: 32 54 14 18 12 53 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 : 55.3 29.7 67.0 48.9 55.0 29.6 66.5 48.1
Old : 55.3 29.7 67.0 48.9 55.0 29.6 66.5 48.1
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, September 03, 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 : 14,861: 10,833 3,468 75 3,367 9,280 14,275 12,823: 586 2,038
Old : 14,861: 10,833 3,468 75 3,367 9,280 14,275 12,823: 586 2,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -247: -1 -27 -186 -135 120 -322 -93: 75 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 23.3 0.5 22.7 62.4 96.1 86.3: 3.9 13.7
Old : 100.0: 72.9 23.3 0.5 22.7 62.4 96.1 86.3: 3.9 13.7
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 : 26: 8 11 1 3 5 11 17:
Old : 26: 8 11 1 3 5 11 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.7 61.2 94.2 76.9 84.2 61.1 93.7 76.8
Old : 84.7 61.2 94.2 76.9 84.2 61.1 93.7 76.8
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, September 03, 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 :30,834,832: 2,277,042 784,489 17,474,649 10,283,202 11,607,898 30,034,894 29,867,037: 799,938 967,795
Old :30,834,832: 2,277,042 784,489 17,474,649 10,283,202 11,607,898 30,034,894 29,867,037: 799,938 967,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 391,488: 115,206 -66,784 269,515 33,040 183,634 417,761 386,365: -26,273 5,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.5 56.7 33.3 37.6 97.4 96.9: 2.6 3.1
Old : 100.0: 7.4 2.5 56.7 33.3 37.6 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 : 308: 81 84 135 120 132 276 280:
Old : 308: 81 84 135 120 132 276 280:
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 : 24.1 24.4 36.4 38.7 5.8 10.1 8.3 11.7
Old : 24.1 24.4 36.4 38.7 5.8 10.1 8.3 11.7
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,493: 2,755 3,875 154 0 26 2,909 4,055: 1,584 438
Old : 4,493: 2,755 3,875 154 0 26 2,909 4,055: 1,584 438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 402: 470 405 73 0 0 543 478: -141 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 86.2 3.4 0.0 0.6 64.7 90.3: 35.3 9.7
Old : 100.0: 61.3 86.2 3.4 0.0 0.6 64.7 90.3: 35.3 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 : 51: 26 24 5 0 1 29 27:
Old : 51: 26 24 5 0 1 29 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 : 31.1 55.6 41.0 68.3 31.1 55.5 41.0 67.8
Old : 31.1 55.6 41.0 68.3 31.1 55.5 41.0 67.8
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, September 03, 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 : 116,277: 10,395 12,510 27,781 76,841 75,408 115,017 115,699: 1,260 578
Old : 116,277: 10,395 12,510 27,781 76,841 75,408 115,017 115,699: 1,260 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 5,396: 1,378 1,010 1,409 2,119 2,854 4,906 5,273: 490 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 10.8 23.9 66.1 64.9 98.9 99.5: 1.1 0.5
Old : 100.0: 8.9 10.8 23.9 66.1 64.9 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 13 18 14 18 35 41:
Old : 48: 12 13 18 14 18 35 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 : 68.8 39.1 81.7 55.1 56.5 35.3 58.2 45.5
Old : 68.8 39.1 81.7 55.1 56.5 35.3 58.2 45.5
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, September 03, 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 : 132,887: 10,180 49,012 20,534 100,138 61,816 130,852 131,362: 2,035 1,525
Old : 132,887: 10,180 49,012 20,534 100,138 61,816 130,852 131,362: 2,035 1,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -27,342: -1,479 -6,868 -4,727 -22,716 -16,905 -28,922 -28,500: 1,580 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 36.9 15.5 75.4 46.5 98.5 98.9: 1.5 1.1
Old : 100.0: 7.7 36.9 15.5 75.4 46.5 98.5 98.9: 1.5 1.1
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 : 64: 13 23 24 20 21 47 56:
Old : 64: 13 23 24 20 21 47 56:
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 : 50.6 46.9 67.3 62.7 45.2 35.2 52.6 47.1
Old : 50.6 46.9 67.3 62.7 45.2 35.2 52.6 47.1
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, September 03, 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 : 800,390: 71,688 70,720 175,582 456,067 457,593 703,338 703,895: 97,053 96,495
Old : 800,390: 71,688 70,720 175,582 456,067 457,593 703,338 703,895: 97,053 96,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -4,978: -4,067 5,258 -5,540 -3,473 -8,042 -13,080 -8,324: 8,102 3,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 8.8 21.9 57.0 57.2 87.9 87.9: 12.1 12.1
Old : 100.0: 9.0 8.8 21.9 57.0 57.2 87.9 87.9: 12.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 628: 142 127 155 266 280 481 489:
Old : 628: 142 127 155 266 280 481 489:
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 : 15.1 16.7 24.0 27.3 10.3 13.0 15.6 17.2
Old : 15.1 16.7 24.0 27.3 10.3 13.0 15.6 17.2
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, September 03, 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 : 70,169: 4,902 8,128 11,272 28,768 21,390 44,942 40,789: 25,227 29,380
Old : 70,169: 4,902 8,128 11,272 28,768 21,390 44,942 40,789: 25,227 29,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 6,688: 1,163 1,437 2,400 2,859 495 6,423 4,332: 265 2,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 11.6 16.1 41.0 30.5 64.0 58.1: 36.0 41.9
Old : 100.0: 7.0 11.6 16.1 41.0 30.5 64.0 58.1: 36.0 41.9
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 : 49: 11 10 14 21 19 39 36:
Old : 49: 11 10 14 21 19 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 : 23.8 28.7 37.6 38.8 15.9 17.1 24.7 23.0
Old : 23.8 28.7 37.6 38.8 15.9 17.1 24.7 23.0
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, September 03, 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 : 15,985: 4,242 412 0 8,951 14,966 13,193 15,378: 2,792 607
Old : 15,985: 4,242 412 0 8,951 14,966 13,193 15,378: 2,792 607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 897: 152 0 -1 -83 863 68 862: 829 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 2.6 0.0 56.0 93.6 82.5 96.2: 17.5 3.8
Old : 100.0: 26.5 2.6 0.0 56.0 93.6 82.5 96.2: 17.5 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 0 5 11 11 12:
Old : 21: 6 1 0 5 11 11 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 : 58.6 58.4 77.7 84.6 52.6 58.4 67.1 80.4
Old : 58.6 58.4 77.7 84.6 52.6 58.4 67.1 80.4
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, September 03, 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 : 8,964: 647 232 0 6,050 7,689 6,697 7,921: 2,267 1,043
Old : 8,964: 647 232 0 6,050 7,689 6,697 7,921: 2,267 1,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 633: -318 4 0 515 418 197 422: 436 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.6 0.0 67.5 85.8 74.7 88.4: 25.3 11.6
Old : 100.0: 7.2 2.6 0.0 67.5 85.8 74.7 88.4: 25.3 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 : 20: 2 1 0 10 8 12 9:
Old : 20: 2 1 0 10 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 : 45.2 69.7 61.6 87.9 44.7 69.7 61.1 87.9
Old : 45.2 69.7 61.6 87.9 44.7 69.7 61.1 87.9
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, September 03, 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 : 3,651,107: 363,041 342,074 792,442 2,136,496 2,181,015 3,291,979 3,315,531: 359,128 335,576
Old : 3,651,107: 363,041 342,074 792,442 2,136,496 2,181,015 3,291,979 3,315,531: 359,128 335,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -58,330: -13,360 31,901 -52,496 -31,660 -42,683 -97,516 -63,279: 39,186 4,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.4 21.7 58.5 59.7 90.2 90.8: 9.8 9.2
Old : 100.0: 9.9 9.4 21.7 58.5 59.7 90.2 90.8: 9.8 9.2
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 : 616: 137 124 149 261 273 469 475:
Old : 616: 137 124 149 261 273 469 475:
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 : 16.0 17.0 25.4 27.8 11.3 13.5 16.7 18.5
Old : 16.0 17.0 25.4 27.8 11.3 13.5 16.7 18.5
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, September 03, 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 : 15,445: 1,734 0 0 11,249 13,754 12,983 13,754: 2,462 1,691
Old : 15,445: 1,734 0 0 11,249 13,754 12,983 13,754: 2,462 1,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 738: 254 0 0 469 330 723 330: 15 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.0 0.0 72.8 89.1 84.1 89.1: 15.9 10.9
Old : 100.0: 11.2 0.0 0.0 72.8 89.1 84.1 89.1: 15.9 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 0 0 8 12 13 12:
Old : 22: 5 0 0 8 12 13 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 : 63.1 64.7 76.5 81.6 62.1 60.8 73.9 77.3
Old : 63.1 64.7 76.5 81.6 62.1 60.8 73.9 77.3
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, September 03, 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 : 68,519: 12,895 2,914 63 45,895 61,631 58,853 64,608: 9,666 3,911
Old : 68,519: 12,895 2,914 63 45,895 61,631 58,853 64,608: 9,666 3,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -1,462: 463 209 -22 -1,995 -1,333 -1,554 -1,146: 92 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 4.3 0.1 67.0 89.9 85.9 94.3: 14.1 5.7
Old : 100.0: 18.8 4.3 0.1 67.0 89.9 85.9 94.3: 14.1 5.7
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 : 77: 10 5 3 41 35 52 42:
Old : 77: 10 5 3 41 35 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 : 31.2 38.4 46.8 61.7 31.1 38.4 46.1 61.6
Old : 31.2 38.4 46.8 61.7 31.1 38.4 46.1 61.6
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, September 03, 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 : 44,177: 14,439 9,324 3,847 18,804 22,118 37,090 35,289: 7,086 8,888
Old : 44,177: 14,439 9,324 3,847 18,804 22,118 37,090 35,289: 7,086 8,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -380: 205 -72 -167 -650 553 -612 314: 233 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 21.1 8.7 42.6 50.1 84.0 79.9: 16.0 20.1
Old : 100.0: 32.7 21.1 8.7 42.6 50.1 84.0 79.9: 16.0 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 : 244: 54 60 34 85 84 160 157:
Old : 244: 54 60 34 85 84 160 157:
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 12.9 38.2 22.2 24.5 12.2 37.3 20.3
Old : 24.5 12.9 38.2 22.2 24.5 12.2 37.3 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, September 03, 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 : 220,883: 72,194 46,618 19,235 94,022 110,589 185,452 176,443: 35,430 44,440
Old : 220,883: 72,194 46,618 19,235 94,022 110,589 185,452 176,443: 35,430 44,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -1,898: 1,023 -362 -836 -3,250 2,766 -3,062 1,568: 1,164 -3,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 21.1 8.7 42.6 50.1 84.0 79.9: 16.0 20.1
Old : 100.0: 32.7 21.1 8.7 42.6 50.1 84.0 79.9: 16.0 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 : 244: 54 60 34 85 84 160 157:
Old : 244: 54 60 34 85 84 160 157:
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 12.9 38.2 22.2 24.5 12.2 37.3 20.3
Old : 24.5 12.9 38.2 22.2 24.5 12.2 37.3 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, September 03, 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 : 191,978: 34,322 92,775 10,741 113,510 47,390 158,573 150,906: 33,405 41,072
Old : 191,978: 34,322 92,775 10,741 113,510 47,390 158,573 150,906: 33,405 41,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 9,097: 2,576 572 1,082 5,121 10,618 8,779 12,272: 318 -3,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 48.3 5.6 59.1 24.7 82.6 78.6: 17.4 21.4
Old : 100.0: 17.9 48.3 5.6 59.1 24.7 82.6 78.6: 17.4 21.4
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 : 99: 26 35 18 27 30 60 76:
Old : 99: 26 35 18 27 30 60 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 : 48.9 21.6 58.5 32.7 48.1 21.2 55.5 31.6
Old : 48.9 21.6 58.5 32.7 48.1 21.2 55.5 31.6
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 468,929: 68,277 127,394 11,793 367,257 308,128 447,327 447,315: 21,602 21,614
Old : 468,929: 68,277 127,394 11,793 367,257 308,128 447,327 447,315: 21,602 21,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -7,685: 973 892 -322 -9,168 -5,633 -8,517 -5,063: 832 -2,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 27.2 2.5 78.3 65.7 95.4 95.4: 4.6 4.6
Old : 100.0: 14.6 27.2 2.5 78.3 65.7 95.4 95.4: 4.6 4.6
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 : 303: 48 57 25 125 132 187 200:
Old : 303: 48 57 25 125 132 187 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 23.2 32.7 39.5 20.7 22.9 31.7 38.5
Old : 21.4 23.2 32.7 39.5 20.7 22.9 31.7 38.5
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, September 03, 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 : 32,613: 14,902 21,496 1,391 10,808 4,606 27,101 27,493: 5,512 5,120
Old : 32,613: 14,902 21,496 1,391 10,808 4,606 27,101 27,493: 5,512 5,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,650: 1,647 686 581 45 -220 2,273 1,047: -623 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 65.9 4.3 33.1 14.1 83.1 84.3: 16.9 15.7
Old : 100.0: 45.7 65.9 4.3 33.1 14.1 83.1 84.3: 16.9 15.7
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 : 34: 14 5 3 13 6 28 13:
Old : 34: 14 5 3 13 6 28 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 : 42.0 79.1 56.8 83.2 37.8 75.9 52.2 79.6
Old : 42.0 79.1 56.8 83.2 37.8 75.9 52.2 79.6
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, September 03, 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 : 64,576: 32,704 20,373 1,721 17,474 35,889 51,899 57,983: 12,677 6,593
Old : 64,576: 32,704 20,373 1,721 17,474 35,889 51,899 57,983: 12,677 6,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 7,483: 530 2,636 580 819 4,012 1,929 7,228: 5,554 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 31.5 2.7 27.1 55.6 80.4 89.8: 19.6 10.2
Old : 100.0: 50.6 31.5 2.7 27.1 55.6 80.4 89.8: 19.6 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 : 73: 13 18 6 28 24 45 44:
Old : 73: 13 18 6 28 24 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 36.2 55.7 53.5 44.4 34.0 54.7 50.5
Old : 44.6 36.2 55.7 53.5 44.4 34.0 54.7 50.5
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 118,074: 17,783 4,276 1,026 99,240 112,712 118,049 118,014: 25 60
Old : 118,074: 17,783 4,276 1,026 99,240 112,712 118,049 118,014: 25 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 797: 80 0 0 717 807 797 807: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 3.6 0.9 84.0 95.5 100.0 99.9: 0.0 0.1
Old : 100.0: 15.1 3.6 0.9 84.0 95.5 100.0 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 : 36: 8 2 3 16 21 25 25:
Old : 36: 8 2 3 16 21 25 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 : 75.3 63.1 87.0 84.3 48.0 38.5 53.6 51.8
Old : 75.3 63.1 87.0 84.3 48.0 38.5 53.6 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 06, 2019