BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,891: 117 2,630 1,221 8,832 6,216 10,169 10,066: 722 825
Old : 10,891: 117 2,630 1,221 8,832 6,216 10,169 10,066: 722 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 256: 20 80 59 260 60 339 198: -83 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 24.1 11.2 81.1 57.1 93.4 92.4: 6.6 7.6
Old : 100.0: 1.1 24.1 11.2 81.1 57.1 93.4 92.4: 6.6 7.6
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 : 41: 4 8 10 26 21 36 33:
Old : 41: 4 8 10 26 21 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 34.2 59.1 54.6 39.6 28.2 53.0 45.9
Old : 42.0 34.2 59.1 54.6 39.6 28.2 53.0 45.9
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 24, 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 : 46,370: 7,474 1,916 14,965 17,934 19,797 40,373 36,678: 5,997 9,692
Old : 46,370: 7,474 1,916 14,965 17,934 19,797 40,373 36,678: 5,997 9,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,249: -251 294 598 667 204 1,014 1,096: 235 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 4.1 32.3 38.7 42.7 87.1 79.1: 12.9 20.9
Old : 100.0: 16.1 4.1 32.3 38.7 42.7 87.1 79.1: 12.9 20.9
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 : 89: 26 16 29 37 38 77 69:
Old : 89: 26 16 29 37 38 77 69:
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 28.3 39.9 42.9 18.0 16.8 24.9 21.2
Old : 26.6 28.3 39.9 42.9 18.0 16.8 24.9 21.2
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 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 11,835: 844 1,575 1,330 8,578 7,716 10,751 10,621: 1,084 1,214
Old : 11,835: 844 1,575 1,330 8,578 7,716 10,751 10,621: 1,084 1,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 218: 45 -32 42 103 162 190 172: 28 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 13.3 11.2 72.5 65.2 90.8 89.7: 9.2 10.3
Old : 100.0: 7.1 13.3 11.2 72.5 65.2 90.8 89.7: 9.2 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 6 7 28 16 35 25:
Old : 38: 3 6 7 28 16 35 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 : 34.7 46.2 55.5 67.9 22.6 35.3 37.7 45.8
Old : 34.7 46.2 55.5 67.9 22.6 35.3 37.7 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 10,678: 4,139 340 1,869 4,171 5,581 10,179 7,790: 499 2,888
Old : 10,678: 4,139 340 1,869 4,171 5,581 10,179 7,790: 499 2,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 574: 253 -11 29 283 513 564 531: 10 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 3.2 17.5 39.1 52.3 95.3 73.0: 4.7 27.0
Old : 100.0: 38.8 3.2 17.5 39.1 52.3 95.3 73.0: 4.7 27.0
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 : 30: 7 3 7 16 18 25 26:
Old : 30: 7 3 7 16 18 25 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 : 61.2 41.0 83.7 55.0 60.2 32.6 68.4 42.1
Old : 61.2 41.0 83.7 55.0 60.2 32.6 68.4 42.1
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 24, 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 : 378,360: 90,580 37,703 130,634 126,773 168,760 347,987 337,097: 30,373 41,263
Old : 58,258: 15,714 9,385 23,450 14,268 19,954 53,432 52,788: 4,826 5,470
Other: 320,103: 84,400 37,853 97,649 112,505 148,806 294,555 284,309: 25,547 35,794
: : :
: : Changes in Commitments from: September 17, 2019 :
: 4,169: 151 -3,599 7,345 -4,610 377 2,886 4,123: 1,283 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.0 34.5 33.5 44.6 92.0 89.1: 8.0 10.9
Old : 100.0: 27.0 16.1 40.3 24.5 34.3 91.7 90.6: 8.3 9.4
Other: 100.0: 26.4 11.8 30.5 35.1 46.5 92.0 88.8: 8.0 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 141 91 136 86 95 294 263:
Old : 198: 57 55 55 52 71 138 152:
Other: 335: 131 87 125 80 93 278 249:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 17.3 24.5 26.1 9.5 11.5 15.8 16.2
Old : 16.0 17.1 29.7 30.5 12.0 9.2 21.0 14.0
Other: 15.7 18.1 24.5 26.6 11.2 13.1 18.3 18.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 389,363: 93,791 69,855 118,912 131,721 158,064 344,424 346,831: 44,939 42,532
Old : 389,363: 93,791 69,855 118,912 131,721 158,064 344,424 346,831: 44,939 42,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -10,203: -867 -2,185 -4,752 -4,084 -2,883 -9,703 -9,820: -500 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 17.9 30.5 33.8 40.6 88.5 89.1: 11.5 10.9
Old : 100.0: 24.1 17.9 30.5 33.8 40.6 88.5 89.1: 11.5 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 : 411: 126 97 142 146 146 347 324:
Old : 411: 126 97 142 146 146 347 324:
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 : 13.0 17.4 19.9 27.0 11.0 15.4 16.4 22.9
Old : 13.0 17.4 19.9 27.0 11.0 15.4 16.4 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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: 608 745 326 661 786 1,595 1,857: 795 532
Old : 2,390: 608 745 326 661 786 1,595 1,857: 795 532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 48: 66 -55 57 -131 122 -8 125: 56 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 31.2 13.7 27.7 32.9 66.7 77.7: 33.3 22.3
Old : 100.0: 25.4 31.2 13.7 27.7 32.9 66.7 77.7: 33.3 22.3
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 : 43: 12 11 9 14 12 30 29:
Old : 43: 12 11 9 14 12 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 34.8 45.8 48.0 26.8 34.1 39.7 43.9
Old : 30.4 34.8 45.8 48.0 26.8 34.1 39.7 43.9
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 24, 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 : 54,903: 15,635 15,746 15,768 14,543 11,958 45,946 43,472: 8,957 11,432
Old : 54,903: 15,635 15,746 15,768 14,543 11,958 45,946 43,472: 8,957 11,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -1,358: 261 -1,728 -522 -341 17 -602 -2,233: -756 876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 28.7 28.7 26.5 21.8 83.7 79.2: 16.3 20.8
Old : 100.0: 28.5 28.7 28.7 26.5 21.8 83.7 79.2: 16.3 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 55 50 61 60 56 157 137:
Old : 191: 55 50 61 60 56 157 137:
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 14.8 26.4 24.9 13.6 12.1 19.8 18.8
Old : 15.6 14.8 26.4 24.9 13.6 12.1 19.8 18.8
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 24, 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 : 2,878: 318 780 250 1,260 1,567 1,828 2,596: 1,050 281
Old : 2,878: 318 780 250 1,260 1,567 1,828 2,596: 1,050 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 62: 0 46 7 -2 36 5 89: 57 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 27.1 8.7 43.8 54.4 63.5 90.2: 36.5 9.8
Old : 100.0: 11.1 27.1 8.7 43.8 54.4 63.5 90.2: 36.5 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 5 4 11 7 16 14:
Old : 20: 3 5 4 11 7 16 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 : 41.5 62.7 56.0 78.6 36.5 62.5 47.7 74.5
Old : 41.5 62.7 56.0 78.6 36.5 62.5 47.7 74.5
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 24, 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 : 30,924: 2,272 3,623 6,061 21,494 18,996 29,826 28,680: 1,098 2,244
Old : 30,924: 2,272 3,623 6,061 21,494 18,996 29,826 28,680: 1,098 2,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 399: 409 84 115 -142 145 382 345: 17 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 11.7 19.6 69.5 61.4 96.5 92.7: 3.5 7.3
Old : 100.0: 7.3 11.7 19.6 69.5 61.4 96.5 92.7: 3.5 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 : 64: 14 11 15 29 30 51 48:
Old : 64: 14 11 15 29 30 51 48:
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 : 42.9 36.4 62.1 54.1 42.7 33.1 49.7 43.3
Old : 42.9 36.4 62.1 54.1 42.7 33.1 49.7 43.3
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, September 24, 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 : 67,298: 36,064 11,452 0 29,347 54,451 65,411 65,903: 1,887 1,395
Old : 67,298: 36,064 11,452 0 29,347 54,451 65,411 65,903: 1,887 1,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,558: 2,366 1,305 0 19 947 2,385 2,252: 173 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 17.0 0.0 43.6 80.9 97.2 97.9: 2.8 2.1
Old : 100.0: 53.6 17.0 0.0 43.6 80.9 97.2 97.9: 2.8 2.1
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 : 39: 20 8 0 4 7 24 15:
Old : 39: 20 8 0 4 7 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.2 72.2 90.5 93.4 83.2 72.2 90.5 93.4
Old : 83.2 72.2 90.5 93.4 83.2 72.2 90.5 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 134,066: 40,019 35,640 6,779 54,120 64,360 100,918 106,779: 33,148 27,287
Old : 134,066: 40,019 35,640 6,779 54,120 64,360 100,918 106,779: 33,148 27,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -64,954: -21,849 -6,691 -4,996 -34,180 -51,598 -61,025 -63,285: -3,929 -1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 26.6 5.1 40.4 48.0 75.3 79.6: 24.7 20.4
Old : 100.0: 29.9 26.6 5.1 40.4 48.0 75.3 79.6: 24.7 20.4
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 : 104: 31 27 16 32 31 70 67:
Old : 104: 31 27 16 32 31 70 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 : 28.1 28.1 36.4 43.3 26.2 27.8 34.4 42.4
Old : 28.1 28.1 36.4 43.3 26.2 27.8 34.4 42.4
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, September 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 58,275: 14,518 24,861 591 34,002 12,730 49,112 38,182: 9,163 20,093
Old : 58,275: 14,518 24,861 591 34,002 12,730 49,112 38,182: 9,163 20,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 4,549: -791 5,157 -408 6,096 443 4,897 5,192: -348 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 42.7 1.0 58.3 21.8 84.3 65.5: 15.7 34.5
Old : 100.0: 24.9 42.7 1.0 58.3 21.8 84.3 65.5: 15.7 34.5
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 : 54: 9 18 6 15 16 28 36:
Old : 54: 9 18 6 15 16 28 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 : 51.6 26.8 62.3 37.8 51.6 26.8 62.3 37.8
Old : 51.6 26.8 62.3 37.8 51.6 26.8 62.3 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 200,233: 150,713 57,523 1,348 42,285 138,299 194,346 197,169: 5,887 3,064
Old : 200,233: 150,713 57,523 1,348 42,285 138,299 194,346 197,169: 5,887 3,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 10,777: 13,851 3,608 -500 -2,551 7,841 10,801 10,949: -24 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 28.7 0.7 21.1 69.1 97.1 98.5: 2.9 1.5
Old : 100.0: 75.3 28.7 0.7 21.1 69.1 97.1 98.5: 2.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 73 38 12 13 33 90 79:
Old : 153: 73 38 12 13 33 90 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 : 48.7 55.6 61.4 69.6 48.7 55.6 61.4 69.6
Old : 48.7 55.6 61.4 69.6 48.7 55.6 61.4 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 268,266: 24,880 106,681 20,760 198,337 98,991 243,977 226,432: 24,289 41,834
Old : 268,266: 24,880 106,681 20,760 198,337 98,991 243,977 226,432: 24,289 41,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 12,623: 351 -1,181 5,117 7,490 8,683 12,958 12,619: -334 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 39.8 7.7 73.9 36.9 90.9 84.4: 9.1 15.6
Old : 100.0: 9.3 39.8 7.7 73.9 36.9 90.9 84.4: 9.1 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 : 127: 20 46 19 35 47 65 102:
Old : 127: 20 46 19 35 47 65 102:
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 : 57.8 19.1 66.7 30.0 57.5 19.0 65.2 29.7
Old : 57.8 19.1 66.7 30.0 57.5 19.0 65.2 29.7
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 24, 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 : 168,164: 45,421 33,228 21,543 70,136 88,678 137,101 143,448: 31,064 24,716
Old : 168,164: 45,421 33,228 21,543 70,136 88,678 137,101 143,448: 31,064 24,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 11,135: -3,017 7,268 3,021 10,055 -466 10,058 9,822: 1,077 1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 19.8 12.8 41.7 52.7 81.5 85.3: 18.5 14.7
Old : 100.0: 27.0 19.8 12.8 41.7 52.7 81.5 85.3: 18.5 14.7
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 : 113: 29 30 19 39 37 79 75:
Old : 113: 29 30 19 39 37 79 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 36.9 27.7 47.8 16.9 36.8 25.2 44.9
Old : 17.5 36.9 27.7 47.8 16.9 36.8 25.2 44.9
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 24, 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 : 578,955: 156,647 229,169 50,096 286,254 238,317 492,997 517,582: 85,958 61,373
Old : 578,955: 156,647 229,169 50,096 286,254 238,317 492,997 517,582: 85,958 61,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 575: -7,855 -10,713 4,504 -667 2,766 -4,018 -3,443: 4,593 4,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 39.6 8.7 49.4 41.2 85.2 89.4: 14.8 10.6
Old : 100.0: 27.1 39.6 8.7 49.4 41.2 85.2 89.4: 14.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 79 80 61 97 87 201 204:
Old : 290: 79 80 61 97 87 201 204:
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 28.3 24.9 39.4 14.4 28.1 23.4 39.2
Old : 15.2 28.3 24.9 39.4 14.4 28.1 23.4 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 25,647: 4,120 3,669 705 8,290 15,193 13,115 19,567: 12,532 6,080
Old : 25,647: 4,120 3,669 705 8,290 15,193 13,115 19,567: 12,532 6,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 585: -17 564 0 -206 -146 -223 418: 808 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 14.3 2.7 32.3 59.2 51.1 76.3: 48.9 23.7
Old : 100.0: 16.1 14.3 2.7 32.3 59.2 51.1 76.3: 48.9 23.7
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 : 23: 5 4 2 12 9 18 14:
Old : 23: 5 4 2 12 9 18 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 : 21.9 56.4 35.5 70.1 17.5 53.1 29.6 63.6
Old : 21.9 56.4 35.5 70.1 17.5 53.1 29.6 63.6
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 24, 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 : 46,934: 8,996 43,446 95 34,900 1,506 43,991 45,047: 2,943 1,887
Old : 46,934: 8,996 43,446 95 34,900 1,506 43,991 45,047: 2,943 1,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -36: 150 298 -20 -578 -55 -448 222: 412 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 92.6 0.2 74.4 3.2 93.7 96.0: 6.3 4.0
Old : 100.0: 19.2 92.6 0.2 74.4 3.2 93.7 96.0: 6.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 26 2 8 3 19 31:
Old : 48: 11 26 2 8 3 19 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 : 81.7 77.8 89.5 84.0 81.7 77.8 89.5 84.0
Old : 81.7 77.8 89.5 84.0 81.7 77.8 89.5 84.0
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 24, 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 : 75,412: 19,443 59,113 1,074 51,776 9,486 72,294 69,674: 3,118 5,739
Old : 75,412: 19,443 59,113 1,074 51,776 9,486 72,294 69,674: 3,118 5,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 6,818: 3,684 7,246 67 2,551 -274 6,302 7,039: 516 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 78.4 1.4 68.7 12.6 95.9 92.4: 4.1 7.6
Old : 100.0: 25.8 78.4 1.4 68.7 12.6 95.9 92.4: 4.1 7.6
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 : 114: 25 62 10 18 12 48 79:
Old : 114: 25 62 10 18 12 48 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 : 62.7 29.5 71.4 50.0 62.7 29.3 71.4 49.8
Old : 62.7 29.5 71.4 50.0 62.7 29.3 71.4 49.8
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 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 16,744: 14,570 7,739 0 1,531 6,876 16,101 14,615: 643 2,129
Old : 16,744: 14,570 7,739 0 1,531 6,876 16,101 14,615: 643 2,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,275: 2,528 1,647 0 -100 569 2,428 2,216: -153 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 46.2 0.0 9.1 41.1 96.2 87.3: 3.8 12.7
Old : 100.0: 87.0 46.2 0.0 9.1 41.1 96.2 87.3: 3.8 12.7
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 : 25: 4 15 0 1 5 5 20:
Old : 25: 4 15 0 1 5 5 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 : 93.9 48.1 96.2 69.4 93.9 48.1 96.2 69.4
Old : 93.9 48.1 96.2 69.4 93.9 48.1 96.2 69.4
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 24, 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 :24,719,303: 1,632,250 554,958 13,013,031 9,273,043 10,255,818 23,918,325 23,823,807: 800,979 895,496
Old :24,719,303: 1,632,250 554,958 13,013,031 9,273,043 10,255,818 23,918,325 23,823,807: 800,979 895,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 347,565: -166,293 -82,607 206,042 247,934 202,403 287,683 325,838: 59,882 21,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.2 52.6 37.5 41.5 96.8 96.4: 3.2 3.6
Old : 100.0: 6.6 2.2 52.6 37.5 41.5 96.8 96.4: 3.2 3.6
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 : 296: 87 69 119 127 130 273 260:
Old : 296: 87 69 119 127 130 273 260:
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 : 23.0 26.2 35.1 40.0 7.6 13.5 10.3 14.8
Old : 23.0 26.2 35.1 40.0 7.6 13.5 10.3 14.8
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 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,178: 2,253 3,321 297 0 26 2,550 3,644: 1,628 534
Old : 4,178: 2,253 3,321 297 0 26 2,550 3,644: 1,628 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 4: -249 -251 78 0 0 -171 -173: 175 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 79.5 7.1 0.0 0.6 61.0 87.2: 39.0 12.8
Old : 100.0: 53.9 79.5 7.1 0.0 0.6 61.0 87.2: 39.0 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 24 24 6 0 1 27 29:
Old : 50: 24 24 6 0 1 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 43.7 40.9 60.0 32.6 42.7 40.3 58.0
Old : 32.6 43.7 40.9 60.0 32.6 42.7 40.3 58.0
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 24, 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 : 141,823: 22,091 23,119 27,727 89,759 90,579 139,577 141,425: 2,246 398
Old : 141,823: 22,091 23,119 27,727 89,759 90,579 139,577 141,425: 2,246 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -4,525: -2,324 -1,573 -2,000 -301 -851 -4,625 -4,424: 100 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.3 19.6 63.3 63.9 98.4 99.7: 1.6 0.3
Old : 100.0: 15.6 16.3 19.6 63.3 63.9 98.4 99.7: 1.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 19 17 7 17 29 40:
Old : 46: 9 19 17 7 17 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 49.3 87.2 65.3 58.8 39.6 61.6 50.3
Old : 76.7 49.3 87.2 65.3 58.8 39.6 61.6 50.3
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 24, 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 : 257,560: 20,563 140,690 29,299 207,028 87,095 256,890 257,084: 670 476
Old : 257,560: 20,563 140,690 29,299 207,028 87,095 256,890 257,084: 670 476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 52,246: 2,672 52,281 -1,796 51,098 4,525 51,974 55,010: 272 -2,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 54.6 11.4 80.4 33.8 99.7 99.8: 0.3 0.2
Old : 100.0: 8.0 54.6 11.4 80.4 33.8 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 : 77: 22 24 25 22 26 58 62:
Old : 77: 22 24 25 22 26 58 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 : 68.4 50.5 78.6 67.4 66.3 50.5 75.0 64.2
Old : 68.4 50.5 78.6 67.4 66.3 50.5 75.0 64.2
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 24, 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 : 728,079: 66,863 63,622 163,881 416,451 425,057 647,195 652,560: 80,884 75,520
Old : 728,079: 66,863 63,622 163,881 416,451 425,057 647,195 652,560: 80,884 75,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -150,317: -10,345 -8,894 -22,270 -87,158 -97,512 -119,772 -128,677: -30,545 -21,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.7 22.5 57.2 58.4 88.9 89.6: 11.1 10.4
Old : 100.0: 9.2 8.7 22.5 57.2 58.4 88.9 89.6: 11.1 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 : 595: 143 109 144 255 260 462 450:
Old : 595: 143 109 144 255 260 462 450:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 19.2 26.1 31.1 10.8 14.4 16.2 21.8
Old : 17.1 19.2 26.1 31.1 10.8 14.4 16.2 21.8
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 24, 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 : 49,231: 2,339 935 16,151 9,100 18,391 27,589 35,477: 21,642 13,754
Old : 49,231: 2,339 935 16,151 9,100 18,391 27,589 35,477: 21,642 13,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -31,260: -4,073 -5,753 235 -17,702 -12,138 -21,541 -17,656: -9,720 -13,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 1.9 32.8 18.5 37.4 56.0 72.1: 44.0 27.9
Old : 100.0: 4.8 1.9 32.8 18.5 37.4 56.0 72.1: 44.0 27.9
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 : 43: 12 10 20 11 18 35 38:
Old : 43: 12 10 20 11 18 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 27.0 33.4 42.4 6.7 18.4 6.9 21.7
Old : 21.7 27.0 33.4 42.4 6.7 18.4 6.9 21.7
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, September 24, 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 : 3,394,241: 329,012 319,825 732,260 2,036,758 2,033,328 3,098,030 3,085,414: 296,210 308,827
Old : 3,394,241: 329,012 319,825 732,260 2,036,758 2,033,328 3,098,030 3,085,414: 296,210 308,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -595,284: -60,280 -44,631 -83,601 -347,277 -426,873 -491,158 -555,105: -104,127 -40,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.4 21.6 60.0 59.9 91.3 90.9: 8.7 9.1
Old : 100.0: 9.7 9.4 21.6 60.0 59.9 91.3 90.9: 8.7 9.1
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 : 583: 137 106 136 252 258 449 440:
Old : 583: 137 106 136 252 258 449 440:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 19.9 27.1 32.0 11.6 15.1 17.2 22.4
Old : 17.6 19.9 27.1 32.0 11.6 15.1 17.2 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 21,008: 2,660 0 0 15,990 12,371 18,650 12,371: 2,358 8,637
Old : 21,008: 2,660 0 0 15,990 12,371 18,650 12,371: 2,358 8,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -5,739: 205 0 0 -2,681 -5,412 -2,476 -5,412: -3,263 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.0 0.0 76.1 58.9 88.8 58.9: 11.2 41.1
Old : 100.0: 12.7 0.0 0.0 76.1 58.9 88.8 58.9: 11.2 41.1
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 : 23: 3 0 0 11 10 14 10:
Old : 23: 3 0 0 11 10 14 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 : 73.0 47.4 83.7 56.5 73.0 47.4 83.7 56.5
Old : 73.0 47.4 83.7 56.5 73.0 47.4 83.7 56.5
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 24, 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 : 11,999: 1,292 251 21 8,095 10,690 9,408 10,962: 2,591 1,037
Old : 11,999: 1,292 251 21 8,095 10,690 9,408 10,962: 2,591 1,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -11,057: 27 -419 -1 -10,699 -10,032 -10,673 -10,452: -384 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 2.1 0.2 67.5 89.1 78.4 91.4: 21.6 8.6
Old : 100.0: 10.8 2.1 0.2 67.5 89.1 78.4 91.4: 21.6 8.6
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: 3 1 1 8 11 12 12:
Old : 20: 3 1 1 8 11 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 60.5 73.4 83.2 55.3 57.7 69.3 77.5
Old : 56.6 60.5 73.4 83.2 55.3 57.7 69.3 77.5
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 24, 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 : 63,803: 13,879 3,697 104 39,678 57,156 53,661 60,957: 10,142 2,846
Old : 63,803: 13,879 3,697 104 39,678 57,156 53,661 60,957: 10,142 2,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -2,755: 1,905 245 -486 -3,976 -1,521 -2,557 -1,762: -198 -993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 5.8 0.2 62.2 89.6 84.1 95.5: 15.9 4.5
Old : 100.0: 21.8 5.8 0.2 62.2 89.6 84.1 95.5: 15.9 4.5
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 : 78: 13 7 2 39 29 54 36:
Old : 78: 13 7 2 39 29 54 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 : 28.7 40.7 42.6 64.4 28.6 39.2 42.2 62.9
Old : 28.7 40.7 42.6 64.4 28.6 39.2 42.2 62.9
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 24, 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 : 43,854: 13,988 11,033 3,152 20,406 21,871 37,546 36,056: 6,308 7,798
Old : 43,854: 13,988 11,033 3,152 20,406 21,871 37,546 36,056: 6,308 7,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -10,350: -2,475 1,809 -2,399 -4,517 -8,396 -9,391 -8,985: -959 -1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 25.2 7.2 46.5 49.9 85.6 82.2: 14.4 17.8
Old : 100.0: 31.9 25.2 7.2 46.5 49.9 85.6 82.2: 14.4 17.8
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 : 248: 61 56 30 78 85 151 159:
Old : 248: 61 56 30 78 85 151 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 13.4 33.5 23.2 22.2 12.1 33.3 20.6
Old : 22.2 13.4 33.5 23.2 22.2 12.1 33.3 20.6
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 24, 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 : 219,270: 69,940 55,167 15,758 102,031 109,357 187,729 180,282: 31,541 38,988
Old : 219,270: 69,940 55,167 15,758 102,031 109,357 187,729 180,282: 31,541 38,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -51,748: -12,374 9,045 -11,994 -22,585 -41,978 -46,953 -44,927: -4,794 -6,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 25.2 7.2 46.5 49.9 85.6 82.2: 14.4 17.8
Old : 100.0: 31.9 25.2 7.2 46.5 49.9 85.6 82.2: 14.4 17.8
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 : 248: 61 56 30 78 85 151 159:
Old : 248: 61 56 30 78 85 151 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 13.4 33.5 23.2 22.2 12.1 33.3 20.6
Old : 22.2 13.4 33.5 23.2 22.2 12.1 33.3 20.6
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 24, 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 : 175,925: 45,860 93,794 9,489 91,867 36,148 147,216 139,432: 28,709 36,494
Old : 175,925: 45,860 93,794 9,489 91,867 36,148 147,216 139,432: 28,709 36,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 24,686: 11,341 18,969 2,428 9,705 2,644 23,473 24,041: 1,213 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 53.3 5.4 52.2 20.5 83.7 79.3: 16.3 20.7
Old : 100.0: 26.1 53.3 5.4 52.2 20.5 83.7 79.3: 16.3 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 22 37 15 26 31 53 78:
Old : 96: 22 37 15 26 31 53 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 : 43.3 27.5 56.4 38.6 43.0 27.3 55.8 38.4
Old : 43.3 27.5 56.4 38.6 43.0 27.3 55.8 38.4
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 24, 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 : 448,110: 91,897 122,672 10,964 323,612 295,962 426,474 429,598: 21,636 18,511
Old : 448,110: 91,897 122,672 10,964 323,612 295,962 426,474 429,598: 21,636 18,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -74,024: 2,190 8,712 -3,639 -70,653 -75,947 -72,101 -70,873: -1,923 -3,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 27.4 2.4 72.2 66.0 95.2 95.9: 4.8 4.1
Old : 100.0: 20.5 27.4 2.4 72.2 66.0 95.2 95.9: 4.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 62 49 26 127 120 201 183:
Old : 310: 62 49 26 127 120 201 183:
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 : 18.0 23.6 28.9 38.0 17.0 23.4 27.7 35.9
Old : 18.0 23.6 28.9 38.0 17.0 23.4 27.7 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 20,977: 5,714 13,126 70 9,668 4,540 15,452 17,736: 5,525 3,241
Old : 20,977: 5,714 13,126 70 9,668 4,540 15,452 17,736: 5,525 3,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 884: 1,156 794 22 -474 -206 704 610: 180 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 62.6 0.3 46.1 21.6 73.7 84.5: 26.3 15.5
Old : 100.0: 27.2 62.6 0.3 46.1 21.6 73.7 84.5: 26.3 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 : 28: 10 4 1 12 4 23 8:
Old : 28: 10 4 1 12 4 23 8:
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 : 35.3 80.5 54.4 84.5 35.3 80.1 54.4 84.1
Old : 35.3 80.5 54.4 84.5 35.3 80.1 54.4 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 46,943: 22,645 11,706 184 13,844 28,964 36,673 40,854: 10,270 6,089
Old : 46,943: 22,645 11,706 184 13,844 28,964 36,673 40,854: 10,270 6,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 5,107: 2,375 1,976 180 2,058 1,377 4,613 3,533: 494 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 24.9 0.4 29.5 61.7 78.1 87.0: 21.9 13.0
Old : 100.0: 48.2 24.9 0.4 29.5 61.7 78.1 87.0: 21.9 13.0
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 : 69: 12 18 3 23 24 37 43:
Old : 69: 12 18 3 23 24 37 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 : 49.5 39.5 57.6 51.5 49.5 39.5 57.6 51.4
Old : 49.5 39.5 57.6 51.5 49.5 39.5 57.6 51.4
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 24, 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 : 115,590: 17,982 5,678 1,026 96,356 108,826 115,364 115,530: 226 60
Old : 115,590: 17,982 5,678 1,026 96,356 108,826 115,364 115,530: 226 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -595: 300 0 0 -1,095 -595 -795 -595: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 4.9 0.9 83.4 94.1 99.8 99.9: 0.2 0.1
Old : 100.0: 15.6 4.9 0.9 83.4 94.1 99.8 99.9: 0.2 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 : 37: 8 2 3 19 21 28 25:
Old : 37: 8 2 3 19 21 28 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 : 68.7 61.5 82.3 82.9 50.4 47.5 57.7 59.2
Old : 68.7 61.5 82.3 82.9 50.4 47.5 57.7 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2019