BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 10,010: 245 2,830 1,045 7,917 5,389 9,207 9,264: 803 746
Old : 10,010: 245 2,830 1,045 7,917 5,389 9,207 9,264: 803 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,237: 58 7 -206 -1,205 -1,105 -1,353 -1,303: 115 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 28.3 10.4 79.1 53.8 92.0 92.5: 8.0 7.5
Old : 100.0: 2.4 28.3 10.4 79.1 53.8 92.0 92.5: 8.0 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 : 40: 1 10 9 24 23 33 34:
Old : 40: 1 10 9 24 23 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 34.8 61.7 55.6 42.8 31.8 56.4 49.4
Old : 44.6 34.8 61.7 55.6 42.8 31.8 56.4 49.4
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, October 08, 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 : 41,901: 7,278 1,121 13,300 15,687 17,460 36,264 31,881: 5,637 10,021
Old : 41,901: 7,278 1,121 13,300 15,687 17,460 36,264 31,881: 5,637 10,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -5,061: -640 -670 -1,669 -2,306 -2,671 -4,615 -5,010: -446 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 2.7 31.7 37.4 41.7 86.5 76.1: 13.5 23.9
Old : 100.0: 17.4 2.7 31.7 37.4 41.7 86.5 76.1: 13.5 23.9
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 : 84: 30 11 26 35 35 74 63:
Old : 84: 30 11 26 35 35 74 63:
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 : 26.8 31.6 39.7 45.4 18.2 20.4 25.1 24.0
Old : 26.8 31.6 39.7 45.4 18.2 20.4 25.1 24.0
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, October 08, 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 : 10,651: 758 1,496 1,221 7,450 6,796 9,429 9,513: 1,222 1,138
Old : 10,651: 758 1,496 1,221 7,450 6,796 9,429 9,513: 1,222 1,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,733: -190 -133 -301 -1,329 -1,315 -1,820 -1,748: 88 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 14.0 11.5 69.9 63.8 88.5 89.3: 11.5 10.7
Old : 100.0: 7.1 14.0 11.5 69.9 63.8 88.5 89.3: 11.5 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 8 7 28 18 36 27:
Old : 41: 2 8 7 28 18 36 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 : 30.5 45.1 51.9 67.3 22.1 38.4 37.4 47.1
Old : 30.5 45.1 51.9 67.3 22.1 38.4 37.4 47.1
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, October 08, 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 : 10,051: 3,968 258 1,641 3,955 5,201 9,564 7,100: 487 2,951
Old : 10,051: 3,968 258 1,641 3,955 5,201 9,564 7,100: 487 2,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -828: -214 -95 -247 -309 -443 -770 -785: -58 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 2.6 16.3 39.4 51.7 95.2 70.6: 4.8 29.4
Old : 100.0: 39.5 2.6 16.3 39.4 51.7 95.2 70.6: 4.8 29.4
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 : 29: 8 2 7 16 17 25 25:
Old : 29: 8 2 7 16 17 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 : 61.9 38.7 83.7 53.1 60.7 32.4 69.1 41.9
Old : 61.9 38.7 83.7 53.1 60.7 32.4 69.1 41.9
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, October 08, 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 : 398,940: 89,810 35,410 140,672 137,240 179,676 367,723 355,758: 31,218 43,183
Old : 395,833: 88,874 35,396 140,156 136,222 177,906 365,253 353,458: 30,580 42,375
Other: 3,107: 1,384 462 68 1,018 1,770 2,470 2,300: 638 807
: : :
: : Changes in Commitments from: October 1, 2019 :
: 12,693: -5,912 1,213 8,859 8,745 2,088 11,692 12,159: 1,002 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 8.9 35.3 34.4 45.0 92.2 89.2: 7.8 10.8
Old : 100.0: 22.5 8.9 35.4 34.4 44.9 92.3 89.3: 7.7 10.7
Other: 100.0: 44.5 14.9 2.2 32.8 57.0 79.5 74.0: 20.5 26.0
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 158 85 153 87 95 312 280:
Old : 369: 161 84 153 87 95 311 280:
Other: 44: 11 7 6 6 19 20 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 17.0 23.5 26.0 8.5 11.4 14.3 16.1
Old : 14.6 17.1 23.6 26.1 8.6 11.6 14.2 16.3
Other: 49.6 34.4 69.7 49.6 45.0 33.1 64.3 47.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 351,364: 92,262 57,764 88,456 131,778 160,033 312,497 306,253: 38,867 45,111
Old : 351,364: 92,262 57,764 88,456 131,778 160,033 312,497 306,253: 38,867 45,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -27,574: -1,853 -2,306 -23,333 137 -2,274 -25,049 -27,914: -2,525 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 16.4 25.2 37.5 45.5 88.9 87.2: 11.1 12.8
Old : 100.0: 26.3 16.4 25.2 37.5 45.5 88.9 87.2: 11.1 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 : 401: 118 90 132 145 140 330 315:
Old : 401: 118 90 132 145 140 330 315:
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 : 12.0 18.6 19.6 28.1 11.8 17.0 17.9 25.4
Old : 12.0 18.6 19.6 28.1 11.8 17.0 17.9 25.4
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, October 08, 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 : 2,542: 486 688 393 665 657 1,543 1,737: 999 804
Old : 2,542: 486 688 393 665 657 1,543 1,737: 999 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 126: -42 -72 76 20 92 54 96: 72 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 27.1 15.4 26.1 25.8 60.7 68.4: 39.3 31.6
Old : 100.0: 19.1 27.1 15.4 26.1 25.8 60.7 68.4: 39.3 31.6
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 : 34: 9 10 7 10 10 23 23:
Old : 34: 9 10 7 10 10 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 31.3 43.0 49.3 23.1 30.4 33.2 39.4
Old : 28.3 31.3 43.0 49.3 23.1 30.4 33.2 39.4
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, October 08, 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 : 49,757: 13,459 13,650 14,236 13,610 10,373 41,305 38,259: 8,453 11,498
Old : 49,757: 13,459 13,650 14,236 13,610 10,373 41,305 38,259: 8,453 11,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 980: -1,357 -520 2,222 -304 -1,170 560 532: 420 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 27.4 28.6 27.4 20.8 83.0 76.9: 17.0 23.1
Old : 100.0: 27.0 27.4 28.6 27.4 20.8 83.0 76.9: 17.0 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 : 175: 50 43 61 54 51 144 126:
Old : 175: 50 43 61 54 51 144 126:
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 : 15.5 14.2 25.8 23.7 14.8 12.8 21.5 19.4
Old : 15.5 14.2 25.8 23.7 14.8 12.8 21.5 19.4
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, October 08, 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 : 2,596: 254 650 219 1,272 1,505 1,745 2,375: 851 221
Old : 2,596: 254 650 219 1,272 1,505 1,745 2,375: 851 221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -428: -95 -127 -51 -118 -167 -264 -344: -164 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 25.1 8.4 49.0 58.0 67.2 91.5: 32.8 8.5
Old : 100.0: 9.8 25.1 8.4 49.0 58.0 67.2 91.5: 32.8 8.5
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: 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 : 42.6 63.7 56.5 79.9 39.6 63.5 52.0 76.6
Old : 42.6 63.7 56.5 79.9 39.6 63.5 52.0 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 26,940: 1,969 3,280 5,414 18,546 16,160 25,929 24,854: 1,011 2,086
Old : 26,940: 1,969 3,280 5,414 18,546 16,160 25,929 24,854: 1,011 2,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -4,528: -362 -497 -847 -3,157 -3,041 -4,366 -4,386: -162 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 12.2 20.1 68.8 60.0 96.2 92.3: 3.8 7.7
Old : 100.0: 7.3 12.2 20.1 68.8 60.0 96.2 92.3: 3.8 7.7
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 : 60: 14 12 16 26 25 50 43:
Old : 60: 14 12 16 26 25 50 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 : 42.6 37.9 63.3 56.6 42.3 35.8 49.8 45.7
Old : 42.6 37.9 63.3 56.6 42.3 35.8 49.8 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 63,947: 38,161 9,783 0 24,147 52,794 62,308 62,577: 1,639 1,370
Old : 63,947: 38,161 9,783 0 24,147 52,794 62,308 62,577: 1,639 1,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -4,657: -1,040 -3,156 0 -3,611 -1,572 -4,651 -4,728: -6 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 15.3 0.0 37.8 82.6 97.4 97.9: 2.6 2.1
Old : 100.0: 59.7 15.3 0.0 37.8 82.6 97.4 97.9: 2.6 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 7 0 4 8 24 15:
Old : 39: 20 7 0 4 8 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 : 82.4 75.6 90.0 95.5 82.4 75.6 90.0 95.5
Old : 82.4 75.6 90.0 95.5 82.4 75.6 90.0 95.5
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, October 08, 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 : 145,903: 48,290 43,317 6,671 58,287 64,230 113,248 114,219: 32,655 31,684
Old : 145,903: 48,290 43,317 6,671 58,287 64,230 113,248 114,219: 32,655 31,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 3,569: 1,928 2,974 755 2,357 -4,908 5,040 -1,179: -1,471 4,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 29.7 4.6 39.9 44.0 77.6 78.3: 22.4 21.7
Old : 100.0: 33.1 29.7 4.6 39.9 44.0 77.6 78.3: 22.4 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 28 30 13 32 32 65 71:
Old : 106: 28 30 13 32 32 65 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 28.3 38.5 38.9 28.2 28.3 36.3 38.9
Old : 29.0 28.3 38.5 38.9 28.2 28.3 36.3 38.9
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, October 08, 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 : 66,170: 15,074 26,459 1,208 40,707 15,222 56,988 42,889: 9,182 23,282
Old : 66,170: 15,074 26,459 1,208 40,707 15,222 56,988 42,889: 9,182 23,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -859: -3,195 -3,419 65 747 2,107 -2,383 -1,246: 1,525 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 40.0 1.8 61.5 23.0 86.1 64.8: 13.9 35.2
Old : 100.0: 22.8 40.0 1.8 61.5 23.0 86.1 64.8: 13.9 35.2
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 : 58: 9 21 4 16 18 26 42:
Old : 58: 9 21 4 16 18 26 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 : 52.2 23.4 65.9 35.2 52.2 23.4 65.9 35.2
Old : 52.2 23.4 65.9 35.2 52.2 23.4 65.9 35.2
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, October 08, 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 : 218,873: 160,055 44,305 1,293 51,889 169,760 213,238 215,358: 5,635 3,515
Old : 218,873: 160,055 44,305 1,293 51,889 169,760 213,238 215,358: 5,635 3,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 2,344: -2,902 -2,190 -437 5,562 4,905 2,223 2,278: 121 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 20.2 0.6 23.7 77.6 97.4 98.4: 2.6 1.6
Old : 100.0: 73.1 20.2 0.6 23.7 77.6 97.4 98.4: 2.6 1.6
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 : 158: 71 40 12 18 33 91 83:
Old : 158: 71 40 12 18 33 91 83:
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 : 51.1 60.6 64.7 72.4 51.1 60.6 64.7 72.4
Old : 51.1 60.6 64.7 72.4 51.1 60.6 64.7 72.4
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, October 08, 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 : 279,302: 27,850 103,325 20,236 206,854 110,972 254,940 234,533: 24,362 44,769
Old : 279,302: 27,850 103,325 20,236 206,854 110,972 254,940 234,533: 24,362 44,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 8,534: 2,123 -2,545 191 7,972 9,121 10,285 6,766: -1,751 1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 37.0 7.2 74.1 39.7 91.3 84.0: 8.7 16.0
Old : 100.0: 10.0 37.0 7.2 74.1 39.7 91.3 84.0: 8.7 16.0
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 : 133: 23 45 15 37 51 67 104:
Old : 133: 23 45 15 37 51 67 104:
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 : 57.6 20.6 68.0 30.0 57.2 20.5 64.8 29.2
Old : 57.6 20.6 68.0 30.0 57.2 20.5 64.8 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 172,846: 52,259 40,929 15,779 74,628 90,097 142,665 146,805: 30,180 26,040
Old : 172,846: 52,259 40,929 15,779 74,628 90,097 142,665 146,805: 30,180 26,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -5,838: -5,041 -2,910 -858 2,691 -2,258 -3,208 -6,026: -2,630 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 23.7 9.1 43.2 52.1 82.5 84.9: 17.5 15.1
Old : 100.0: 30.2 23.7 9.1 43.2 52.1 82.5 84.9: 17.5 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 27 24 16 43 40 78 72:
Old : 108: 27 24 16 43 40 78 72:
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 : 22.1 36.8 33.4 48.6 20.9 36.2 31.6 44.6
Old : 22.1 36.8 33.4 48.6 20.9 36.2 31.6 44.6
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, October 08, 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 : 570,835: 160,999 242,757 36,163 290,215 229,044 487,377 507,964: 83,457 62,870
Old : 570,835: 160,999 242,757 36,163 290,215 229,044 487,377 507,964: 83,457 62,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -30,741: -2,451 310 -16,447 -6,283 -16,852 -25,181 -32,988: -5,560 2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 42.5 6.3 50.8 40.1 85.4 89.0: 14.6 11.0
Old : 100.0: 28.2 42.5 6.3 50.8 40.1 85.4 89.0: 14.6 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 85 71 50 97 90 197 196:
Old : 289: 85 71 50 97 90 197 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 29.6 24.9 41.4 14.4 29.4 23.5 41.2
Old : 15.3 29.6 24.9 41.4 14.4 29.4 23.5 41.2
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, October 08, 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 : 25,655: 3,920 3,485 685 8,852 15,782 13,457 19,952: 12,198 5,703
Old : 25,655: 3,920 3,485 685 8,852 15,782 13,457 19,952: 12,198 5,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -212: 0 -77 0 69 -258 69 -335: -281 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.6 2.7 34.5 61.5 52.5 77.8: 47.5 22.2
Old : 100.0: 15.3 13.6 2.7 34.5 61.5 52.5 77.8: 47.5 22.2
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 : 25: 5 4 2 13 10 19 15:
Old : 25: 5 4 2 13 10 19 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 : 21.0 56.1 35.1 69.2 17.1 52.0 28.9 63.3
Old : 21.0 56.1 35.1 69.2 17.1 52.0 28.9 63.3
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, October 08, 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 : 22,834: 1,580 3,485 15 14,133 13,163 15,728 16,663: 7,106 6,171
Old : 22,834: 1,580 3,485 15 14,133 13,163 15,728 16,663: 7,106 6,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -199: 334 -393 0 -421 20 -87 -373: -112 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 15.3 0.1 61.9 57.6 68.9 73.0: 31.1 27.0
Old : 100.0: 6.9 15.3 0.1 61.9 57.6 68.9 73.0: 31.1 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 : 21: 2 3 1 13 11 16 14:
Old : 21: 2 3 1 13 11 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 : 39.9 45.0 59.1 61.0 37.2 39.0 55.8 54.1
Old : 39.9 45.0 59.1 61.0 37.2 39.0 55.8 54.1
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, October 08, 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 : 58,558: 7,674 53,507 125 48,344 2,975 56,143 56,607: 2,415 1,951
Old : 58,558: 7,674 53,507 125 48,344 2,975 56,143 56,607: 2,415 1,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -13,046: -6,513 -560 -64 -6,206 -12,118 -12,783 -12,742: -263 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 91.4 0.2 82.6 5.1 95.9 96.7: 4.1 3.3
Old : 100.0: 13.1 91.4 0.2 82.6 5.1 95.9 96.7: 4.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 24 3 7 6 19 32:
Old : 47: 11 24 3 7 6 19 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 : 83.5 78.8 91.5 85.0 81.9 78.8 89.9 84.7
Old : 83.5 78.8 91.5 85.0 81.9 78.8 89.9 84.7
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, October 08, 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 : 74,094: 14,274 52,592 1,664 55,385 13,827 71,323 68,083: 2,771 6,012
Old : 74,094: 14,274 52,592 1,664 55,385 13,827 71,323 68,083: 2,771 6,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,565: -1,767 -5,993 505 143 3,850 -1,119 -1,639: -446 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 71.0 2.2 74.7 18.7 96.3 91.9: 3.7 8.1
Old : 100.0: 19.3 71.0 2.2 74.7 18.7 96.3 91.9: 3.7 8.1
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 : 109: 26 54 11 19 14 51 73:
Old : 109: 26 54 11 19 14 51 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 30.8 72.6 49.9 63.1 30.5 72.6 49.6
Old : 63.1 30.8 72.6 49.9 63.1 30.5 72.6 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 10,871: 8,905 3,226 36 1,298 5,597 10,239 8,859: 632 2,012
Old : 10,871: 8,905 3,226 36 1,298 5,597 10,239 8,859: 632 2,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,519: -2,913 -1,151 36 305 -1,518 -2,572 -2,633: 53 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 29.7 0.3 11.9 51.5 94.2 81.5: 5.8 18.5
Old : 100.0: 81.9 29.7 0.3 11.9 51.5 94.2 81.5: 5.8 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 10 1 2 6 10 17:
Old : 25: 8 10 1 2 6 10 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 : 79.9 60.8 91.2 72.6 79.9 60.8 90.5 72.6
Old : 79.9 60.8 91.2 72.6 79.9 60.8 90.5 72.6
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, October 08, 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 :26,122,308: 1,834,345 523,254 13,995,815 9,490,385 10,725,156 25,320,544 25,244,224: 801,764 878,084
Old :26,122,308: 1,834,345 523,254 13,995,815 9,490,385 10,725,156 25,320,544 25,244,224: 801,764 878,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 1,179,978: 103,038 -11,095 821,337 217,724 342,466 1,142,099 1,152,709: 37,879 27,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.0 53.6 36.3 41.1 96.9 96.6: 3.1 3.4
Old : 100.0: 7.0 2.0 53.6 36.3 41.1 96.9 96.6: 3.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 84 74 118 125 128 270 260:
Old : 296: 84 74 118 125 128 270 260:
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 : 23.2 25.5 35.8 39.3 7.5 13.0 10.4 14.8
Old : 23.2 25.5 35.8 39.3 7.5 13.0 10.4 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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,335: 1,805 2,712 135 0 0 1,940 2,847: 1,395 488
Old : 3,335: 1,805 2,712 135 0 0 1,940 2,847: 1,395 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -13: 4 46 -2 0 0 2 44: -15 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 81.3 4.0 0.0 0.0 58.2 85.4: 41.8 14.6
Old : 100.0: 54.1 81.3 4.0 0.0 0.0 58.2 85.4: 41.8 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 22 22 4 0 0 24 25:
Old : 45: 22 22 4 0 0 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 44.2 39.8 63.2 31.9 43.5 39.1 61.4
Old : 31.9 44.2 39.8 63.2 31.9 43.5 39.1 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 156,267: 24,323 21,903 35,220 95,275 98,624 154,818 155,747: 1,449 520
Old : 156,267: 24,323 21,903 35,220 95,275 98,624 154,818 155,747: 1,449 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 6,752: 792 -876 4,082 2,052 3,477 6,926 6,683: -174 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.0 22.5 61.0 63.1 99.1 99.7: 0.9 0.3
Old : 100.0: 15.6 14.0 22.5 61.0 63.1 99.1 99.7: 0.9 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 : 49: 10 20 19 8 18 32 43:
Old : 49: 10 20 19 8 18 32 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 : 74.4 47.2 87.1 64.0 56.9 35.1 59.4 46.5
Old : 74.4 47.2 87.1 64.0 56.9 35.1 59.4 46.5
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, October 08, 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 : 257,091: 32,587 126,575 21,588 202,482 108,275 256,657 256,438: 434 653
Old : 257,091: 32,587 126,575 21,588 202,482 108,275 256,657 256,438: 434 653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 16,472: 6,618 3,934 3,456 6,893 8,790 16,967 16,180: -495 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 49.2 8.4 78.8 42.1 99.8 99.7: 0.2 0.3
Old : 100.0: 12.7 49.2 8.4 78.8 42.1 99.8 99.7: 0.2 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 : 79: 12 35 29 19 27 51 71:
Old : 79: 12 35 29 19 27 51 71:
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 : 67.6 45.9 82.5 63.1 65.6 44.3 76.6 57.4
Old : 67.6 45.9 82.5 63.1 65.6 44.3 76.6 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 761,042: 67,050 59,254 183,770 426,317 440,241 677,136 683,265: 83,906 77,777
Old : 761,042: 67,050 59,254 183,770 426,317 440,241 677,136 683,265: 83,906 77,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 29,381: 3,162 -4,057 21,510 6,221 10,144 30,893 27,597: -1,512 1,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 7.8 24.1 56.0 57.8 89.0 89.8: 11.0 10.2
Old : 100.0: 8.8 7.8 24.1 56.0 57.8 89.0 89.8: 11.0 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 : 612: 142 115 148 263 270 473 466:
Old : 612: 142 115 148 263 270 473 466:
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 19.8 25.7 32.5 8.8 14.5 13.8 20.9
Old : 17.1 19.8 25.7 32.5 8.8 14.5 13.8 20.9
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, October 08, 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 : 52,941: 1,233 3,090 17,062 15,341 16,312 33,636 36,464: 19,306 16,478
Old : 52,941: 1,233 3,090 17,062 15,341 16,312 33,636 36,464: 19,306 16,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 1,430: -167 504 614 4,605 -2,936 5,052 -1,818: -3,622 3,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 5.8 32.2 29.0 30.8 63.5 68.9: 36.5 31.1
Old : 100.0: 2.3 5.8 32.2 29.0 30.8 63.5 68.9: 36.5 31.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 9 18 15 15 36 34:
Old : 41: 11 9 18 15 15 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 25.0 35.6 40.6 11.9 13.2 14.2 17.6
Old : 22.5 25.0 35.6 40.6 11.9 13.2 14.2 17.6
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, October 08, 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 : 3,540,503: 334,208 285,945 828,413 2,054,882 2,119,647 3,217,503 3,234,005: 323,000 306,498
Old : 3,540,503: 334,208 285,945 828,413 2,054,882 2,119,647 3,217,503 3,234,005: 323,000 306,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 139,753: 12,314 -27,132 108,807 8,083 65,398 129,204 147,073: 10,549 -7,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.1 23.4 58.0 59.9 90.9 91.3: 9.1 8.7
Old : 100.0: 9.4 8.1 23.4 58.0 59.9 90.9 91.3: 9.1 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 599: 138 112 142 258 265 461 454:
Old : 599: 138 112 142 258 265 461 454:
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 : 17.7 20.4 26.7 33.3 9.4 15.1 14.6 22.1
Old : 17.7 20.4 26.7 33.3 9.4 15.1 14.6 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 15,806: 211 2,143 0 13,189 11,302 13,400 13,445: 2,406 2,361
Old : 15,806: 211 2,143 0 13,189 11,302 13,400 13,445: 2,406 2,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 13.6 0.0 83.4 71.5 84.8 85.1: 15.2 14.9
Old : 100.0: 1.3 13.6 0.0 83.4 71.5 84.8 85.1: 15.2 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 4 0 7 12 8 16:
Old : 22: 1 4 0 7 12 8 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 48.5 84.8 70.4 69.5 48.5 78.6 68.3
Old : 74.2 48.5 84.8 70.4 69.5 48.5 78.6 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 11,177: 1,658 0 0 6,605 10,281 8,263 10,281: 2,914 896
Old : 11,177: 1,658 0 0 6,605 10,281 8,263 10,281: 2,914 896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,102: 357 -206 -21 -1,814 -700 -1,478 -927: 376 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.0 0.0 59.1 92.0 73.9 92.0: 26.1 8.0
Old : 100.0: 14.8 0.0 0.0 59.1 92.0 73.9 92.0: 26.1 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 0 8 12 12 12:
Old : 21: 4 0 0 8 12 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 : 50.8 59.3 66.4 82.9 48.9 54.7 61.8 76.4
Old : 50.8 59.3 66.4 82.9 48.9 54.7 61.8 76.4
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, October 08, 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 : 65,508: 11,753 2,430 40 43,442 58,913 55,235 61,383: 10,273 4,125
Old : 65,508: 11,753 2,430 40 43,442 58,913 55,235 61,383: 10,273 4,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 2,167: -1,253 -199 -91 3,549 1,746 2,205 1,456: -38 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 3.7 0.1 66.3 89.9 84.3 93.7: 15.7 6.3
Old : 100.0: 17.9 3.7 0.1 66.3 89.9 84.3 93.7: 15.7 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 : 74: 10 4 1 43 29 53 34:
Old : 74: 10 4 1 43 29 53 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 41.1 42.9 64.4 29.1 39.7 42.7 63.0
Old : 29.2 41.1 42.9 64.4 29.1 39.7 42.7 63.0
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, October 08, 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 : 44,397: 13,375 9,595 3,205 21,229 23,394 37,808 36,194: 6,589 8,204
Old : 44,397: 13,375 9,595 3,205 21,229 23,394 37,808 36,194: 6,589 8,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -49: -1,673 64 143 1,324 -216 -206 -8: 156 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 21.6 7.2 47.8 52.7 85.2 81.5: 14.8 18.5
Old : 100.0: 30.1 21.6 7.2 47.8 52.7 85.2 81.5: 14.8 18.5
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 : 251: 56 53 31 84 96 152 168:
Old : 251: 56 53 31 84 96 152 168:
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 : 26.0 14.4 37.8 24.3 26.0 12.1 37.4 21.0
Old : 26.0 14.4 37.8 24.3 26.0 12.1 37.4 21.0
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, October 08, 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 : 221,986: 66,874 47,976 16,024 106,145 116,968 189,042 180,968: 32,943 41,018
Old : 221,986: 66,874 47,976 16,024 106,145 116,968 189,042 180,968: 32,943 41,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -247: -8,364 322 716 6,619 -1,078 -1,029 -40: 782 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 21.6 7.2 47.8 52.7 85.2 81.5: 14.8 18.5
Old : 100.0: 30.1 21.6 7.2 47.8 52.7 85.2 81.5: 14.8 18.5
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 : 251: 56 53 31 84 96 152 168:
Old : 251: 56 53 31 84 96 152 168:
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 : 26.0 14.4 37.8 24.3 26.0 12.1 37.4 21.0
Old : 26.0 14.4 37.8 24.3 26.0 12.1 37.4 21.0
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, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 185,184: 42,803 90,488 10,683 100,141 44,248 153,627 145,419: 31,557 39,765
Old : 185,184: 42,803 90,488 10,683 100,141 44,248 153,627 145,419: 31,557 39,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -5,532: -3,709 -9,730 -430 -563 4,983 -4,701 -5,176: -831 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 48.9 5.8 54.1 23.9 83.0 78.5: 17.0 21.5
Old : 100.0: 23.1 48.9 5.8 54.1 23.9 83.0 78.5: 17.0 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 20 33 14 26 37 52 78:
Old : 95: 20 33 14 26 37 52 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 : 44.1 26.1 57.9 37.9 43.9 25.9 57.2 37.3
Old : 44.1 26.1 57.9 37.9 43.9 25.9 57.2 37.3
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, October 08, 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 : 449,838: 79,205 120,527 12,691 335,542 295,222 427,438 428,440: 22,400 21,398
Old : 449,838: 79,205 120,527 12,691 335,542 295,222 427,438 428,440: 22,400 21,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 111: -10,616 7,670 1,017 9,850 -12,565 252 -3,877: -141 3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 26.8 2.8 74.6 65.6 95.0 95.2: 5.0 4.8
Old : 100.0: 17.6 26.8 2.8 74.6 65.6 95.0 95.2: 5.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 57 52 29 127 121 201 185:
Old : 305: 57 52 29 127 121 201 185:
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 24.1 30.1 39.6 16.8 23.6 28.3 37.1
Old : 18.0 24.1 30.1 39.6 16.8 23.6 28.3 37.1
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, October 08, 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 : 23,223: 5,360 15,882 45 11,713 4,537 17,118 20,464: 6,105 2,759
Old : 23,223: 5,360 15,882 45 11,713 4,537 17,118 20,464: 6,105 2,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -989: -3,111 -20 -16 582 6 -2,545 -30: 1,556 -959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 68.4 0.2 50.4 19.5 73.7 88.1: 26.3 11.9
Old : 100.0: 23.1 68.4 0.2 50.4 19.5 73.7 88.1: 26.3 11.9
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 : 30: 10 4 1 14 4 25 8:
Old : 30: 10 4 1 14 4 25 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 : 33.5 83.7 52.7 88.1 33.5 83.6 52.7 87.8
Old : 33.5 83.7 52.7 88.1 33.5 83.6 52.7 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 48,274: 24,923 15,077 55 11,798 28,177 36,776 43,309: 11,498 4,965
Old : 48,274: 24,923 15,077 55 11,798 28,177 36,776 43,309: 11,498 4,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,123: -1,517 -2,129 -47 -164 -944 -1,728 -3,120: -1,395 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 31.2 0.1 24.4 58.4 76.2 89.7: 23.8 10.3
Old : 100.0: 51.6 31.2 0.1 24.4 58.4 76.2 89.7: 23.8 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 : 73: 14 19 3 22 25 38 45:
Old : 73: 14 19 3 22 25 38 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 40.6 54.3 53.9 46.1 40.6 54.3 53.9
Old : 46.1 40.6 54.3 53.9 46.1 40.6 54.3 53.9
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, October 08, 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 : 115,699: 19,346 6,428 1,026 95,297 108,185 115,669 115,639: 30 60
Old : 115,699: 19,346 6,428 1,026 95,297 108,185 115,669 115,639: 30 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,503: 484 250 0 -1,991 -1,753 -1,507 -1,503: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 5.6 0.9 82.4 93.5 100.0 99.9: 0.0 0.1
Old : 100.0: 16.7 5.6 0.9 82.4 93.5 100.0 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 : 39: 9 3 3 19 20 29 25:
Old : 39: 9 3 3 19 20 29 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 : 67.7 59.0 81.3 81.4 53.5 48.6 62.3 61.5
Old : 67.7 59.0 81.3 81.4 53.5 48.6 62.3 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 11, 2019