BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 10,485: 59 2,596 1,304 8,287 5,890 9,651 9,791: 834 694
Old : 10,485: 59 2,596 1,304 8,287 5,890 9,651 9,791: 834 694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 475: -186 -233 259 370 501 444 527: 31 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 24.8 12.4 79.0 56.2 92.0 93.4: 8.0 6.6
Old : 100.0: 0.6 24.8 12.4 79.0 56.2 92.0 93.4: 8.0 6.6
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: 2 9 9 25 24 34 35:
Old : 41: 2 9 9 25 24 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 34.4 62.0 54.6 42.0 31.0 56.0 46.7
Old : 44.6 34.4 62.0 54.6 42.0 31.0 56.0 46.7
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 15, 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 : 44,094: 7,514 1,551 14,009 16,570 18,891 38,093 34,451: 6,001 9,643
Old : 44,094: 7,514 1,551 14,009 16,570 18,891 38,093 34,451: 6,001 9,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 2,193: 236 430 709 884 1,431 1,829 2,570: 364 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 3.5 31.8 37.6 42.8 86.4 78.1: 13.6 21.9
Old : 100.0: 17.0 3.5 31.8 37.6 42.8 86.4 78.1: 13.6 21.9
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 : 90: 28 14 27 40 39 80 68:
Old : 90: 28 14 27 40 39 80 68:
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 30.1 38.7 44.7 17.6 18.8 24.7 23.5
Old : 26.0 30.1 38.7 44.7 17.6 18.8 24.7 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 11,433: 818 1,511 1,535 7,961 7,628 10,314 10,674: 1,119 759
Old : 11,433: 818 1,511 1,535 7,961 7,628 10,314 10,674: 1,119 759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 782: 60 15 314 511 832 885 1,161: -103 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 13.2 13.4 69.6 66.7 90.2 93.4: 9.8 6.6
Old : 100.0: 7.2 13.2 13.4 69.6 66.7 90.2 93.4: 9.8 6.6
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 : 43: 3 8 8 28 19 37 29:
Old : 43: 3 8 8 28 19 37 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 : 30.6 43.8 51.8 66.4 21.0 35.6 35.2 47.2
Old : 30.6 43.8 51.8 66.4 21.0 35.6 35.2 47.2
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 15, 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 : 10,168: 3,929 279 1,721 3,915 5,174 9,565 7,174: 603 2,994
Old : 10,168: 3,929 279 1,721 3,915 5,174 9,565 7,174: 603 2,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 117: -38 21 80 -40 -27 1 74: 116 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 2.7 16.9 38.5 50.9 94.1 70.6: 5.9 29.4
Old : 100.0: 38.6 2.7 16.9 38.5 50.9 94.1 70.6: 5.9 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: 7 3 8 16 17 25 26:
Old : 29: 7 3 8 16 17 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 : 61.6 35.7 83.1 52.9 60.5 31.7 68.9 40.9
Old : 61.6 35.7 83.1 52.9 60.5 31.7 68.9 40.9
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 15, 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 : 407,297: 92,653 31,965 142,530 139,039 188,773 374,222 363,269: 33,076 44,028
Old : 403,451: 91,721 31,867 141,959 137,814 186,648 371,494 360,475: 31,957 42,976
Other: 3,846: 1,379 545 124 1,225 2,125 2,727 2,794: 1,119 1,052
: : :
: : Changes in Commitments from: October 8, 2019 :
: 8,357: 2,842 -3,445 1,858 1,799 9,098 6,499 7,511: 1,858 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 7.8 35.0 34.1 46.3 91.9 89.2: 8.1 10.8
Old : 100.0: 22.7 7.9 35.2 34.2 46.3 92.1 89.3: 7.9 10.7
Other: 100.0: 35.8 14.2 3.2 31.8 55.3 70.9 72.6: 29.1 27.4
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 160 73 148 91 100 314 274:
Old : 364: 163 72 148 91 100 313 274:
Other: 48: 8 10 6 10 23 22 36:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 17.2 24.1 26.8 8.1 12.0 13.5 16.7
Old : 14.9 17.3 24.3 27.0 8.2 12.3 13.5 17.0
Other: 43.3 33.8 59.7 45.8 39.5 32.2 54.7 43.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 351,961: 95,951 51,549 89,568 128,772 164,384 314,291 305,500: 37,670 46,461
Old : 351,961: 95,951 51,549 89,568 128,772 164,384 314,291 305,500: 37,670 46,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 597: 3,689 -6,215 1,111 -3,006 4,351 1,794 -753: -1,197 1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 14.6 25.4 36.6 46.7 89.3 86.8: 10.7 13.2
Old : 100.0: 27.3 14.6 25.4 36.6 46.7 89.3 86.8: 10.7 13.2
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 : 406: 126 86 134 145 149 336 319:
Old : 406: 126 86 134 145 149 336 319:
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 : 11.6 18.7 19.2 27.7 11.6 17.0 18.1 25.3
Old : 11.6 18.7 19.2 27.7 11.6 17.0 18.1 25.3
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 15, 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 : 2,637: 596 616 418 633 835 1,647 1,869: 990 768
Old : 2,637: 596 616 418 633 835 1,647 1,869: 990 768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 95: 110 -73 25 -31 179 104 131: -9 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 23.3 15.8 24.0 31.7 62.5 70.9: 37.5 29.1
Old : 100.0: 22.6 23.3 15.8 24.0 31.7 62.5 70.9: 37.5 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 8 7 9 11 25 23:
Old : 35: 13 8 7 9 11 25 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 : 27.2 29.5 41.6 47.9 21.6 28.7 31.2 38.8
Old : 27.2 29.5 41.6 47.9 21.6 28.7 31.2 38.8
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 15, 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 : 49,243: 14,444 12,185 14,478 12,952 10,581 41,873 37,244: 7,370 11,999
Old : 49,243: 14,444 12,185 14,478 12,952 10,581 41,873 37,244: 7,370 11,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -514: 985 -1,465 242 -658 207 569 -1,016: -1,083 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 24.7 29.4 26.3 21.5 85.0 75.6: 15.0 24.4
Old : 100.0: 29.3 24.7 29.4 26.3 21.5 85.0 75.6: 15.0 24.4
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 : 181: 58 40 57 55 54 146 128:
Old : 181: 58 40 57 55 54 146 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 14.0 28.1 23.2 15.4 11.4 23.6 18.0
Old : 16.6 14.0 28.1 23.2 15.4 11.4 23.6 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 3,124: 371 662 327 1,676 1,815 2,374 2,804: 749 319
Old : 3,124: 371 662 327 1,676 1,815 2,374 2,804: 749 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 527: 117 12 108 404 310 629 429: -102 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 21.2 10.5 53.7 58.1 76.0 89.8: 24.0 10.2
Old : 100.0: 11.9 21.2 10.5 53.7 58.1 76.0 89.8: 24.0 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 : 22: 4 5 4 12 7 18 14:
Old : 22: 4 5 4 12 7 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 : 41.6 57.2 59.9 75.7 38.2 55.1 54.8 72.7
Old : 41.6 57.2 59.9 75.7 38.2 55.1 54.8 72.7
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 15, 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 : 28,012: 2,115 3,455 5,821 19,047 16,411 26,983 25,686: 1,029 2,326
Old : 28,012: 2,115 3,455 5,821 19,047 16,411 26,983 25,686: 1,029 2,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 1,072: 146 175 407 501 251 1,054 833: 18 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 12.3 20.8 68.0 58.6 96.3 91.7: 3.7 8.3
Old : 100.0: 7.6 12.3 20.8 68.0 58.6 96.3 91.7: 3.7 8.3
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 : 60: 14 11 16 27 26 50 44:
Old : 60: 14 11 16 27 26 50 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 37.1 62.5 54.1 41.1 33.7 49.3 43.7
Old : 41.4 37.1 62.5 54.1 41.1 33.7 49.3 43.7
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 15, 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 : 55,386: 29,982 4,896 0 23,534 49,236 53,516 54,132: 1,870 1,254
Old : 55,386: 29,982 4,896 0 23,534 49,236 53,516 54,132: 1,870 1,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -8,561: -8,179 -4,887 0 -613 -3,558 -8,792 -8,445: 231 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 8.8 0.0 42.5 88.9 96.6 97.7: 3.4 2.3
Old : 100.0: 54.1 8.8 0.0 42.5 88.9 96.6 97.7: 3.4 2.3
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: 21 5 0 6 6 27 11:
Old : 38: 21 5 0 6 6 27 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 81.4 83.9 96.7 74.3 81.4 83.9 96.7
Old : 74.3 81.4 83.9 96.7 74.3 81.4 83.9 96.7
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 15, 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 : 161,446: 57,407 45,065 7,314 60,719 82,860 125,439 135,239: 36,006 26,206
Old : 161,446: 57,407 45,065 7,314 60,719 82,860 125,439 135,239: 36,006 26,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 15,543: 9,117 1,748 643 2,432 18,630 12,191 21,021: 3,351 -5,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 27.9 4.5 37.6 51.3 77.7 83.8: 22.3 16.2
Old : 100.0: 35.6 27.9 4.5 37.6 51.3 77.7 83.8: 22.3 16.2
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 : 108: 31 29 12 34 32 73 66:
Old : 108: 31 29 12 34 32 73 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 32.8 42.0 44.4 31.9 32.4 38.8 43.7
Old : 32.1 32.8 42.0 44.4 31.9 32.4 38.8 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 66,231: 13,307 26,419 814 43,122 15,476 57,243 42,709: 8,988 23,522
Old : 66,231: 13,307 26,419 814 43,122 15,476 57,243 42,709: 8,988 23,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 61: -1,767 -40 -394 2,416 254 255 -180: -194 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 39.9 1.2 65.1 23.4 86.4 64.5: 13.6 35.5
Old : 100.0: 20.1 39.9 1.2 65.1 23.4 86.4 64.5: 13.6 35.5
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 : 60: 8 21 4 17 20 27 43:
Old : 60: 8 21 4 17 20 27 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 : 52.1 24.1 67.6 35.4 52.1 24.1 67.6 35.4
Old : 52.1 24.1 67.6 35.4 52.1 24.1 67.6 35.4
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 15, 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 : 234,515: 172,335 58,681 2,451 53,101 169,816 227,887 230,948: 6,628 3,567
Old : 234,515: 172,335 58,681 2,451 53,101 169,816 227,887 230,948: 6,628 3,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 15,643: 12,279 14,376 1,158 1,212 56 14,649 15,591: 993 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 25.0 1.0 22.6 72.4 97.2 98.5: 2.8 1.5
Old : 100.0: 73.5 25.0 1.0 22.6 72.4 97.2 98.5: 2.8 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 : 168: 80 40 11 21 32 102 82:
Old : 168: 80 40 11 21 32 102 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 57.5 62.5 70.3 48.4 57.5 62.5 70.3
Old : 48.4 57.5 62.5 70.3 48.4 57.5 62.5 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 292,990: 26,240 102,285 27,695 211,742 124,640 265,677 254,619: 27,313 38,370
Old : 292,990: 26,240 102,285 27,695 211,742 124,640 265,677 254,619: 27,313 38,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 13,688: -1,610 -1,040 7,459 4,888 13,668 10,737 20,087: 2,952 -6,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 34.9 9.5 72.3 42.5 90.7 86.9: 9.3 13.1
Old : 100.0: 9.0 34.9 9.5 72.3 42.5 90.7 86.9: 9.3 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 21 44 21 39 50 73 102:
Old : 130: 21 44 21 39 50 73 102:
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 : 52.7 19.9 63.2 33.6 52.3 19.8 60.6 30.8
Old : 52.7 19.9 63.2 33.6 52.3 19.8 60.6 30.8
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 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 184,561: 45,679 51,852 17,427 92,455 83,599 155,561 152,878: 29,000 31,683
Old : 184,561: 45,679 51,852 17,427 92,455 83,599 155,561 152,878: 29,000 31,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 11,715: -6,580 10,922 1,648 17,827 -6,498 12,895 6,073: -1,180 5,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 28.1 9.4 50.1 45.3 84.3 82.8: 15.7 17.2
Old : 100.0: 24.7 28.1 9.4 50.1 45.3 84.3 82.8: 15.7 17.2
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 : 110: 24 30 16 43 40 74 79:
Old : 110: 24 30 16 43 40 74 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 : 26.9 33.0 38.0 45.3 26.8 32.0 36.6 40.2
Old : 26.9 33.0 38.0 45.3 26.8 32.0 36.6 40.2
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 15, 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 : 575,023: 154,404 233,162 41,071 292,637 240,623 488,113 514,856: 86,910 60,166
Old : 575,023: 154,404 233,162 41,071 292,637 240,623 488,113 514,856: 86,910 60,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 4,188: -6,595 -9,595 4,909 2,422 11,579 735 6,892: 3,453 -2,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 40.5 7.1 50.9 41.8 84.9 89.5: 15.1 10.5
Old : 100.0: 26.9 40.5 7.1 50.9 41.8 84.9 89.5: 15.1 10.5
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 : 292: 83 77 54 98 88 200 200:
Old : 292: 83 77 54 98 88 200 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 30.9 24.6 42.7 14.3 30.9 23.1 42.7
Old : 15.1 30.9 24.6 42.7 14.3 30.9 23.1 42.7
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 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 26,992: 4,495 4,095 686 9,589 16,512 14,770 21,293: 12,222 5,699
Old : 26,992: 4,495 4,095 686 9,589 16,512 14,770 21,293: 12,222 5,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 1,337: 575 610 1 737 730 1,313 1,341: 24 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.2 2.5 35.5 61.2 54.7 78.9: 45.3 21.1
Old : 100.0: 16.7 15.2 2.5 35.5 61.2 54.7 78.9: 45.3 21.1
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 : 30: 6 6 3 15 10 23 17:
Old : 30: 6 6 3 15 10 23 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 : 19.7 54.7 32.5 66.7 16.0 50.2 27.2 61.6
Old : 19.7 54.7 32.5 66.7 16.0 50.2 27.2 61.6
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 15, 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 : 21,703: 456 3,510 0 14,136 12,862 14,592 16,372: 7,111 5,331
Old : 21,703: 456 3,510 0 14,136 12,862 14,592 16,372: 7,111 5,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -1,131: -1,124 25 -15 3 -301 -1,136 -291: 5 -840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 16.2 0.0 65.1 59.3 67.2 75.4: 32.8 24.6
Old : 100.0: 2.1 16.2 0.0 65.1 59.3 67.2 75.4: 32.8 24.6
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 : 21: 1 4 0 13 11 14 15:
Old : 21: 1 4 0 13 11 14 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 : 41.7 47.2 59.6 61.3 39.2 40.9 55.6 53.5
Old : 41.7 47.2 59.6 61.3 39.2 40.9 55.6 53.5
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 15, 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 : 54,845: 5,322 49,757 195 46,783 2,797 52,300 52,749: 2,545 2,096
Old : 54,845: 5,322 49,757 195 46,783 2,797 52,300 52,749: 2,545 2,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -3,712: -2,352 -3,750 70 -1,561 -178 -3,843 -3,858: 131 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 90.7 0.4 85.3 5.1 95.4 96.2: 4.6 3.8
Old : 100.0: 9.7 90.7 0.4 85.3 5.1 95.4 96.2: 4.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 23 3 7 5 17 30:
Old : 43: 9 23 3 7 5 17 30:
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 : 83.3 79.6 91.3 85.7 81.6 79.6 89.6 85.5
Old : 83.3 79.6 91.3 85.7 81.6 79.6 89.6 85.5
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 15, 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 : 75,237: 14,495 54,440 982 56,657 13,874 72,133 69,295: 3,104 5,942
Old : 75,237: 14,495 54,440 982 56,657 13,874 72,133 69,295: 3,104 5,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 1,143: 221 1,848 -682 1,271 47 810 1,213: 333 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 72.4 1.3 75.3 18.4 95.9 92.1: 4.1 7.9
Old : 100.0: 19.3 72.4 1.3 75.3 18.4 95.9 92.1: 4.1 7.9
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 : 111: 24 56 10 20 15 50 75:
Old : 111: 24 56 10 20 15 50 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 : 61.9 30.3 71.8 48.7 61.9 30.0 71.8 48.4
Old : 61.9 30.3 71.8 48.7 61.9 30.0 71.8 48.4
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 15, 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 : 10,388: 7,768 3,133 0 1,990 5,290 9,758 8,423: 630 1,965
Old : 10,388: 7,768 3,133 0 1,990 5,290 9,758 8,423: 630 1,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -483: -1,137 -93 -36 692 -307 -481 -436: -2 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 30.2 0.0 19.2 50.9 93.9 81.1: 6.1 18.9
Old : 100.0: 74.8 30.2 0.0 19.2 50.9 93.9 81.1: 6.1 18.9
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: 7 8 0 3 5 10 13:
Old : 22: 7 8 0 3 5 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 65.5 91.0 76.3 76.2 65.5 90.5 76.3
Old : 76.8 65.5 91.0 76.3 76.2 65.5 90.5 76.3
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 15, 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 :23,654,438: 1,770,219 444,568 12,411,577 8,718,489 9,933,572 22,900,285 22,789,718: 754,153 864,720
Old :23,654,438: 1,770,219 444,568 12,411,577 8,718,489 9,933,572 22,900,285 22,789,718: 754,153 864,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
:-2,467,870: -64,126 -78,686 -1,584,238 -771,896 -791,583 -2,420,260 -2,454,507: -47,611 -13,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.9 52.5 36.9 42.0 96.8 96.3: 3.2 3.7
Old : 100.0: 7.5 1.9 52.5 36.9 42.0 96.8 96.3: 3.2 3.7
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 : 290: 93 66 121 119 121 269 252:
Old : 290: 93 66 121 119 121 269 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 25.6 34.7 39.3 7.8 13.7 10.7 15.6
Old : 22.8 25.6 34.7 39.3 7.8 13.7 10.7 15.6
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 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,444: 1,825 2,691 201 0 0 2,026 2,892: 1,418 552
Old : 3,444: 1,825 2,691 201 0 0 2,026 2,892: 1,418 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 109: 20 -21 66 0 0 86 45: 23 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 78.1 5.8 0.0 0.0 58.8 84.0: 41.2 16.0
Old : 100.0: 53.0 78.1 5.8 0.0 0.0 58.8 84.0: 41.2 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 : 44: 24 19 5 0 0 26 23:
Old : 44: 24 19 5 0 0 26 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 : 30.3 39.6 39.4 60.0 29.2 39.6 36.4 57.4
Old : 30.3 39.6 39.4 60.0 29.2 39.6 36.4 57.4
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 15, 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 : 162,124: 26,231 23,719 33,194 101,189 104,623 160,614 161,536: 1,510 588
Old : 162,124: 26,231 23,719 33,194 101,189 104,623 160,614 161,536: 1,510 588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 5,857: 1,908 1,816 -2,026 5,914 5,999 5,796 5,789: 61 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.6 20.5 62.4 64.5 99.1 99.6: 0.9 0.4
Old : 100.0: 16.2 14.6 20.5 62.4 64.5 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 10 20 19 9 18 33 43:
Old : 50: 10 20 19 9 18 33 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 : 74.0 48.5 87.3 65.4 56.7 38.4 61.6 49.8
Old : 74.0 48.5 87.3 65.4 56.7 38.4 61.6 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 275,111: 39,392 126,876 26,454 205,863 120,710 271,709 274,040: 3,402 1,071
Old : 275,111: 39,392 126,876 26,454 205,863 120,710 271,709 274,040: 3,402 1,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 18,020: 6,805 301 4,866 3,381 12,435 15,052 17,602: 2,968 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 46.1 9.6 74.8 43.9 98.8 99.6: 1.2 0.4
Old : 100.0: 14.3 46.1 9.6 74.8 43.9 98.8 99.6: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 15 33 28 22 29 53 74:
Old : 81: 15 33 28 22 29 53 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 42.4 79.9 61.1 62.4 42.0 71.9 55.8
Old : 65.1 42.4 79.9 61.1 62.4 42.0 71.9 55.8
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 15, 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 : 743,640: 70,901 66,278 164,897 425,958 436,657 661,756 667,832: 81,884 75,808
Old : 743,640: 70,901 66,278 164,897 425,958 436,657 661,756 667,832: 81,884 75,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -17,402: 3,851 7,025 -18,873 -359 -3,585 -15,380 -15,432: -2,022 -1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.9 22.2 57.3 58.7 89.0 89.8: 11.0 10.2
Old : 100.0: 9.5 8.9 22.2 57.3 58.7 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 : 618: 141 123 148 271 269 485 468:
Old : 618: 141 123 148 271 269 485 468:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 20.0 25.1 33.2 9.1 14.8 14.0 21.1
Old : 16.3 20.0 25.1 33.2 9.1 14.8 14.0 21.1
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 15, 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 : 52,762: 1,803 2,663 16,330 14,379 17,253 32,512 36,245: 20,250 16,517
Old : 52,762: 1,803 2,663 16,330 14,379 17,253 32,512 36,245: 20,250 16,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -179: 570 -427 -732 -962 941 -1,124 -219: 944 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 5.0 30.9 27.3 32.7 61.6 68.7: 38.4 31.3
Old : 100.0: 3.4 5.0 30.9 27.3 32.7 61.6 68.7: 38.4 31.3
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 : 42: 9 13 19 15 13 38 33:
Old : 42: 9 13 19 15 13 38 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 : 23.7 25.7 36.8 42.6 11.9 14.7 15.4 19.4
Old : 23.7 25.7 36.8 42.6 11.9 14.7 15.4 19.4
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 15, 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 : 3,454,391: 351,521 324,112 736,804 2,057,895 2,097,021 3,146,221 3,157,937: 308,170 296,454
Old : 3,454,391: 351,521 324,112 736,804 2,057,895 2,097,021 3,146,221 3,157,937: 308,170 296,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -86,112: 17,314 38,167 -91,609 3,013 -22,626 -71,282 -76,068: -14,830 -10,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.4 21.3 59.6 60.7 91.1 91.4: 8.9 8.6
Old : 100.0: 10.2 9.4 21.3 59.6 60.7 91.1 91.4: 8.9 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 : 605: 140 116 141 266 265 472 456:
Old : 605: 140 116 141 266 265 472 456:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 20.5 26.0 34.0 9.8 15.4 14.8 22.3
Old : 16.8 20.5 26.0 34.0 9.8 15.4 14.8 22.3
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 15, 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 : 11,474: 1,301 634 16 7,362 9,477 8,679 10,127: 2,795 1,347
Old : 11,474: 1,301 634 16 7,362 9,477 8,679 10,127: 2,795 1,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 297: -357 634 16 757 -804 416 -154: -119 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 5.5 0.1 64.2 82.6 75.6 88.3: 24.4 11.7
Old : 100.0: 11.3 5.5 0.1 64.2 82.6 75.6 88.3: 24.4 11.7
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 : 21: 3 2 1 9 10 13 12:
Old : 21: 3 2 1 9 10 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 57.8 68.9 79.9 52.5 53.2 64.2 73.8
Old : 54.2 57.8 68.9 79.9 52.5 53.2 64.2 73.8
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 15, 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 : 63,741: 12,500 2,123 164 41,394 57,416 54,058 59,703: 9,683 4,038
Old : 63,741: 12,500 2,123 164 41,394 57,416 54,058 59,703: 9,683 4,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -1,767: 747 -307 124 -2,048 -1,497 -1,177 -1,680: -590 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 3.3 0.3 64.9 90.1 84.8 93.7: 15.2 6.3
Old : 100.0: 19.6 3.3 0.3 64.9 90.1 84.8 93.7: 15.2 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 : 73: 11 4 3 39 30 51 36:
Old : 73: 11 4 3 39 30 51 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 : 29.4 41.4 43.5 64.9 29.3 39.9 43.3 63.0
Old : 29.4 41.4 43.5 64.9 29.3 39.9 43.3 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 15, 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 : 46,836: 16,719 9,990 3,383 20,455 24,346 40,557 37,719: 6,279 9,117
Old : 46,836: 16,719 9,990 3,383 20,455 24,346 40,557 37,719: 6,279 9,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 2,439: 3,344 395 179 -774 952 2,749 1,526: -310 913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 21.3 7.2 43.7 52.0 86.6 80.5: 13.4 19.5
Old : 100.0: 35.7 21.3 7.2 43.7 52.0 86.6 80.5: 13.4 19.5
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 : 255: 59 62 30 85 85 158 163:
Old : 255: 59 62 30 85 85 158 163:
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 : 26.1 17.7 37.7 28.3 26.1 14.9 37.4 24.5
Old : 26.1 17.7 37.7 28.3 26.1 14.9 37.4 24.5
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 15, 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 : 234,181: 83,596 49,951 16,917 102,275 121,729 202,787 188,596: 31,394 45,585
Old : 234,181: 83,596 49,951 16,917 102,275 121,729 202,787 188,596: 31,394 45,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 12,195: 16,722 1,975 893 -3,870 4,760 13,745 7,628: -1,550 4,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 21.3 7.2 43.7 52.0 86.6 80.5: 13.4 19.5
Old : 100.0: 35.7 21.3 7.2 43.7 52.0 86.6 80.5: 13.4 19.5
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 : 255: 59 62 30 85 85 158 163:
Old : 255: 59 62 30 85 85 158 163:
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 : 26.1 17.7 37.7 28.3 26.1 14.9 37.4 24.5
Old : 26.1 17.7 37.7 28.3 26.1 14.9 37.4 24.5
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 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 182,100: 41,954 91,479 10,624 98,337 42,330 150,915 144,433: 31,185 37,667
Old : 182,100: 41,954 91,479 10,624 98,337 42,330 150,915 144,433: 31,185 37,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -3,084: -849 991 -59 -1,804 -1,918 -2,712 -986: -372 -2,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 50.2 5.8 54.0 23.2 82.9 79.3: 17.1 20.7
Old : 100.0: 23.0 50.2 5.8 54.0 23.2 82.9 79.3: 17.1 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 : 98: 18 37 14 28 36 56 77:
Old : 98: 18 37 14 28 36 56 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 26.3 57.0 38.2 43.8 26.1 56.3 37.0
Old : 44.1 26.3 57.0 38.2 43.8 26.1 56.3 37.0
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 15, 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 : 453,600: 87,063 121,300 12,810 332,132 299,714 432,006 433,824: 21,595 19,776
Old : 453,600: 87,063 121,300 12,810 332,132 299,714 432,006 433,824: 21,595 19,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 3,763: 7,859 774 119 -3,410 4,492 4,568 5,384: -805 -1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 26.7 2.8 73.2 66.1 95.2 95.6: 4.8 4.4
Old : 100.0: 19.2 26.7 2.8 73.2 66.1 95.2 95.6: 4.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 60 47 27 131 116 204 178:
Old : 300: 60 47 27 131 116 204 178:
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 24.3 30.0 39.9 16.9 23.9 28.4 37.9
Old : 18.0 24.3 30.0 39.9 16.9 23.9 28.4 37.9
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, October 15, 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 : 26,929: 8,780 18,948 55 12,754 4,529 21,589 23,532: 5,340 3,397
Old : 26,929: 8,780 18,948 55 12,754 4,529 21,589 23,532: 5,340 3,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 3,706: 3,420 3,066 10 1,041 -8 4,471 3,068: -765 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 70.4 0.2 47.4 16.8 80.2 87.4: 19.8 12.6
Old : 100.0: 32.6 70.4 0.2 47.4 16.8 80.2 87.4: 19.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 2 1 16 4 32 6:
Old : 35: 15 2 1 16 4 32 6:
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 : 29.3 86.3 46.6 87.4 29.3 86.1 46.6 87.1
Old : 29.3 86.3 46.6 87.4 29.3 86.1 46.6 87.1
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, October 15, 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 : 54,510: 28,087 14,700 418 12,979 32,482 41,484 47,600: 13,026 6,910
Old : 54,510: 28,087 14,700 418 12,979 32,482 41,484 47,600: 13,026 6,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 6,236: 3,164 -377 363 1,181 4,305 4,708 4,291: 1,528 1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 27.0 0.8 23.8 59.6 76.1 87.3: 23.9 12.7
Old : 100.0: 51.5 27.0 0.8 23.8 59.6 76.1 87.3: 23.9 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 : 72: 12 20 4 22 26 38 46:
Old : 72: 12 20 4 22 26 38 46:
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 : 52.0 39.6 60.1 51.9 52.0 39.5 60.1 51.8
Old : 52.0 39.6 60.1 51.9 52.0 39.5 60.1 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 114,426: 19,746 6,178 1,026 93,623 107,142 114,395 114,346: 31 80
Old : 114,426: 19,746 6,178 1,026 93,623 107,142 114,395 114,346: 31 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -1,273: 400 -250 0 -1,674 -1,043 -1,274 -1,293: 1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 5.4 0.9 81.8 93.6 100.0 99.9: 0.0 0.1
Old : 100.0: 17.3 5.4 0.9 81.8 93.6 100.0 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: 8 3 3 20 21 29 26:
Old : 39: 8 3 3 20 21 29 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 : 67.3 58.4 80.1 81.2 55.7 50.9 65.3 66.1
Old : 67.3 58.4 80.1 81.2 55.7 50.9 65.3 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2019