BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 11,658: 153 2,633 1,234 9,239 6,892 10,626 10,759: 1,032 898
Old : 11,658: 153 2,633 1,234 9,239 6,892 10,626 10,759: 1,032 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 357: 0 -25 -176 425 505 249 304: 107 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 22.6 10.6 79.3 59.1 91.1 92.3: 8.9 7.7
Old : 100.0: 1.3 22.6 10.6 79.3 59.1 91.1 92.3: 8.9 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 : 38: 1 9 8 23 22 31 32:
Old : 38: 1 9 8 23 22 31 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 : 44.6 34.7 63.1 53.6 41.8 31.6 56.2 45.5
Old : 44.6 34.7 63.1 53.6 41.8 31.6 56.2 45.5
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 29, 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 : 49,354: 8,546 1,223 16,057 18,628 21,871 43,231 39,151: 6,123 10,203
Old : 49,354: 8,546 1,223 16,057 18,628 21,871 43,231 39,151: 6,123 10,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 3,867: -68 -225 1,620 1,888 2,270 3,440 3,665: 427 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 2.5 32.5 37.7 44.3 87.6 79.3: 12.4 20.7
Old : 100.0: 17.3 2.5 32.5 37.7 44.3 87.6 79.3: 12.4 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 : 104: 37 12 31 45 46 93 78:
Old : 104: 37 12 31 45 46 93 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 : 23.7 28.2 34.8 41.9 15.2 17.8 21.9 22.1
Old : 23.7 28.2 34.8 41.9 15.2 17.8 21.9 22.1
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 29, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 12,154: 896 1,649 1,600 8,522 8,078 11,018 11,327: 1,136 827
Old : 12,154: 896 1,649 1,600 8,522 8,078 11,018 11,327: 1,136 827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 119: 2 175 -67 173 -9 108 99: 11 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 13.6 13.2 70.1 66.5 90.6 93.2: 9.4 6.8
Old : 100.0: 7.4 13.6 13.2 70.1 66.5 90.6 93.2: 9.4 6.8
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 : 44: 3 9 8 28 20 38 30:
Old : 44: 3 9 8 28 20 38 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 : 28.1 43.6 49.6 66.5 20.6 33.9 34.9 45.4
Old : 28.1 43.6 49.6 66.5 20.6 33.9 34.9 45.4
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 29, 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 : 10,251: 3,763 607 1,780 4,126 5,152 9,669 7,539: 581 2,712
Old : 10,251: 3,763 607 1,780 4,126 5,152 9,669 7,539: 581 2,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 106: -180 17 91 202 34 114 142: -8 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 5.9 17.4 40.3 50.3 94.3 73.5: 5.7 26.5
Old : 100.0: 36.7 5.9 17.4 40.3 50.3 94.3 73.5: 5.7 26.5
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 : 32: 6 6 9 17 17 27 28:
Old : 32: 6 6 9 17 17 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 35.0 81.6 52.4 58.7 31.7 67.9 40.8
Old : 60.9 35.0 81.6 52.4 58.7 31.7 67.9 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 387,354: 90,096 43,651 125,602 135,308 173,412 351,006 342,665: 36,348 44,689
Old : 381,813: 88,825 43,537 124,161 133,833 170,738 346,819 338,436: 34,993 43,377
Other: 5,542: 2,142 985 570 1,475 2,674 4,187 4,229: 1,355 1,313
: : :
: : Changes in Commitments from: October 22, 2019 :
: 4,290: 124 5,327 2,968 622 -4,787 3,713 3,508: 577 782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.3 32.4 34.9 44.8 90.6 88.5: 9.4 11.5
Old : 100.0: 23.3 11.4 32.5 35.1 44.7 90.8 88.6: 9.2 11.4
Other: 100.0: 38.7 17.8 10.3 26.6 48.2 75.6 76.3: 24.4 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 151 91 148 94 101 312 288:
Old : 374: 157 89 148 94 101 310 288:
Other: 65: 12 18 12 15 30 35 52:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 17.1 23.2 25.7 9.8 12.4 15.7 17.1
Old : 14.8 17.3 23.5 26.0 9.9 12.6 15.6 17.4
Other: 39.6 33.5 54.3 44.7 36.6 33.4 49.9 41.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 376,938: 106,330 46,025 106,852 130,534 177,824 343,717 330,701: 33,222 46,238
Old : 376,938: 106,330 46,025 106,852 130,534 177,824 343,717 330,701: 33,222 46,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 16,091: 4,496 -3,548 11,877 1,719 8,169 18,092 16,498: -2,001 -407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 12.2 28.3 34.6 47.2 91.2 87.7: 8.8 12.3
Old : 100.0: 28.2 12.2 28.3 34.6 47.2 91.2 87.7: 8.8 12.3
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 : 441: 145 85 155 149 168 370 351:
Old : 441: 145 85 155 149 168 370 351:
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 16.9 20.3 26.1 11.4 15.6 18.4 22.9
Old : 12.0 16.9 20.3 26.1 11.4 15.6 18.4 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,750: 1,265 560 573 851 1,773 2,689 2,906: 1,061 845
Old : 3,750: 1,265 560 573 851 1,773 2,689 2,906: 1,061 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 593: 386 -100 98 77 458 561 457: 32 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 14.9 15.3 22.7 47.3 71.7 77.5: 28.3 22.5
Old : 100.0: 33.7 14.9 15.3 22.7 47.3 71.7 77.5: 28.3 22.5
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 : 49: 21 8 10 12 17 36 32:
Old : 49: 21 8 10 12 17 36 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 : 24.8 26.2 38.4 43.8 19.3 25.6 29.7 36.3
Old : 24.8 26.2 38.4 43.8 19.3 25.6 29.7 36.3
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 29, 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 : 47,299: 14,122 11,418 12,407 13,118 10,754 39,646 34,579: 7,653 12,720
Old : 47,299: 14,122 11,418 12,407 13,118 10,754 39,646 34,579: 7,653 12,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 265: 433 -619 -272 107 201 268 -690: -4 955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 24.1 26.2 27.7 22.7 83.8 73.1: 16.2 26.9
Old : 100.0: 29.9 24.1 26.2 27.7 22.7 83.8 73.1: 16.2 26.9
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 : 187: 59 42 56 56 53 149 128:
Old : 187: 59 42 56 56 53 149 128:
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 : 16.2 12.8 27.0 22.0 15.6 12.1 23.7 17.5
Old : 16.2 12.8 27.0 22.0 15.6 12.1 23.7 17.5
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 29, 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 : 3,351: 385 629 396 1,739 1,968 2,520 2,993: 831 358
Old : 3,351: 385 629 396 1,739 1,968 2,520 2,993: 831 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 273: -7 -5 54 145 196 191 245: 81 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.8 11.8 51.9 58.7 75.2 89.3: 24.8 10.7
Old : 100.0: 11.5 18.8 11.8 51.9 58.7 75.2 89.3: 24.8 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 : 22: 5 4 5 12 7 19 14:
Old : 22: 5 4 5 12 7 19 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 : 39.1 55.5 58.5 74.6 36.3 52.7 51.0 69.4
Old : 39.1 55.5 58.5 74.6 36.3 52.7 51.0 69.4
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 29, 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 : 31,740: 2,346 2,726 6,836 21,377 19,452 30,559 29,014: 1,181 2,726
Old : 31,740: 2,346 2,726 6,836 21,377 19,452 30,559 29,014: 1,181 2,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 2,448: 82 -910 823 1,404 2,393 2,308 2,305: 140 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 8.6 21.5 67.4 61.3 96.3 91.4: 3.7 8.6
Old : 100.0: 7.4 8.6 21.5 67.4 61.3 96.3 91.4: 3.7 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 : 63: 14 11 16 29 29 53 46:
Old : 63: 14 11 16 29 29 53 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 : 39.0 36.1 59.5 53.0 38.7 31.6 47.7 41.9
Old : 39.0 36.1 59.5 53.0 38.7 31.6 47.7 41.9
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 29, 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 : 54,882: 30,203 4,427 0 22,424 49,121 52,627 53,548: 2,255 1,334
Old : 54,882: 30,203 4,427 0 22,424 49,121 52,627 53,548: 2,255 1,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -379: 362 -433 0 -703 -71 -341 -504: -38 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 8.1 0.0 40.9 89.5 95.9 97.6: 4.1 2.4
Old : 100.0: 55.0 8.1 0.0 40.9 89.5 95.9 97.6: 4.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 20 5 0 8 7 28 12:
Old : 39: 20 5 0 8 7 28 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 81.9 84.8 96.6 74.7 81.9 84.8 96.6
Old : 74.7 81.9 84.8 96.6 74.7 81.9 84.8 96.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 204,380: 81,734 37,803 9,347 70,927 134,440 162,007 181,590: 42,372 22,790
Old : 204,380: 81,734 37,803 9,347 70,927 134,440 162,007 181,590: 42,372 22,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 19,749: 10,927 286 -284 5,488 21,137 16,131 21,140: 3,618 -1,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 18.5 4.6 34.7 65.8 79.3 88.8: 20.7 11.2
Old : 100.0: 40.0 18.5 4.6 34.7 65.8 79.3 88.8: 20.7 11.2
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 : 118: 38 24 21 41 36 91 70:
Old : 118: 38 24 21 41 36 91 70:
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 : 27.9 47.7 38.8 58.7 27.7 47.7 36.3 58.6
Old : 27.9 47.7 38.8 58.7 27.7 47.7 36.3 58.6
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 29, 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 : 67,257: 14,152 27,052 653 42,639 15,955 57,444 43,659: 9,813 23,598
Old : 67,257: 14,152 27,052 653 42,639 15,955 57,444 43,659: 9,813 23,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 4,311: 1,278 2,548 -321 3,559 -277 4,515 1,950: -204 2,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 40.2 1.0 63.4 23.7 85.4 64.9: 14.6 35.1
Old : 100.0: 21.0 40.2 1.0 63.4 23.7 85.4 64.9: 14.6 35.1
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 : 58: 7 22 4 16 18 25 42:
Old : 58: 7 22 4 16 18 25 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 : 51.4 27.1 66.3 36.5 51.4 27.1 66.2 36.5
Old : 51.4 27.1 66.3 36.5 51.4 27.1 66.2 36.5
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 29, 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 : 282,279: 216,362 86,431 1,464 57,536 190,733 275,362 278,629: 6,917 3,650
Old : 282,279: 216,362 86,431 1,464 57,536 190,733 275,362 278,629: 6,917 3,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 26,297: 22,650 6,480 -152 3,518 20,206 26,017 26,534: 280 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 30.6 0.5 20.4 67.6 97.5 98.7: 2.5 1.3
Old : 100.0: 76.6 30.6 0.5 20.4 67.6 97.5 98.7: 2.5 1.3
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 : 178: 90 35 13 23 34 117 78:
Old : 178: 90 35 13 23 34 117 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 : 42.7 49.4 58.0 68.2 42.7 49.4 57.7 68.2
Old : 42.7 49.4 58.0 68.2 42.7 49.4 57.7 68.2
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 29, 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 : 252,781: 40,519 75,972 23,969 159,554 119,259 224,042 219,199: 28,739 33,581
Old : 252,781: 40,519 75,972 23,969 159,554 119,259 224,042 219,199: 28,739 33,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -21,769: 4,826 -14,694 -2,278 -25,065 -4,056 -22,517 -21,028: 748 -741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 30.1 9.5 63.1 47.2 88.6 86.7: 11.4 13.3
Old : 100.0: 16.0 30.1 9.5 63.1 47.2 88.6 86.7: 11.4 13.3
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 : 130: 27 39 19 41 48 78 96:
Old : 130: 27 39 19 41 48 78 96:
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 21.6 54.1 34.7 40.8 21.5 53.2 32.1
Old : 41.4 21.6 54.1 34.7 40.8 21.5 53.2 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 190,143: 38,161 57,897 19,121 103,642 78,797 160,924 155,814: 29,219 34,329
Old : 190,143: 38,161 57,897 19,121 103,642 78,797 160,924 155,814: 29,219 34,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 6,212: -2,708 -1,464 2,478 6,021 1,542 5,792 2,556: 421 3,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 30.4 10.1 54.5 41.4 84.6 81.9: 15.4 18.1
Old : 100.0: 20.1 30.4 10.1 54.5 41.4 84.6 81.9: 15.4 18.1
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 : 115: 25 32 18 42 41 76 82:
Old : 115: 25 32 18 42 41 76 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 : 32.6 31.8 42.1 41.6 32.5 31.3 40.3 38.7
Old : 32.6 31.8 42.1 41.6 32.5 31.3 40.3 38.7
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 29, 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 : 599,252: 169,109 222,259 37,325 305,248 279,716 511,682 539,300: 87,570 59,952
Old : 599,252: 169,109 222,259 37,325 305,248 279,716 511,682 539,300: 87,570 59,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 5,277: -2,081 -1,352 -2,549 10,287 8,119 5,657 4,218: -381 1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 37.1 6.2 50.9 46.7 85.4 90.0: 14.6 10.0
Old : 100.0: 28.2 37.1 6.2 50.9 46.7 85.4 90.0: 14.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 83 73 52 104 89 205 196:
Old : 295: 83 73 52 104 89 205 196:
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 : 15.2 32.0 25.1 45.2 14.6 31.5 24.2 44.7
Old : 15.2 32.0 25.1 45.2 14.6 31.5 24.2 44.7
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 29, 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 : 26,841: 6,254 3,174 686 8,593 16,012 15,533 19,872: 11,308 6,969
Old : 26,841: 6,254 3,174 686 8,593 16,012 15,533 19,872: 11,308 6,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -507: -528 -437 0 -326 -504 -854 -941: 347 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.8 2.6 32.0 59.7 57.9 74.0: 42.1 26.0
Old : 100.0: 23.3 11.8 2.6 32.0 59.7 57.9 74.0: 42.1 26.0
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 : 27: 7 4 3 13 10 22 15:
Old : 27: 7 4 3 13 10 22 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 : 22.9 52.6 36.4 64.8 19.5 48.6 32.0 60.2
Old : 22.9 52.6 36.4 64.8 19.5 48.6 32.0 60.2
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 29, 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 : 22,047: 477 3,058 157 14,135 13,341 14,769 16,556: 7,278 5,491
Old : 22,047: 477 3,058 157 14,135 13,341 14,769 16,556: 7,278 5,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -669: -519 -1,877 157 39 773 -323 -947: -346 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 13.9 0.7 64.1 60.5 67.0 75.1: 33.0 24.9
Old : 100.0: 2.2 13.9 0.7 64.1 60.5 67.0 75.1: 33.0 24.9
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 : 21: 1 3 1 14 12 16 15:
Old : 21: 1 3 1 14 12 16 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 : 40.9 46.1 58.4 60.3 38.3 39.9 54.5 53.1
Old : 40.9 46.1 58.4 60.3 38.3 39.9 54.5 53.1
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 29, 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 : 66,116: 5,552 49,271 842 56,874 14,014 63,268 64,127: 2,848 1,989
Old : 66,116: 5,552 49,271 842 56,874 14,014 63,268 64,127: 2,848 1,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 5,750: -1,745 -5,050 518 6,937 10,351 5,710 5,819: 40 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 74.5 1.3 86.0 21.2 95.7 97.0: 4.3 3.0
Old : 100.0: 8.4 74.5 1.3 86.0 21.2 95.7 97.0: 4.3 3.0
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 : 47: 13 21 4 9 5 25 29:
Old : 47: 13 21 4 9 5 25 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 : 84.6 81.3 90.4 86.9 65.9 65.5 71.4 70.4
Old : 84.6 81.3 90.4 86.9 65.9 65.5 71.4 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 72,915: 11,570 52,019 989 57,148 14,050 69,707 67,058: 3,208 5,857
Old : 72,915: 11,570 52,019 989 57,148 14,050 69,707 67,058: 3,208 5,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -1,010: -578 -387 -491 -366 35 -1,435 -843: 425 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 71.3 1.4 78.4 19.3 95.6 92.0: 4.4 8.0
Old : 100.0: 15.9 71.3 1.4 78.4 19.3 95.6 92.0: 4.4 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 : 108: 22 56 9 20 14 48 73:
Old : 108: 22 56 9 20 14 48 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 : 63.7 30.2 72.8 50.8 63.7 30.2 72.8 50.3
Old : 63.7 30.2 72.8 50.8 63.7 30.2 72.8 50.3
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 29, 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 : 10,483: 8,563 2,809 0 1,177 5,839 9,740 8,648: 743 1,835
Old : 10,483: 8,563 2,809 0 1,177 5,839 9,740 8,648: 743 1,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,174: 2,114 498 -14 -985 712 1,115 1,196: 59 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 26.8 0.0 11.2 55.7 92.9 82.5: 7.1 17.5
Old : 100.0: 81.7 26.8 0.0 11.2 55.7 92.9 82.5: 7.1 17.5
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 : 21: 6 9 0 2 5 8 14:
Old : 21: 6 9 0 2 5 8 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 : 85.9 63.7 92.9 76.6 85.9 63.7 92.7 76.6
Old : 85.9 63.7 92.9 76.6 85.9 63.7 92.7 76.6
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 29, 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 :23,606,423: 1,884,639 381,014 12,040,914 8,949,116 10,297,421 22,874,669 22,719,349: 731,753 887,073
Old :23,606,423: 1,884,639 381,014 12,040,914 8,949,116 10,297,421 22,874,669 22,719,349: 731,753 887,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -325,709: 22,937 -3,934 -430,127 95,461 99,901 -311,730 -334,160: -13,979 8,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 1.6 51.0 37.9 43.6 96.9 96.2: 3.1 3.8
Old : 100.0: 8.0 1.6 51.0 37.9 43.6 96.9 96.2: 3.1 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 : 294: 87 69 118 123 123 269 254:
Old : 294: 87 69 118 123 123 269 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 25.4 34.9 39.4 7.8 13.6 10.9 15.7
Old : 23.0 25.4 34.9 39.4 7.8 13.6 10.9 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,155: 1,818 2,547 152 0 0 1,970 2,699: 1,185 456
Old : 3,155: 1,818 2,547 152 0 0 1,970 2,699: 1,185 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 62: 325 284 -64 0 0 261 220: -199 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 80.7 4.8 0.0 0.0 62.4 85.5: 37.6 14.5
Old : 100.0: 57.6 80.7 4.8 0.0 0.0 62.4 85.5: 37.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 27 19 4 0 0 29 21:
Old : 46: 27 19 4 0 0 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 53.8 35.0 68.8 25.5 53.8 35.0 68.0
Old : 25.5 53.8 35.0 68.8 25.5 53.8 35.0 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 162,484: 25,833 21,432 32,698 102,343 107,718 160,874 161,848: 1,610 636
Old : 162,484: 25,833 21,432 32,698 102,343 107,718 160,874 161,848: 1,610 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,961: 152 -263 318 1,488 1,968 1,958 2,023: 3 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.2 20.1 63.0 66.3 99.0 99.6: 1.0 0.4
Old : 100.0: 15.9 13.2 20.1 63.0 66.3 99.0 99.6: 1.0 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 : 52: 11 20 18 8 19 32 44:
Old : 52: 11 20 18 8 19 32 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 : 74.3 48.4 87.3 64.8 56.8 38.2 62.1 50.7
Old : 74.3 48.4 87.3 64.8 56.8 38.2 62.1 50.7
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 29, 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 : 338,329: 54,669 132,303 42,726 240,606 161,129 338,001 336,158: 328 2,171
Old : 338,329: 54,669 132,303 42,726 240,606 161,129 338,001 336,158: 328 2,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 43,939: 6,633 3,981 11,893 25,440 28,197 43,966 44,071: -27 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 39.1 12.6 71.1 47.6 99.9 99.4: 0.1 0.6
Old : 100.0: 16.2 39.1 12.6 71.1 47.6 99.9 99.4: 0.1 0.6
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 : 86: 17 34 27 23 28 55 74:
Old : 86: 17 34 27 23 28 55 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 : 61.7 36.7 79.3 56.5 57.8 35.2 67.6 50.1
Old : 61.7 36.7 79.3 56.5 57.8 35.2 67.6 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 746,694: 76,222 67,804 149,436 437,092 450,977 662,750 668,217: 83,944 78,477
Old : 746,694: 76,222 67,804 149,436 437,092 450,977 662,750 668,217: 83,944 78,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 25,521: 2,969 2,457 649 16,293 19,251 19,911 22,357: 5,610 3,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.1 20.0 58.5 60.4 88.8 89.5: 11.2 10.5
Old : 100.0: 10.2 9.1 20.0 58.5 60.4 88.8 89.5: 11.2 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 : 614: 139 117 137 273 274 484 456:
Old : 614: 139 117 137 273 274 484 456:
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 : 15.1 19.8 23.9 32.9 8.8 14.5 14.0 21.1
Old : 15.1 19.8 23.9 32.9 8.8 14.5 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 29, 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 : 52,103: 1,559 1,542 13,166 12,616 21,346 27,341 36,054: 24,762 16,049
Old : 52,103: 1,559 1,542 13,166 12,616 21,346 27,341 36,054: 24,762 16,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 6,424: -789 681 685 2,663 3,736 2,560 5,102: 3,864 1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 3.0 25.3 24.2 41.0 52.5 69.2: 47.5 30.8
Old : 100.0: 3.0 3.0 25.3 24.2 41.0 52.5 69.2: 47.5 30.8
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 : 39: 11 11 16 15 13 36 30:
Old : 39: 11 11 16 15 13 36 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 : 23.7 28.4 38.6 46.3 10.1 20.0 10.6 25.8
Old : 23.7 28.4 38.6 46.3 10.1 20.0 10.6 25.8
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 29, 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 : 3,472,952: 379,972 337,970 674,693 2,122,381 2,148,151 3,177,046 3,160,815: 295,906 312,137
Old : 3,472,952: 379,972 337,970 674,693 2,122,381 2,148,151 3,177,046 3,160,815: 295,906 312,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 95,486: 20,308 10,395 -1,695 68,146 77,576 86,759 86,276: 8,728 9,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 9.7 19.4 61.1 61.9 91.5 91.0: 8.5 9.0
Old : 100.0: 10.9 9.7 19.4 61.1 61.9 91.5 91.0: 8.5 9.0
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 : 602: 134 113 130 270 271 472 446:
Old : 602: 134 113 130 270 271 472 446:
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 : 15.4 20.2 24.7 33.9 9.5 15.0 14.9 22.2
Old : 15.4 20.2 24.7 33.9 9.5 15.0 14.9 22.2
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 29, 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 : 20,922: 228 1,417 0 17,671 17,189 17,899 18,606: 3,023 2,316
Old : 20,922: 228 1,417 0 17,671 17,189 17,899 18,606: 3,023 2,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 604: 0 0 0 1,009 1,302 1,009 1,302: -405 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 6.8 0.0 84.5 82.2 85.6 88.9: 14.4 11.1
Old : 100.0: 1.1 6.8 0.0 84.5 82.2 85.6 88.9: 14.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 7 16 8 17:
Old : 22: 1 1 0 7 16 8 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 : 76.8 56.7 85.6 74.8 73.1 56.7 80.9 74.0
Old : 76.8 56.7 85.6 74.8 73.1 56.7 80.9 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 21,901: 2,677 0 0 16,354 12,479 19,031 12,479: 2,870 9,422
Old : 21,901: 2,677 0 0 16,354 12,479 19,031 12,479: 2,870 9,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 0.0 0.0 74.7 57.0 86.9 57.0: 13.1 43.0
Old : 100.0: 12.2 0.0 0.0 74.7 57.0 86.9 57.0: 13.1 43.0
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 : 20: 3 0 0 10 9 13 9:
Old : 20: 3 0 0 10 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 47.2 83.2 55.6 71.9 46.9 83.2 55.3
Old : 71.9 47.2 83.2 55.6 71.9 46.9 83.2 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 Industrial Ind :
: : :
All : 10,309: 1,920 1,545 0 7,282 7,950 9,202 9,495: 1,107 814
Old : 10,309: 1,920 1,545 0 7,282 7,950 9,202 9,495: 1,107 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 514: 371 -1 0 387 242 758 241: -244 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.0 0.0 70.6 77.1 89.3 92.1: 10.7 7.9
Old : 100.0: 18.6 15.0 0.0 70.6 77.1 89.3 92.1: 10.7 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 : 21: 3 3 0 6 9 9 12:
Old : 21: 3 3 0 6 9 9 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 : 68.7 61.1 87.2 82.1 68.7 61.1 87.2 82.1
Old : 68.7 61.1 87.2 82.1 68.7 61.1 87.2 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 Technology Ind :
: : :
All : 10,146: 575 851 0 7,688 8,758 8,263 9,609: 1,883 537
Old : 10,146: 575 851 0 7,688 8,758 8,263 9,609: 1,883 537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 8.4 0.0 75.8 86.3 81.4 94.7: 18.6 5.3
Old : 100.0: 5.7 8.4 0.0 75.8 86.3 81.4 94.7: 18.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 0 8 8 9 11:
Old : 20: 1 3 0 8 8 9 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 : 54.8 72.6 79.4 87.2 54.8 72.6 79.4 87.2
Old : 54.8 72.6 79.4 87.2 54.8 72.6 79.4 87.2
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 29, 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 : 12,200: 1,296 842 17 7,816 9,051 9,129 9,910: 3,071 2,290
Old : 12,200: 1,296 842 17 7,816 9,051 9,129 9,910: 3,071 2,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -208: 20 48 -1 -746 -1,250 -727 -1,203: 519 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 6.9 0.1 64.1 74.2 74.8 81.2: 25.2 18.8
Old : 100.0: 10.6 6.9 0.1 64.1 74.2 74.8 81.2: 25.2 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 1 9 9 13 11:
Old : 20: 3 2 1 9 9 13 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 : 54.7 59.7 68.5 75.6 50.5 51.9 61.6 67.2
Old : 54.7 59.7 68.5 75.6 50.5 51.9 61.6 67.2
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 29, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 68,382: 14,500 2,944 140 43,113 61,464 57,753 64,548: 10,629 3,834
Old : 68,382: 14,500 2,944 140 43,113 61,464 57,753 64,548: 10,629 3,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 607: 927 430 -30 -1,169 566 -272 966: 879 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 4.3 0.2 63.0 89.9 84.5 94.4: 15.5 5.6
Old : 100.0: 21.2 4.3 0.2 63.0 89.9 84.5 94.4: 15.5 5.6
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 : 76: 13 3 4 37 34 51 40:
Old : 76: 13 3 4 37 34 51 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 38.2 47.0 59.8 33.0 38.1 46.5 59.4
Old : 33.3 38.2 47.0 59.8 33.0 38.1 46.5 59.4
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 29, 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 : 49,470: 19,168 10,920 2,803 20,527 26,763 42,498 40,486: 6,973 8,984
Old : 49,470: 19,168 10,920 2,803 20,527 26,763 42,498 40,486: 6,973 8,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 2,636: 2,345 402 -14 226 1,487 2,556 1,875: 79 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 22.1 5.7 41.5 54.1 85.9 81.8: 14.1 18.2
Old : 100.0: 38.7 22.1 5.7 41.5 54.1 85.9 81.8: 14.1 18.2
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 : 255: 63 61 32 86 83 165 160:
Old : 255: 63 61 32 86 83 165 160:
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 : 25.7 23.3 37.2 33.3 25.7 20.7 37.1 30.3
Old : 25.7 23.3 37.2 33.3 25.7 20.7 37.1 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 247,352: 95,838 54,598 14,017 102,633 133,816 212,488 202,431: 34,865 44,921
Old : 247,352: 95,838 54,598 14,017 102,633 133,816 212,488 202,431: 34,865 44,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 13,178: 11,725 2,010 -72 1,128 7,436 12,781 9,375: 397 3,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 22.1 5.7 41.5 54.1 85.9 81.8: 14.1 18.2
Old : 100.0: 38.7 22.1 5.7 41.5 54.1 85.9 81.8: 14.1 18.2
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 : 255: 63 61 32 86 83 165 160:
Old : 255: 63 61 32 86 83 165 160:
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 : 25.7 23.3 37.2 33.3 25.7 20.7 37.1 30.3
Old : 25.7 23.3 37.2 33.3 25.7 20.7 37.1 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 173,157: 35,464 78,449 11,977 93,482 45,390 140,923 135,816: 32,234 37,341
Old : 173,157: 35,464 78,449 11,977 93,482 45,390 140,923 135,816: 32,234 37,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -3,217: -1,205 -4,771 -419 -3,473 1,786 -5,097 -3,404: 1,880 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 45.3 6.9 54.0 26.2 81.4 78.4: 18.6 21.6
Old : 100.0: 20.5 45.3 6.9 54.0 26.2 81.4 78.4: 18.6 21.6
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 : 89: 12 38 17 24 34 49 76:
Old : 89: 12 38 17 24 34 49 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 21.8 58.0 34.1 44.6 21.6 57.1 33.1
Old : 45.1 21.8 58.0 34.1 44.6 21.6 57.1 33.1
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 29, 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 : 455,076: 97,245 112,682 12,031 322,674 312,932 431,950 437,645: 23,126 17,431
Old : 455,076: 97,245 112,682 12,031 322,674 312,932 431,950 437,645: 23,126 17,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 2,494: 6,332 -5,099 48 -6,919 8,205 -539 3,154: 3,034 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 24.8 2.6 70.9 68.8 94.9 96.2: 5.1 3.8
Old : 100.0: 21.4 24.8 2.6 70.9 68.8 94.9 96.2: 5.1 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 : 316: 68 51 29 130 126 212 192:
Old : 316: 68 51 29 130 126 212 192:
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 : 18.1 22.7 29.8 38.8 17.0 22.5 28.3 37.8
Old : 18.1 22.7 29.8 38.8 17.0 22.5 28.3 37.8
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 29, 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 : 28,402: 9,247 19,837 598 12,238 4,496 22,083 24,931: 6,319 3,471
Old : 28,402: 9,247 19,837 598 12,238 4,496 22,083 24,931: 6,319 3,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,251: 310 814 541 112 -25 963 1,330: 288 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 69.8 2.1 43.1 15.8 77.8 87.8: 22.2 12.2
Old : 100.0: 32.6 69.8 2.1 43.1 15.8 77.8 87.8: 22.2 12.2
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 : 33: 15 3 3 13 4 29 9:
Old : 33: 15 3 3 13 4 29 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 83.4 49.1 87.7 29.1 83.3 47.3 85.6
Old : 30.4 83.4 49.1 87.7 29.1 83.3 47.3 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 62,163: 29,233 15,630 851 17,723 40,850 47,807 57,331: 14,356 4,832
Old : 62,163: 29,233 15,630 851 17,723 40,850 47,807 57,331: 14,356 4,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 4,449: -655 -222 533 1,742 3,997 1,620 4,308: 2,829 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 25.1 1.4 28.5 65.7 76.9 92.2: 23.1 7.8
Old : 100.0: 47.0 25.1 1.4 28.5 65.7 76.9 92.2: 23.1 7.8
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 : 79: 14 19 6 25 29 44 49:
Old : 79: 14 19 6 25 29 44 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 40.9 54.2 54.1 45.7 40.8 54.2 53.8
Old : 45.7 40.9 54.2 54.1 45.7 40.8 54.2 53.8
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 29, 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 : 116,780: 20,500 5,802 1,027 95,223 109,891 116,750 116,720: 30 60
Old : 116,780: 20,500 5,802 1,027 95,223 109,891 116,750 116,720: 30 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 3,390: 544 25 0 2,866 3,365 3,410 3,390: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 5.0 0.9 81.5 94.1 100.0 99.9: 0.0 0.1
Old : 100.0: 17.6 5.0 0.9 81.5 94.1 100.0 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 : 41: 8 3 4 24 21 34 26:
Old : 41: 8 3 4 24 21 34 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 : 65.5 59.7 79.0 82.4 55.9 51.5 65.2 66.6
Old : 65.5 59.7 79.0 82.4 55.9 51.5 65.2 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 01, 2019