BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,857: 629 1,470 573 7,981 7,311 9,183 9,354: 674 503
Old : 9,857: 629 1,470 573 7,981 7,311 9,183 9,354: 674 503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 357: 140 166 -21 227 177 346 322: 11 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 14.9 5.8 81.0 74.2 93.2 94.9: 6.8 5.1
Old : 100.0: 6.4 14.9 5.8 81.0 74.2 93.2 94.9: 6.8 5.1
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 : 46: 5 7 8 26 24 35 35:
Old : 46: 5 7 8 26 24 35 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 : 44.2 52.9 65.9 71.8 43.3 51.7 64.0 65.6
Old : 44.2 52.9 65.9 71.8 43.3 51.7 64.0 65.6
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,064: 13,049 5,487 1,085 8,253 13,978 22,387 20,550: 2,677 4,514
Old : 25,064: 13,049 5,487 1,085 8,253 13,978 22,387 20,550: 2,677 4,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,074: 629 114 63 510 688 1,202 865: -128 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 21.9 4.3 32.9 55.8 89.3 82.0: 10.7 18.0
Old : 100.0: 52.1 21.9 4.3 32.9 55.8 89.3 82.0: 10.7 18.0
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 : 77: 15 18 17 25 32 52 55:
Old : 77: 15 18 17 25 32 52 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 31.9 68.3 47.7 58.1 31.2 67.8 45.6
Old : 58.2 31.9 68.3 47.7 58.1 31.2 67.8 45.6
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,427: 1,258 2,064 337 6,185 5,024 7,780 7,425: 647 1,002
Old : 8,427: 1,258 2,064 337 6,185 5,024 7,780 7,425: 647 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 407: 109 51 -47 192 302 254 306: 153 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 24.5 4.0 73.4 59.6 92.3 88.1: 7.7 11.9
Old : 100.0: 14.9 24.5 4.0 73.4 59.6 92.3 88.1: 7.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 8 7 31 21 40 32:
Old : 48: 5 8 7 31 21 40 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 : 32.8 39.6 53.9 61.4 32.7 33.8 51.5 51.2
Old : 32.8 39.6 53.9 61.4 32.7 33.8 51.5 51.2
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,375: 82 4,320 355 5,318 1,214 5,755 5,889: 620 486
Old : 6,375: 82 4,320 355 5,318 1,214 5,755 5,889: 620 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 333: -1 311 -46 420 75 373 340: -40 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 67.8 5.6 83.4 19.0 90.3 92.4: 9.7 7.6
Old : 100.0: 1.3 67.8 5.6 83.4 19.0 90.3 92.4: 9.7 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 8 7 20 8 29 17:
Old : 33: 3 8 7 20 8 29 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 : 51.6 65.0 70.0 80.2 49.5 61.0 62.7 70.3
Old : 51.6 65.0 70.0 80.2 49.5 61.0 62.7 70.3
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 217,948: 81,689 54,941 45,998 69,737 92,060 197,424 192,999: 20,524 24,949
Old : 92,481: 59,461 49,465 3,212 22,842 31,111 85,515 83,788: 6,966 8,693
Other: 125,467: 46,389 29,637 18,625 46,895 60,949 111,909 109,211: 13,558 16,256
: : :
: : Changes in Commitments from: August 25, 2020 :
: -472: -2,015 -2,715 224 116 1,058 -1,675 -1,433: 1,203 961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 25.2 21.1 32.0 42.2 90.6 88.6: 9.4 11.4
Old : 100.0: 64.3 53.5 3.5 24.7 33.6 92.5 90.6: 7.5 9.4
Other: 100.0: 37.0 23.6 14.8 37.4 48.6 89.2 87.0: 10.8 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 98 79 98 57 75 208 222:
Old : 249: 86 84 16 26 58 116 154:
Other: 234: 70 63 58 52 63 160 160:
:----------------------------------------------------------------------------------------------------
: 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 21.8 32.7 29.8 18.9 19.4 30.3 26.1
Old : 25.4 23.1 38.7 34.4 25.4 22.9 38.7 33.9
Other: 26.2 27.6 39.6 35.0 26.2 26.5 39.5 33.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 296,230: 101,734 38,826 52,980 112,733 165,676 267,447 257,482: 28,783 38,748
Old : 296,230: 101,734 38,826 52,980 112,733 165,676 267,447 257,482: 28,783 38,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -1,833: -501 1,614 -1,318 -1,068 -2,747 -2,887 -2,451: 1,054 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 13.1 17.9 38.1 55.9 90.3 86.9: 9.7 13.1
Old : 100.0: 34.3 13.1 17.9 38.1 55.9 90.3 86.9: 9.7 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 : 354: 104 80 112 94 126 264 270:
Old : 354: 104 80 112 94 126 264 270:
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 : 18.9 20.0 30.2 28.1 18.9 19.8 30.1 28.0
Old : 18.9 20.0 30.2 28.1 18.9 19.8 30.1 28.0
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,180: 1,238 433 218 1,531 2,360 2,987 3,011: 1,193 1,169
Old : 4,180: 1,238 433 218 1,531 2,360 2,987 3,011: 1,193 1,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -446: -34 -446 84 -366 26 -316 -336: -130 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 10.4 5.2 36.6 56.5 71.5 72.0: 28.5 28.0
Old : 100.0: 29.6 10.4 5.2 36.6 56.5 71.5 72.0: 28.5 28.0
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 : 52: 20 7 6 15 16 39 29:
Old : 52: 20 7 6 15 16 39 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 : 33.3 38.2 42.7 50.1 29.3 37.5 38.6 47.1
Old : 33.3 38.2 42.7 50.1 29.3 37.5 38.6 47.1
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,417: 18,072 11,396 8,684 11,156 11,953 37,912 32,033: 5,505 11,384
Old : 43,417: 18,072 11,396 8,684 11,156 11,953 37,912 32,033: 5,505 11,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -2,008: 68 475 -905 -753 -521 -1,590 -951: -418 -1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 26.2 20.0 25.7 27.5 87.3 73.8: 12.7 26.2
Old : 100.0: 41.6 26.2 20.0 25.7 27.5 87.3 73.8: 12.7 26.2
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 : 165: 37 51 44 38 48 105 125:
Old : 165: 37 51 44 38 48 105 125:
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 16.5 38.5 25.3 24.4 12.7 33.9 18.4
Old : 25.7 16.5 38.5 25.3 24.4 12.7 33.9 18.4
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,545: 1,254 10,096 787 22,084 12,915 24,125 23,798: 420 747
Old : 24,545: 1,254 10,096 787 22,084 12,915 24,125 23,798: 420 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 608: 85 362 -19 550 237 616 580: -8 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 41.1 3.2 90.0 52.6 98.3 97.0: 1.7 3.0
Old : 100.0: 5.1 41.1 3.2 90.0 52.6 98.3 97.0: 1.7 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 : 61: 13 10 10 24 26 42 41:
Old : 61: 13 10 10 24 26 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 55.8 82.2 75.9 63.4 55.8 81.7 73.6
Old : 63.4 55.8 82.2 75.9 63.4 55.8 81.7 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,553: 12,617 3,931 162 10,383 18,996 23,162 23,089: 1,391 1,464
Old : 24,553: 12,617 3,931 162 10,383 18,996 23,162 23,089: 1,391 1,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -620: 1,111 55 152 -2,199 -537 -936 -330: 316 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 16.0 0.7 42.3 77.4 94.3 94.0: 5.7 6.0
Old : 100.0: 51.4 16.0 0.7 42.3 77.4 94.3 94.0: 5.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 15 14 2 7 8 22 24:
Old : 41: 15 14 2 7 8 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 76.2 76.4 84.7 56.8 76.2 75.7 84.7
Old : 57.1 76.2 76.4 84.7 56.8 76.2 75.7 84.7
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 140,520: 26,590 53,596 1,386 76,403 66,642 104,379 121,624: 36,141 18,896
Old : 140,520: 26,590 53,596 1,386 76,403 66,642 104,379 121,624: 36,141 18,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 10,963: 5,000 2,688 -123 1,287 9,195 6,164 11,760: 4,799 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 38.1 1.0 54.4 47.4 74.3 86.6: 25.7 13.4
Old : 100.0: 18.9 38.1 1.0 54.4 47.4 74.3 86.6: 25.7 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 27 26 12 33 33 67 64:
Old : 104: 27 26 12 33 33 67 64:
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 : 27.7 37.5 36.3 51.0 26.1 36.1 34.3 49.6
Old : 27.7 37.5 36.3 51.0 26.1 36.1 34.3 49.6
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,037: 19,263 7,666 152 11,890 36,030 31,305 43,848: 22,732 10,189
Old : 54,037: 19,263 7,666 152 11,890 36,030 31,305 43,848: 22,732 10,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 952: 919 1,188 25 -1,131 -937 -187 276: 1,139 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 14.2 0.3 22.0 66.7 57.9 81.1: 42.1 18.9
Old : 100.0: 35.6 14.2 0.3 22.0 66.7 57.9 81.1: 42.1 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 : 47: 11 11 4 16 18 29 31:
Old : 47: 11 11 4 16 18 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 45.9 41.9 55.3 29.0 45.5 41.9 54.9
Old : 29.0 45.9 41.9 55.3 29.0 45.5 41.9 54.9
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 132,731: 45,309 39,340 3,961 77,893 85,119 127,163 128,420: 5,568 4,311
Old : 132,731: 45,309 39,340 3,961 77,893 85,119 127,163 128,420: 5,568 4,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -2,063: 2,912 805 1,042 -5,854 -3,938 -1,900 -2,091: -163 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 29.6 3.0 58.7 64.1 95.8 96.8: 4.2 3.2
Old : 100.0: 34.1 29.6 3.0 58.7 64.1 95.8 96.8: 4.2 3.2
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 : 140: 53 39 9 30 29 87 73:
Old : 140: 53 39 9 30 29 87 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 : 51.4 49.2 61.9 64.2 51.4 49.2 61.9 64.2
Old : 51.4 49.2 61.9 64.2 51.4 49.2 61.9 64.2
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 186,588: 49,213 42,901 7,452 93,942 114,063 150,607 164,416: 35,981 22,172
Old : 186,588: 49,213 42,901 7,452 93,942 114,063 150,607 164,416: 35,981 22,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 11,225: 3,823 3,111 1,251 1,246 7,517 6,320 11,879: 4,905 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 23.0 4.0 50.3 61.1 80.7 88.1: 19.3 11.9
Old : 100.0: 26.4 23.0 4.0 50.3 61.1 80.7 88.1: 19.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 30 23 15 33 40 72 69:
Old : 111: 30 23 15 33 40 72 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 35.0 42.1 44.9 29.0 33.5 41.3 43.3
Old : 29.2 35.0 42.1 44.9 29.0 33.5 41.3 43.3
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 145,922: 46,654 17,050 1,922 70,342 108,353 118,918 127,325: 27,004 18,597
Old : 145,922: 46,654 17,050 1,922 70,342 108,353 118,918 127,325: 27,004 18,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -1,631: 1,676 -4,312 -277 -3,135 4,713 -1,736 124: 105 -1,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 11.7 1.3 48.2 74.3 81.5 87.3: 18.5 12.7
Old : 100.0: 32.0 11.7 1.3 48.2 74.3 81.5 87.3: 18.5 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 : 106: 31 16 12 39 36 75 59:
Old : 106: 31 16 12 39 36 75 59:
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 : 24.9 54.4 38.5 63.2 24.6 54.4 38.1 63.1
Old : 24.9 54.4 38.5 63.2 24.6 54.4 38.1 63.1
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 698,211: 250,867 54,120 9,515 340,434 592,019 600,816 655,654: 97,395 42,557
Old : 698,211: 250,867 54,120 9,515 340,434 592,019 600,816 655,654: 97,395 42,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -5,866: -11,194 3,811 -679 7,770 -8,627 -4,103 -5,495: -1,763 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 7.8 1.4 48.8 84.8 86.1 93.9: 13.9 6.1
Old : 100.0: 35.9 7.8 1.4 48.8 84.8 86.1 93.9: 13.9 6.1
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 : 286: 102 33 34 116 75 227 134:
Old : 286: 102 33 34 116 75 227 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 65.2 25.0 74.2 14.8 64.8 24.4 73.8
Old : 15.3 65.2 25.0 74.2 14.8 64.8 24.4 73.8
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,496: 4,155 4,848 141 7,933 15,164 12,229 20,153: 12,267 4,343
Old : 24,496: 4,155 4,848 141 7,933 15,164 12,229 20,153: 12,267 4,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -254: -209 -280 30 22 6 -157 -244: -97 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.8 0.6 32.4 61.9 49.9 82.3: 50.1 17.7
Old : 100.0: 17.0 19.8 0.6 32.4 61.9 49.9 82.3: 50.1 17.7
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 : 24: 5 5 2 11 9 18 14:
Old : 24: 5 5 2 11 9 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 57.9 34.2 72.6 19.1 57.6 33.6 67.7
Old : 19.1 57.9 34.2 72.6 19.1 57.6 33.6 67.7
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 60,300: 16,194 35,468 43 41,020 21,547 57,257 57,058: 3,043 3,242
Old : 60,300: 16,194 35,468 43 41,020 21,547 57,257 57,058: 3,043 3,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 9,826: 1,433 7,893 -1,445 9,321 8,189 9,309 14,637: 517 -4,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 58.8 0.1 68.0 35.7 95.0 94.6: 5.0 5.4
Old : 100.0: 26.9 58.8 0.1 68.0 35.7 95.0 94.6: 5.0 5.4
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 : 62: 19 24 3 12 10 32 36:
Old : 62: 19 24 3 12 10 32 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 : 67.8 76.9 82.0 82.4 41.8 48.5 52.8 53.5
Old : 67.8 76.9 82.0 82.4 41.8 48.5 52.8 53.5
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,244: 21,434 14,468 619 12,856 21,887 34,909 36,974: 5,335 3,270
Old : 40,244: 21,434 14,468 619 12,856 21,887 34,909 36,974: 5,335 3,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 3,566: 1,678 -1,100 -231 1,266 5,021 2,713 3,690: 853 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 36.0 1.5 31.9 54.4 86.7 91.9: 13.3 8.1
Old : 100.0: 53.3 36.0 1.5 31.9 54.4 86.7 91.9: 13.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 38 23 8 20 16 63 42:
Old : 92: 38 23 8 20 16 63 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 : 21.7 53.6 36.1 68.3 21.7 53.6 36.1 68.2
Old : 21.7 53.6 36.1 68.3 21.7 53.6 36.1 68.2
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,561: 7,205 4,219 233 4,539 6,637 11,977 11,089: 584 1,472
Old : 12,561: 7,205 4,219 233 4,539 6,637 11,977 11,089: 584 1,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 17: 397 -796 233 -595 356 35 -207: -18 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 33.6 1.9 36.1 52.8 95.4 88.3: 4.6 11.7
Old : 100.0: 57.4 33.6 1.9 36.1 52.8 95.4 88.3: 4.6 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 : 28: 9 10 2 5 6 14 18:
Old : 28: 9 10 2 5 6 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 65.2 87.3 77.5 55.9 65.2 84.2 77.5
Old : 58.5 65.2 87.3 77.5 55.9 65.2 84.2 77.5
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 :10,034,536: 1,161,647 622,766 3,087,725 5,151,635 5,615,224 9,401,007 9,325,715: 633,529 708,821
Old :10,034,536: 1,161,647 622,766 3,087,725 5,151,635 5,615,224 9,401,007 9,325,715: 633,529 708,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 100,441: -163,301 39,825 79,000 166,386 -13,660 82,085 105,165: 18,356 -4,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 6.2 30.8 51.3 56.0 93.7 92.9: 6.3 7.1
Old : 100.0: 11.6 6.2 30.8 51.3 56.0 93.7 92.9: 6.3 7.1
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 : 237: 54 46 83 116 115 215 207:
Old : 237: 54 46 83 116 115 215 207:
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 : 18.8 18.3 32.2 29.4 8.4 12.3 13.3 17.3
Old : 18.8 18.3 32.2 29.4 8.4 12.3 13.3 17.3
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 10,617: 6,780 9,339 839 183 0 7,802 10,178: 2,815 439
Old : 10,617: 6,780 9,339 839 183 0 7,802 10,178: 2,815 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -998: -137 265 -487 8 0 -616 -222: -382 -776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 88.0 7.9 1.7 0.0 73.5 95.9: 26.5 4.1
Old : 100.0: 63.9 88.0 7.9 1.7 0.0 73.5 95.9: 26.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 60 20 12 2 0 69 28:
Old : 85: 60 20 12 2 0 69 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 : 28.0 58.8 37.8 78.0 28.0 58.8 36.9 76.2
Old : 28.0 58.8 37.8 78.0 28.0 58.8 36.9 76.2
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 200,510: 25,063 28,315 32,129 143,118 139,971 200,310 200,415: 200 95
Old : 200,510: 25,063 28,315 32,129 143,118 139,971 200,310 200,415: 200 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,448: 1,556 -319 -4,489 5,347 7,320 2,414 2,512: 34 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.1 16.0 71.4 69.8 99.9 100.0: 0.1 0.0
Old : 100.0: 12.5 14.1 16.0 71.4 69.8 99.9 100.0: 0.1 0.0
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 : 65: 17 17 22 16 29 43 59:
Old : 65: 17 17 22 16 29 43 59:
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 : 66.3 53.5 80.6 70.9 62.1 47.6 66.6 58.3
Old : 66.3 53.5 80.6 70.9 62.1 47.6 66.6 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 126,339: 31,361 22,666 15,455 79,385 88,013 126,201 126,134: 138 205
Old : 126,339: 31,361 22,666 15,455 79,385 88,013 126,201 126,134: 138 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -45,136: -6,264 -16,044 -1,549 -37,359 -27,564 -45,172 -45,157: 36 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 17.9 12.2 62.8 69.7 99.9 99.8: 0.1 0.2
Old : 100.0: 24.8 17.9 12.2 62.8 69.7 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 17 19 23 23 31 49 64:
Old : 75: 17 19 23 23 31 49 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 46.3 70.6 64.2 56.0 43.1 66.8 56.4
Old : 56.5 46.3 70.6 64.2 56.0 43.1 66.8 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 590,438: 87,974 88,205 21,027 413,850 404,137 522,851 513,368: 67,587 77,070
Old : 590,438: 87,974 88,205 21,027 413,850 404,137 522,851 513,368: 67,587 77,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 10,964: 6,017 -3,885 1,501 2,949 12,182 10,467 9,798: 497 1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.9 3.6 70.1 68.4 88.6 86.9: 11.4 13.1
Old : 100.0: 14.9 14.9 3.6 70.1 68.4 88.6 86.9: 11.4 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 : 581: 94 100 56 271 275 390 406:
Old : 581: 94 100 56 271 275 390 406:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 15.8 22.5 23.8 12.7 15.6 20.8 22.8
Old : 13.0 15.8 22.5 23.8 12.7 15.6 20.8 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,514: 9,711 4,818 369 6,051 23,102 16,131 28,289: 16,383 4,225
Old : 32,514: 9,711 4,818 369 6,051 23,102 16,131 28,289: 16,383 4,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,274: -232 2,068 187 1,938 -149 1,893 2,106: 381 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 14.8 1.1 18.6 71.1 49.6 87.0: 50.4 13.0
Old : 100.0: 29.9 14.8 1.1 18.6 71.1 49.6 87.0: 50.4 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 4 2 5 7 11 13:
Old : 22: 6 4 2 5 7 11 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 : 34.7 64.1 47.2 80.1 34.2 64.1 46.1 80.1
Old : 34.7 64.1 47.2 80.1 34.2 64.1 46.1 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 16,448: 224 1,558 0 14,275 11,935 14,499 13,493: 1,949 2,955
Old : 16,448: 224 1,558 0 14,275 11,935 14,499 13,493: 1,949 2,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,207: 0 -275 0 1,388 1,471 1,388 1,196: -181 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 9.5 0.0 86.8 72.6 88.2 82.0: 11.8 18.0
Old : 100.0: 1.4 9.5 0.0 86.8 72.6 88.2 82.0: 11.8 18.0
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 : 25: 1 2 0 14 10 15 12:
Old : 25: 1 2 0 14 10 15 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 : 67.7 63.3 79.5 77.9 67.7 63.3 79.5 77.7
Old : 67.7 63.3 79.5 77.9 67.7 63.3 79.5 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,789,621: 443,299 468,915 51,306 2,038,996 1,905,173 2,533,601 2,425,394: 256,020 364,227
Old : 2,789,621: 443,299 468,915 51,306 2,038,996 1,905,173 2,533,601 2,425,394: 256,020 364,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 43,451: 36,396 -24,617 1,419 5,056 61,656 42,871 38,458: 580 4,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 16.8 1.8 73.1 68.3 90.8 86.9: 9.2 13.1
Old : 100.0: 15.9 16.8 1.8 73.1 68.3 90.8 86.9: 9.2 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 : 580: 94 99 52 268 274 384 403:
Old : 580: 94 99 52 268 274 384 403:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 15.6 23.8 23.3 13.4 15.3 22.1 22.9
Old : 13.8 15.6 23.8 23.3 13.4 15.3 22.1 22.9
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,947: 2,633 0 0 4,328 8,164 6,961 8,164: 1,986 783
Old : 8,947: 2,633 0 0 4,328 8,164 6,961 8,164: 1,986 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 0.0 0.0 48.4 91.2 77.8 91.2: 22.2 8.8
Old : 100.0: 29.4 0.0 0.0 48.4 91.2 77.8 91.2: 22.2 8.8
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: 2 0 0 9 10 11 10:
Old : 20: 2 0 0 9 10 11 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 73.8 72.8 86.4 56.0 73.8 72.8 86.3
Old : 56.0 73.8 72.8 86.4 56.0 73.8 72.8 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 231,370: 3,000 0 4,200 224,170 225,170 231,370 229,370: 0 2,000
Old : 231,370: 3,000 0 4,200 224,170 225,170 231,370 229,370: 0 2,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 1.8 96.9 97.3 100.0 99.1: 0.0 0.9
Old : 100.0: 1.3 0.0 1.8 96.9 97.3 100.0 99.1: 0.0 0.9
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 : 20: 1 0 2 14 13 16 15:
Old : 20: 1 0 2 14 13 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 : 60.6 63.2 90.0 87.5 42.0 40.0 53.0 53.7
Old : 60.6 63.2 90.0 87.5 42.0 40.0 53.0 53.7
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,485: 8,585 4,399 333 38,974 48,323 47,892 53,055: 9,593 4,430
Old : 57,485: 8,585 4,399 333 38,974 48,323 47,892 53,055: 9,593 4,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -590: -275 -1,266 22 -1,020 -531 -1,273 -1,775: 683 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 7.7 0.6 67.8 84.1 83.3 92.3: 16.7 7.7
Old : 100.0: 14.9 7.7 0.6 67.8 84.1 83.3 92.3: 16.7 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 : 74: 11 8 5 34 30 48 40:
Old : 74: 11 8 5 34 30 48 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 : 32.6 42.4 48.3 62.9 32.5 42.2 47.1 62.5
Old : 32.6 42.4 48.3 62.9 32.5 42.2 47.1 62.5
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,030: 15,861 14,135 988 23,184 26,249 40,034 41,372: 8,996 7,657
Old : 49,030: 15,861 14,135 988 23,184 26,249 40,034 41,372: 8,996 7,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,033: 236 2,454 191 1,402 -861 1,829 1,784: 204 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 28.8 2.0 47.3 53.5 81.7 84.4: 18.3 15.6
Old : 100.0: 32.4 28.8 2.0 47.3 53.5 81.7 84.4: 18.3 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 70 51 19 105 125 183 187:
Old : 308: 70 51 19 105 125 183 187:
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 : 20.1 20.0 30.0 30.0 19.8 19.9 29.6 29.9
Old : 20.1 20.0 30.0 30.0 19.8 19.9 29.6 29.9
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 245,148: 79,307 70,675 4,941 115,922 131,246 200,170 206,862: 44,978 38,286
Old : 245,148: 79,307 70,675 4,941 115,922 131,246 200,170 206,862: 44,978 38,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 10,165: 1,182 12,270 956 7,009 -4,306 9,147 8,920: 1,018 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 28.8 2.0 47.3 53.5 81.7 84.4: 18.3 15.6
Old : 100.0: 32.4 28.8 2.0 47.3 53.5 81.7 84.4: 18.3 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 70 51 19 105 125 183 187:
Old : 308: 70 51 19 105 125 183 187:
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 : 20.1 20.0 30.0 30.0 19.8 19.9 29.6 29.9
Old : 20.1 20.0 30.0 30.0 19.8 19.9 29.6 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 $2) :
: : :
All : 95,075: 82,322 37,883 332 0 305 82,654 38,520: 12,421 56,555
Old : 95,075: 82,322 37,883 332 0 305 82,654 38,520: 12,421 56,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 12,884: 11,926 15,675 -13 -833 305 11,080 15,967: 1,804 -3,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 39.8 0.3 0.0 0.3 86.9 40.5: 13.1 59.5
Old : 100.0: 86.6 39.8 0.3 0.0 0.3 86.9 40.5: 13.1 59.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 13 6 4 0 1 14 10:
Old : 20: 13 6 4 0 1 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 39.5 84.7 40.5 77.6 39.3 84.5 40.2
Old : 77.7 39.5 84.7 40.5 77.6 39.3 84.5 40.2
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 137,131: 58,190 58,355 1,312 47,313 58,360 106,815 118,027: 30,316 19,104
Old : 137,131: 58,190 58,355 1,312 47,313 58,360 106,815 118,027: 30,316 19,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 9,626: 7,059 3,325 338 918 6,433 8,315 10,096: 1,311 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 42.6 1.0 34.5 42.6 77.9 86.1: 22.1 13.9
Old : 100.0: 42.4 42.6 1.0 34.5 42.6 77.9 86.1: 22.1 13.9
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 : 92: 27 22 14 29 26 64 54:
Old : 92: 27 22 14 29 26 64 54:
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 : 36.5 46.2 46.7 59.7 36.5 46.0 46.5 59.5
Old : 36.5 46.2 46.7 59.7 36.5 46.0 46.5 59.5
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 502,015: 95,566 87,282 5,458 377,152 389,576 478,176 482,316: 23,839 19,699
Old : 502,015: 95,566 87,282 5,458 377,152 389,576 478,176 482,316: 23,839 19,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -4,784: 598 10,588 763 -7,016 -15,062 -5,655 -3,711: 871 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 17.4 1.1 75.1 77.6 95.3 96.1: 4.7 3.9
Old : 100.0: 19.0 17.4 1.1 75.1 77.6 95.3 96.1: 4.7 3.9
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 : 339: 52 53 27 156 138 220 206:
Old : 339: 52 53 27 156 138 220 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 22.2 29.8 34.6 16.1 21.6 26.0 33.0
Old : 17.5 22.2 29.8 34.6 16.1 21.6 26.0 33.0
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,897: 11,357 8,012 330 22,085 22,057 33,772 30,399: 8,125 11,498
Old : 41,897: 11,357 8,012 330 22,085 22,057 33,772 30,399: 8,125 11,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 4,280: 2,832 4,588 -133 1,951 385 4,650 4,840: -370 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 19.1 0.8 52.7 52.6 80.6 72.6: 19.4 27.4
Old : 100.0: 27.1 19.1 0.8 52.7 52.6 80.6 72.6: 19.4 27.4
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 : 62: 14 8 3 24 25 38 36:
Old : 62: 14 8 3 24 25 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 27.8 43.8 45.7 26.3 27.7 42.5 42.6
Old : 26.7 27.8 43.8 45.7 26.3 27.7 42.5 42.6
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 - Futures Only, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 184,763: 64,896 2,565 5,887 113,758 176,182 184,541 184,634: 222 129
Old : 184,763: 64,896 2,565 5,887 113,758 176,182 184,541 184,634: 222 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 3,194: 307 1,250 0 2,887 1,945 3,194 3,195: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 1.4 3.2 61.6 95.4 99.9 99.9: 0.1 0.1
Old : 100.0: 35.1 1.4 3.2 61.6 95.4 99.9 99.9: 0.1 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 : 83: 31 3 5 42 27 74 35:
Old : 83: 31 3 5 42 27 74 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 : 38.2 62.6 54.7 85.2 32.0 54.1 48.1 71.2
Old : 38.2 62.6 54.7 85.2 32.0 54.1 48.1 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 04, 2020