BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 29, 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 : 9,130: 580 1,632 474 7,365 6,650 8,419 8,756: 711 374
Old : 9,130: 580 1,632 474 7,365 6,650 8,419 8,756: 711 374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 230: -11 15 38 246 180 273 233: -43 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 17.9 5.2 80.7 72.8 92.2 95.9: 7.8 4.1
Old : 100.0: 6.4 17.9 5.2 80.7 72.8 92.2 95.9: 7.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 5 8 23 24 32 35:
Old : 46: 7 5 8 23 24 32 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 : 44.0 54.0 65.8 73.4 42.7 53.4 61.2 68.3
Old : 44.0 54.0 65.8 73.4 42.7 53.4 61.2 68.3
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 29, 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 : 21,588: 10,576 3,408 740 7,289 12,913 18,605 17,061: 2,983 4,527
Old : 21,588: 10,576 3,408 740 7,289 12,913 18,605 17,061: 2,983 4,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 670: 405 -94 172 70 504 647 582: 23 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 15.8 3.4 33.8 59.8 86.2 79.0: 13.8 21.0
Old : 100.0: 49.0 15.8 3.4 33.8 59.8 86.2 79.0: 13.8 21.0
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: 18 12 16 23 26 49 46:
Old : 65: 18 12 16 23 26 49 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 : 53.2 34.0 63.6 51.6 52.7 33.6 62.9 49.3
Old : 53.2 34.0 63.6 51.6 52.7 33.6 62.9 49.3
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 29, 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 : 8,062: 1,157 2,164 262 6,004 4,952 7,423 7,378: 639 684
Old : 8,062: 1,157 2,164 262 6,004 4,952 7,423 7,378: 639 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 207: 0 68 20 123 144 143 232: 64 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 26.8 3.2 74.5 61.4 92.1 91.5: 7.9 8.5
Old : 100.0: 14.4 26.8 3.2 74.5 61.4 92.1 91.5: 7.9 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 8 5 31 22 39 32:
Old : 48: 5 8 5 31 22 39 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 : 34.7 39.6 54.4 63.8 29.4 35.7 46.0 51.9
Old : 34.7 39.6 54.4 63.8 29.4 35.7 46.0 51.9
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 29, 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 : 5,903: 44 4,245 249 5,086 957 5,379 5,451: 524 452
Old : 5,903: 44 4,245 249 5,086 957 5,379 5,451: 524 452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 106: 0 68 24 70 0 94 92: 12 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 71.9 4.2 86.2 16.2 91.1 92.3: 8.9 7.7
Old : 100.0: 0.7 71.9 4.2 86.2 16.2 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 : 31: 2 9 7 18 7 27 16:
Old : 31: 2 9 7 18 7 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 63.5 76.1 80.7 57.9 60.4 69.0 72.6
Old : 60.9 63.5 76.1 80.7 57.9 60.4 69.0 72.6
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 29, 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 : 229,457: 85,172 40,319 49,332 74,545 112,519 209,049 202,170: 20,408 27,287
Old : 25,024: 17,191 9,651 163 4,603 13,230 21,957 23,044: 3,067 1,980
Other: 204,433: 76,647 39,334 40,503 69,942 99,289 187,092 179,126: 17,341 25,307
: : :
: : Changes in Commitments from: September 22, 2020 :
: 2,557: -3,664 -532 5,385 695 -2,256 2,416 2,597: 141 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 17.6 21.5 32.5 49.0 91.1 88.1: 8.9 11.9
Old : 100.0: 68.7 38.6 0.7 18.4 52.9 87.7 92.1: 12.3 7.9
Other: 100.0: 37.5 19.2 19.8 34.2 48.6 91.5 87.6: 8.5 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 110 72 100 56 81 222 211:
Old : 138: 50 30 3 20 41 71 73:
Other: 280: 94 75 90 52 77 199 203:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 18.1 30.0 27.3 17.9 16.5 28.3 23.8
Old : 22.2 51.6 36.9 62.9 22.2 51.3 35.3 60.1
Other: 19.8 16.5 33.3 26.5 19.6 15.1 31.5 22.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 29, 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 : 303,540: 104,627 38,938 58,506 109,802 163,854 272,935 261,298: 30,605 42,242
Old : 303,540: 104,627 38,938 58,506 109,802 163,854 272,935 261,298: 30,605 42,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 9,148: 4,737 1,577 922 2,617 4,060 8,276 6,559: 872 2,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 12.8 19.3 36.2 54.0 89.9 86.1: 10.1 13.9
Old : 100.0: 34.5 12.8 19.3 36.2 54.0 89.9 86.1: 10.1 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 : 350: 111 69 121 92 122 273 270:
Old : 350: 111 69 121 92 122 273 270:
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 : 17.7 18.6 29.1 27.9 17.7 18.2 28.7 26.6
Old : 17.7 18.6 29.1 27.9 17.7 18.2 28.7 26.6
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 29, 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 : 3,565: 737 373 216 1,629 2,338 2,582 2,927: 983 638
Old : 3,565: 737 373 216 1,629 2,338 2,582 2,927: 983 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 60: 56 -9 -1 88 43 143 33: -83 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.5 6.1 45.7 65.6 72.4 82.1: 27.6 17.9
Old : 100.0: 20.7 10.5 6.1 45.7 65.6 72.4 82.1: 27.6 17.9
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 : 46: 17 6 4 15 14 34 24:
Old : 46: 17 6 4 15 14 34 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 : 41.8 47.1 50.4 60.8 40.6 46.9 48.0 60.2
Old : 41.8 47.1 50.4 60.8 40.6 46.9 48.0 60.2
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 29, 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 : 42,864: 15,453 13,067 7,404 13,194 12,357 36,051 32,828: 6,813 10,036
Old : 42,864: 15,453 13,067 7,404 13,194 12,357 36,051 32,828: 6,813 10,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -1,277: -576 -822 0 -416 426 -992 -396: -285 -881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 30.5 17.3 30.8 28.8 84.1 76.6: 15.9 23.4
Old : 100.0: 36.1 30.5 17.3 30.8 28.8 84.1 76.6: 15.9 23.4
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 : 160: 38 50 37 40 42 103 111:
Old : 160: 38 50 37 40 42 103 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 17.8 40.1 29.8 23.5 15.8 32.0 22.9
Old : 26.8 17.8 40.1 29.8 23.5 15.8 32.0 22.9
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 29, 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 : 24,527: 1,251 9,501 936 21,866 13,495 24,053 23,932: 474 595
Old : 24,527: 1,251 9,501 936 21,866 13,495 24,053 23,932: 474 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 664: 81 283 179 405 284 665 746: -1 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 38.7 3.8 89.2 55.0 98.1 97.6: 1.9 2.4
Old : 100.0: 5.1 38.7 3.8 89.2 55.0 98.1 97.6: 1.9 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 : 60: 12 11 8 24 24 43 36:
Old : 60: 12 11 8 24 24 43 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 : 63.0 52.2 80.9 74.9 63.0 50.7 80.9 73.1
Old : 63.0 52.2 80.9 74.9 63.0 50.7 80.9 73.1
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 29, 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 : 21,138: 6,097 11,020 0 13,772 8,178 19,869 19,198: 1,269 1,940
Old : 21,138: 6,097 11,020 0 13,772 8,178 19,869 19,198: 1,269 1,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 2,822: 1,348 2,889 0 1,374 121 2,722 3,010: 100 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 52.1 0.0 65.2 38.7 94.0 90.8: 6.0 9.2
Old : 100.0: 28.8 52.1 0.0 65.2 38.7 94.0 90.8: 6.0 9.2
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 : 45: 10 19 0 12 8 22 27:
Old : 45: 10 19 0 12 8 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 71.0 72.3 78.2 49.3 71.0 72.3 78.2
Old : 49.3 71.0 72.3 78.2 49.3 71.0 72.3 78.2
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 29, 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 : 113,862: 21,619 40,567 1,204 59,778 52,569 82,601 94,340: 31,261 19,522
Old : 113,862: 21,619 40,567 1,204 59,778 52,569 82,601 94,340: 31,261 19,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -3,702: -1,969 -1,903 95 -2,202 -4,436 -4,076 -6,244: 374 2,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 35.6 1.1 52.5 46.2 72.5 82.9: 27.5 17.1
Old : 100.0: 19.0 35.6 1.1 52.5 46.2 72.5 82.9: 27.5 17.1
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 : 96: 23 22 6 32 28 59 52:
Old : 96: 23 22 6 32 28 59 52:
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 : 28.8 31.5 38.5 43.4 27.4 31.2 36.0 43.1
Old : 28.8 31.5 38.5 43.4 27.4 31.2 36.0 43.1
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 29, 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 : 47,666: 19,166 6,425 424 10,530 29,138 30,120 35,987: 17,546 11,679
Old : 47,666: 19,166 6,425 424 10,530 29,138 30,120 35,987: 17,546 11,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -4,209: -2,518 657 276 -582 -3,866 -2,824 -2,933: -1,385 -1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 13.5 0.9 22.1 61.1 63.2 75.5: 36.8 24.5
Old : 100.0: 40.2 13.5 0.9 22.1 61.1 63.2 75.5: 36.8 24.5
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 : 45: 12 12 5 14 14 28 29:
Old : 45: 12 12 5 14 14 28 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 : 33.8 49.7 45.3 58.2 33.7 49.7 45.2 58.2
Old : 33.8 49.7 45.3 58.2 33.7 49.7 45.2 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 29, 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 : 121,918: 43,334 30,698 332 72,917 87,412 116,583 118,442: 5,335 3,476
Old : 121,918: 43,334 30,698 332 72,917 87,412 116,583 118,442: 5,335 3,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -14,800: -16,150 -2,136 -900 2,939 -12,046 -14,111 -15,082: -689 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 25.2 0.3 59.8 71.7 95.6 97.1: 4.4 2.9
Old : 100.0: 35.5 25.2 0.3 59.8 71.7 95.6 97.1: 4.4 2.9
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 : 120: 36 35 3 30 26 67 63:
Old : 120: 36 35 3 30 26 67 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 55.7 66.0 70.0 50.6 55.7 66.0 70.0
Old : 50.6 55.7 66.0 70.0 50.6 55.7 66.0 70.0
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 29, 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 : 159,049: 39,216 51,961 5,384 88,988 78,464 133,588 135,809: 25,461 23,240
Old : 159,049: 39,216 51,961 5,384 88,988 78,464 133,588 135,809: 25,461 23,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 6,436: -4,271 11,438 326 11,789 -3,322 7,844 8,442: -1,408 -2,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 32.7 3.4 56.0 49.3 84.0 85.4: 16.0 14.6
Old : 100.0: 24.7 32.7 3.4 56.0 49.3 84.0 85.4: 16.0 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 20 27 12 33 37 59 70:
Old : 103: 20 27 12 33 37 59 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 : 38.8 21.5 53.3 33.5 38.6 21.4 53.1 33.4
Old : 38.8 21.5 53.3 33.5 38.6 21.4 53.1 33.4
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 29, 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 : 158,298: 47,535 22,746 959 79,984 116,054 128,478 139,759: 29,820 18,539
Old : 158,298: 47,535 22,746 959 79,984 116,054 128,478 139,759: 29,820 18,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -10,953: -11,498 -6,706 -725 3,745 -3,829 -8,478 -11,260: -2,475 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 14.4 0.6 50.5 73.3 81.2 88.3: 18.8 11.7
Old : 100.0: 30.0 14.4 0.6 50.5 73.3 81.2 88.3: 18.8 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 : 113: 34 17 9 39 37 77 59:
Old : 113: 34 17 9 39 37 77 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 : 27.2 52.3 41.6 62.8 26.0 52.1 40.3 62.7
Old : 27.2 52.3 41.6 62.8 26.0 52.1 40.3 62.7
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 - Futures Only, September 29, 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 : 655,912: 241,967 53,851 6,752 319,362 554,998 568,081 615,601: 87,831 40,311
Old : 655,912: 241,967 53,851 6,752 319,362 554,998 568,081 615,601: 87,831 40,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -10,500: -5,082 -2,376 709 -4,786 -8,563 -9,159 -10,230: -1,341 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 8.2 1.0 48.7 84.6 86.6 93.9: 13.4 6.1
Old : 100.0: 36.9 8.2 1.0 48.7 84.6 86.6 93.9: 13.4 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 : 297: 105 37 30 121 79 235 137:
Old : 297: 105 37 30 121 79 235 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 66.9 25.4 75.8 14.9 66.5 24.8 75.4
Old : 15.3 66.9 25.4 75.8 14.9 66.5 24.8 75.4
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 29, 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 : 43,870: 9,695 32,909 1,084 30,707 6,763 41,486 40,756: 2,384 3,114
Old : 43,870: 9,695 32,909 1,084 30,707 6,763 41,486 40,756: 2,384 3,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 8,889: 4,164 3,584 1,076 3,587 4,195 8,827 8,855: 62 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 75.0 2.5 70.0 15.4 94.6 92.9: 5.4 7.1
Old : 100.0: 22.1 75.0 2.5 70.0 15.4 94.6 92.9: 5.4 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 : 59: 14 26 2 13 9 27 37:
Old : 59: 14 26 2 13 9 27 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 62.9 79.9 72.1 60.4 59.6 71.0 66.7
Old : 67.3 62.9 79.9 72.1 60.4 59.6 71.0 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 29, 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 : 35,923: 17,100 13,771 900 13,188 18,410 31,188 33,081: 4,735 2,842
Old : 35,923: 17,100 13,771 900 13,188 18,410 31,188 33,081: 4,735 2,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 707: 400 1,931 124 917 -1,490 1,441 565: -734 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 38.3 2.5 36.7 51.2 86.8 92.1: 13.2 7.9
Old : 100.0: 47.6 38.3 2.5 36.7 51.2 86.8 92.1: 13.2 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 : 86: 38 20 10 18 13 57 42:
Old : 86: 38 20 10 18 13 57 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 : 24.1 55.2 37.4 74.0 23.8 55.2 37.1 74.0
Old : 24.1 55.2 37.4 74.0 23.8 55.2 37.1 74.0
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 29, 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 : 12,923: 8,747 3,417 0 3,626 8,161 12,373 11,578: 550 1,345
Old : 12,923: 8,747 3,417 0 3,626 8,161 12,373 11,578: 550 1,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,387: 1,721 1,226 0 -207 -11 1,514 1,215: -127 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 26.4 0.0 28.1 63.2 95.7 89.6: 4.3 10.4
Old : 100.0: 67.7 26.4 0.0 28.1 63.2 95.7 89.6: 4.3 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 8 0 5 6 10 14:
Old : 23: 5 8 0 5 6 10 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 : 83.2 60.2 94.2 78.3 83.2 60.2 94.2 78.1
Old : 83.2 60.2 94.2 78.3 83.2 60.2 94.2 78.1
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 29, 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 : 9,121,419: 1,474,067 498,512 2,561,704 4,485,853 5,354,029 8,521,624 8,414,245: 599,795 707,174
Old : 9,121,419: 1,474,067 498,512 2,561,704 4,485,853 5,354,029 8,521,624 8,414,245: 599,795 707,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 169,386: -18,223 17,880 51,116 130,923 82,361 163,816 151,357: 5,570 18,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 5.5 28.1 49.2 58.7 93.4 92.2: 6.6 7.8
Old : 100.0: 16.2 5.5 28.1 49.2 58.7 93.4 92.2: 6.6 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 : 224: 58 39 80 109 105 204 193:
Old : 224: 58 39 80 109 105 204 193:
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 : 20.8 18.6 33.2 31.5 11.7 14.2 16.7 19.8
Old : 20.8 18.6 33.2 31.5 11.7 14.2 16.7 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, September 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 7,324: 4,119 6,170 556 0 70 4,675 6,796: 2,649 528
Old : 7,324: 4,119 6,170 556 0 70 4,675 6,796: 2,649 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -1,102: 41 -384 -719 -67 70 -745 -1,033: -357 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 84.2 7.6 0.0 1.0 63.8 92.8: 36.2 7.2
Old : 100.0: 56.2 84.2 7.6 0.0 1.0 63.8 92.8: 36.2 7.2
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 : 68: 40 25 12 0 1 49 31:
Old : 68: 40 25 12 0 1 49 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 : 29.4 62.9 38.9 75.0 29.0 62.9 37.2 73.6
Old : 29.4 62.9 38.9 75.0 29.0 62.9 37.2 73.6
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 29, 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 : 226,238: 20,023 32,337 40,455 165,475 153,341 225,953 226,133: 285 105
Old : 226,238: 20,023 32,337 40,455 165,475 153,341 225,953 226,133: 285 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 16,846: -1,113 5,362 -112 18,017 11,571 16,792 16,821: 54 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 14.3 17.9 73.1 67.8 99.9 100.0: 0.1 0.0
Old : 100.0: 8.9 14.3 17.9 73.1 67.8 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 : 66: 12 21 23 18 29 46 59:
Old : 66: 12 21 23 18 29 46 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 : 59.1 50.2 72.5 68.3 57.5 46.2 63.4 54.1
Old : 59.1 50.2 72.5 68.3 57.5 46.2 63.4 54.1
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 29, 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 : 192,406: 46,677 20,114 27,563 117,999 144,397 192,239 192,074: 167 332
Old : 192,406: 46,677 20,114 27,563 117,999 144,397 192,239 192,074: 167 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 16,526: 3,489 -4,202 3,781 9,165 16,867 16,435 16,446: 91 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 10.5 14.3 61.3 75.0 99.9 99.8: 0.1 0.2
Old : 100.0: 24.3 10.5 14.3 61.3 75.0 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: 18 19 25 23 32 50 67:
Old : 75: 18 19 25 23 32 50 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 47.4 67.4 64.8 46.4 45.6 62.8 62.8
Old : 47.3 47.4 67.4 64.8 46.4 45.6 62.8 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, September 29, 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 : 502,009: 75,232 60,600 6,701 365,996 379,896 447,930 447,198: 54,080 54,812
Old : 502,009: 75,232 60,600 6,701 365,996 379,896 447,930 447,198: 54,080 54,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -164: 5,305 866 -1,704 -3,167 3,504 434 2,666: -598 -2,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.1 1.3 72.9 75.7 89.2 89.1: 10.8 10.9
Old : 100.0: 15.0 12.1 1.3 72.9 75.7 89.2 89.1: 10.8 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 88 77 41 256 273 362 373:
Old : 543: 88 77 41 256 273 362 373:
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 : 15.9 20.5 24.0 30.2 14.9 20.5 21.9 30.2
Old : 15.9 20.5 24.0 30.2 14.9 20.5 21.9 30.2
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 29, 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 : 21,497: 215 4,125 0 18,663 12,077 18,878 16,202: 2,619 5,295
Old : 21,497: 215 4,125 0 18,663 12,077 18,878 16,202: 2,619 5,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,023: -257 -140 0 1,159 576 902 436: 121 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 19.2 0.0 86.8 56.2 87.8 75.4: 12.2 24.6
Old : 100.0: 1.0 19.2 0.0 86.8 56.2 87.8 75.4: 12.2 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 0 12 11 13 14:
Old : 25: 1 3 0 12 11 13 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 : 71.2 61.3 82.9 70.2 71.2 61.3 82.9 70.1
Old : 71.2 61.3 82.9 70.2 71.2 61.3 82.9 70.1
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 29, 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 : 2,473,492: 368,159 295,965 32,552 1,813,202 1,883,786 2,213,913 2,212,303: 259,579 261,189
Old : 2,473,492: 368,159 295,965 32,552 1,813,202 1,883,786 2,213,913 2,212,303: 259,579 261,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 541: 12,527 42 1,505 -27,585 14,668 -13,553 16,215: 14,094 -15,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 12.0 1.3 73.3 76.2 89.5 89.4: 10.5 10.6
Old : 100.0: 14.9 12.0 1.3 73.3 76.2 89.5 89.4: 10.5 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 543: 88 77 41 256 273 362 373:
Old : 543: 88 77 41 256 273 362 373:
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 : 16.1 20.6 24.4 30.4 15.1 20.6 22.2 30.4
Old : 16.1 20.6 24.4 30.4 15.1 20.6 22.2 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 29, 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 : 57,016: 9,813 1,337 47 37,882 51,885 47,742 53,269: 9,274 3,747
Old : 57,016: 9,813 1,337 47 37,882 51,885 47,742 53,269: 9,274 3,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -1,714: 77 268 -268 -1,126 -1,112 -1,317 -1,112: -397 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 2.3 0.1 66.4 91.0 83.7 93.4: 16.3 6.6
Old : 100.0: 17.2 2.3 0.1 66.4 91.0 83.7 93.4: 16.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 13 5 3 33 28 47 35:
Old : 68: 13 5 3 33 28 47 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 : 31.0 48.6 47.3 69.3 30.9 48.4 46.3 69.2
Old : 31.0 48.6 47.3 69.3 30.9 48.4 46.3 69.2
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 29, 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 : 55,119: 14,857 30,795 897 29,654 16,769 45,408 48,462: 9,711 6,657
Old : 55,119: 14,857 30,795 897 29,654 16,769 45,408 48,462: 9,711 6,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -11,284: -1,819 -12,743 205 -9,580 1,413 -11,194 -11,124: -90 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 55.9 1.6 53.8 30.4 82.4 87.9: 17.6 12.1
Old : 100.0: 27.0 55.9 1.6 53.8 30.4 82.4 87.9: 17.6 12.1
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 : 277: 56 57 21 98 103 165 171:
Old : 277: 56 57 21 98 103 165 171:
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 44.4 36.3 50.2 23.6 44.3 36.2 50.2
Old : 23.7 44.4 36.3 50.2 23.6 44.3 36.2 50.2
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 29, 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 : 275,596: 74,283 153,977 4,486 148,270 83,847 227,039 242,310: 48,557 33,286
Old : 275,596: 74,283 153,977 4,486 148,270 83,847 227,039 242,310: 48,557 33,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -56,421: -9,096 -63,713 1,027 -47,902 7,067 -55,971 -55,619: -450 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 55.9 1.6 53.8 30.4 82.4 87.9: 17.6 12.1
Old : 100.0: 27.0 55.9 1.6 53.8 30.4 82.4 87.9: 17.6 12.1
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 : 277: 56 57 21 98 103 165 171:
Old : 277: 56 57 21 98 103 165 171:
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 44.4 36.3 50.2 23.6 44.3 36.2 50.2
Old : 23.7 44.4 36.3 50.2 23.6 44.3 36.2 50.2
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 29, 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 : 128,448: 53,816 44,879 1,117 48,694 62,703 103,627 108,699: 24,821 19,749
Old : 128,448: 53,816 44,879 1,117 48,694 62,703 103,627 108,699: 24,821 19,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -4,766: -6,897 505 -22 3,543 -4,028 -3,376 -3,545: -1,390 -1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 34.9 0.9 37.9 48.8 80.7 84.6: 19.3 15.4
Old : 100.0: 41.9 34.9 0.9 37.9 48.8 80.7 84.6: 19.3 15.4
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 : 77: 24 12 7 29 26 55 43:
Old : 77: 24 12 7 29 26 55 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 60.9 47.6 69.1 39.2 60.6 47.6 68.8
Old : 39.2 60.9 47.6 69.1 39.2 60.6 47.6 68.8
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 29, 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 : 497,579: 89,846 81,234 3,724 383,801 393,926 477,371 478,884: 20,208 18,695
Old : 497,579: 89,846 81,234 3,724 383,801 393,926 477,371 478,884: 20,208 18,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -9,222: -5,496 -1,982 -979 -2,211 -7,010 -8,686 -9,971: -536 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 16.3 0.7 77.1 79.2 95.9 96.2: 4.1 3.8
Old : 100.0: 18.1 16.3 0.7 77.1 79.2 95.9 96.2: 4.1 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 : 337: 59 44 20 158 129 221 189:
Old : 337: 59 44 20 158 129 221 189:
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 : 15.9 22.0 27.7 35.3 14.1 21.4 24.3 33.8
Old : 15.9 22.0 27.7 35.3 14.1 21.4 24.3 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders - Futures Only, September 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 13,087: 591 686 74 11,844 11,931 12,509 12,691: 578 396
Old : 13,087: 591 686 74 11,844 11,931 12,509 12,691: 578 396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 39: 233 0 8 -226 -65 15 -57: 24 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.2 0.6 90.5 91.2 95.6 97.0: 4.4 3.0
Old : 100.0: 4.5 5.2 0.6 90.5 91.2 95.6 97.0: 4.4 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 : 21: 2 1 1 9 9 11 11:
Old : 21: 2 1 1 9 9 11 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 : 75.7 64.7 90.0 90.0 75.7 64.7 89.5 90.0
Old : 75.7 64.7 90.0 90.0 75.7 64.7 89.5 90.0
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 - Futures Only, September 29, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,714: 3,309 2,607 7 7,517 8,016 10,833 10,630: 3,881 4,084
Old : 14,714: 3,309 2,607 7 7,517 8,016 10,833 10,630: 3,881 4,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -26: 136 -1,034 7 -381 1,242 -238 215: 212 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 17.7 0.0 51.1 54.5 73.6 72.2: 26.4 27.8
Old : 100.0: 22.5 17.7 0.0 51.1 54.5 73.6 72.2: 26.4 27.8
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 : 23: 7 5 1 5 7 12 13:
Old : 23: 7 5 1 5 7 12 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 : 54.5 54.3 67.2 67.3 54.5 54.3 67.1 67.3
Old : 54.5 54.3 67.2 67.3 54.5 54.3 67.1 67.3
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 29, 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 : 39,994: 7,370 7,074 2 24,111 19,971 31,483 27,047: 8,511 12,947
Old : 39,994: 7,370 7,074 2 24,111 19,971 31,483 27,047: 8,511 12,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 4,094: -856 1,481 -2 4,467 4,401 3,609 5,880: 485 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 17.7 0.0 60.3 49.9 78.7 67.6: 21.3 32.4
Old : 100.0: 18.4 17.7 0.0 60.3 49.9 78.7 67.6: 21.3 32.4
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 : 65: 15 10 2 21 27 36 39:
Old : 65: 15 10 2 21 27 36 39:
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 : 34.3 20.2 50.3 33.3 32.9 20.0 48.4 33.1
Old : 34.3 20.2 50.3 33.3 32.9 20.0 48.4 33.1
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 29, 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 : 192,268: 61,125 3,164 6,274 124,651 182,142 192,050 191,580: 218 688
Old : 192,268: 61,125 3,164 6,274 124,651 182,142 192,050 191,580: 218 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,070: -1,469 219 296 2,252 555 1,079 1,070: -9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 1.6 3.3 64.8 94.7 99.9 99.6: 0.1 0.4
Old : 100.0: 31.8 1.6 3.3 64.8 94.7 99.9 99.6: 0.1 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 : 83: 30 5 6 40 27 73 36:
Old : 83: 30 5 6 40 27 73 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 : 37.2 61.1 53.8 85.0 31.4 55.2 47.7 71.9
Old : 37.2 61.1 53.8 85.0 31.4 55.2 47.7 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 02, 2020