BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 14,816: 0 3,869 1,629 12,266 8,706 13,896 14,205: 921 612
Old : 14,816: 0 3,869 1,629 12,266 8,706 13,896 14,205: 921 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 508: 0 -78 112 411 606 523 640: -15 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 26.1 11.0 82.8 58.8 93.8 95.9: 6.2 4.1
Old : 100.0: 0.0 26.1 11.0 82.8 58.8 93.8 95.9: 6.2 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 : 48: 0 11 5 33 26 38 37:
Old : 48: 0 11 5 33 26 38 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 : 40.0 36.7 59.4 58.5 39.1 35.1 53.6 54.5
Old : 40.0 36.7 59.4 58.5 39.1 35.1 53.6 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 40,842: 5,058 1,992 12,308 18,455 15,916 35,821 30,216: 5,021 10,626
Old : 40,842: 5,058 1,992 12,308 18,455 15,916 35,821 30,216: 5,021 10,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,443: 395 844 377 800 -182 1,572 1,038: -129 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.9 30.1 45.2 39.0 87.7 74.0: 12.3 26.0
Old : 100.0: 12.4 4.9 30.1 45.2 39.0 87.7 74.0: 12.3 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 22 13 26 34 30 66 59:
Old : 74: 22 13 26 34 30 66 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 : 30.6 26.2 47.6 40.8 19.8 14.9 26.4 20.5
Old : 30.6 26.2 47.6 40.8 19.8 14.9 26.4 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 14,147: 479 2,080 2,599 9,979 8,931 13,057 13,611: 1,089 536
Old : 14,147: 479 2,080 2,599 9,979 8,931 13,057 13,611: 1,089 536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 541: -44 -61 103 748 612 807 653: -266 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 14.7 18.4 70.5 63.1 92.3 96.2: 7.7 3.8
Old : 100.0: 3.4 14.7 18.4 70.5 63.1 92.3 96.2: 7.7 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 : 51: 5 8 8 36 26 47 36:
Old : 51: 5 8 8 36 26 47 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 : 27.1 53.3 44.9 71.7 20.7 42.2 31.7 49.7
Old : 27.1 53.3 44.9 71.7 20.7 42.2 31.7 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 12,168: 5,273 793 1,574 4,784 6,734 11,631 9,101: 537 3,067
Old : 12,168: 5,273 793 1,574 4,784 6,734 11,631 9,101: 537 3,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 607: -398 224 216 680 223 498 663: 109 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 6.5 12.9 39.3 55.3 95.6 74.8: 4.4 25.2
Old : 100.0: 43.3 6.5 12.9 39.3 55.3 95.6 74.8: 4.4 25.2
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 : 36: 7 2 7 18 22 26 30:
Old : 36: 7 2 7 18 22 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 37.5 83.8 52.1 61.4 35.2 73.4 45.2
Old : 62.5 37.5 83.8 52.1 61.4 35.2 73.4 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 401,518: 95,606 65,908 139,739 135,179 157,082 370,524 362,728: 30,995 38,790
Old : 379,580: 92,095 67,021 132,325 127,762 143,935 352,182 343,281: 27,398 36,299
Other: 21,939: 6,763 2,139 4,161 7,418 13,147 18,342 19,447: 3,597 2,491
: : :
: : Changes in Commitments from: January 28, 2020 :
: 15,468: 6,451 6,016 11,009 -2,066 -1,205 15,394 15,820: 74 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.4 34.8 33.7 39.1 92.3 90.3: 7.7 9.7
Old : 100.0: 24.3 17.7 34.9 33.7 37.9 92.8 90.4: 7.2 9.6
Other: 100.0: 30.8 9.8 19.0 33.8 59.9 83.6 88.6: 16.4 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 131 106 145 94 99 298 291:
Old : 361: 129 110 142 93 99 292 290:
Other: 115: 34 17 23 40 46 86 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 18.3 22.0 26.2 10.1 14.0 16.6 18.4
Old : 13.4 17.9 22.9 25.8 10.5 13.5 17.5 18.0
Other: 19.9 36.0 31.8 49.4 17.6 32.8 26.9 41.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 400,107: 112,840 30,580 108,106 147,968 209,216 368,914 347,902: 31,193 52,205
Old : 400,107: 112,840 30,580 108,106 147,968 209,216 368,914 347,902: 31,193 52,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -24,747: -18,363 -6,363 -3,588 -6,280 -10,339 -28,231 -20,290: 3,485 -4,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 7.6 27.0 37.0 52.3 92.2 87.0: 7.8 13.0
Old : 100.0: 28.2 7.6 27.0 37.0 52.3 92.2 87.0: 7.8 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 : 426: 142 80 145 149 171 363 336:
Old : 426: 142 80 145 149 171 363 336:
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 : 13.6 16.6 22.0 26.7 13.5 16.0 21.5 24.5
Old : 13.6 16.6 22.0 26.7 13.5 16.0 21.5 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 3,682: 1,486 506 500 640 1,793 2,626 2,799: 1,056 883
Old : 3,682: 1,486 506 500 640 1,793 2,626 2,799: 1,056 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 45: -79 11 20 82 -41 23 -10: 22 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 13.8 13.6 17.4 48.7 71.3 76.0: 28.7 24.0
Old : 100.0: 40.4 13.8 13.6 17.4 48.7 71.3 76.0: 28.7 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 8 10 11 14 35 28:
Old : 47: 18 8 10 11 14 35 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 : 26.0 33.2 41.8 47.2 23.3 32.8 37.4 44.6
Old : 26.0 33.2 41.8 47.2 23.3 32.8 37.4 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 64,031: 15,906 15,377 24,966 12,702 9,165 53,573 49,508: 10,458 14,523
Old : 64,031: 15,906 15,377 24,966 12,702 9,165 53,573 49,508: 10,458 14,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 2,375: -1,808 2,296 1,624 1,168 -376 985 3,544: 1,391 -1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 24.0 39.0 19.8 14.3 83.7 77.3: 16.3 22.7
Old : 100.0: 24.8 24.0 39.0 19.8 14.3 83.7 77.3: 16.3 22.7
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 : 219: 54 57 74 65 69 163 172:
Old : 219: 54 57 74 65 69 163 172:
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 13.8 29.3 21.2 14.8 8.6 19.7 14.8
Old : 18.9 13.8 29.3 21.2 14.8 8.6 19.7 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 26,422: 1,841 3,564 5,276 18,613 15,894 25,730 24,734: 692 1,688
Old : 26,422: 1,841 3,564 5,276 18,613 15,894 25,730 24,734: 692 1,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 15: 121 338 -186 221 -131 156 21: -142 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 13.5 20.0 70.4 60.2 97.4 93.6: 2.6 6.4
Old : 100.0: 7.0 13.5 20.0 70.4 60.2 97.4 93.6: 2.6 6.4
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 : 72: 16 16 16 31 29 59 49:
Old : 72: 16 16 16 31 29 59 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 34.5 66.4 49.6 47.9 30.7 58.0 42.2
Old : 47.9 34.5 66.4 49.6 47.9 30.7 58.0 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 50,702: 27,325 910 0 21,268 48,380 48,593 49,290: 2,109 1,412
Old : 50,702: 27,325 910 0 21,268 48,380 48,593 49,290: 2,109 1,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -3,045: -4,372 -1,640 0 976 -1,220 -3,396 -2,860: 351 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 1.8 0.0 41.9 95.4 95.8 97.2: 4.2 2.8
Old : 100.0: 53.9 1.8 0.0 41.9 95.4 95.8 97.2: 4.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 24 4 0 12 8 36 12:
Old : 44: 24 4 0 12 8 36 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 : 62.1 88.6 78.8 96.5 62.0 88.4 78.8 96.3
Old : 62.1 88.6 78.8 96.5 62.0 88.4 78.8 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 189,407: 66,629 50,125 7,967 70,882 108,125 145,477 166,216: 43,929 23,191
Old : 189,407: 66,629 50,125 7,967 70,882 108,125 145,477 166,216: 43,929 23,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -9,199: -8,896 7,675 351 -4,480 -17,388 -13,025 -9,363: 3,826 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 26.5 4.2 37.4 57.1 76.8 87.8: 23.2 12.2
Old : 100.0: 35.2 26.5 4.2 37.4 57.1 76.8 87.8: 23.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 30 22 16 40 38 77 70:
Old : 111: 30 22 16 40 38 77 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 : 22.5 41.3 33.8 57.3 22.2 40.9 31.4 56.3
Old : 22.5 41.3 33.8 57.3 22.2 40.9 31.4 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 52,602: 14,551 9,652 1,276 23,472 23,231 39,299 34,158: 13,304 18,444
Old : 52,602: 14,551 9,652 1,276 23,472 23,231 39,299 34,158: 13,304 18,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -1,895: 1,288 -27 -45 -2,226 981 -983 909: -911 -2,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 18.3 2.4 44.6 44.2 74.7 64.9: 25.3 35.1
Old : 100.0: 27.7 18.3 2.4 44.6 44.2 74.7 64.9: 25.3 35.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 9 11 3 20 24 30 37:
Old : 55: 9 11 3 20 24 30 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 : 38.2 25.4 50.7 34.7 38.2 25.4 50.7 34.6
Old : 38.2 25.4 50.7 34.7 38.2 25.4 50.7 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 309,308: 206,605 41,350 2,737 91,721 261,853 301,063 305,940: 8,246 3,369
Old : 309,308: 206,605 41,350 2,737 91,721 261,853 301,063 305,940: 8,246 3,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,095: -736 4,388 934 2,888 -1,560 3,086 3,762: 9 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 13.4 0.9 29.7 84.7 97.3 98.9: 2.7 1.1
Old : 100.0: 66.8 13.4 0.9 29.7 84.7 97.3 98.9: 2.7 1.1
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 : 193: 98 37 13 28 40 132 84:
Old : 193: 98 37 13 28 40 132 84:
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 : 34.2 69.5 48.8 78.4 34.0 68.8 48.5 77.6
Old : 34.2 69.5 48.8 78.4 34.0 68.8 48.5 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 227,665: 60,680 47,180 16,302 118,359 136,726 195,341 200,208: 32,324 27,456
Old : 227,665: 60,680 47,180 16,302 118,359 136,726 195,341 200,208: 32,324 27,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 4,243: -2,635 1,688 1,957 5,969 3,323 5,291 6,968: -1,047 -2,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 20.7 7.2 52.0 60.1 85.8 87.9: 14.2 12.1
Old : 100.0: 26.7 20.7 7.2 52.0 60.1 85.8 87.9: 14.2 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 : 130: 32 27 19 46 47 87 84:
Old : 130: 32 27 19 46 47 87 84:
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 28.0 38.3 37.9 25.6 27.8 38.2 36.8
Old : 25.7 28.0 38.3 37.9 25.6 27.8 38.2 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 219,095: 57,063 84,226 14,762 119,720 81,630 191,545 180,618: 27,550 38,477
Old : 219,095: 57,063 84,226 14,762 119,720 81,630 191,545 180,618: 27,550 38,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 7,358: 12,088 742 -289 -3,691 7,724 8,108 8,177: -750 -819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 38.4 6.7 54.6 37.3 87.4 82.4: 12.6 17.6
Old : 100.0: 26.0 38.4 6.7 54.6 37.3 87.4 82.4: 12.6 17.6
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 : 144: 31 50 21 40 45 85 103:
Old : 144: 31 50 21 40 45 85 103:
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 : 39.7 21.4 50.0 32.6 39.1 21.4 48.4 30.1
Old : 39.7 21.4 50.0 32.6 39.1 21.4 48.4 30.1
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 with Delta-adjusted Options and Futures Combined, February 04, 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 : 651,676: 167,699 247,676 38,394 346,268 305,143 552,361 591,213: 99,314 60,463
Old : 651,676: 167,699 247,676 38,394 346,268 305,143 552,361 591,213: 99,314 60,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -3,481: -10,186 3,693 -2,443 9,182 -6,692 -3,447 -5,442: -34 1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 38.0 5.9 53.1 46.8 84.8 90.7: 15.2 9.3
Old : 100.0: 25.7 38.0 5.9 53.1 46.8 84.8 90.7: 15.2 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 85 83 50 105 87 211 199:
Old : 311: 85 83 50 105 87 211 199:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 28.9 27.4 40.5 16.0 28.9 26.4 40.5
Old : 16.6 28.9 27.4 40.5 16.0 28.9 26.4 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 23,841: 3,642 4,117 695 7,219 12,054 11,556 16,866: 12,285 6,975
Old : 23,841: 3,642 4,117 695 7,219 12,054 11,556 16,866: 12,285 6,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 272: -33 17 33 9 119 9 169: 263 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 17.3 2.9 30.3 50.6 48.5 70.7: 51.5 29.3
Old : 100.0: 15.3 17.3 2.9 30.3 50.6 48.5 70.7: 51.5 29.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 3 1 11 10 16 14:
Old : 22: 5 3 1 11 10 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 38.0 34.9 59.0 19.6 37.1 30.5 55.7
Old : 21.3 38.0 34.9 59.0 19.6 37.1 30.5 55.7
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 with Delta-adjusted Options and Futures Combined, February 04, 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 : 46,403: 9,198 39,534 377 34,297 4,470 43,872 44,381: 2,531 2,022
Old : 46,403: 9,198 39,534 377 34,297 4,470 43,872 44,381: 2,531 2,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -4,844: -4,123 2,589 -371 -148 -6,784 -4,642 -4,566: -202 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 85.2 0.8 73.9 9.6 94.5 95.6: 5.5 4.4
Old : 100.0: 19.8 85.2 0.8 73.9 9.6 94.5 95.6: 5.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 26 2 9 10 25 37:
Old : 58: 15 26 2 9 10 25 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 : 74.3 64.9 84.5 75.2 73.8 64.3 84.0 74.6
Old : 74.3 64.9 84.5 75.2 73.8 64.3 84.0 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 44,344: 19,233 20,791 1,209 19,496 16,650 39,939 38,651: 4,406 5,694
Old : 44,344: 19,233 20,791 1,209 19,496 16,650 39,939 38,651: 4,406 5,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -2,740: -4,130 -31 -18 809 -3,394 -3,338 -3,442: 599 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 46.9 2.7 44.0 37.5 90.1 87.2: 9.9 12.8
Old : 100.0: 43.4 46.9 2.7 44.0 37.5 90.1 87.2: 9.9 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 30 34 11 23 14 57 55:
Old : 95: 30 34 11 23 14 57 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 : 24.0 43.7 38.9 62.1 24.0 43.6 38.8 61.9
Old : 24.0 43.7 38.9 62.1 24.0 43.6 38.8 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 16,207: 12,870 1,869 0 1,923 12,842 14,793 14,711: 1,414 1,496
Old : 16,207: 12,870 1,869 0 1,923 12,842 14,793 14,711: 1,414 1,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -1,812: -2,753 -868 -68 1,023 -911 -1,798 -1,847: -14 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 11.5 0.0 11.9 79.2 91.3 90.8: 8.7 9.2
Old : 100.0: 79.4 11.5 0.0 11.9 79.2 91.3 90.8: 8.7 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 : 23: 9 4 0 3 7 12 11:
Old : 23: 9 4 0 3 7 12 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 : 72.8 78.0 86.5 88.4 72.8 78.0 86.5 88.4
Old : 72.8 78.0 86.5 88.4 72.8 78.0 86.5 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 :21,719,569: 1,757,647 690,875 10,791,144 8,456,606 9,334,550 21,005,397 20,816,569: 714,172 903,000
Old :21,719,569: 1,757,647 690,875 10,791,144 8,456,606 9,334,550 21,005,397 20,816,569: 714,172 903,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,028,286: 86,328 121,617 655,588 283,355 226,873 1,025,271 1,004,078: 3,014 24,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.2 49.7 38.9 43.0 96.7 95.8: 3.3 4.2
Old : 100.0: 8.1 3.2 49.7 38.9 43.0 96.7 95.8: 3.3 4.2
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 : 275: 81 60 119 121 125 261 249:
Old : 275: 81 60 119 121 125 261 249:
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 : 19.2 23.2 32.6 35.5 8.6 13.4 12.5 15.9
Old : 19.2 23.2 32.6 35.5 8.6 13.4 12.5 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,412: 2,307 3,791 225 0 0 2,532 4,016: 1,880 396
Old : 4,412: 2,307 3,791 225 0 0 2,532 4,016: 1,880 396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -604: -311 -380 -177 0 0 -487 -557: -117 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 85.9 5.1 0.0 0.0 57.4 91.0: 42.6 9.0
Old : 100.0: 52.3 85.9 5.1 0.0 0.0 57.4 91.0: 42.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 32 15 5 0 0 34 18:
Old : 47: 32 15 5 0 0 34 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 : 20.2 59.5 31.1 75.3 17.6 59.4 26.4 75.2
Old : 20.2 59.5 31.1 75.3 17.6 59.4 26.4 75.2
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 with Delta-adjusted Options and Futures Combined, February 04, 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 : 153,153: 24,480 21,180 28,048 99,274 102,334 151,803 151,562: 1,350 1,590
Old : 153,153: 24,480 21,180 28,048 99,274 102,334 151,803 151,562: 1,350 1,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -1,385: -3,137 1,274 -4,416 6,042 1,511 -1,510 -1,632: 126 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.8 18.3 64.8 66.8 99.1 99.0: 0.9 1.0
Old : 100.0: 16.0 13.8 18.3 64.8 66.8 99.1 99.0: 0.9 1.0
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 : 56: 18 15 24 10 17 38 47:
Old : 56: 18 15 24 10 17 38 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.6 55.5 89.2 70.2 63.0 46.8 67.5 57.9
Old : 79.6 55.5 89.2 70.2 63.0 46.8 67.5 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 177,293: 55,851 35,425 37,887 83,484 103,134 177,222 176,446: 71 847
Old : 177,293: 55,851 35,425 37,887 83,484 103,134 177,222 176,446: 71 847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -61,953: -6,376 -21,641 -11,116 -44,477 -28,882 -61,969 -61,639: 16 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 20.0 21.4 47.1 58.2 100.0 99.5: 0.0 0.5
Old : 100.0: 31.5 20.0 21.4 47.1 58.2 100.0 99.5: 0.0 0.5
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 : 75: 16 26 22 18 28 44 66:
Old : 75: 16 26 22 18 28 44 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 34.5 78.0 50.3 44.2 25.6 57.4 36.7
Old : 58.9 34.5 78.0 50.3 44.2 25.6 57.4 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 770,580: 87,316 78,610 141,662 451,993 464,828 680,971 685,100: 89,609 85,481
Old : 770,580: 87,316 78,610 141,662 451,993 464,828 680,971 685,100: 89,609 85,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -16,898: 3,476 532 -10,264 -11,699 -8,282 -18,487 -18,014: 1,589 1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 10.2 18.4 58.7 60.3 88.4 88.9: 11.6 11.1
Old : 100.0: 11.3 10.2 18.4 58.7 60.3 88.4 88.9: 11.6 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 631: 132 131 145 282 286 493 483:
Old : 631: 132 131 145 282 286 493 483:
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 : 14.0 16.5 22.9 27.7 9.1 11.1 14.5 16.9
Old : 14.0 16.5 22.9 27.7 9.1 11.1 14.5 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 66,440: 5,929 5,293 12,222 26,820 26,974 44,971 44,489: 21,469 21,952
Old : 66,440: 5,929 5,293 12,222 26,820 26,974 44,971 44,489: 21,469 21,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 676: -328 2,456 -773 1,649 -2,516 549 -833: 127 1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.0 18.4 40.4 40.6 67.7 67.0: 32.3 33.0
Old : 100.0: 8.9 8.0 18.4 40.4 40.6 67.7 67.0: 32.3 33.0
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 : 51: 10 16 18 18 22 42 42:
Old : 51: 10 16 18 18 22 42 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 : 25.5 22.0 41.8 36.0 21.6 17.0 31.3 27.6
Old : 25.5 22.0 41.8 36.0 21.6 17.0 31.3 27.6
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 with Delta-adjusted Options and Futures Combined, February 04, 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 : 15,668: 215 202 6 9,722 14,495 9,943 14,703: 5,725 965
Old : 15,668: 215 202 6 9,722 14,495 9,943 14,703: 5,725 965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 653: 215 202 6 -2,610 394 -2,389 602: 3,042 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.3 0.0 62.1 92.5 63.5 93.8: 36.5 6.2
Old : 100.0: 1.4 1.3 0.0 62.1 92.5 63.5 93.8: 36.5 6.2
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 : 23: 1 1 1 11 12 12 14:
Old : 23: 1 1 1 11 12 12 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 : 49.5 77.9 60.0 86.6 49.5 77.9 60.0 86.0
Old : 49.5 77.9 60.0 86.6 49.5 77.9 60.0 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 3,520,700: 445,072 404,717 609,065 2,125,863 2,189,271 3,180,000 3,203,054: 340,699 317,646
Old : 3,520,700: 445,072 404,717 609,065 2,125,863 2,189,271 3,180,000 3,203,054: 340,699 317,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -87,869: 28,973 334 -57,414 -66,742 -28,826 -95,182 -85,906: 7,314 -1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.5 17.3 60.4 62.2 90.3 91.0: 9.7 9.0
Old : 100.0: 12.6 11.5 17.3 60.4 62.2 90.3 91.0: 9.7 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 614: 128 124 136 277 280 477 468:
Old : 614: 128 124 136 277 280 477 468:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 17.0 23.7 28.7 9.9 13.0 15.7 19.0
Old : 14.4 17.0 23.7 28.7 9.9 13.0 15.7 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 31,832: 1,494 3,495 0 27,264 24,383 28,758 27,878: 3,074 3,954
Old : 31,832: 1,494 3,495 0 27,264 24,383 28,758 27,878: 3,074 3,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,578: 650 470 0 1,023 401 1,673 871: -95 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 11.0 0.0 85.6 76.6 90.3 87.6: 9.7 12.4
Old : 100.0: 4.7 11.0 0.0 85.6 76.6 90.3 87.6: 9.7 12.4
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 : 28: 4 4 0 9 13 13 17:
Old : 28: 4 4 0 9 13 13 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 : 75.1 61.4 85.5 77.6 72.8 61.4 82.4 76.9
Old : 75.1 61.4 85.5 77.6 72.8 61.4 82.4 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 Technology Ind :
: : :
All : 10,970: 0 676 0 8,805 9,769 8,805 10,445: 2,165 525
Old : 10,970: 0 676 0 8,805 9,769 8,805 10,445: 2,165 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -21: -239 -159 0 -158 119 -397 -40: 376 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 0.0 80.3 89.1 80.3 95.2: 19.7 4.8
Old : 100.0: 0.0 6.2 0.0 80.3 89.1 80.3 95.2: 19.7 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 0 11 11 11 14:
Old : 22: 0 3 0 11 11 11 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 : 60.7 71.5 75.3 85.4 59.7 71.5 74.3 85.4
Old : 60.7 71.5 75.3 85.4 59.7 71.5 74.3 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 Utilities Inde :
: : :
All : 13,737: 1,320 1,400 0 9,206 9,153 10,526 10,553: 3,211 3,184
Old : 13,737: 1,320 1,400 0 9,206 9,153 10,526 10,553: 3,211 3,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 321: 17 608 0 174 -2,399 191 -1,791: 130 2,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.2 0.0 67.0 66.6 76.6 76.8: 23.4 23.2
Old : 100.0: 9.6 10.2 0.0 67.0 66.6 76.6 76.8: 23.4 23.2
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 : 24: 3 2 0 11 10 14 12:
Old : 24: 3 2 0 11 10 14 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 : 42.9 52.2 60.7 70.2 42.3 48.0 58.9 65.0
Old : 42.9 52.2 60.7 70.2 42.3 48.0 58.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 77,951: 17,016 3,567 559 49,898 69,793 67,473 73,919: 10,478 4,032
Old : 77,951: 17,016 3,567 559 49,898 69,793 67,473 73,919: 10,478 4,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,061: 365 -661 -522 2,525 1,636 2,368 453: -1,307 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.6 0.7 64.0 89.5 86.6 94.8: 13.4 5.2
Old : 100.0: 21.8 4.6 0.7 64.0 89.5 86.6 94.8: 13.4 5.2
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 : 80: 16 4 6 38 35 55 44:
Old : 80: 16 4 6 38 35 55 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 41.8 48.5 62.4 31.5 41.7 48.3 62.2
Old : 31.6 41.8 48.5 62.4 31.5 41.7 48.3 62.2
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 with Delta-adjusted Options and Futures Combined, February 04, 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 : 47,800: 14,127 9,558 6,447 19,580 21,555 40,154 37,559: 7,646 10,241
Old : 47,800: 14,127 9,558 6,447 19,580 21,555 40,154 37,559: 7,646 10,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 736: -100 337 1,084 301 -1,168 1,285 252: -549 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 20.0 13.5 41.0 45.1 84.0 78.6: 16.0 21.4
Old : 100.0: 29.6 20.0 13.5 41.0 45.1 84.0 78.6: 16.0 21.4
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 : 281: 72 65 38 90 89 182 173:
Old : 281: 72 65 38 90 89 182 173:
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 : 15.0 16.8 24.8 25.4 12.1 11.2 19.6 18.2
Old : 15.0 16.8 24.8 25.4 12.1 11.2 19.6 18.2
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 with Delta-adjusted Options and Futures Combined, February 04, 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 : 239,002: 70,636 47,788 32,234 97,900 107,774 200,770 187,796: 38,232 51,206
Old : 239,002: 70,636 47,788 32,234 97,900 107,774 200,770 187,796: 38,232 51,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,682: -499 1,685 5,419 1,506 -5,842 6,426 1,262: -2,745 2,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 20.0 13.5 41.0 45.1 84.0 78.6: 16.0 21.4
Old : 100.0: 29.6 20.0 13.5 41.0 45.1 84.0 78.6: 16.0 21.4
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 : 281: 72 65 38 90 89 182 173:
Old : 281: 72 65 38 90 89 182 173:
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 : 15.0 16.8 24.8 25.4 12.1 11.2 19.6 18.2
Old : 15.0 16.8 24.8 25.4 12.1 11.2 19.6 18.2
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 with Delta-adjusted Options and Futures Combined, February 04, 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 : 200,365: 47,323 91,915 12,247 107,220 58,050 166,791 162,213: 33,574 38,152
Old : 200,365: 47,323 91,915 12,247 107,220 58,050 166,791 162,213: 33,574 38,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 25,998: 3,688 18,803 1,242 21,763 3,989 26,693 24,035: -695 1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 45.9 6.1 53.5 29.0 83.2 81.0: 16.8 19.0
Old : 100.0: 23.6 45.9 6.1 53.5 29.0 83.2 81.0: 16.8 19.0
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 : 110: 26 40 19 27 37 62 87:
Old : 110: 26 40 19 27 37 62 87:
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 : 43.0 21.9 56.0 31.9 41.7 21.8 53.8 31.4
Old : 43.0 21.9 56.0 31.9 41.7 21.8 53.8 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 502,150: 121,867 68,260 15,842 339,214 398,845 476,923 482,948: 25,227 19,202
Old : 502,150: 121,867 68,260 15,842 339,214 398,845 476,923 482,948: 25,227 19,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -5,289: -10,153 -5,285 -1,153 6,593 -2,127 -4,713 -8,565: -576 3,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 13.6 3.2 67.6 79.4 95.0 96.2: 5.0 3.8
Old : 100.0: 24.3 13.6 3.2 67.6 79.4 95.0 96.2: 5.0 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 : 307: 69 43 29 138 111 214 176:
Old : 307: 69 43 29 138 111 214 176:
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 : 17.6 20.5 29.5 35.9 16.7 20.1 27.7 35.3
Old : 17.6 20.5 29.5 35.9 16.7 20.1 27.7 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 17,556: 2,169 8,064 23 9,634 6,755 11,826 14,842: 5,730 2,714
Old : 17,556: 2,169 8,064 23 9,634 6,755 11,826 14,842: 5,730 2,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -3,425: -2,165 -2,353 -12 -1,109 -495 -3,286 -2,860: -139 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 45.9 0.1 54.9 38.5 67.4 84.5: 32.6 15.5
Old : 100.0: 12.4 45.9 0.1 54.9 38.5 67.4 84.5: 32.6 15.5
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 : 26: 4 9 1 10 5 15 14:
Old : 26: 4 9 1 10 5 15 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 : 45.6 55.1 60.2 74.6 45.6 55.0 60.0 74.4
Old : 45.6 55.1 60.2 74.6 45.6 55.0 60.0 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 51,361: 14,081 7,394 432 27,145 9,598 41,658 17,424: 9,703 33,937
Old : 51,361: 14,081 7,394 432 27,145 9,598 41,658 17,424: 9,703 33,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -6,294: -6,538 -92 65 -1,231 265 -7,704 238: 1,410 -6,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 14.4 0.8 52.9 18.7 81.1 33.9: 18.9 66.1
Old : 100.0: 27.4 14.4 0.8 52.9 18.7 81.1 33.9: 18.9 66.1
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 : 69: 17 10 4 32 17 49 31:
Old : 69: 17 10 4 32 17 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 : 23.9 12.3 40.0 21.3 23.8 12.3 39.8 21.3
Old : 23.9 12.3 40.0 21.3 23.8 12.3 39.8 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 91,360: 29,058 4,581 909 61,369 85,816 91,336 91,306: 24 54
Old : 91,360: 29,058 4,581 909 61,369 85,816 91,336 91,306: 24 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,089: 1,804 100 -47 1,332 3,043 3,089 3,096: 0 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 5.0 1.0 67.2 93.9 100.0 99.9: 0.0 0.1
Old : 100.0: 31.8 5.0 1.0 67.2 93.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 14 2 4 27 19 42 24:
Old : 49: 14 2 4 27 19 42 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 : 39.7 58.8 61.3 85.3 34.4 50.1 51.6 66.0
Old : 39.7 58.8 61.3 85.3 34.4 50.1 51.6 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 07, 2020