BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 13,951: 66 3,570 1,571 11,472 8,210 13,109 13,351: 841 599
Old : 13,951: 66 3,570 1,571 11,472 8,210 13,109 13,351: 841 599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -866: 66 -298 -58 -794 -496 -786 -853: -79 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 25.6 11.3 82.2 58.9 94.0 95.7: 6.0 4.3
Old : 100.0: 0.5 25.6 11.3 82.2 58.9 94.0 95.7: 6.0 4.3
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 : 48: 2 9 7 32 26 39 37:
Old : 48: 2 9 7 32 26 39 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 : 38.9 36.2 57.2 59.6 37.9 34.6 52.5 56.3
Old : 38.9 36.2 57.2 59.6 37.9 34.6 52.5 56.3
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 with Delta-adjusted Options and Futures Combined, February 11, 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 : 35,837: 4,940 2,012 9,886 16,269 14,481 31,095 26,379: 4,742 9,458
Old : 35,837: 4,940 2,012 9,886 16,269 14,481 31,095 26,379: 4,742 9,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -5,005: -118 20 -2,422 -2,186 -1,435 -4,726 -3,838: -279 -1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 5.6 27.6 45.4 40.4 86.8 73.6: 13.2 26.4
Old : 100.0: 13.8 5.6 27.6 45.4 40.4 86.8 73.6: 13.2 26.4
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: 20 18 27 32 29 65 61:
Old : 77: 20 18 27 32 29 65 61:
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 : 30.8 28.4 48.9 41.3 21.5 14.9 29.5 21.8
Old : 30.8 28.4 48.9 41.3 21.5 14.9 29.5 21.8
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 11, 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 : 13,637: 405 1,948 2,549 9,596 8,644 12,550 13,141: 1,087 496
Old : 13,637: 405 1,948 2,549 9,596 8,644 12,550 13,141: 1,087 496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -509: -74 -132 -50 -383 -287 -507 -470: -2 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 14.3 18.7 70.4 63.4 92.0 96.4: 8.0 3.6
Old : 100.0: 3.0 14.3 18.7 70.4 63.4 92.0 96.4: 8.0 3.6
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 : 52: 6 8 8 35 26 47 36:
Old : 52: 6 8 8 35 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 : 27.7 56.6 44.1 73.8 20.7 46.1 32.1 53.5
Old : 27.7 56.6 44.1 73.8 20.7 46.1 32.1 53.5
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 11, 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 : 11,871: 4,657 792 1,839 4,814 6,387 11,310 9,018: 561 2,853
Old : 11,871: 4,657 792 1,839 4,814 6,387 11,310 9,018: 561 2,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -297: -616 0 265 29 -348 -322 -83: 25 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 6.7 15.5 40.6 53.8 95.3 76.0: 4.7 24.0
Old : 100.0: 39.2 6.7 15.5 40.6 53.8 95.3 76.0: 4.7 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 : 37: 8 2 8 18 22 27 31:
Old : 37: 8 2 8 18 22 27 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 : 59.5 35.7 82.3 53.1 58.4 34.3 70.8 44.4
Old : 59.5 35.7 82.3 53.1 58.4 34.3 70.8 44.4
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 11, 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 : 390,968: 94,714 67,839 136,278 129,300 151,234 360,292 355,351: 30,676 35,617
Old : 368,428: 91,589 69,096 128,225 121,560 138,121 341,374 335,443: 27,054 32,985
Other: 22,540: 7,059 2,677 4,119 7,740 13,113 18,918 19,908: 3,622 2,632
: : :
: : Changes in Commitments from: February 4, 2020 :
: -10,551: -892 1,931 -3,460 -5,879 -5,848 -10,232 -7,377: -319 -3,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 17.4 34.9 33.1 38.7 92.2 90.9: 7.8 9.1
Old : 100.0: 24.9 18.8 34.8 33.0 37.5 92.7 91.0: 7.3 9.0
Other: 100.0: 31.3 11.9 18.3 34.3 58.2 83.9 88.3: 16.1 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 126 108 147 93 98 297 293:
Old : 360: 124 114 145 92 98 291 292:
Other: 118: 37 19 24 38 47 86 80:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 17.8 21.3 25.6 9.9 14.0 16.6 18.4
Old : 12.6 17.3 22.1 25.3 10.4 13.5 17.5 18.2
Other: 20.4 36.5 33.2 49.3 18.6 33.4 28.2 41.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 378,762: 100,161 33,872 96,688 142,873 194,736 339,722 325,297: 39,040 53,466
Old : 378,762: 100,161 33,872 96,688 142,873 194,736 339,722 325,297: 39,040 53,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -21,345: -12,679 3,292 -11,417 -5,095 -14,480 -29,192 -22,605: 7,847 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.9 25.5 37.7 51.4 89.7 85.9: 10.3 14.1
Old : 100.0: 26.4 8.9 25.5 37.7 51.4 89.7 85.9: 10.3 14.1
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 : 408: 130 75 133 144 161 340 319:
Old : 408: 130 75 133 144 161 340 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 16.5 23.5 27.0 14.3 16.3 22.7 24.3
Old : 14.4 16.5 23.5 27.0 14.3 16.3 22.7 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,464: 1,826 565 599 733 2,192 3,158 3,356: 1,306 1,107
Old : 4,464: 1,826 565 599 733 2,192 3,158 3,356: 1,306 1,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 782: 340 59 99 93 400 532 558: 250 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 12.7 13.4 16.4 49.1 70.7 75.2: 29.3 24.8
Old : 100.0: 40.9 12.7 13.4 16.4 49.1 70.7 75.2: 29.3 24.8
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 : 49: 19 11 11 9 15 34 32:
Old : 49: 19 11 11 9 15 34 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 : 23.4 30.4 38.3 45.4 20.4 29.0 33.9 42.1
Old : 23.4 30.4 38.3 45.4 20.4 29.0 33.9 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 65,360: 16,594 16,790 24,958 12,780 8,950 54,331 50,699: 11,029 14,662
Old : 65,360: 16,594 16,790 24,958 12,780 8,950 54,331 50,699: 11,029 14,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,329: 688 1,413 -8 78 -215 758 1,190: 571 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 25.7 38.2 19.6 13.7 83.1 77.6: 16.9 22.4
Old : 100.0: 25.4 25.7 38.2 19.6 13.7 83.1 77.6: 16.9 22.4
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 : 211: 54 58 71 62 61 157 163:
Old : 211: 54 58 71 62 61 157 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 14.4 30.2 22.3 14.4 8.9 19.3 16.2
Old : 19.4 14.4 30.2 22.3 14.4 8.9 19.3 16.2
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 11, 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 : 22,822: 1,007 4,154 3,781 17,383 13,554 22,171 21,489: 651 1,332
Old : 22,822: 1,007 4,154 3,781 17,383 13,554 22,171 21,489: 651 1,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -3,600: -835 589 -1,495 -1,230 -2,340 -3,559 -3,245: -41 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 18.2 16.6 76.2 59.4 97.1 94.2: 2.9 5.8
Old : 100.0: 4.4 18.2 16.6 76.2 59.4 97.1 94.2: 2.9 5.8
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 : 67: 11 16 14 30 29 52 48:
Old : 67: 11 16 14 30 29 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 36.8 67.9 52.5 52.0 33.3 62.2 45.8
Old : 52.0 36.8 67.9 52.5 52.0 33.3 62.2 45.8
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 11, 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 : 53,196: 27,913 977 0 23,109 51,196 51,022 52,173: 2,174 1,023
Old : 53,196: 27,913 977 0 23,109 51,196 51,022 52,173: 2,174 1,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 2,494: 588 67 0 1,841 2,816 2,429 2,883: 65 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 1.8 0.0 43.4 96.2 95.9 98.1: 4.1 1.9
Old : 100.0: 52.5 1.8 0.0 43.4 96.2 95.9 98.1: 4.1 1.9
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 : 50: 28 5 0 12 8 40 13:
Old : 50: 28 5 0 12 8 40 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 : 57.3 88.3 77.5 97.2 57.2 84.3 73.4 91.6
Old : 57.3 88.3 77.5 97.2 57.2 84.3 73.4 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 177,163: 67,481 58,788 6,968 63,230 82,328 137,680 148,084: 39,483 29,079
Old : 177,163: 67,481 58,788 6,968 63,230 82,328 137,680 148,084: 39,483 29,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -12,244: 852 8,663 -998 -7,652 -25,797 -7,798 -18,132: -4,446 5,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 33.2 3.9 35.7 46.5 77.7 83.6: 22.3 16.4
Old : 100.0: 38.1 33.2 3.9 35.7 46.5 77.7 83.6: 22.3 16.4
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 : 112: 33 23 15 37 39 74 74:
Old : 112: 33 23 15 37 39 74 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 35.6 34.9 47.4 23.6 35.6 32.8 46.7
Old : 23.9 35.6 34.9 47.4 23.6 35.6 32.8 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 54,153: 16,161 12,428 1,230 24,023 20,405 41,414 34,063: 12,739 20,090
Old : 54,153: 16,161 12,428 1,230 24,023 20,405 41,414 34,063: 12,739 20,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,550: 1,610 2,776 -46 552 -2,825 2,115 -95: -565 1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 22.9 2.3 44.4 37.7 76.5 62.9: 23.5 37.1
Old : 100.0: 29.8 22.9 2.3 44.4 37.7 76.5 62.9: 23.5 37.1
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: 10 12 5 17 22 29 37:
Old : 55: 10 12 5 17 22 29 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 : 38.6 22.0 51.0 31.1 38.6 22.0 50.9 31.1
Old : 38.6 22.0 51.0 31.1 38.6 22.0 50.9 31.1
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 11, 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 : 303,074: 194,018 37,584 1,567 99,294 260,210 294,879 299,361: 8,195 3,713
Old : 303,074: 194,018 37,584 1,567 99,294 260,210 294,879 299,361: 8,195 3,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -6,235: -12,588 -3,766 -1,170 7,573 -1,643 -6,184 -6,579: -51 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 12.4 0.5 32.8 85.9 97.3 98.8: 2.7 1.2
Old : 100.0: 64.0 12.4 0.5 32.8 85.9 97.3 98.8: 2.7 1.2
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 : 188: 95 36 13 29 35 129 79:
Old : 188: 95 36 13 29 35 129 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 70.7 51.2 79.9 35.6 69.7 51.0 78.8
Old : 35.6 70.7 51.2 79.9 35.6 69.7 51.0 78.8
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 11, 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 : 231,911: 66,137 44,516 16,608 116,477 142,640 199,222 203,764: 32,689 28,147
Old : 231,911: 66,137 44,516 16,608 116,477 142,640 199,222 203,764: 32,689 28,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,246: 5,458 -2,664 305 -1,882 5,914 3,881 3,556: 365 690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 19.2 7.2 50.2 61.5 85.9 87.9: 14.1 12.1
Old : 100.0: 28.5 19.2 7.2 50.2 61.5 85.9 87.9: 14.1 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: 31 26 21 47 49 89 85:
Old : 130: 31 26 21 47 49 89 85:
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 28.4 38.1 39.7 27.0 27.9 38.0 36.8
Old : 27.1 28.4 38.1 39.7 27.0 27.9 38.0 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 11, 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 : 220,112: 54,547 84,605 13,932 124,188 80,777 192,667 179,314: 27,445 40,798
Old : 220,112: 54,547 84,605 13,932 124,188 80,777 192,667 179,314: 27,445 40,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,017: -2,516 380 -830 4,468 -854 1,122 -1,304: -105 2,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 38.4 6.3 56.4 36.7 87.5 81.5: 12.5 18.5
Old : 100.0: 24.8 38.4 6.3 56.4 36.7 87.5 81.5: 12.5 18.5
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 : 132: 28 43 22 39 46 82 96:
Old : 132: 28 43 22 39 46 82 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 25.7 53.2 36.6 42.0 25.6 51.5 33.8
Old : 42.5 25.7 53.2 36.6 42.0 25.6 51.5 33.8
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 11, 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 : 672,682: 168,381 259,869 40,132 366,890 307,289 575,403 607,290: 97,279 65,392
Old : 672,682: 168,381 259,869 40,132 366,890 307,289 575,403 607,290: 97,279 65,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 21,007: 682 12,193 1,738 20,622 2,146 23,042 16,077: -2,035 4,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 38.6 6.0 54.5 45.7 85.5 90.3: 14.5 9.7
Old : 100.0: 25.0 38.6 6.0 54.5 45.7 85.5 90.3: 14.5 9.7
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 : 310: 82 83 50 110 87 215 197:
Old : 310: 82 83 50 110 87 215 197:
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 : 18.3 28.6 29.0 39.6 17.5 28.5 27.8 39.5
Old : 18.3 28.6 29.0 39.6 17.5 28.5 27.8 39.5
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 11, 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 : 23,488: 3,350 4,031 450 7,301 12,052 11,101 16,533: 12,387 6,955
Old : 23,488: 3,350 4,031 450 7,301 12,052 11,101 16,533: 12,387 6,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -353: -292 -86 -245 82 -2 -455 -333: 102 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 17.2 1.9 31.1 51.3 47.3 70.4: 52.7 29.6
Old : 100.0: 14.3 17.2 1.9 31.1 51.3 47.3 70.4: 52.7 29.6
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 : 22: 4 4 1 11 10 16 14:
Old : 22: 4 4 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 : 21.7 37.5 33.5 58.8 19.9 36.5 31.0 55.6
Old : 21.7 37.5 33.5 58.8 19.9 36.5 31.0 55.6
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 11, 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 : 49,331: 9,459 41,664 516 36,988 4,761 46,963 46,941: 2,368 2,390
Old : 49,331: 9,459 41,664 516 36,988 4,761 46,963 46,941: 2,368 2,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 2,928: 261 2,130 139 2,691 291 3,091 2,560: -163 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 84.5 1.0 75.0 9.7 95.2 95.2: 4.8 4.8
Old : 100.0: 19.2 84.5 1.0 75.0 9.7 95.2 95.2: 4.8 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 : 68: 20 30 4 9 11 31 43:
Old : 68: 20 30 4 9 11 31 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 : 76.8 63.6 84.2 74.2 76.2 63.2 83.5 73.7
Old : 76.8 63.6 84.2 74.2 76.2 63.2 83.5 73.7
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 with Delta-adjusted Options and Futures Combined, February 11, 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 : 49,171: 19,955 23,969 2,461 22,754 16,819 45,169 43,248: 4,002 5,923
Old : 49,171: 19,955 23,969 2,461 22,754 16,819 45,169 43,248: 4,002 5,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,827: 722 3,178 1,251 3,257 168 5,230 4,598: -404 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 48.7 5.0 46.3 34.2 91.9 88.0: 8.1 12.0
Old : 100.0: 40.6 48.7 5.0 46.3 34.2 91.9 88.0: 8.1 12.0
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 : 102: 31 40 11 22 14 58 60:
Old : 102: 31 40 11 22 14 58 60:
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 : 26.5 40.3 40.9 56.5 26.5 40.1 40.9 55.1
Old : 26.5 40.3 40.9 56.5 26.5 40.1 40.9 55.1
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 11, 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 : 17,625: 13,475 2,289 1 3,108 13,805 16,584 16,095: 1,041 1,530
Old : 17,625: 13,475 2,289 1 3,108 13,805 16,584 16,095: 1,041 1,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,418: 605 420 1 1,185 963 1,791 1,384: -373 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 13.0 0.0 17.6 78.3 94.1 91.3: 5.9 8.7
Old : 100.0: 76.5 13.0 0.0 17.6 78.3 94.1 91.3: 5.9 8.7
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 : 23: 8 5 1 4 7 12 13:
Old : 23: 8 5 1 4 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 : 77.9 75.2 90.7 88.0 77.9 75.2 90.7 88.0
Old : 77.9 75.2 90.7 88.0 77.9 75.2 90.7 88.0
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 11, 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 :22,054,195: 1,891,227 692,875 10,975,912 8,443,821 9,401,815 21,310,960 21,070,602: 743,236 983,594
Old :22,054,195: 1,891,227 692,875 10,975,912 8,443,821 9,401,815 21,310,960 21,070,602: 743,236 983,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 334,627: 133,580 1,999 184,768 -12,785 67,265 305,563 254,033: 29,063 80,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.1 49.8 38.3 42.6 96.6 95.5: 3.4 4.5
Old : 100.0: 8.6 3.1 49.8 38.3 42.6 96.6 95.5: 3.4 4.5
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 : 286: 81 66 116 127 130 268 255:
Old : 286: 81 66 116 127 130 268 255:
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 : 18.5 21.9 32.1 34.7 8.0 12.7 12.1 15.1
Old : 18.5 21.9 32.1 34.7 8.0 12.7 12.1 15.1
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 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 6,190: 3,586 5,285 439 0 0 4,025 5,724: 2,165 466
Old : 6,190: 3,586 5,285 439 0 0 4,025 5,724: 2,165 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,778: 1,279 1,494 214 0 0 1,493 1,708: 285 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 85.4 7.1 0.0 0.0 65.0 92.5: 35.0 7.5
Old : 100.0: 57.9 85.4 7.1 0.0 0.0 65.0 92.5: 35.0 7.5
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 : 59: 40 19 9 0 0 46 22:
Old : 59: 40 19 9 0 0 46 22:
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 68.4 32.0 80.2 17.3 65.9 29.1 77.7
Old : 19.2 68.4 32.0 80.2 17.3 65.9 29.1 77.7
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 11, 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 : 167,664: 16,491 18,990 40,080 109,728 106,971 166,299 166,041: 1,365 1,622
Old : 167,664: 16,491 18,990 40,080 109,728 106,971 166,299 166,041: 1,365 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 14,511: -7,989 -2,190 12,031 10,454 4,637 14,496 14,479: 15 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 11.3 23.9 65.4 63.8 99.2 99.0: 0.8 1.0
Old : 100.0: 9.8 11.3 23.9 65.4 63.8 99.2 99.0: 0.8 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 : 59: 14 19 23 11 18 42 45:
Old : 59: 14 19 23 11 18 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 56.1 87.8 72.0 60.7 45.1 62.6 55.3
Old : 77.7 56.1 87.8 72.0 60.7 45.1 62.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 212,852: 69,563 42,487 46,857 93,992 122,676 210,412 212,020: 2,440 832
Old : 212,852: 69,563 42,487 46,857 93,992 122,676 210,412 212,020: 2,440 832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 35,559: 13,712 7,062 8,970 10,508 19,542 33,190 35,574: 2,369 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 20.0 22.0 44.2 57.6 98.9 99.6: 1.1 0.4
Old : 100.0: 32.7 20.0 22.0 44.2 57.6 98.9 99.6: 1.1 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 : 82: 15 31 27 22 30 52 73:
Old : 82: 15 31 27 22 30 52 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 33.2 74.6 49.2 44.1 28.6 56.8 39.5
Old : 57.6 33.2 74.6 49.2 44.1 28.6 56.8 39.5
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 11, 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 : 807,567: 89,932 84,483 158,126 471,483 481,057 719,541 723,665: 88,026 83,902
Old : 807,567: 89,932 84,483 158,126 471,483 481,057 719,541 723,665: 88,026 83,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 36,987: 2,615 5,873 16,464 19,490 16,228 38,570 38,566: -1,583 -1,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 10.5 19.6 58.4 59.6 89.1 89.6: 10.9 10.4
Old : 100.0: 11.1 10.5 19.6 58.4 59.6 89.1 89.6: 10.9 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 : 639: 143 130 156 285 277 503 488:
Old : 639: 143 130 156 285 277 503 488:
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 16.8 22.9 27.9 8.7 10.6 13.7 16.5
Old : 14.4 16.8 22.9 27.9 8.7 10.6 13.7 16.5
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 11, 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 : 71,750: 7,976 5,825 14,036 30,669 30,264 52,681 50,126: 19,069 21,625
Old : 71,750: 7,976 5,825 14,036 30,669 30,264 52,681 50,126: 19,069 21,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 5,310: 2,047 533 1,814 3,849 3,290 7,710 5,637: -2,400 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 8.1 19.6 42.7 42.2 73.4 69.9: 26.6 30.1
Old : 100.0: 11.1 8.1 19.6 42.7 42.2 73.4 69.9: 26.6 30.1
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 : 53: 11 15 18 19 24 43 44:
Old : 53: 11 15 18 19 24 43 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 : 25.0 22.6 43.4 38.0 21.2 17.8 34.4 27.5
Old : 25.0 22.6 43.4 38.0 21.2 17.8 34.4 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 Consumer Stapl :
: : :
All : 13,759: 1,177 658 7 9,889 11,796 11,073 12,461: 2,686 1,298
Old : 13,759: 1,177 658 7 9,889 11,796 11,073 12,461: 2,686 1,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 4.8 0.1 71.9 85.7 80.5 90.6: 19.5 9.4
Old : 100.0: 8.6 4.8 0.1 71.9 85.7 80.5 90.6: 19.5 9.4
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 : 20: 1 2 1 7 11 9 13:
Old : 20: 1 2 1 7 11 9 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 : 67.1 66.7 80.4 80.7 65.5 66.7 78.8 80.7
Old : 67.1 66.7 80.4 80.7 65.5 66.7 78.8 80.7
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 11, 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 : 14,720: 538 377 46 11,384 12,850 11,968 13,273: 2,752 1,447
Old : 14,720: 538 377 46 11,384 12,850 11,968 13,273: 2,752 1,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -948: 323 175 40 1,662 -1,645 2,025 -1,430: -2,973 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.6 0.3 77.3 87.3 81.3 90.2: 18.7 9.8
Old : 100.0: 3.7 2.6 0.3 77.3 87.3 81.3 90.2: 18.7 9.8
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: 2 1 1 12 10 14 12:
Old : 23: 2 1 1 12 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 : 55.8 75.8 73.3 85.3 55.8 75.7 73.3 84.7
Old : 55.8 75.8 73.3 85.3 55.8 75.7 73.3 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 3,679,084: 458,527 442,033 671,701 2,204,070 2,253,963 3,334,298 3,367,698: 344,786 311,386
Old : 3,679,084: 458,527 442,033 671,701 2,204,070 2,253,963 3,334,298 3,367,698: 344,786 311,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 158,385: 13,455 37,316 62,636 78,207 64,692 154,298 164,644: 4,087 -6,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.0 18.3 59.9 61.3 90.6 91.5: 9.4 8.5
Old : 100.0: 12.5 12.0 18.3 59.9 61.3 90.6 91.5: 9.4 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 : 624: 140 123 148 280 270 487 474:
Old : 624: 140 123 148 280 270 487 474:
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 : 14.5 17.1 23.5 28.7 9.6 12.5 14.9 18.5
Old : 14.5 17.1 23.5 28.7 9.6 12.5 14.9 18.5
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 11, 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 : 32,087: 1,460 2,905 0 27,369 26,006 28,829 28,911: 3,258 3,176
Old : 32,087: 1,460 2,905 0 27,369 26,006 28,829 28,911: 3,258 3,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 255: -34 -590 0 105 1,623 71 1,033: 184 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 9.1 0.0 85.3 81.0 89.8 90.1: 10.2 9.9
Old : 100.0: 4.6 9.1 0.0 85.3 81.0 89.8 90.1: 10.2 9.9
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 : 27: 4 3 0 9 14 13 17:
Old : 27: 4 3 0 9 14 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 : 76.2 64.0 85.2 81.1 73.8 64.0 82.5 81.1
Old : 76.2 64.0 85.2 81.1 73.8 64.0 82.5 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 11,962: 200 670 0 8,433 10,695 8,633 11,365: 3,329 597
Old : 11,962: 200 670 0 8,433 10,695 8,633 11,365: 3,329 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 992: 200 -6 0 -372 926 -172 920: 1,164 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 5.6 0.0 70.5 89.4 72.2 95.0: 27.8 5.0
Old : 100.0: 1.7 5.6 0.0 70.5 89.4 72.2 95.0: 27.8 5.0
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 : 24: 1 3 0 11 12 12 15:
Old : 24: 1 3 0 11 12 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 67.9 66.2 83.2 51.2 67.9 65.2 83.2
Old : 52.1 67.9 66.2 83.2 51.2 67.9 65.2 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 17,272: 1,362 1,300 0 11,710 14,528 13,072 15,828: 4,200 1,444
Old : 17,272: 1,362 1,300 0 11,710 14,528 13,072 15,828: 4,200 1,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 3,535: 42 -100 0 2,504 5,375 2,546 5,275: 989 -1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 7.5 0.0 67.8 84.1 75.7 91.6: 24.3 8.4
Old : 100.0: 7.9 7.5 0.0 67.8 84.1 75.7 91.6: 24.3 8.4
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 : 25: 3 2 0 9 13 12 15:
Old : 25: 3 2 0 9 13 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 53.4 66.9 77.6 48.9 53.4 65.3 73.2
Old : 49.4 53.4 66.9 77.6 48.9 53.4 65.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 78,717: 16,465 4,225 818 50,506 69,992 67,789 75,035: 10,928 3,682
Old : 78,717: 16,465 4,225 818 50,506 69,992 67,789 75,035: 10,928 3,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 766: -551 658 259 608 199 316 1,116: 450 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 5.4 1.0 64.2 88.9 86.1 95.3: 13.9 4.7
Old : 100.0: 20.9 5.4 1.0 64.2 88.9 86.1 95.3: 13.9 4.7
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 : 79: 14 6 6 37 36 53 46:
Old : 79: 14 6 6 37 36 53 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 41.5 49.1 61.7 32.2 41.4 48.8 61.5
Old : 32.4 41.5 49.1 61.7 32.2 41.4 48.8 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 49,116: 14,852 12,697 6,880 19,543 20,443 41,275 40,020: 7,842 9,096
Old : 49,116: 14,852 12,697 6,880 19,543 20,443 41,275 40,020: 7,842 9,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,316: 725 3,140 433 -37 -1,112 1,121 2,461: 195 -1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 25.9 14.0 39.8 41.6 84.0 81.5: 16.0 18.5
Old : 100.0: 30.2 25.9 14.0 39.8 41.6 84.0 81.5: 16.0 18.5
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 : 287: 73 64 34 94 95 184 176:
Old : 287: 73 64 34 94 95 184 176:
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 : 15.1 18.7 25.6 27.0 11.3 12.3 19.9 18.9
Old : 15.1 18.7 25.6 27.0 11.3 12.3 19.9 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 245,581: 74,261 63,486 34,398 97,714 102,216 206,373 200,100: 39,208 45,481
Old : 245,581: 74,261 63,486 34,398 97,714 102,216 206,373 200,100: 39,208 45,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 6,579: 3,625 15,698 2,164 -186 -5,558 5,603 12,304: 975 -5,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 25.9 14.0 39.8 41.6 84.0 81.5: 16.0 18.5
Old : 100.0: 30.2 25.9 14.0 39.8 41.6 84.0 81.5: 16.0 18.5
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 : 287: 73 64 34 94 95 184 176:
Old : 287: 73 64 34 94 95 184 176:
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 : 15.1 18.7 25.6 27.0 11.3 12.3 19.9 18.9
Old : 15.1 18.7 25.6 27.0 11.3 12.3 19.9 18.9
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 11, 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 : 195,734: 47,001 80,961 12,214 104,850 65,335 164,066 158,511: 31,668 37,223
Old : 195,734: 47,001 80,961 12,214 104,850 65,335 164,066 158,511: 31,668 37,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -4,631: -322 -10,954 -33 -2,370 7,285 -2,725 -3,702: -1,906 -929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 41.4 6.2 53.6 33.4 83.8 81.0: 16.2 19.0
Old : 100.0: 24.0 41.4 6.2 53.6 33.4 83.8 81.0: 16.2 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 : 112: 28 38 20 27 38 65 86:
Old : 112: 28 38 20 27 38 65 86:
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 : 41.2 21.7 53.4 33.1 39.7 21.5 51.3 32.6
Old : 41.2 21.7 53.4 33.1 39.7 21.5 51.3 32.6
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 11, 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 : 492,115: 109,905 69,646 11,765 344,737 392,767 466,408 474,179: 25,706 17,936
Old : 492,115: 109,905 69,646 11,765 344,737 392,767 466,408 474,179: 25,706 17,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -10,036: -11,961 1,386 -4,077 5,523 -6,078 -10,515 -8,769: 479 -1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.2 2.4 70.1 79.8 94.8 96.4: 5.2 3.6
Old : 100.0: 22.3 14.2 2.4 70.1 79.8 94.8 96.4: 5.2 3.6
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 : 301: 64 44 30 135 109 211 171:
Old : 301: 64 44 30 135 109 211 171:
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 : 18.4 20.9 31.0 36.9 17.5 20.7 29.5 36.3
Old : 18.4 20.9 31.0 36.9 17.5 20.7 29.5 36.3
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 11, 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 : 18,958: 2,728 8,448 386 9,937 6,742 13,051 15,576: 5,907 3,382
Old : 18,958: 2,728 8,448 386 9,937 6,742 13,051 15,576: 5,907 3,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,402: 559 384 363 303 -13 1,225 734: 177 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 44.6 2.0 52.4 35.6 68.8 82.2: 31.2 17.8
Old : 100.0: 14.4 44.6 2.0 52.4 35.6 68.8 82.2: 31.2 17.8
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 : 27: 6 9 2 9 5 17 14:
Old : 27: 6 9 2 9 5 17 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 : 44.7 55.6 58.8 73.4 44.7 55.5 58.5 73.2
Old : 44.7 55.6 58.8 73.4 44.7 55.5 58.5 73.2
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 11, 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 : 56,300: 17,643 6,943 850 30,000 11,499 48,493 19,292: 7,807 37,008
Old : 56,300: 17,643 6,943 850 30,000 11,499 48,493 19,292: 7,807 37,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,939: 3,562 -451 418 2,855 1,901 6,835 1,868: -1,896 3,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 12.3 1.5 53.3 20.4 86.1 34.3: 13.9 65.7
Old : 100.0: 31.3 12.3 1.5 53.3 20.4 86.1 34.3: 13.9 65.7
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 : 79: 21 12 5 32 21 55 36:
Old : 79: 21 12 5 32 21 55 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 : 25.2 12.2 42.4 19.7 25.1 12.2 42.2 19.6
Old : 25.2 12.2 42.4 19.7 25.1 12.2 42.2 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 98,445: 33,006 5,181 909 64,506 92,294 98,421 98,384: 24 61
Old : 98,445: 33,006 5,181 909 64,506 92,294 98,421 98,384: 24 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 7,085: 3,948 600 0 3,137 6,478 7,085 7,078: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 5.3 0.9 65.5 93.8 100.0 99.9: 0.0 0.1
Old : 100.0: 33.5 5.3 0.9 65.5 93.8 100.0 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 : 50: 14 3 4 27 19 42 25:
Old : 50: 14 3 4 27 19 42 25:
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 59.7 62.6 84.9 36.2 53.6 54.7 69.4
Old : 40.0 59.7 62.6 84.9 36.2 53.6 54.7 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2020