BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 14,588: 43 3,387 1,651 11,991 8,817 13,685 13,855: 902 732
Old : 14,588: 43 3,387 1,651 11,991 8,817 13,685 13,855: 902 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 637: -23 -184 80 519 607 576 504: 61 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 23.2 11.3 82.2 60.4 93.8 95.0: 6.2 5.0
Old : 100.0: 0.3 23.2 11.3 82.2 60.4 93.8 95.0: 6.2 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 : 47: 2 9 8 31 25 39 36:
Old : 47: 2 9 8 31 25 39 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 : 38.1 34.5 56.7 57.1 36.6 32.4 52.0 53.8
Old : 38.1 34.5 56.7 57.1 36.6 32.4 52.0 53.8
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 18, 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 : 37,622: 5,272 2,249 10,435 17,380 14,830 33,088 27,515: 4,534 10,107
Old : 37,622: 5,272 2,249 10,435 17,380 14,830 33,088 27,515: 4,534 10,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,785: 332 238 549 1,111 350 1,992 1,136: -208 649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 6.0 27.7 46.2 39.4 87.9 73.1: 12.1 26.9
Old : 100.0: 14.0 6.0 27.7 46.2 39.4 87.9 73.1: 12.1 26.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 20 18 27 31 27 63 60:
Old : 75: 20 18 27 31 27 63 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 : 32.2 27.5 50.7 40.1 22.2 14.5 30.4 20.6
Old : 32.2 27.5 50.7 40.1 22.2 14.5 30.4 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 15,414: 269 1,737 3,190 11,076 9,859 14,535 14,785: 879 629
Old : 15,414: 269 1,737 3,190 11,076 9,859 14,535 14,785: 879 629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,777: -136 -212 641 1,481 1,215 1,985 1,644: -208 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.3 20.7 71.9 64.0 94.3 95.9: 5.7 4.1
Old : 100.0: 1.7 11.3 20.7 71.9 64.0 94.3 95.9: 5.7 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 : 51: 6 5 7 37 28 46 37:
Old : 51: 6 5 7 37 28 46 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 : 27.1 52.2 43.9 70.7 19.1 38.1 30.3 46.3
Old : 27.1 52.2 43.9 70.7 19.1 38.1 30.3 46.3
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 18, 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 : 12,806: 4,386 1,011 2,136 5,667 6,775 12,190 9,922: 616 2,884
Old : 12,806: 4,386 1,011 2,136 5,667 6,775 12,190 9,922: 616 2,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 935: -271 218 298 853 388 880 904: 55 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 7.9 16.7 44.3 52.9 95.2 77.5: 4.8 22.5
Old : 100.0: 34.3 7.9 16.7 44.3 52.9 95.2 77.5: 4.8 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 7 3 8 20 23 29 32:
Old : 38: 7 3 8 20 23 29 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 : 57.6 35.9 81.1 53.5 55.9 34.4 66.8 43.4
Old : 57.6 35.9 81.1 53.5 55.9 34.4 66.8 43.4
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 18, 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 : 378,597: 103,958 75,576 119,622 124,995 148,582 348,575 343,781: 30,022 34,816
Old : 354,327: 101,307 77,657 109,996 116,759 134,702 328,061 322,355: 26,265 31,972
Other: 24,270: 8,035 3,303 4,243 8,236 13,880 20,514 21,425: 3,756 2,845
: : :
: : Changes in Commitments from: February 11, 2020 :
: -12,371: 9,245 7,738 -16,656 -4,305 -2,652 -11,717 -11,571: -654 -800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 20.0 31.6 33.0 39.2 92.1 90.8: 7.9 9.2
Old : 100.0: 28.6 21.9 31.0 33.0 38.0 92.6 91.0: 7.4 9.0
Other: 100.0: 33.1 13.6 17.5 33.9 57.2 84.5 88.3: 15.5 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 119 114 146 96 99 298 291:
Old : 357: 116 121 143 95 99 291 290:
Other: 129: 40 22 26 41 50 90 90:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 17.9 21.6 25.8 11.3 14.4 18.3 19.2
Old : 13.3 17.4 22.6 25.4 11.9 13.9 19.4 19.1
Other: 20.2 34.8 32.7 47.7 18.1 32.3 27.7 40.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 382,776: 102,068 42,517 97,407 145,789 190,625 345,264 330,550: 37,512 52,226
Old : 382,776: 102,068 42,517 97,407 145,789 190,625 345,264 330,550: 37,512 52,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 4,014: 1,908 8,646 719 2,915 -4,111 5,542 5,253: -1,528 -1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 11.1 25.4 38.1 49.8 90.2 86.4: 9.8 13.6
Old : 100.0: 26.7 11.1 25.4 38.1 49.8 90.2 86.4: 9.8 13.6
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 : 397: 123 83 129 139 152 329 312:
Old : 397: 123 83 129 139 152 329 312:
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 : 14.3 16.2 23.6 26.5 14.2 15.7 22.7 23.2
Old : 14.3 16.2 23.6 26.5 14.2 15.7 22.7 23.2
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 18, 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 : 4,755: 2,087 528 672 773 2,326 3,532 3,526: 1,223 1,229
Old : 4,755: 2,087 528 672 773 2,326 3,532 3,526: 1,223 1,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 291: 261 -38 73 40 134 374 169: -83 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 11.1 14.1 16.3 48.9 74.3 74.1: 25.7 25.9
Old : 100.0: 43.9 11.1 14.1 16.3 48.9 74.3 74.1: 25.7 25.9
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 : 54: 25 9 10 11 17 41 31:
Old : 54: 25 9 10 11 17 41 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 : 25.3 29.0 40.2 44.7 22.2 27.2 35.2 40.7
Old : 25.3 29.0 40.2 44.7 22.2 27.2 35.2 40.7
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 18, 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 : 64,859: 16,932 16,109 24,961 13,255 9,278 55,148 50,349: 9,711 14,510
Old : 64,859: 16,932 16,109 24,961 13,255 9,278 55,148 50,349: 9,711 14,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -501: 338 -681 4 475 328 816 -350: -1,318 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 24.8 38.5 20.4 14.3 85.0 77.6: 15.0 22.4
Old : 100.0: 26.1 24.8 38.5 20.4 14.3 85.0 77.6: 15.0 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 : 206: 51 57 72 60 60 154 164:
Old : 206: 51 57 72 60 60 154 164:
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 : 20.7 13.8 31.8 22.5 17.1 9.1 21.8 16.1
Old : 20.7 13.8 31.8 22.5 17.1 9.1 21.8 16.1
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 18, 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 : 23,609: 1,005 4,484 3,776 18,200 13,981 22,981 22,241: 628 1,368
Old : 23,609: 1,005 4,484 3,776 18,200 13,981 22,981 22,241: 628 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 787: -1 330 -5 817 426 811 752: -24 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 19.0 16.0 77.1 59.2 97.3 94.2: 2.7 5.8
Old : 100.0: 4.3 19.0 16.0 77.1 59.2 97.3 94.2: 2.7 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: 10 17 14 30 30 52 49:
Old : 67: 10 17 14 30 30 52 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 : 53.7 36.9 68.6 52.7 53.7 33.4 63.9 45.8
Old : 53.7 36.9 68.6 52.7 53.7 33.4 63.9 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 18, 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 : 53,379: 27,686 664 91 23,431 51,476 51,208 52,231: 2,171 1,148
Old : 53,379: 27,686 664 91 23,431 51,476 51,208 52,231: 2,171 1,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 183: -227 -313 91 322 280 186 58: -3 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 1.2 0.2 43.9 96.4 95.9 97.8: 4.1 2.2
Old : 100.0: 51.9 1.2 0.2 43.9 96.4 95.9 97.8: 4.1 2.2
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 : 47: 25 5 1 11 9 37 14:
Old : 47: 25 5 1 11 9 37 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 : 56.9 88.2 77.8 96.7 56.8 84.0 73.4 91.0
Old : 56.9 88.2 77.8 96.7 56.8 84.0 73.4 91.0
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 18, 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 : 175,297: 61,053 53,749 7,761 70,182 84,468 138,996 145,978: 36,301 29,319
Old : 175,297: 61,053 53,749 7,761 70,182 84,468 138,996 145,978: 36,301 29,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -1,866: -6,428 -5,039 793 6,952 2,140 1,316 -2,106: -3,183 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 30.7 4.4 40.0 48.2 79.3 83.3: 20.7 16.7
Old : 100.0: 34.8 30.7 4.4 40.0 48.2 79.3 83.3: 20.7 16.7
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 : 117: 31 25 17 41 40 79 76:
Old : 117: 31 25 17 41 40 79 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 36.1 34.0 46.1 22.8 36.1 30.8 45.4
Old : 23.1 36.1 34.0 46.1 22.8 36.1 30.8 45.4
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 18, 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 : 55,480: 17,390 15,899 1,152 25,659 15,921 44,202 32,972: 11,278 22,508
Old : 55,480: 17,390 15,899 1,152 25,659 15,921 44,202 32,972: 11,278 22,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,328: 1,229 3,471 -78 1,636 -4,484 2,788 -1,090: -1,460 2,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 28.7 2.1 46.2 28.7 79.7 59.4: 20.3 40.6
Old : 100.0: 31.3 28.7 2.1 46.2 28.7 79.7 59.4: 20.3 40.6
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 : 58: 12 15 4 17 21 30 39:
Old : 58: 12 15 4 17 21 30 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 17.9 50.1 26.6 40.9 17.9 50.1 26.6
Old : 40.9 17.9 50.1 26.6 40.9 17.9 50.1 26.6
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 18, 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 : 302,540: 192,433 39,013 1,247 100,631 258,656 294,311 298,917: 8,228 3,623
Old : 302,540: 192,433 39,013 1,247 100,631 258,656 294,311 298,917: 8,228 3,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -534: -1,585 1,429 -320 1,337 -1,554 -567 -444: 33 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 12.9 0.4 33.3 85.5 97.3 98.8: 2.7 1.2
Old : 100.0: 63.6 12.9 0.4 33.3 85.5 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 : 184: 93 35 11 28 35 126 76:
Old : 184: 93 35 11 28 35 126 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 70.0 51.3 79.8 35.3 69.0 51.2 78.7
Old : 35.3 70.0 51.3 79.8 35.3 69.0 51.2 78.7
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 18, 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 : 240,283: 74,621 44,176 16,928 114,874 150,235 206,424 211,339: 33,859 28,944
Old : 240,283: 74,621 44,176 16,928 114,874 150,235 206,424 211,339: 33,859 28,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 8,372: 8,484 -340 320 -1,602 7,595 7,202 7,575: 1,170 797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 18.4 7.0 47.8 62.5 85.9 88.0: 14.1 12.0
Old : 100.0: 31.1 18.4 7.0 47.8 62.5 85.9 88.0: 14.1 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 : 128: 30 27 18 46 47 86 82:
Old : 128: 30 27 18 46 47 86 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 29.1 39.8 40.6 28.5 28.5 39.7 38.8
Old : 28.6 29.1 39.8 40.6 28.5 28.5 39.7 38.8
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 18, 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 : 231,043: 57,628 89,402 15,922 130,098 83,536 203,649 188,860: 27,394 42,183
Old : 231,043: 57,628 89,402 15,922 130,098 83,536 203,649 188,860: 27,394 42,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 10,931: 3,081 4,796 1,990 5,910 2,759 10,981 9,546: -50 1,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 38.7 6.9 56.3 36.2 88.1 81.7: 11.9 18.3
Old : 100.0: 24.9 38.7 6.9 56.3 36.2 88.1 81.7: 11.9 18.3
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 : 141: 34 44 20 40 46 83 101:
Old : 141: 34 44 20 40 46 83 101:
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 : 42.4 26.3 53.2 38.5 42.2 26.3 51.5 35.1
Old : 42.4 26.3 53.2 38.5 42.2 26.3 51.5 35.1
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 18, 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 : 696,623: 168,693 270,555 46,971 378,852 314,562 594,517 632,088: 102,106 64,534
Old : 696,623: 168,693 270,555 46,971 378,852 314,562 594,517 632,088: 102,106 64,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 23,940: 313 10,686 6,839 11,962 7,273 19,113 24,798: 4,827 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 38.8 6.7 54.4 45.2 85.3 90.7: 14.7 9.3
Old : 100.0: 24.2 38.8 6.7 54.4 45.2 85.3 90.7: 14.7 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 : 314: 85 83 51 112 86 217 200:
Old : 314: 85 83 51 112 86 217 200:
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 : 16.4 26.3 25.9 36.8 15.5 26.3 24.6 36.8
Old : 16.4 26.3 25.9 36.8 15.5 26.3 24.6 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 23,860: 3,358 3,812 686 7,073 12,116 11,117 16,614: 12,743 7,246
Old : 23,860: 3,358 3,812 686 7,073 12,116 11,117 16,614: 12,743 7,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 372: 8 -219 236 -228 64 16 81: 356 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 16.0 2.9 29.6 50.8 46.6 69.6: 53.4 30.4
Old : 100.0: 14.1 16.0 2.9 29.6 50.8 46.6 69.6: 53.4 30.4
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 : 22: 4 5 2 10 10 16 15:
Old : 22: 4 5 2 10 10 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 36.2 33.7 55.3 19.6 33.9 31.2 52.2
Old : 21.7 36.2 33.7 55.3 19.6 33.9 31.2 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 26,199: 7,099 1,018 931 10,833 18,702 18,863 20,651: 7,336 5,548
Old : 26,199: 7,099 1,018 931 10,833 18,702 18,863 20,651: 7,336 5,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 3.9 3.6 41.3 71.4 72.0 78.8: 28.0 21.2
Old : 100.0: 27.1 3.9 3.6 41.3 71.4 72.0 78.8: 28.0 21.2
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 : 21: 4 3 3 12 10 19 13:
Old : 21: 4 3 3 12 10 19 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 : 40.2 56.0 59.2 69.5 39.1 51.0 58.0 61.5
Old : 40.2 56.0 59.2 69.5 39.1 51.0 58.0 61.5
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 18, 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 : 52,309: 9,730 44,710 579 39,777 5,096 50,086 50,385: 2,223 1,924
Old : 52,309: 9,730 44,710 579 39,777 5,096 50,086 50,385: 2,223 1,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,977: 271 3,046 63 2,789 335 3,123 3,444: -146 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 85.5 1.1 76.0 9.7 95.8 96.3: 4.2 3.7
Old : 100.0: 18.6 85.5 1.1 76.0 9.7 95.8 96.3: 4.2 3.7
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 : 69: 20 31 5 9 11 31 45:
Old : 69: 20 31 5 9 11 31 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 : 76.8 64.4 85.5 75.2 75.8 63.9 84.5 74.8
Old : 76.8 64.4 85.5 75.2 75.8 63.9 84.5 74.8
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 18, 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 : 53,061: 17,490 29,672 1,868 30,430 15,488 49,788 47,028: 3,273 6,033
Old : 53,061: 17,490 29,672 1,868 30,430 15,488 49,788 47,028: 3,273 6,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,890: -2,464 5,703 -593 7,677 -1,331 4,619 3,779: -729 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 55.9 3.5 57.3 29.2 93.8 88.6: 6.2 11.4
Old : 100.0: 33.0 55.9 3.5 57.3 29.2 93.8 88.6: 6.2 11.4
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 : 100: 26 43 11 23 13 55 61:
Old : 100: 26 43 11 23 13 55 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 : 36.7 36.3 50.8 55.9 36.7 35.7 50.6 55.3
Old : 36.7 36.3 50.8 55.9 36.7 35.7 50.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 18,766: 14,141 2,636 1 3,592 14,525 17,734 17,162: 1,032 1,604
Old : 18,766: 14,141 2,636 1 3,592 14,525 17,734 17,162: 1,032 1,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,141: 666 347 0 484 720 1,150 1,067: -9 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 14.0 0.0 19.1 77.4 94.5 91.5: 5.5 8.5
Old : 100.0: 75.4 14.0 0.0 19.1 77.4 94.5 91.5: 5.5 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 : 25: 8 7 1 4 7 12 15:
Old : 25: 8 7 1 4 7 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 : 74.2 73.1 90.4 86.5 74.2 73.1 90.4 86.5
Old : 74.2 73.1 90.4 86.5 74.2 73.1 90.4 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 :21,850,329: 1,890,102 628,627 10,997,644 8,268,054 9,333,228 21,155,801 20,959,500: 694,527 890,828
Old :21,850,329: 1,890,102 628,627 10,997,644 8,268,054 9,333,228 21,155,801 20,959,500: 694,527 890,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -203,867: -1,125 -64,248 21,733 -175,767 -68,587 -155,159 -111,102: -48,708 -92,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.9 50.3 37.8 42.7 96.8 95.9: 3.2 4.1
Old : 100.0: 8.7 2.9 50.3 37.8 42.7 96.8 95.9: 3.2 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 : 283: 77 68 111 128 128 265 249:
Old : 283: 77 68 111 128 128 265 249:
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 : 18.6 21.8 31.8 34.4 7.8 12.5 11.6 14.5
Old : 18.6 21.8 31.8 34.4 7.8 12.5 11.6 14.5
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 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 6,573: 4,320 5,750 395 0 0 4,714 6,144: 1,859 429
Old : 6,573: 4,320 5,750 395 0 0 4,714 6,144: 1,859 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 384: 734 465 -45 0 0 689 420: -306 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 87.5 6.0 0.0 0.0 71.7 93.5: 28.3 6.5
Old : 100.0: 65.7 87.5 6.0 0.0 0.0 71.7 93.5: 28.3 6.5
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 : 61: 43 18 12 0 0 49 24:
Old : 61: 43 18 12 0 0 49 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 : 29.4 70.7 39.6 80.0 25.6 70.6 35.8 79.8
Old : 29.4 70.7 39.6 80.0 25.6 70.6 35.8 79.8
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 18, 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 : 170,487: 16,780 19,366 41,457 110,852 106,391 169,090 167,214: 1,397 3,272
Old : 170,487: 16,780 19,366 41,457 110,852 106,391 169,090 167,214: 1,397 3,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,823: 289 376 1,378 1,124 -580 2,791 1,173: 32 1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 11.4 24.3 65.0 62.4 99.2 98.1: 0.8 1.9
Old : 100.0: 9.8 11.4 24.3 65.0 62.4 99.2 98.1: 0.8 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 : 58: 16 17 21 12 19 41 44:
Old : 58: 16 17 21 12 19 41 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 : 76.4 54.4 87.6 70.3 59.8 43.5 62.1 54.1
Old : 76.4 54.4 87.6 70.3 59.8 43.5 62.1 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 262,794: 87,201 55,066 50,918 124,575 155,776 262,694 261,760: 100 1,034
Old : 262,794: 87,201 55,066 50,918 124,575 155,776 262,694 261,760: 100 1,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 49,942: 17,638 12,579 4,061 30,583 33,100 52,282 49,740: -2,340 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 21.0 19.4 47.4 59.3 100.0 99.6: 0.0 0.4
Old : 100.0: 33.2 21.0 19.4 47.4 59.3 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 18 30 26 20 32 49 77:
Old : 85: 18 30 26 20 32 49 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 29.2 72.9 44.7 44.2 25.7 54.0 37.2
Old : 54.9 29.2 72.9 44.7 44.2 25.7 54.0 37.2
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 18, 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 : 820,837: 93,290 88,188 160,007 477,714 487,756 731,012 735,951: 89,825 84,886
Old : 820,837: 93,290 88,188 160,007 477,714 487,756 731,012 735,951: 89,825 84,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 13,270: 3,359 3,705 1,881 6,231 6,699 11,471 12,285: 1,798 984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.7 19.5 58.2 59.4 89.1 89.7: 10.9 10.3
Old : 100.0: 11.4 10.7 19.5 58.2 59.4 89.1 89.7: 10.9 10.3
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 : 634: 140 126 148 289 275 501 477:
Old : 634: 140 126 148 289 275 501 477:
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 : 14.3 16.7 22.9 27.7 8.5 10.8 13.3 17.5
Old : 14.3 16.7 22.9 27.7 8.5 10.8 13.3 17.5
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 18, 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 : 71,232: 8,486 5,338 14,399 26,939 29,408 49,823 49,145: 21,408 22,087
Old : 71,232: 8,486 5,338 14,399 26,939 29,408 49,823 49,145: 21,408 22,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -519: 510 -487 363 -3,731 -856 -2,858 -981: 2,339 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.5 20.2 37.8 41.3 69.9 69.0: 30.1 31.0
Old : 100.0: 11.9 7.5 20.2 37.8 41.3 69.9 69.0: 30.1 31.0
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 : 50: 11 12 16 17 24 39 41:
Old : 50: 11 12 16 17 24 39 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 23.8 44.6 38.4 20.6 17.2 32.5 27.5
Old : 26.6 23.8 44.6 38.4 20.6 17.2 32.5 27.5
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 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 16,134: 538 961 46 12,623 14,042 13,207 15,049: 2,927 1,085
Old : 16,134: 538 961 46 12,623 14,042 13,207 15,049: 2,927 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,414: 0 584 0 1,239 1,192 1,239 1,776: 175 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.0 0.3 78.2 87.0 81.9 93.3: 18.1 6.7
Old : 100.0: 3.3 6.0 0.3 78.2 87.0 81.9 93.3: 18.1 6.7
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 : 25: 2 3 1 13 9 15 13:
Old : 25: 2 3 1 13 9 15 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 : 49.2 79.1 72.3 87.4 49.2 79.1 72.3 86.9
Old : 49.2 79.1 72.3 87.4 49.2 79.1 72.3 86.9
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 18, 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 : 3,748,026: 478,199 468,422 673,867 2,253,879 2,291,739 3,405,944 3,434,028: 342,082 313,998
Old : 3,748,026: 478,199 468,422 673,867 2,253,879 2,291,739 3,405,944 3,434,028: 342,082 313,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 68,942: 19,672 26,389 2,165 49,809 37,776 71,646 66,330: -2,704 2,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 12.5 18.0 60.1 61.1 90.9 91.6: 9.1 8.4
Old : 100.0: 12.8 12.5 18.0 60.1 61.1 90.9 91.6: 9.1 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 : 619: 137 119 141 284 268 486 463:
Old : 619: 137 119 141 284 268 486 463:
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 23.4 28.5 9.3 12.6 14.4 19.5
Old : 14.4 16.8 23.4 28.5 9.3 12.6 14.4 19.5
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 18, 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 : 31,826: 1,462 2,800 0 26,931 26,050 28,393 28,850: 3,433 2,976
Old : 31,826: 1,462 2,800 0 26,931 26,050 28,393 28,850: 3,433 2,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -261: 2 -105 0 -438 44 -436 -61: 175 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.8 0.0 84.6 81.9 89.2 90.6: 10.8 9.4
Old : 100.0: 4.6 8.8 0.0 84.6 81.9 89.2 90.6: 10.8 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 : 26: 4 3 0 8 14 12 17:
Old : 26: 4 3 0 8 14 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 64.6 85.4 81.8 74.4 64.6 82.8 81.8
Old : 76.8 64.6 85.4 81.8 74.4 64.6 82.8 81.8
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 18, 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 : 12,291: 300 668 0 9,704 11,080 10,004 11,748: 2,287 543
Old : 12,291: 300 668 0 9,704 11,080 10,004 11,748: 2,287 543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 329: 100 -2 0 1,271 385 1,371 383: -1,042 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 5.4 0.0 79.0 90.1 81.4 95.6: 18.6 4.4
Old : 100.0: 2.4 5.4 0.0 79.0 90.1 81.4 95.6: 18.6 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 : 23: 1 3 0 10 12 11 15:
Old : 23: 1 3 0 10 12 11 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 : 62.6 67.3 76.4 83.6 61.7 67.3 75.5 83.6
Old : 62.6 67.3 76.4 83.6 61.7 67.3 75.5 83.6
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 18, 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 : 16,740: 1,415 1,515 14 11,766 13,726 13,195 15,255: 3,545 1,485
Old : 16,740: 1,415 1,515 14 11,766 13,726 13,195 15,255: 3,545 1,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -532: 53 215 14 56 -802 123 -573: -655 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.1 0.1 70.3 82.0 78.8 91.1: 21.2 8.9
Old : 100.0: 8.5 9.1 0.1 70.3 82.0 78.8 91.1: 21.2 8.9
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 : 25: 3 3 1 9 12 13 15:
Old : 25: 3 3 1 9 12 13 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 : 50.8 55.0 69.4 79.5 50.3 55.0 67.4 74.7
Old : 50.8 55.0 69.4 79.5 50.3 55.0 67.4 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 78,785: 16,746 3,948 726 50,309 70,005 67,781 74,679: 11,004 4,106
Old : 78,785: 16,746 3,948 726 50,309 70,005 67,781 74,679: 11,004 4,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 68: 281 -277 -92 -197 13 -8 -356: 76 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.0 0.9 63.9 88.9 86.0 94.8: 14.0 5.2
Old : 100.0: 21.3 5.0 0.9 63.9 88.9 86.0 94.8: 14.0 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 : 79: 14 6 6 38 34 54 44:
Old : 79: 14 6 6 38 34 54 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 : 31.8 41.5 48.2 61.5 31.7 41.4 47.9 61.3
Old : 31.8 41.5 48.2 61.5 31.7 41.4 47.9 61.3
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 18, 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 : 49,825: 15,715 11,494 7,435 18,682 21,415 41,831 40,344: 7,994 9,481
Old : 49,825: 15,715 11,494 7,435 18,682 21,415 41,831 40,344: 7,994 9,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 709: 862 -1,203 555 -861 972 557 324: 152 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 23.1 14.9 37.5 43.0 84.0 81.0: 16.0 19.0
Old : 100.0: 31.5 23.1 14.9 37.5 43.0 84.0 81.0: 16.0 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 : 289: 76 63 36 95 94 189 175:
Old : 289: 76 63 36 95 94 189 175:
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 : 17.2 17.5 27.8 25.3 12.7 8.6 21.5 15.6
Old : 17.2 17.5 27.8 25.3 12.7 8.6 21.5 15.6
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 18, 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 : 249,125: 78,573 57,471 37,175 93,409 107,076 209,157 201,722: 39,968 47,403
Old : 249,125: 78,573 57,471 37,175 93,409 107,076 209,157 201,722: 39,968 47,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,545: 4,312 -6,015 2,777 -4,305 4,860 2,784 1,622: 761 1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 23.1 14.9 37.5 43.0 84.0 81.0: 16.0 19.0
Old : 100.0: 31.5 23.1 14.9 37.5 43.0 84.0 81.0: 16.0 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 : 289: 76 63 36 95 94 189 175:
Old : 289: 76 63 36 95 94 189 175:
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 : 17.2 17.5 27.8 25.3 12.7 8.6 21.5 15.6
Old : 17.2 17.5 27.8 25.3 12.7 8.6 21.5 15.6
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 18, 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 : 207,838: 47,314 86,187 15,133 110,743 70,750 173,190 172,071: 34,648 35,767
Old : 207,838: 47,314 86,187 15,133 110,743 70,750 173,190 172,071: 34,648 35,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 12,104: 312 5,226 2,919 5,893 5,415 9,124 13,560: 2,980 -1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 41.5 7.3 53.3 34.0 83.3 82.8: 16.7 17.2
Old : 100.0: 22.8 41.5 7.3 53.3 34.0 83.3 82.8: 16.7 17.2
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 : 114: 27 39 23 29 38 68 90:
Old : 114: 27 39 23 29 38 68 90:
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 : 41.1 20.8 54.6 31.6 38.5 20.6 50.7 31.3
Old : 41.1 20.8 54.6 31.6 38.5 20.6 50.7 31.3
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 18, 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 : 492,375: 112,048 70,801 8,908 346,317 394,534 467,273 474,243: 25,102 18,132
Old : 492,375: 112,048 70,801 8,908 346,317 394,534 467,273 474,243: 25,102 18,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 260: 2,142 1,155 -2,857 1,580 1,766 865 64: -605 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 14.4 1.8 70.3 80.1 94.9 96.3: 5.1 3.7
Old : 100.0: 22.8 14.4 1.8 70.3 80.1 94.9 96.3: 5.1 3.7
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 : 305: 62 45 29 141 110 214 173:
Old : 305: 62 45 29 141 110 214 173:
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 : 18.5 20.6 31.9 37.1 17.5 20.3 30.9 36.5
Old : 18.5 20.6 31.9 37.1 17.5 20.3 30.9 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 7,781: 1,677 4,390 0 4,868 2,553 6,545 6,943: 1,236 838
Old : 7,781: 1,677 4,390 0 4,868 2,553 6,545 6,943: 1,236 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 56.4 0.0 62.6 32.8 84.1 89.2: 15.9 10.8
Old : 100.0: 21.6 56.4 0.0 62.6 32.8 84.1 89.2: 15.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 3 0 8 5 12 8:
Old : 20: 4 3 0 8 5 12 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 71.1 71.9 89.2 54.0 71.1 71.9 89.2
Old : 54.0 71.1 71.9 89.2 54.0 71.1 71.9 89.2
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 18, 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 : 19,674: 2,619 8,476 517 10,335 6,764 13,471 15,757: 6,203 3,917
Old : 19,674: 2,619 8,476 517 10,335 6,764 13,471 15,757: 6,203 3,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 716: -109 28 131 398 22 420 181: 296 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 43.1 2.6 52.5 34.4 68.5 80.1: 31.5 19.9
Old : 100.0: 13.3 43.1 2.6 52.5 34.4 68.5 80.1: 31.5 19.9
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 : 25: 6 6 3 10 5 18 12:
Old : 25: 6 6 3 10 5 18 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 : 45.0 58.8 58.4 75.8 45.0 58.7 57.1 75.0
Old : 45.0 58.8 58.4 75.8 45.0 58.7 57.1 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 57,941: 17,973 6,447 982 30,088 10,270 49,043 17,699: 8,898 40,242
Old : 57,941: 17,973 6,447 982 30,088 10,270 49,043 17,699: 8,898 40,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,641: 330 -496 132 88 -1,229 550 -1,593: 1,091 3,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 11.1 1.7 51.9 17.7 84.6 30.5: 15.4 69.5
Old : 100.0: 31.0 11.1 1.7 51.9 17.7 84.6 30.5: 15.4 69.5
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 : 78: 20 12 6 31 21 54 36:
Old : 78: 20 12 6 31 21 54 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 10.5 41.2 16.4 26.7 10.5 41.1 16.0
Old : 26.7 10.5 41.2 16.4 26.7 10.5 41.1 16.0
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 18, 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 : 102,977: 34,110 4,681 1,209 67,629 97,026 102,948 102,916: 29 61
Old : 102,977: 34,110 4,681 1,209 67,629 97,026 102,948 102,916: 29 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 4,532: 1,104 -500 300 3,123 4,732 4,527 4,532: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 4.5 1.2 65.7 94.2 100.0 99.9: 0.0 0.1
Old : 100.0: 33.1 4.5 1.2 65.7 94.2 100.0 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 : 42.9 61.3 64.1 85.4 38.6 54.6 56.5 70.4
Old : 42.9 61.3 64.1 85.4 38.6 54.6 56.5 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 21, 2020