BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 12,699: 1,061 505 1,777 9,066 10,045 11,904 12,328: 794 371
Old : 12,699: 1,061 505 1,777 9,066 10,045 11,904 12,328: 794 371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,464: -339 -195 -549 -1,616 -1,556 -2,504 -2,301: 40 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.0 14.0 71.4 79.1 93.7 97.1: 6.3 2.9
Old : 100.0: 8.4 4.0 14.0 71.4 79.1 93.7 97.1: 6.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 5 10 27 27 38 38:
Old : 46: 7 5 10 27 27 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 43.3 55.5 61.8 30.8 37.8 46.1 50.4
Old : 34.6 43.3 55.5 61.8 30.8 37.8 46.1 50.4
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, August 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 : 48,746: 12,457 2,936 17,398 13,696 21,001 43,551 41,336: 5,195 7,410
Old : 48,746: 12,457 2,936 17,398 13,696 21,001 43,551 41,336: 5,195 7,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -16,360: -4,438 -302 -6,971 -4,324 -7,621 -15,733 -14,894: -628 -1,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 6.0 35.7 28.1 43.1 89.3 84.8: 10.7 15.2
Old : 100.0: 25.6 6.0 35.7 28.1 43.1 89.3 84.8: 10.7 15.2
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 : 83: 26 9 24 37 42 70 68:
Old : 83: 26 9 24 37 42 70 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 27.6 55.8 45.3 28.5 20.7 34.1 27.5
Old : 38.8 27.6 55.8 45.3 28.5 20.7 34.1 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 14,166: 1,256 223 3,723 8,609 9,302 13,588 13,247: 578 918
Old : 14,166: 1,256 223 3,723 8,609 9,302 13,588 13,247: 578 918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,811: -269 -8 -1,162 -2,198 -2,656 -3,628 -3,826: -183 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.6 26.3 60.8 65.7 95.9 93.5: 4.1 6.5
Old : 100.0: 8.9 1.6 26.3 60.8 65.7 95.9 93.5: 4.1 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 : 48: 6 4 7 37 25 45 34:
Old : 48: 6 4 7 37 25 45 34:
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 47.2 53.3 68.5 18.0 28.1 29.7 34.8
Old : 35.3 47.2 53.3 68.5 18.0 28.1 29.7 34.8
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, August 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 : 11,181: 11 4,374 3,781 6,271 1,909 10,064 10,065: 1,117 1,116
Old : 11,181: 11 4,374 3,781 6,271 1,909 10,064 10,065: 1,117 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,826: 11 -1,024 -775 -1,138 -93 -1,902 -1,891: 76 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 39.1 33.8 56.1 17.1 90.0 90.0: 10.0 10.0
Old : 100.0: 0.1 39.1 33.8 56.1 17.1 90.0 90.0: 10.0 10.0
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 : 34: 1 8 7 23 14 31 22:
Old : 34: 1 8 7 23 14 31 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 : 46.4 62.2 63.2 75.4 29.4 35.2 39.2 42.3
Old : 46.4 62.2 63.2 75.4 29.4 35.2 39.2 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 277,306: 86,073 56,380 88,009 79,042 101,764 253,124 246,154: 24,182 31,152
Old : 142,350: 64,042 53,042 31,709 36,488 43,267 132,238 128,018: 10,112 14,332
Other: 134,956: 46,249 27,555 32,083 42,554 58,497 120,886 118,136: 14,070 16,820
: : :
: : Changes in Commitments from: August 4, 2020 :
: -9,857: 2,070 -4,709 -8,396 -2,202 6,259 -8,529 -6,846: -1,328 -3,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 20.3 31.7 28.5 36.7 91.3 88.8: 8.7 11.2
Old : 100.0: 45.0 37.3 22.3 25.6 30.4 92.9 89.9: 7.1 10.1
Other: 100.0: 34.3 20.4 23.8 31.5 43.3 89.6 87.5: 10.4 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 118 89 120 86 84 267 242:
Old : 287: 106 92 76 65 76 212 204:
Other: 231: 82 54 66 72 67 189 158:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 18.7 28.1 27.3 15.5 13.8 24.1 20.3
Old : 19.8 19.7 31.7 29.4 19.0 16.5 29.3 24.0
Other: 24.0 25.1 34.2 33.7 24.0 22.7 33.5 29.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 328,812: 89,625 24,956 83,311 121,746 175,534 294,682 283,801: 34,130 45,011
Old : 328,812: 89,625 24,956 83,311 121,746 175,534 294,682 283,801: 34,130 45,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -13,375: 5,535 -1,775 -9,197 -8,275 -1,045 -11,937 -12,016: -1,439 -1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 7.6 25.3 37.0 53.4 89.6 86.3: 10.4 13.7
Old : 100.0: 27.3 7.6 25.3 37.0 53.4 89.6 86.3: 10.4 13.7
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 : 366: 114 69 124 133 143 308 292:
Old : 366: 114 69 124 133 143 308 292:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 18.9 27.8 27.9 16.5 18.3 26.7 26.2
Old : 16.6 18.9 27.8 27.9 16.5 18.3 26.7 26.2
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, August 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 : 4,766: 1,286 427 491 1,714 2,915 3,490 3,832: 1,276 934
Old : 4,766: 1,286 427 491 1,714 2,915 3,490 3,832: 1,276 934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 42: 162 -43 48 -110 -6 101 -1: -59 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 9.0 10.3 36.0 61.2 73.2 80.4: 26.8 19.6
Old : 100.0: 27.0 9.0 10.3 36.0 61.2 73.2 80.4: 26.8 19.6
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 : 55: 23 7 9 16 17 42 32:
Old : 55: 23 7 9 16 17 42 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 : 26.3 39.3 39.4 53.9 20.7 37.6 30.6 46.6
Old : 26.3 39.3 39.4 53.9 20.7 37.6 30.6 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 51,421: 16,534 6,666 16,250 11,596 12,354 44,380 35,270: 7,040 16,151
Old : 51,421: 16,534 6,666 16,250 11,596 12,354 44,380 35,270: 7,040 16,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 1,665: 199 6 1,201 317 784 1,717 1,991: -52 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 13.0 31.6 22.6 24.0 86.3 68.6: 13.7 31.4
Old : 100.0: 32.2 13.0 31.6 22.6 24.0 86.3 68.6: 13.7 31.4
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 : 196: 52 47 63 52 69 148 149:
Old : 196: 52 47 63 52 69 148 149:
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 11.0 31.6 18.5 19.0 6.9 27.6 10.6
Old : 20.7 11.0 31.6 18.5 19.0 6.9 27.6 10.6
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, August 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 : 34,268: 1,889 9,240 5,604 25,987 17,521 33,480 32,364: 788 1,903
Old : 34,268: 1,889 9,240 5,604 25,987 17,521 33,480 32,364: 788 1,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -5,764: -176 -2,177 -1,354 -4,184 -2,045 -5,714 -5,576: -50 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 27.0 16.4 75.8 51.1 97.7 94.4: 2.3 5.6
Old : 100.0: 5.5 27.0 16.4 75.8 51.1 97.7 94.4: 2.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 11 13 14 35 35 56 52:
Old : 68: 11 13 14 35 35 56 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 42.9 68.0 61.0 46.7 39.3 61.0 52.7
Old : 48.2 42.9 68.0 61.0 46.7 39.3 61.0 52.7
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, August 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 : 24,035: 9,635 3,103 0 12,698 19,265 22,333 22,368: 1,702 1,667
Old : 24,035: 9,635 3,103 0 12,698 19,265 22,333 22,368: 1,702 1,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -58: 581 -91 0 -1,265 -26 -684 -117: 626 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 12.9 0.0 52.8 80.2 92.9 93.1: 7.1 6.9
Old : 100.0: 40.1 12.9 0.0 52.8 80.2 92.9 93.1: 7.1 6.9
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 : 38: 12 13 0 7 9 19 22:
Old : 38: 12 13 0 7 9 19 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 : 65.7 77.8 80.5 84.5 65.6 77.8 80.5 84.5
Old : 65.7 77.8 80.5 84.5 65.6 77.8 80.5 84.5
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, August 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 : 150,722: 17,770 46,446 6,674 91,834 75,368 116,278 128,489: 34,444 22,233
Old : 150,722: 17,770 46,446 6,674 91,834 75,368 116,278 128,489: 34,444 22,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,973: -1,690 3,847 -1,975 436 -2,837 -3,229 -965: 256 -2,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 30.8 4.4 60.9 50.0 77.1 85.2: 22.9 14.8
Old : 100.0: 11.8 30.8 4.4 60.9 50.0 77.1 85.2: 22.9 14.8
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 : 97: 20 25 13 38 36 65 67:
Old : 97: 20 25 13 38 36 65 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 37.0 44.5 50.0 35.4 36.7 41.1 49.6
Old : 37.2 37.0 44.5 50.0 35.4 36.7 41.1 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 58,519: 23,292 5,444 966 13,295 41,069 37,553 47,479: 20,966 11,040
Old : 58,519: 23,292 5,444 966 13,295 41,069 37,553 47,479: 20,966 11,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -902: 1,283 -4,063 -122 -2,025 2,974 -864 -1,211: -37 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 9.3 1.6 22.7 70.2 64.2 81.1: 35.8 18.9
Old : 100.0: 39.8 9.3 1.6 22.7 70.2 64.2 81.1: 35.8 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 14 8 6 16 17 33 28:
Old : 48: 14 8 6 16 17 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 48.3 41.1 60.1 29.1 48.0 41.1 59.1
Old : 29.1 48.3 41.1 60.1 29.1 48.0 41.1 59.1
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, August 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 : 131,791: 44,539 37,733 2,492 79,648 86,758 126,679 126,983: 5,111 4,807
Old : 131,791: 44,539 37,733 2,492 79,648 86,758 126,679 126,983: 5,111 4,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 2,864: 1,809 -2,003 -52 1,072 4,599 2,830 2,545: 34 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 28.6 1.9 60.4 65.8 96.1 96.4: 3.9 3.6
Old : 100.0: 33.8 28.6 1.9 60.4 65.8 96.1 96.4: 3.9 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 : 126: 42 37 11 28 30 77 71:
Old : 126: 42 37 11 28 30 77 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 49.1 68.2 63.9 58.7 49.1 68.2 63.9
Old : 58.7 49.1 68.2 63.9 58.7 49.1 68.2 63.9
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, August 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 : 201,742: 46,367 51,544 20,484 104,522 103,065 171,374 175,093: 30,369 26,649
Old : 201,742: 46,367 51,544 20,484 104,522 103,065 171,374 175,093: 30,369 26,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -12,328: 2,569 -8,405 -8,283 -7,062 5,165 -12,775 -11,522: 447 -806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 25.5 10.2 51.8 51.1 84.9 86.8: 15.1 13.2
Old : 100.0: 23.0 25.5 10.2 51.8 51.1 84.9 86.8: 15.1 13.2
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 : 118: 28 27 17 38 48 78 80:
Old : 118: 28 27 17 38 48 78 80:
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 : 30.0 23.4 44.5 34.7 29.8 21.9 42.4 32.0
Old : 30.0 23.4 44.5 34.7 29.8 21.9 42.4 32.0
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, August 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 : 170,182: 45,554 22,155 14,369 81,005 113,270 140,927 149,793: 29,254 20,389
Old : 170,182: 45,554 22,155 14,369 81,005 113,270 140,927 149,793: 29,254 20,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -12,212: -5,930 1,051 83 -2,515 -16,371 -8,361 -15,236: -3,851 3,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 13.0 8.4 47.6 66.6 82.8 88.0: 17.2 12.0
Old : 100.0: 26.8 13.0 8.4 47.6 66.6 82.8 88.0: 17.2 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 : 114: 32 20 20 46 39 83 74:
Old : 114: 32 20 20 46 39 83 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 : 22.7 46.3 34.9 59.8 22.4 45.3 33.5 55.4
Old : 22.7 46.3 34.9 59.8 22.4 45.3 33.5 55.4
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, August 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 : 776,236: 266,109 66,166 49,877 356,821 616,183 672,807 732,226: 103,429 44,010
Old : 776,236: 266,109 66,166 49,877 356,821 616,183 672,807 732,226: 103,429 44,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -19,117: 5,128 -9,681 -16,068 -4,008 6,883 -14,949 -18,867: -4,168 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 8.5 6.4 46.0 79.4 86.7 94.3: 13.3 5.7
Old : 100.0: 34.3 8.5 6.4 46.0 79.4 86.7 94.3: 13.3 5.7
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: 109 39 55 125 81 250 160:
Old : 305: 109 39 55 125 81 250 160:
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 : 15.2 58.9 24.6 67.7 14.8 58.5 24.0 66.2
Old : 15.2 58.9 24.6 67.7 14.8 58.5 24.0 66.2
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, August 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 : 24,287: 4,541 4,566 111 7,907 15,032 12,559 19,709: 11,728 4,578
Old : 24,287: 4,541 4,566 111 7,907 15,032 12,559 19,709: 11,728 4,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 317: 236 -115 0 173 42 409 -73: -92 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 18.8 0.5 32.6 61.9 51.7 81.2: 48.3 18.8
Old : 100.0: 18.7 18.8 0.5 32.6 61.9 51.7 81.2: 48.3 18.8
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 : 25: 6 5 1 12 10 19 15:
Old : 25: 6 5 1 12 10 19 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 : 19.6 57.7 34.3 71.4 19.6 56.7 33.7 66.4
Old : 19.6 57.7 34.3 71.4 19.6 56.7 33.7 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 31,846: 11,445 24,991 137 17,839 3,967 29,421 29,095: 2,425 2,751
Old : 31,846: 11,445 24,991 137 17,839 3,967 29,421 29,095: 2,425 2,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 6,024: 4,411 5,255 108 1,250 528 5,769 5,891: 255 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 78.5 0.4 56.0 12.5 92.4 91.4: 7.6 8.6
Old : 100.0: 35.9 78.5 0.4 56.0 12.5 92.4 91.4: 7.6 8.6
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 : 55: 15 21 4 10 12 28 34:
Old : 55: 15 21 4 10 12 28 34:
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 : 64.7 63.2 77.0 71.8 64.1 63.2 76.1 71.8
Old : 64.7 63.2 77.0 71.8 64.1 63.2 76.1 71.8
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, August 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 : 37,537: 17,878 18,060 796 14,360 15,217 33,034 34,073: 4,503 3,463
Old : 37,537: 17,878 18,060 796 14,360 15,217 33,034 34,073: 4,503 3,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -973: -706 -1,976 171 -378 556 -913 -1,249: -60 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 48.1 2.1 38.3 40.5 88.0 90.8: 12.0 9.2
Old : 100.0: 47.6 48.1 2.1 38.3 40.5 88.0 90.8: 12.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 30 28 8 18 13 53 44:
Old : 85: 30 28 8 18 13 53 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 : 26.6 46.9 41.6 64.5 26.6 46.9 41.6 64.3
Old : 26.6 46.9 41.6 64.5 26.6 46.9 41.6 64.3
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, August 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 : 13,403: 8,236 5,590 0 4,710 6,153 12,946 11,743: 457 1,660
Old : 13,403: 8,236 5,590 0 4,710 6,153 12,946 11,743: 457 1,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 1,440: 363 1,246 0 1,206 -14 1,569 1,232: -129 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 41.7 0.0 35.1 45.9 96.6 87.6: 3.4 12.4
Old : 100.0: 61.4 41.7 0.0 35.1 45.9 96.6 87.6: 3.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 14 0 6 4 12 18:
Old : 29: 6 14 0 6 4 12 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 60.3 92.1 74.3 67.9 60.3 92.1 74.3
Old : 67.9 60.3 92.1 74.3 67.9 60.3 92.1 74.3
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, August 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 :21,364,327: 1,052,845 749,717 11,570,749 8,004,358 8,220,013 20,627,952 20,540,479: 736,374 823,848
Old :21,364,327: 1,052,845 749,717 11,570,749 8,004,358 8,220,013 20,627,952 20,540,479: 736,374 823,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -636,697: -14,108 -230,820 -422,477 -160,751 -9,111 -597,336 -662,408: -39,361 25,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.5 54.2 37.5 38.5 96.6 96.1: 3.4 3.9
Old : 100.0: 4.9 3.5 54.2 37.5 38.5 96.6 96.1: 3.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 66 58 99 123 121 245 230:
Old : 264: 66 58 99 123 121 245 230:
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 : 23.2 24.5 37.3 37.6 4.0 5.5 6.5 8.6
Old : 23.2 24.5 37.3 37.6 4.0 5.5 6.5 8.6
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, August 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 : 13,969: 8,591 11,699 1,759 137 0 10,487 13,458: 3,482 511
Old : 13,969: 8,591 11,699 1,759 137 0 10,487 13,458: 3,482 511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 509: -237 -405 861 -40 0 584 456: -75 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 83.7 12.6 1.0 0.0 75.1 96.3: 24.9 3.7
Old : 100.0: 61.5 83.7 12.6 1.0 0.0 75.1 96.3: 24.9 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 : 92: 62 27 22 1 0 79 35:
Old : 92: 62 27 22 1 0 79 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 58.7 43.7 78.8 30.9 53.6 39.7 72.8
Old : 30.9 58.7 43.7 78.8 30.9 53.6 39.7 72.8
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, August 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 : 171,948: 21,168 27,985 31,716 118,893 112,139 171,776 171,839: 172 109
Old : 171,948: 21,168 27,985 31,716 118,893 112,139 171,776 171,839: 172 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -671: 1,654 -9,417 -843 -1,481 9,554 -670 -706: -1 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.3 18.4 69.1 65.2 99.9 99.9: 0.1 0.1
Old : 100.0: 12.3 16.3 18.4 69.1 65.2 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 14 19 21 16 28 43 55:
Old : 63: 14 19 21 16 28 43 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 48.6 82.2 69.4 62.0 42.1 64.9 53.9
Old : 69.6 48.6 82.2 69.4 62.0 42.1 64.9 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 157,154: 34,761 43,820 14,880 107,458 98,358 157,099 157,058: 55 96
Old : 157,154: 34,761 43,820 14,880 107,458 98,358 157,099 157,058: 55 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 3,912: -699 -3,854 1,324 3,350 6,536 3,975 4,006: -63 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 27.9 9.5 68.4 62.6 100.0 99.9: 0.0 0.1
Old : 100.0: 22.1 27.9 9.5 68.4 62.6 100.0 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 : 76: 14 22 20 21 35 46 66:
Old : 76: 14 22 20 21 35 46 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 48.7 76.6 64.3 59.5 47.6 71.2 59.5
Old : 61.7 48.7 76.6 64.3 59.5 47.6 71.2 59.5
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, August 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 : 734,949: 79,788 88,605 121,664 450,648 431,109 652,100 641,379: 82,849 93,570
Old : 734,949: 79,788 88,605 121,664 450,648 431,109 652,100 641,379: 82,849 93,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 18,566: -928 -714 13,132 6,091 3,749 18,295 16,167: 271 2,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.1 16.6 61.3 58.7 88.7 87.3: 11.3 12.7
Old : 100.0: 10.9 12.1 16.6 61.3 58.7 88.7 87.3: 11.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 609: 116 100 110 292 308 457 469:
Old : 609: 116 100 110 292 308 457 469:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 15.5 22.6 25.7 10.5 11.7 16.3 17.0
Old : 13.4 15.5 22.6 25.7 10.5 11.7 16.3 17.0
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, August 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 : 48,338: 7,986 2,090 9,326 7,953 28,624 25,265 40,041: 23,074 8,298
Old : 48,338: 7,986 2,090 9,326 7,953 28,624 25,265 40,041: 23,074 8,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 4,829: 4,781 491 970 -294 2,958 5,456 4,419: -627 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 4.3 19.3 16.5 59.2 52.3 82.8: 47.7 17.2
Old : 100.0: 16.5 4.3 19.3 16.5 59.2 52.3 82.8: 47.7 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 : 26: 8 6 12 6 12 19 25:
Old : 26: 8 6 12 6 12 19 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 : 33.2 45.6 45.6 63.9 15.6 39.2 18.7 48.3
Old : 33.2 45.6 45.6 63.9 15.6 39.2 18.7 48.3
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, August 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 : 10,027: 1,020 0 0 7,318 8,616 8,338 8,616: 1,689 1,411
Old : 10,027: 1,020 0 0 7,318 8,616 8,338 8,616: 1,689 1,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 0.0 73.0 85.9 83.2 85.9: 16.8 14.1
Old : 100.0: 10.2 0.0 0.0 73.0 85.9 83.2 85.9: 16.8 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 : 20: 3 0 0 9 9 12 9:
Old : 20: 3 0 0 9 9 12 9:
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 : 56.1 64.7 72.9 84.7 54.8 64.7 71.6 84.7
Old : 56.1 64.7 72.9 84.7 54.8 64.7 71.6 84.7
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, August 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 : 14,899: 428 626 0 9,478 12,729 9,906 13,355: 4,993 1,544
Old : 14,899: 428 626 0 9,478 12,729 9,906 13,355: 4,993 1,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 2,948: 204 349 0 -177 2,703 27 3,052: 2,921 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 4.2 0.0 63.6 85.4 66.5 89.6: 33.5 10.4
Old : 100.0: 2.9 4.2 0.0 63.6 85.4 66.5 89.6: 33.5 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 : 24: 2 2 0 11 11 13 13:
Old : 24: 2 2 0 11 11 13 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 : 52.0 72.2 60.8 83.2 52.0 72.2 60.7 83.2
Old : 52.0 72.2 60.8 83.2 52.0 72.2 60.7 83.2
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, August 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 : 3,433,053: 405,926 479,492 514,774 2,213,476 2,012,424 3,134,176 3,006,691: 298,877 426,363
Old : 3,433,053: 405,926 479,492 514,774 2,213,476 2,012,424 3,134,176 3,006,691: 298,877 426,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 68,684: 5,395 27,917 26,870 31,926 3,957 64,191 58,744: 4,492 9,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.0 15.0 64.5 58.6 91.3 87.6: 8.7 12.4
Old : 100.0: 11.8 14.0 15.0 64.5 58.6 91.3 87.6: 8.7 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 606: 115 100 108 289 305 453 464:
Old : 606: 115 100 108 289 305 453 464:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 16.0 23.2 26.0 11.3 12.2 17.4 17.7
Old : 13.7 16.0 23.2 26.0 11.3 12.2 17.4 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 TOTAL RETURN INDEX x $25) :
: : :
All : 231,370: 3,000 0 4,200 224,170 225,170 231,370 229,370: 0 2,000
Old : 231,370: 3,000 0 4,200 224,170 225,170 231,370 229,370: 0 2,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 1.8 96.9 97.3 100.0 99.1: 0.0 0.9
Old : 100.0: 1.3 0.0 1.8 96.9 97.3 100.0 99.1: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 2 14 13 16 15:
Old : 20: 1 0 2 14 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 63.2 90.0 87.5 42.0 40.0 53.0 53.7
Old : 60.6 63.2 90.0 87.5 42.0 40.0 53.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 56,417: 6,539 3,987 311 40,630 47,898 47,480 52,196: 8,937 4,221
Old : 56,417: 6,539 3,987 311 40,630 47,898 47,480 52,196: 8,937 4,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -784: 1,129 1,334 -261 -1,818 -1,557 -950 -484: 166 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.1 0.6 72.0 84.9 84.2 92.5: 15.8 7.5
Old : 100.0: 11.6 7.1 0.6 72.0 84.9 84.2 92.5: 15.8 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 : 70: 8 8 4 36 28 46 38:
Old : 70: 8 8 4 36 28 46 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 45.6 50.6 66.3 32.9 45.3 49.1 66.0
Old : 34.0 45.6 50.6 66.3 32.9 45.3 49.1 66.0
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, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 53,821: 13,912 10,981 6,353 25,356 28,826 45,622 46,160: 8,199 7,661
Old : 53,821: 13,912 10,981 6,353 25,356 28,826 45,622 46,160: 8,199 7,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 1,605: -906 304 768 1,574 444 1,436 1,515: 169 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 20.4 11.8 47.1 53.6 84.8 85.8: 15.2 14.2
Old : 100.0: 25.8 20.4 11.8 47.1 53.6 84.8 85.8: 15.2 14.2
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 : 304: 66 61 41 109 120 194 203:
Old : 304: 66 61 41 109 120 194 203:
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 : 19.0 24.5 28.8 34.5 17.5 21.0 25.6 29.1
Old : 19.0 24.5 28.8 34.5 17.5 21.0 25.6 29.1
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, August 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 : 269,103: 69,560 54,903 31,767 126,781 144,128 228,108 230,798: 40,995 38,305
Old : 269,103: 69,560 54,903 31,767 126,781 144,128 228,108 230,798: 40,995 38,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 8,024: -4,531 1,519 3,840 7,872 2,218 7,181 7,576: 843 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 20.4 11.8 47.1 53.6 84.8 85.8: 15.2 14.2
Old : 100.0: 25.8 20.4 11.8 47.1 53.6 84.8 85.8: 15.2 14.2
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 : 304: 66 61 41 109 120 194 203:
Old : 304: 66 61 41 109 120 194 203:
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 : 19.0 24.5 28.8 34.5 17.5 21.0 25.6 29.1
Old : 19.0 24.5 28.8 34.5 17.5 21.0 25.6 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 $2) :
: : :
All : 62,875: 30,036 47,401 326 1,562 403 31,924 48,130: 30,951 14,745
Old : 62,875: 30,036 47,401 326 1,562 403 31,924 48,130: 30,951 14,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 4,013: -8,542 9,634 192 -2,081 168 -10,431 9,994: 14,444 -5,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 75.4 0.5 2.5 0.6 50.8 76.5: 49.2 23.5
Old : 100.0: 47.8 75.4 0.5 2.5 0.6 50.8 76.5: 49.2 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 8 3 1 1 12 11:
Old : 20: 10 8 3 1 1 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 73.9 49.2 75.9 42.9 73.7 48.9 75.7
Old : 43.2 73.9 49.2 75.9 42.9 73.7 48.9 75.7
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, August 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 : 138,682: 47,119 51,666 8,500 52,840 56,151 108,459 116,318: 30,223 22,364
Old : 138,682: 47,119 51,666 8,500 52,840 56,151 108,459 116,318: 30,223 22,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,637: 1,640 4,569 -2,126 -1,112 -5,689 -1,598 -3,245: -1,039 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 37.3 6.1 38.1 40.5 78.2 83.9: 21.8 16.1
Old : 100.0: 34.0 37.3 6.1 38.1 40.5 78.2 83.9: 21.8 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 25 16 11 34 30 65 51:
Old : 83: 25 16 11 34 30 65 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 46.9 43.4 60.0 32.7 46.7 41.2 57.5
Old : 33.2 46.9 43.4 60.0 32.7 46.7 41.2 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 510,303: 85,362 70,173 10,782 391,429 405,120 487,572 486,074: 22,731 24,228
Old : 510,303: 85,362 70,173 10,782 391,429 405,120 487,572 486,074: 22,731 24,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -4,680: 5,896 -1,368 802 -14,066 -5,394 -7,368 -5,961: 2,688 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.8 2.1 76.7 79.4 95.5 95.3: 4.5 4.7
Old : 100.0: 16.7 13.8 2.1 76.7 79.4 95.5 95.3: 4.5 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 : 344: 52 52 27 152 146 215 214:
Old : 344: 52 52 27 152 146 215 214:
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 : 16.9 22.3 30.0 35.2 16.1 22.1 27.8 33.4
Old : 16.9 22.3 30.0 35.2 16.1 22.1 27.8 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 37,555: 8,177 1,921 10 20,066 20,115 28,253 22,046: 9,302 15,509
Old : 37,555: 8,177 1,921 10 20,066 20,115 28,253 22,046: 9,302 15,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -86: -157 -1,456 10 -456 1,154 -603 -292: 517 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 5.1 0.0 53.4 53.6 75.2 58.7: 24.8 41.3
Old : 100.0: 21.8 5.1 0.0 53.4 53.6 75.2 58.7: 24.8 41.3
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 : 61: 13 5 1 26 25 39 31:
Old : 61: 13 5 1 26 25 39 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 : 30.7 27.3 44.2 40.5 30.7 26.3 44.1 39.4
Old : 30.7 27.3 44.2 40.5 30.7 26.3 44.1 39.4
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, August 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 : 167,366: 51,005 1,315 6,387 109,724 159,534 167,116 167,236: 250 130
Old : 167,366: 51,005 1,315 6,387 109,724 159,534 167,116 167,236: 250 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 5,861: 1,460 345 515 3,878 5,001 5,853 5,861: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 0.8 3.8 65.6 95.3 99.9 99.9: 0.1 0.1
Old : 100.0: 30.5 0.8 3.8 65.6 95.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 31 3 5 42 27 75 35:
Old : 83: 31 3 5 42 27 75 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 59.4 51.9 83.9 30.2 48.7 44.9 67.1
Old : 37.2 59.4 51.9 83.9 30.2 48.7 44.9 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2020