BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 12,904: 1,035 1,098 1,780 9,360 9,609 12,175 12,487: 730 417
Old : 12,904: 1,035 1,098 1,780 9,360 9,609 12,175 12,487: 730 417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 206: -27 593 3 294 -436 270 160: -64 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.5 13.8 72.5 74.5 94.3 96.8: 5.7 3.2
Old : 100.0: 8.0 8.5 13.8 72.5 74.5 94.3 96.8: 5.7 3.2
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 : 48: 7 6 10 28 26 39 38:
Old : 48: 7 6 10 28 26 39 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 : 34.1 43.6 54.9 62.7 30.8 38.4 46.2 51.0
Old : 34.1 43.6 54.9 62.7 30.8 38.4 46.2 51.0
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 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 : 48,907: 13,132 3,006 17,108 13,833 20,972 44,074 41,086: 4,834 7,821
Old : 48,907: 13,132 3,006 17,108 13,833 20,972 44,074 41,086: 4,834 7,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 162: 675 70 -290 138 -29 523 -250: -361 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.1 35.0 28.3 42.9 90.1 84.0: 9.9 16.0
Old : 100.0: 26.9 6.1 35.0 28.3 42.9 90.1 84.0: 9.9 16.0
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 : 87: 26 12 28 37 43 73 73:
Old : 87: 26 12 28 37 43 73 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 27.4 56.5 44.6 30.3 20.8 35.6 27.9
Old : 39.9 27.4 56.5 44.6 30.3 20.8 35.6 27.9
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 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 : 13,559: 1,563 1,221 3,213 8,179 8,132 12,955 12,566: 604 993
Old : 13,559: 1,563 1,221 3,213 8,179 8,132 12,955 12,566: 604 993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -606: 308 999 -509 -431 -1,170 -632 -681: 26 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.0 23.7 60.3 60.0 95.5 92.7: 4.5 7.3
Old : 100.0: 11.5 9.0 23.7 60.3 60.0 95.5 92.7: 4.5 7.3
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 : 49: 8 4 7 34 24 43 34:
Old : 49: 8 4 7 34 24 43 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 : 31.9 45.3 50.5 66.9 18.9 31.0 31.6 39.2
Old : 31.9 45.3 50.5 66.9 18.9 31.0 31.6 39.2
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 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 : 11,053: 13 4,444 3,648 6,320 1,901 9,981 9,993: 1,071 1,059
Old : 11,053: 13 4,444 3,648 6,320 1,901 9,981 9,993: 1,071 1,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -128: 2 70 -133 49 -8 -82 -71: -46 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 40.2 33.0 57.2 17.2 90.3 90.4: 9.7 9.6
Old : 100.0: 0.1 40.2 33.0 57.2 17.2 90.3 90.4: 9.7 9.6
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 : 35: 1 9 7 23 14 31 23:
Old : 35: 1 9 7 23 14 31 23:
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 61.8 62.9 75.1 29.6 36.0 39.3 42.9
Old : 46.4 61.8 62.9 75.1 29.6 36.0 39.3 42.9
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 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 : 261,463: 83,433 53,374 77,655 76,890 99,186 237,978 230,215: 23,485 31,248
Old : 123,759: 63,245 52,368 19,225 32,340 38,986 114,810 110,578: 8,949 13,181
Other: 137,704: 45,375 26,193 33,244 44,549 60,200 123,168 119,636: 14,536 18,067
: : :
: : Changes in Commitments from: August 11, 2020 :
: -15,843: -2,640 -3,006 -10,354 -2,152 -2,578 -15,146 -15,939: -697 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 20.4 29.7 29.4 37.9 91.0 88.0: 9.0 12.0
Old : 100.0: 51.1 42.3 15.5 26.1 31.5 92.8 89.3: 7.2 10.7
Other: 100.0: 33.0 19.0 24.1 32.4 43.7 89.4 86.9: 10.6 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 111 99 119 78 80 252 247:
Old : 284: 99 100 61 56 72 184 204:
Other: 234: 81 59 71 71 66 189 165:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 17.9 28.7 26.3 16.5 14.2 25.7 20.5
Old : 22.2 18.6 34.0 27.8 22.2 16.9 33.6 24.3
Other: 24.3 24.4 34.5 33.1 24.3 22.0 34.0 28.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 336,716: 99,279 21,506 87,730 117,690 181,219 304,698 290,454: 32,017 46,261
Old : 336,716: 99,279 21,506 87,730 117,690 181,219 304,698 290,454: 32,017 46,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 7,903: 9,654 -3,451 4,418 -4,056 5,685 10,016 6,653: -2,113 1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 6.4 26.1 35.0 53.8 90.5 86.3: 9.5 13.7
Old : 100.0: 29.5 6.4 26.1 35.0 53.8 90.5 86.3: 9.5 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 : 365: 117 74 131 121 135 312 283:
Old : 365: 117 74 131 121 135 312 283:
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 18.5 27.0 27.2 16.4 18.3 26.4 26.1
Old : 16.4 18.5 27.0 27.2 16.4 18.3 26.4 26.1
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 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 : 5,271: 1,346 498 513 1,902 2,944 3,761 3,955: 1,511 1,316
Old : 5,271: 1,346 498 513 1,902 2,944 3,761 3,955: 1,511 1,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 505: 60 71 22 188 30 271 123: 234 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 9.4 9.7 36.1 55.9 71.3 75.0: 28.7 25.0
Old : 100.0: 25.5 9.4 9.7 36.1 55.9 71.3 75.0: 28.7 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 19 10 8 16 19 41 34:
Old : 56: 19 10 8 16 19 41 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 : 27.2 34.3 39.8 47.6 21.8 31.7 30.3 40.3
Old : 27.2 34.3 39.8 47.6 21.8 31.7 30.3 40.3
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 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 : 54,157: 17,592 6,833 17,404 12,088 14,067 47,085 38,303: 7,072 15,853
Old : 54,157: 17,592 6,833 17,404 12,088 14,067 47,085 38,303: 7,072 15,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 2,736: 1,058 167 1,154 492 1,713 2,704 3,034: 32 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 12.6 32.1 22.3 26.0 86.9 70.7: 13.1 29.3
Old : 100.0: 32.5 12.6 32.1 22.3 26.0 86.9 70.7: 13.1 29.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 54 42 62 55 74 149 152:
Old : 197: 54 42 62 55 74 149 152:
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 : 20.4 11.9 31.0 20.4 18.3 7.9 26.3 11.7
Old : 20.4 11.9 31.0 20.4 18.3 7.9 26.3 11.7
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 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 : 35,979: 1,944 10,365 5,602 27,621 18,068 35,167 34,035: 812 1,945
Old : 35,979: 1,944 10,365 5,602 27,621 18,068 35,167 34,035: 812 1,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,712: 56 1,125 -2 1,633 547 1,687 1,671: 25 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 28.8 15.6 76.8 50.2 97.7 94.6: 2.3 5.4
Old : 100.0: 5.4 28.8 15.6 76.8 50.2 97.7 94.6: 2.3 5.4
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 : 67: 13 11 15 35 34 56 52:
Old : 67: 13 11 15 35 34 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 : 50.0 43.0 69.6 61.9 48.6 39.9 62.8 53.8
Old : 50.0 43.0 69.6 61.9 48.6 39.9 62.8 53.8
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, August 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 : 24,219: 9,811 3,365 0 12,793 19,162 22,604 22,527: 1,615 1,692
Old : 24,219: 9,811 3,365 0 12,793 19,162 22,604 22,527: 1,615 1,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 184: 176 262 0 95 -103 271 159: -87 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 13.9 0.0 52.8 79.1 93.3 93.0: 6.7 7.0
Old : 100.0: 40.5 13.9 0.0 52.8 79.1 93.3 93.0: 6.7 7.0
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 : 38: 12 13 0 8 8 20 21:
Old : 38: 12 13 0 8 8 20 21:
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 : 66.4 77.3 80.3 84.6 66.4 77.3 80.3 84.6
Old : 66.4 77.3 80.3 84.6 66.4 77.3 80.3 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 158,132: 20,238 53,000 7,298 95,593 75,396 123,130 135,694: 35,002 22,438
Old : 158,132: 20,238 53,000 7,298 95,593 75,396 123,130 135,694: 35,002 22,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 7,410: 2,468 6,553 624 3,760 28 6,852 7,205: 558 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 33.5 4.6 60.5 47.7 77.9 85.8: 22.1 14.2
Old : 100.0: 12.8 33.5 4.6 60.5 47.7 77.9 85.8: 22.1 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 : 99: 22 26 10 38 35 66 65:
Old : 99: 22 26 10 38 35 66 65:
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 : 35.1 33.0 42.6 45.1 33.4 32.7 39.5 44.8
Old : 35.1 33.0 42.6 45.1 33.4 32.7 39.5 44.8
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 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 : 58,364: 21,366 5,847 1,040 13,235 41,057 35,641 47,944: 22,722 10,420
Old : 58,364: 21,366 5,847 1,040 13,235 41,057 35,641 47,944: 22,722 10,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -155: -1,926 403 74 -60 -12 -1,911 465: 1,756 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 10.0 1.8 22.7 70.3 61.1 82.1: 38.9 17.9
Old : 100.0: 36.6 10.0 1.8 22.7 70.3 61.1 82.1: 38.9 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 7 6 17 16 31 27:
Old : 45: 12 7 6 17 16 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 48.8 41.3 61.2 29.6 48.4 41.3 59.9
Old : 29.6 48.8 41.3 61.2 29.6 48.4 41.3 59.9
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 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 : 135,411: 42,600 38,112 3,161 84,355 89,471 130,116 130,744: 5,295 4,667
Old : 135,411: 42,600 38,112 3,161 84,355 89,471 130,116 130,744: 5,295 4,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 3,620: -1,939 379 669 4,707 2,713 3,437 3,761: 183 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 28.1 2.3 62.3 66.1 96.1 96.6: 3.9 3.4
Old : 100.0: 31.5 28.1 2.3 62.3 66.1 96.1 96.6: 3.9 3.4
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 : 129: 41 38 13 31 31 77 78:
Old : 129: 41 38 13 31 31 77 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 49.3 66.0 64.2 55.6 49.3 66.0 64.2
Old : 55.6 49.3 66.0 64.2 55.6 49.3 66.0 64.2
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 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 : 213,907: 52,247 49,312 21,841 104,464 118,419 178,552 189,572: 35,356 24,336
Old : 213,907: 52,247 49,312 21,841 104,464 118,419 178,552 189,572: 35,356 24,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 12,165: 5,880 -2,232 1,357 -59 15,354 7,178 14,479: 4,987 -2,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 23.1 10.2 48.8 55.4 83.5 88.6: 16.5 11.4
Old : 100.0: 24.4 23.1 10.2 48.8 55.4 83.5 88.6: 16.5 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 : 115: 29 24 17 38 47 76 79:
Old : 115: 29 24 17 38 47 76 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 28.2 40.4 39.3 26.2 26.9 38.3 35.8
Old : 26.4 28.2 40.4 39.3 26.2 26.9 38.3 35.8
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, August 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 : 170,125: 41,665 21,470 14,604 81,205 114,492 137,474 150,565: 32,651 19,560
Old : 170,125: 41,665 21,470 14,604 81,205 114,492 137,474 150,565: 32,651 19,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -56: -3,888 -685 235 200 1,222 -3,453 772: 3,397 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 12.6 8.6 47.7 67.3 80.8 88.5: 19.2 11.5
Old : 100.0: 24.5 12.6 8.6 47.7 67.3 80.8 88.5: 19.2 11.5
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 : 116: 34 20 19 47 39 88 71:
Old : 116: 34 20 19 47 39 88 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 : 22.4 47.1 34.8 59.6 22.0 46.4 31.9 56.3
Old : 22.4 47.1 34.8 59.6 22.0 46.4 31.9 56.3
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 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 : 785,166: 261,597 61,676 55,122 358,901 623,500 675,621 740,298: 109,546 44,869
Old : 785,166: 261,597 61,676 55,122 358,901 623,500 675,621 740,298: 109,546 44,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 8,930: -4,512 -4,491 5,245 2,080 7,317 2,814 8,072: 6,117 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 7.9 7.0 45.7 79.4 86.0 94.3: 14.0 5.7
Old : 100.0: 33.3 7.9 7.0 45.7 79.4 86.0 94.3: 14.0 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 : 297: 109 35 53 123 80 246 155:
Old : 297: 109 35 53 123 80 246 155:
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 : 14.9 59.1 24.5 68.0 14.5 58.6 23.8 66.0
Old : 14.9 59.1 24.5 68.0 14.5 58.6 23.8 66.0
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 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 : 24,606: 4,677 4,893 111 7,938 15,101 12,726 20,105: 11,880 4,501
Old : 24,606: 4,677 4,893 111 7,938 15,101 12,726 20,105: 11,880 4,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 319: 136 327 0 31 69 167 396: 152 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 19.9 0.5 32.3 61.4 51.7 81.7: 48.3 18.3
Old : 100.0: 19.0 19.9 0.5 32.3 61.4 51.7 81.7: 48.3 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 : 25: 6 5 1 11 10 18 15:
Old : 25: 6 5 1 11 10 18 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 : 19.7 58.4 34.5 72.1 19.6 57.6 33.9 67.4
Old : 19.7 58.4 34.5 72.1 19.6 57.6 33.9 67.4
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 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 : 35,406: 12,346 28,505 190 20,501 3,817 33,037 32,512: 2,369 2,894
Old : 35,406: 12,346 28,505 190 20,501 3,817 33,037 32,512: 2,369 2,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 3,560: 901 3,514 53 2,662 -150 3,616 3,417: -56 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 80.5 0.5 57.9 10.8 93.3 91.8: 6.7 8.2
Old : 100.0: 34.9 80.5 0.5 57.9 10.8 93.3 91.8: 6.7 8.2
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 : 53: 15 21 3 10 9 27 31:
Old : 53: 15 21 3 10 9 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 65.7 79.2 73.4 62.6 65.7 77.9 73.4
Old : 64.0 65.7 79.2 73.4 62.6 65.7 77.9 73.4
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 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 : 38,577: 20,513 16,757 754 12,706 17,789 33,973 35,300: 4,603 3,277
Old : 38,577: 20,513 16,757 754 12,706 17,789 33,973 35,300: 4,603 3,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,040: 2,635 -1,304 -42 -1,654 2,572 939 1,226: 101 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 43.4 2.0 32.9 46.1 88.1 91.5: 11.9 8.5
Old : 100.0: 53.2 43.4 2.0 32.9 46.1 88.1 91.5: 11.9 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 36 25 13 21 14 64 45:
Old : 91: 36 25 13 21 14 64 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 : 21.7 44.7 36.9 59.7 21.7 44.7 36.3 59.4
Old : 21.7 44.7 36.9 59.7 21.7 44.7 36.3 59.4
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 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 : 13,752: 8,330 5,676 0 4,958 6,544 13,288 12,220: 464 1,532
Old : 13,752: 8,330 5,676 0 4,958 6,544 13,288 12,220: 464 1,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 349: 94 86 0 248 391 342 477: 7 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 41.3 0.0 36.1 47.6 96.6 88.9: 3.4 11.1
Old : 100.0: 60.6 41.3 0.0 36.1 47.6 96.6 88.9: 3.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 14 0 6 3 13 17:
Old : 30: 7 14 0 6 3 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 61.3 91.3 75.1 69.5 61.3 91.3 75.1
Old : 69.5 61.3 91.3 75.1 69.5 61.3 91.3 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 :21,021,694: 1,069,098 759,711 11,258,068 8,007,265 8,196,228 20,334,431 20,214,007: 687,263 807,687
Old :21,021,694: 1,069,098 759,711 11,258,068 8,007,265 8,196,228 20,334,431 20,214,007: 687,263 807,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -342,633: 16,252 9,994 -312,681 2,908 -23,785 -293,521 -326,471: -49,111 -16,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.6 53.6 38.1 39.0 96.7 96.2: 3.3 3.8
Old : 100.0: 5.1 3.6 53.6 38.1 39.0 96.7 96.2: 3.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 66 57 100 127 128 249 236:
Old : 268: 66 57 100 127 128 249 236:
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 24.4 37.0 37.3 4.5 6.0 7.1 9.0
Old : 23.1 24.4 37.0 37.3 4.5 6.0 7.1 9.0
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 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 : 15,501: 8,823 12,413 2,517 200 0 11,541 14,931: 3,960 570
Old : 15,501: 8,823 12,413 2,517 200 0 11,541 14,931: 3,960 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,532: 232 714 758 63 0 1,054 1,473: 478 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 80.1 16.2 1.3 0.0 74.5 96.3: 25.5 3.7
Old : 100.0: 56.9 80.1 16.2 1.3 0.0 74.5 96.3: 25.5 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 : 96: 66 26 22 2 0 81 37:
Old : 96: 66 26 22 2 0 81 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 : 25.7 57.7 39.3 76.4 25.0 51.8 33.7 67.7
Old : 25.7 57.7 39.3 76.4 25.0 51.8 33.7 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 194,163: 21,924 26,375 37,156 134,935 130,487 194,015 194,018: 148 145
Old : 194,163: 21,924 26,375 37,156 134,935 130,487 194,015 194,018: 148 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 22,215: 756 -1,610 5,441 16,042 18,348 22,239 22,179: -24 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.6 19.1 69.5 67.2 99.9 99.9: 0.1 0.1
Old : 100.0: 11.3 13.6 19.1 69.5 67.2 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 : 65: 16 17 22 16 29 45 57:
Old : 65: 16 17 22 16 29 45 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 52.4 77.7 70.6 59.7 45.7 64.0 56.6
Old : 63.8 52.4 77.7 70.6 59.7 45.7 64.0 56.6
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 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 : 169,301: 35,624 42,345 18,926 114,625 107,871 169,175 169,142: 126 159
Old : 169,301: 35,624 42,345 18,926 114,625 107,871 169,175 169,142: 126 159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 12,147: 863 -1,475 4,046 7,167 9,513 12,076 12,084: 71 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 25.0 11.2 67.7 63.7 99.9 99.9: 0.1 0.1
Old : 100.0: 21.0 25.0 11.2 67.7 63.7 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 : 80: 16 22 20 26 36 52 68:
Old : 80: 16 22 20 26 36 52 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 : 57.6 47.3 71.9 61.9 55.6 45.9 67.9 57.4
Old : 57.6 47.3 71.9 61.9 55.6 45.9 67.9 57.4
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 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 : 744,389: 84,123 91,907 124,410 452,523 438,629 661,056 654,947: 83,334 89,443
Old : 744,389: 84,123 91,907 124,410 452,523 438,629 661,056 654,947: 83,334 89,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 9,440: 4,335 3,302 2,746 1,876 7,520 8,956 13,568: 484 -4,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.3 16.7 60.8 58.9 88.8 88.0: 11.2 12.0
Old : 100.0: 11.3 12.3 16.7 60.8 58.9 88.8 88.0: 11.2 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 : 620: 115 109 116 297 312 470 479:
Old : 620: 115 109 116 297 312 470 479:
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 : 13.8 15.8 22.7 26.6 10.7 12.5 16.1 17.7
Old : 13.8 15.8 22.7 26.6 10.7 12.5 16.1 17.7
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 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 : 49,485: 9,865 2,365 8,864 7,899 30,318 26,628 41,547: 22,857 7,939
Old : 49,485: 9,865 2,365 8,864 7,899 30,318 26,628 41,547: 22,857 7,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,147: 1,880 275 -463 -54 1,694 1,363 1,506: -216 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.8 17.9 16.0 61.3 53.8 84.0: 46.2 16.0
Old : 100.0: 19.9 4.8 17.9 16.0 61.3 53.8 84.0: 46.2 16.0
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 : 29: 9 7 13 7 13 22 27:
Old : 29: 9 7 13 7 13 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 47.8 45.4 66.5 16.4 41.5 21.5 51.2
Old : 33.3 47.8 45.4 66.5 16.4 41.5 21.5 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 14,007: 450 1,852 0 11,278 10,585 11,728 12,437: 2,279 1,570
Old : 14,007: 450 1,852 0 11,278 10,585 11,728 12,437: 2,279 1,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -892: 22 1,226 0 1,800 -2,144 1,822 -918: -2,714 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 13.2 0.0 80.5 75.6 83.7 88.8: 16.3 11.2
Old : 100.0: 3.2 13.2 0.0 80.5 75.6 83.7 88.8: 16.3 11.2
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: 2 3 0 13 10 15 13:
Old : 26: 2 3 0 13 10 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 : 59.7 65.1 73.7 81.8 59.7 65.1 73.7 81.8
Old : 59.7 65.1 73.7 81.8 59.7 65.1 73.7 81.8
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 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 : 3,474,521: 420,426 496,854 528,590 2,223,124 2,041,558 3,172,140 3,067,001: 302,381 407,519
Old : 3,474,521: 420,426 496,854 528,590 2,223,124 2,041,558 3,172,140 3,067,001: 302,381 407,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 41,468: 14,500 17,362 13,815 9,648 29,133 37,963 60,311: 3,504 -18,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.3 15.2 64.0 58.8 91.3 88.3: 8.7 11.7
Old : 100.0: 12.1 14.3 15.2 64.0 58.8 91.3 88.3: 8.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 615: 115 106 111 293 309 462 472:
Old : 615: 115 106 111 293 309 462 472:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 16.0 23.1 26.6 11.4 12.5 17.2 18.1
Old : 14.0 16.0 23.1 26.6 11.4 12.5 17.2 18.1
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 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 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 11, 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
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 181,719: 133,264 107,313 1,080 25,595 2,023 159,939 110,416: 21,780 71,303
Old : 181,719: 133,264 107,313 1,080 25,595 2,023 159,939 110,416: 21,780 71,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 59.1 0.6 14.1 1.1 88.0 60.8: 12.0 39.2
Old : 100.0: 73.3 59.1 0.6 14.1 1.1 88.0 60.8: 12.0 39.2
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 : 20: 8 8 4 3 1 14 10:
Old : 20: 8 8 4 3 1 14 10:
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 : 82.1 51.4 85.5 60.2 82.1 50.9 85.5 59.6
Old : 82.1 51.4 85.5 60.2 82.1 50.9 85.5 59.6
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 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 : 57,694: 7,391 4,545 320 40,486 48,388 48,197 53,253: 9,497 4,441
Old : 57,694: 7,391 4,545 320 40,486 48,388 48,197 53,253: 9,497 4,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,277: 852 558 9 -144 490 717 1,057: 560 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.9 0.6 70.2 83.9 83.5 92.3: 16.5 7.7
Old : 100.0: 12.8 7.9 0.6 70.2 83.9 83.5 92.3: 16.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 9 8 5 37 28 49 38:
Old : 72: 9 8 5 37 28 49 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 : 33.4 43.5 49.9 64.8 32.6 43.3 48.6 64.4
Old : 33.4 43.5 49.9 64.8 32.6 43.3 48.6 64.4
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 18, 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 : 53,376: 15,688 10,923 6,297 22,742 28,379 44,727 45,599: 8,649 7,777
Old : 53,376: 15,688 10,923 6,297 22,742 28,379 44,727 45,599: 8,649 7,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -444: 1,776 -57 -57 -2,614 -447 -894 -561: 450 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 20.5 11.8 42.6 53.2 83.8 85.4: 16.2 14.6
Old : 100.0: 29.4 20.5 11.8 42.6 53.2 83.8 85.4: 16.2 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 69 57 38 116 125 202 203:
Old : 307: 69 57 38 116 125 202 203:
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 : 18.8 25.6 29.0 34.8 16.3 19.7 25.0 27.7
Old : 18.8 25.6 29.0 34.8 16.3 19.7 25.0 27.7
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 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 : 266,880: 78,442 54,617 31,484 113,712 141,893 223,637 227,994: 43,243 38,887
Old : 266,880: 78,442 54,617 31,484 113,712 141,893 223,637 227,994: 43,243 38,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -2,222: 8,882 -287 -283 -13,069 -2,235 -4,471 -2,804: 2,249 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 20.5 11.8 42.6 53.2 83.8 85.4: 16.2 14.6
Old : 100.0: 29.4 20.5 11.8 42.6 53.2 83.8 85.4: 16.2 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 69 57 38 116 125 202 203:
Old : 307: 69 57 38 116 125 202 203:
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 : 18.8 25.6 29.0 34.8 16.3 19.7 25.0 27.7
Old : 18.8 25.6 29.0 34.8 16.3 19.7 25.0 27.7
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 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 $2) :
: : :
All : 75,489: 65,254 7,466 311 0 470 65,565 8,247: 9,924 67,242
Old : 75,489: 65,254 7,466 311 0 470 65,565 8,247: 9,924 67,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 12,614: 35,218 -39,935 -15 -1,562 67 33,641 -39,883: -21,027 52,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 9.9 0.4 0.0 0.6 86.9 10.9: 13.1 89.1
Old : 100.0: 86.4 9.9 0.4 0.0 0.6 86.9 10.9: 13.1 89.1
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 : 24: 16 7 2 0 1 16 10:
Old : 24: 16 7 2 0 1 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 9.1 82.3 10.6 71.7 9.1 81.9 10.5
Old : 72.1 9.1 82.3 10.6 71.7 9.1 81.9 10.5
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 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 : 143,079: 48,576 52,772 9,052 52,730 59,018 110,358 120,842: 32,721 22,237
Old : 143,079: 48,576 52,772 9,052 52,730 59,018 110,358 120,842: 32,721 22,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 4,397: 1,457 1,105 552 -110 2,867 1,899 4,524: 2,498 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 36.9 6.3 36.9 41.2 77.1 84.5: 22.9 15.5
Old : 100.0: 34.0 36.9 6.3 36.9 41.2 77.1 84.5: 22.9 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 25 15 10 34 29 63 50:
Old : 82: 25 15 10 34 29 63 50:
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 : 32.8 44.1 43.9 57.1 32.4 43.9 41.9 54.6
Old : 32.8 44.1 43.9 57.1 32.4 43.9 41.9 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 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 : 509,501: 86,905 73,072 11,656 387,949 400,968 486,510 485,695: 22,992 23,806
Old : 509,501: 86,905 73,072 11,656 387,949 400,968 486,510 485,695: 22,992 23,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -801: 1,544 2,899 874 -3,480 -4,152 -1,062 -379: 261 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.3 2.3 76.1 78.7 95.5 95.3: 4.5 4.7
Old : 100.0: 17.1 14.3 2.3 76.1 78.7 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 : 338: 53 49 30 153 145 219 211:
Old : 338: 53 49 30 153 145 219 211:
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 : 18.2 22.4 30.7 35.8 17.5 22.0 28.9 34.4
Old : 18.2 22.4 30.7 35.8 17.5 22.0 28.9 34.4
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 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 : 37,203: 8,645 2,869 0 20,398 21,268 29,043 24,137: 8,160 13,066
Old : 37,203: 8,645 2,869 0 20,398 21,268 29,043 24,137: 8,160 13,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -352: 468 948 -10 332 1,153 790 2,091: -1,142 -2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.7 0.0 54.8 57.2 78.1 64.9: 21.9 35.1
Old : 100.0: 23.2 7.7 0.0 54.8 57.2 78.1 64.9: 21.9 35.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 12 6 0 24 25 36 31:
Old : 58: 12 6 0 24 25 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 27.7 43.8 43.0 29.8 27.0 43.4 41.7
Old : 29.8 27.7 43.8 43.0 29.8 27.0 43.4 41.7
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 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 : 178,255: 58,953 1,315 6,387 112,660 170,423 178,000 178,125: 255 130
Old : 178,255: 58,953 1,315 6,387 112,660 170,423 178,000 178,125: 255 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 10,889: 7,948 0 0 2,936 10,889 10,884 10,889: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 0.7 3.6 63.2 95.6 99.9 99.9: 0.1 0.1
Old : 100.0: 33.1 0.7 3.6 63.2 95.6 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 43 27 75 35:
Old : 83: 31 3 5 43 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 : 36.9 62.2 53.2 85.1 30.4 53.1 46.7 70.3
Old : 36.9 62.2 53.2 85.1 30.4 53.1 46.7 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2020