BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 12,755: 1,017 1,604 1,529 9,372 9,209 11,918 12,343: 837 412
Old : 12,755: 1,017 1,604 1,529 9,372 9,209 11,918 12,343: 837 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 450: -84 17 105 454 329 474 451: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 12.6 12.0 73.5 72.2 93.4 96.8: 6.6 3.2
Old : 100.0: 8.0 12.6 12.0 73.5 72.2 93.4 96.8: 6.6 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: 9 4 10 27 26 38 38:
Old : 48: 9 4 10 27 26 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 : 35.6 41.8 57.1 63.7 31.3 38.3 46.5 50.2
Old : 35.6 41.8 57.1 63.7 31.3 38.3 46.5 50.2
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, September 29, 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 : 43,329: 13,342 2,794 12,332 13,044 20,129 38,718 35,255: 4,610 8,074
Old : 43,329: 13,342 2,794 12,332 13,044 20,129 38,718 35,255: 4,610 8,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 517: 753 -88 -177 -9 783 567 518: -50 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 6.4 28.5 30.1 46.5 89.4 81.4: 10.6 18.6
Old : 100.0: 30.8 6.4 28.5 30.1 46.5 89.4 81.4: 10.6 18.6
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 : 78: 24 10 26 35 36 68 63:
Old : 78: 24 10 26 35 36 68 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 28.1 56.5 45.1 32.3 21.9 38.7 33.1
Old : 41.2 28.1 56.5 45.1 32.3 21.9 38.7 33.1
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, September 29, 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 : 12,530: 1,452 1,201 2,688 7,599 7,855 11,739 11,744: 790 786
Old : 12,530: 1,452 1,201 2,688 7,599 7,855 11,739 11,744: 790 786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -2: 79 17 -102 -44 110 -67 25: 65 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.6 21.5 60.6 62.7 93.7 93.7: 6.3 6.3
Old : 100.0: 11.6 9.6 21.5 60.6 62.7 93.7 93.7: 6.3 6.3
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 : 51: 8 5 8 35 25 44 37:
Old : 51: 8 5 8 35 25 44 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 : 31.7 41.6 51.4 63.5 19.0 30.2 30.4 40.2
Old : 31.7 41.6 51.4 63.5 19.0 30.2 30.4 40.2
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, September 29, 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 : 10,389: 52 4,617 3,168 6,263 1,618 9,483 9,403: 906 986
Old : 10,389: 52 4,617 3,168 6,263 1,618 9,483 9,403: 906 986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 139: -3 89 67 68 -32 132 124: 7 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 44.4 30.5 60.3 15.6 91.3 90.5: 8.7 9.5
Old : 100.0: 0.5 44.4 30.5 60.3 15.6 91.3 90.5: 8.7 9.5
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 : 37: 2 10 8 24 13 34 23:
Old : 37: 2 10 8 24 13 34 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 : 45.4 60.0 65.1 73.9 34.8 35.8 43.3 45.7
Old : 45.4 60.0 65.1 73.9 34.8 35.8 43.3 45.7
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, September 29, 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 : 291,619: 84,581 26,348 98,323 84,391 131,621 267,295 256,293: 24,324 35,327
Old : 46,934: 14,629 5,029 20,906 7,387 17,682 42,921 43,618: 4,013 3,317
Other: 244,685: 76,740 28,106 70,629 77,005 113,939 224,374 212,675: 20,311 32,010
: : :
: : Changes in Commitments from: September 22, 2020 :
: 8,122: -3,515 713 9,049 2,691 -1,221 8,225 8,541: -103 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 9.0 33.7 28.9 45.1 91.7 87.9: 8.3 12.1
Old : 100.0: 31.2 10.7 44.5 15.7 37.7 91.4 92.9: 8.6 7.1
Other: 100.0: 31.4 11.5 28.9 31.5 46.6 91.7 86.9: 8.3 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 127 71 125 84 91 273 237:
Old : 171: 65 33 49 38 65 119 131:
Other: 292: 105 74 112 81 83 249 216:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 15.4 25.0 25.0 14.0 12.5 22.3 18.7
Old : 25.4 29.6 38.0 46.0 11.7 21.2 18.0 25.5
Other: 16.5 14.2 27.8 23.3 16.4 12.1 26.3 19.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 354,213: 103,114 20,812 99,448 116,481 181,570 319,043 301,830: 35,170 52,382
Old : 354,213: 103,114 20,812 99,448 116,481 181,570 319,043 301,830: 35,170 52,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 11,144: 2,468 -2,771 5,838 2,012 5,531 10,317 8,598: 827 2,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 5.9 28.1 32.9 51.3 90.1 85.2: 9.9 14.8
Old : 100.0: 29.1 5.9 28.1 32.9 51.3 90.1 85.2: 9.9 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 : 371: 120 71 139 123 136 321 294:
Old : 371: 120 71 139 123 136 321 294:
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 17.0 25.0 25.9 15.1 16.3 24.5 23.6
Old : 15.2 17.0 25.0 25.9 15.1 16.3 24.5 23.6
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, September 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,836: 744 329 344 1,702 2,460 2,790 3,133: 1,046 703
Old : 3,836: 744 329 344 1,702 2,460 2,790 3,133: 1,046 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 63: 63 4 -13 86 35 136 25: -73 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 8.6 9.0 44.4 64.1 72.7 81.7: 27.3 18.3
Old : 100.0: 19.4 8.6 9.0 44.4 64.1 72.7 81.7: 27.3 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 : 46: 18 5 7 16 17 36 29:
Old : 46: 18 5 7 16 17 36 29:
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 : 39.5 44.6 48.7 58.0 38.1 44.4 44.9 57.0
Old : 39.5 44.6 48.7 58.0 38.1 44.4 44.9 57.0
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, September 29, 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 : 47,300: 15,484 11,432 10,654 13,537 13,178 39,675 35,264: 7,624 12,036
Old : 47,300: 15,484 11,432 10,654 13,537 13,178 39,675 35,264: 7,624 12,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -2,373: -439 -716 -801 -557 363 -1,796 -1,155: -577 -1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 24.2 22.5 28.6 27.9 83.9 74.6: 16.1 25.4
Old : 100.0: 32.7 24.2 22.5 28.6 27.9 83.9 74.6: 16.1 25.4
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 : 165: 44 45 46 50 49 121 120:
Old : 165: 44 45 46 50 49 121 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 16.1 36.3 27.0 21.3 14.3 29.0 20.5
Old : 24.3 16.1 36.3 27.0 21.3 14.3 29.0 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 3,844: 309 2,509 30 2,772 1,175 3,110 3,714: 734 130
Old : 3,844: 309 2,509 30 2,772 1,175 3,110 3,714: 734 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 25: 0 13 1 -73 22 -72 35: 97 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 65.3 0.8 72.1 30.6 80.9 96.6: 19.1 3.4
Old : 100.0: 8.0 65.3 0.8 72.1 30.6 80.9 96.6: 19.1 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 : 20: 2 3 2 15 6 19 9:
Old : 20: 2 3 2 15 6 19 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 : 37.6 87.8 61.3 96.1 36.2 84.9 57.5 85.0
Old : 37.6 87.8 61.3 96.1 36.2 84.9 57.5 85.0
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, September 29, 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 : 36,019: 1,805 10,501 5,229 28,122 18,384 35,156 34,114: 864 1,905
Old : 36,019: 1,805 10,501 5,229 28,122 18,384 35,156 34,114: 864 1,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 379: -5 106 250 195 158 441 514: -62 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 29.2 14.5 78.1 51.0 97.6 94.7: 2.4 5.3
Old : 100.0: 5.0 29.2 14.5 78.1 51.0 97.6 94.7: 2.4 5.3
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 : 66: 13 11 14 33 34 55 50:
Old : 66: 13 11 14 33 34 55 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 : 50.3 42.8 70.9 63.0 48.7 39.6 64.6 55.4
Old : 50.3 42.8 70.9 63.0 48.7 39.6 64.6 55.4
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, September 29, 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 : 21,146: 6,097 11,022 3 13,772 8,178 19,872 19,203: 1,274 1,943
Old : 21,146: 6,097 11,022 3 13,772 8,178 19,872 19,203: 1,274 1,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 2,827: 1,348 2,888 3 1,374 121 2,725 3,012: 102 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 52.1 0.0 65.1 38.7 94.0 90.8: 6.0 9.2
Old : 100.0: 28.8 52.1 0.0 65.1 38.7 94.0 90.8: 6.0 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 : 45: 10 19 1 12 8 23 27:
Old : 45: 10 19 1 12 8 23 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 : 49.3 71.0 72.3 78.2 49.3 71.0 72.3 78.2
Old : 49.3 71.0 72.3 78.2 49.3 71.0 72.3 78.2
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, September 29, 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 : 124,336: 20,672 40,230 6,127 65,051 57,424 91,850 103,781: 32,486 20,555
Old : 124,336: 20,672 40,230 6,127 65,051 57,424 91,850 103,781: 32,486 20,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -4,074: -1,822 -1,837 -499 -2,163 -4,405 -4,484 -6,741: 411 2,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 32.4 4.9 52.3 46.2 73.9 83.5: 26.1 16.5
Old : 100.0: 16.6 32.4 4.9 52.3 46.2 73.9 83.5: 26.1 16.5
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 : 98: 25 22 13 34 34 64 64:
Old : 98: 25 22 13 34 34 64 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 28.9 36.0 39.8 25.0 28.2 33.0 39.1
Old : 26.5 28.9 36.0 39.8 25.0 28.2 33.0 39.1
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, September 29, 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 : 49,918: 19,413 6,384 1,321 11,349 30,209 32,082 37,914: 17,835 12,004
Old : 49,918: 19,413 6,384 1,321 11,349 30,209 32,082 37,914: 17,835 12,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -3,510: -2,487 674 599 -236 -3,533 -2,124 -2,259: -1,386 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 12.8 2.6 22.7 60.5 64.3 76.0: 35.7 24.0
Old : 100.0: 38.9 12.8 2.6 22.7 60.5 64.3 76.0: 35.7 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 13 11 6 14 14 29 29:
Old : 45: 13 11 6 14 14 29 29:
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 : 32.3 47.5 43.3 56.4 32.2 47.4 43.2 55.5
Old : 32.3 47.5 43.3 56.4 32.2 47.4 43.2 55.5
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, September 29, 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 : 124,161: 43,334 31,324 1,158 74,280 88,162 118,772 120,643: 5,389 3,518
Old : 124,161: 43,334 31,324 1,158 74,280 88,162 118,772 120,643: 5,389 3,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -13,246: -16,710 -1,510 -158 4,285 -11,871 -12,584 -13,539: -663 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 25.2 0.9 59.8 71.0 95.7 97.2: 4.3 2.8
Old : 100.0: 34.9 25.2 0.9 59.8 71.0 95.7 97.2: 4.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 36 36 6 31 26 71 64:
Old : 121: 36 36 6 31 26 71 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 54.7 64.8 68.8 49.7 54.7 64.8 68.8
Old : 49.7 54.7 64.8 68.8 49.7 54.7 64.8 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 192,609: 33,582 52,510 26,711 104,804 88,759 165,097 167,979: 27,512 24,630
Old : 192,609: 33,582 52,510 26,711 104,804 88,759 165,097 167,979: 27,512 24,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 7,107: -4,201 11,989 -20 12,780 -3,006 8,559 8,962: -1,452 -1,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 27.3 13.9 54.4 46.1 85.7 87.2: 14.3 12.8
Old : 100.0: 17.4 27.3 13.9 54.4 46.1 85.7 87.2: 14.3 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 24 28 19 39 44 71 83:
Old : 112: 24 28 19 39 44 71 83:
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 20.8 50.2 32.7 33.0 17.7 44.5 27.6
Old : 33.3 20.8 50.2 32.7 33.0 17.7 44.5 27.6
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, September 29, 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 : 177,108: 46,038 23,090 11,642 88,051 122,832 145,731 157,564: 31,377 19,544
Old : 177,108: 46,038 23,090 11,642 88,051 122,832 145,731 157,564: 31,377 19,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -13,223: -10,897 -5,162 -3,870 4,090 -4,529 -10,676 -13,560: -2,547 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.0 6.6 49.7 69.4 82.3 89.0: 17.7 11.0
Old : 100.0: 26.0 13.0 6.6 49.7 69.4 82.3 89.0: 17.7 11.0
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 : 119: 34 22 18 45 40 87 72:
Old : 119: 34 22 18 45 40 87 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 47.0 38.2 58.3 23.7 46.6 36.5 56.0
Old : 24.9 47.0 38.2 58.3 23.7 46.6 36.5 56.0
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, September 29, 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 : 717,952: 242,824 55,257 38,657 343,548 579,647 625,028 673,561: 92,924 44,391
Old : 717,952: 242,824 55,257 38,657 343,548 579,647 625,028 673,561: 92,924 44,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -7,684: -4,433 -3,255 3,255 -4,262 -6,756 -5,440 -6,756: -2,244 -928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.7 5.4 47.9 80.7 87.1 93.8: 12.9 6.2
Old : 100.0: 33.8 7.7 5.4 47.9 80.7 87.1 93.8: 12.9 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 107 46 49 130 88 254 166:
Old : 312: 107 46 49 130 88 254 166:
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 61.2 23.2 69.6 13.6 60.8 22.6 68.9
Old : 14.0 61.2 23.2 69.6 13.6 60.8 22.6 68.9
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, September 29, 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 : 43,871: 9,695 32,909 1,084 30,707 6,763 41,486 40,756: 2,385 3,115
Old : 43,871: 9,695 32,909 1,084 30,707 6,763 41,486 40,756: 2,385 3,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 8,887: 4,164 3,584 1,076 3,587 4,195 8,827 8,855: 60 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 75.0 2.5 70.0 15.4 94.6 92.9: 5.4 7.1
Old : 100.0: 22.1 75.0 2.5 70.0 15.4 94.6 92.9: 5.4 7.1
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 : 59: 14 26 2 13 9 27 37:
Old : 59: 14 26 2 13 9 27 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 : 67.3 62.9 79.9 72.1 60.4 59.6 71.0 66.7
Old : 67.3 62.9 79.9 72.1 60.4 59.6 71.0 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 35,936: 17,100 13,771 900 13,188 18,410 31,188 33,081: 4,748 2,855
Old : 35,936: 17,100 13,771 900 13,188 18,410 31,188 33,081: 4,748 2,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 705: 400 1,926 123 917 -1,490 1,440 559: -735 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 38.3 2.5 36.7 51.2 86.8 92.1: 13.2 7.9
Old : 100.0: 47.6 38.3 2.5 36.7 51.2 86.8 92.1: 13.2 7.9
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 : 86: 38 20 10 18 13 57 42:
Old : 86: 38 20 10 18 13 57 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 55.1 37.4 74.0 23.8 55.1 37.1 74.0
Old : 24.1 55.1 37.4 74.0 23.8 55.1 37.1 74.0
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, September 29, 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 : 12,923: 8,747 3,417 0 3,626 8,161 12,373 11,578: 550 1,345
Old : 12,923: 8,747 3,417 0 3,626 8,161 12,373 11,578: 550 1,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,387: 1,721 1,226 0 -207 -11 1,514 1,215: -127 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 26.4 0.0 28.1 63.2 95.7 89.6: 4.3 10.4
Old : 100.0: 67.7 26.4 0.0 28.1 63.2 95.7 89.6: 4.3 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 : 23: 5 8 0 5 6 10 14:
Old : 23: 5 8 0 5 6 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.2 60.2 94.2 78.3 83.2 60.2 94.2 78.1
Old : 83.2 60.2 94.2 78.3 83.2 60.2 94.2 78.1
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, September 29, 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 :17,418,862: 1,079,340 410,278 8,852,324 6,834,499 7,398,860 16,766,163 16,661,463: 652,698 757,399
Old :17,418,862: 1,079,340 410,278 8,852,324 6,834,499 7,398,860 16,766,163 16,661,463: 652,698 757,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 99,150: 14,336 44,805 -86,656 165,060 117,305 92,740 75,453: 6,411 23,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.4 50.8 39.2 42.5 96.3 95.7: 3.7 4.3
Old : 100.0: 6.2 2.4 50.8 39.2 42.5 96.3 95.7: 3.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 69 56 101 122 119 243 230:
Old : 261: 69 56 101 122 119 243 230:
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 : 24.2 23.4 37.4 36.8 5.7 7.5 8.2 10.4
Old : 24.2 23.4 37.4 36.8 5.7 7.5 8.2 10.4
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, September 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 8,028: 4,091 6,134 1,248 0 70 5,339 7,452: 2,688 575
Old : 8,028: 4,091 6,134 1,248 0 70 5,339 7,452: 2,688 575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -1,296: -8 -450 -842 -67 70 -918 -1,223: -379 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 76.4 15.5 0.0 0.9 66.5 92.8: 33.5 7.2
Old : 100.0: 51.0 76.4 15.5 0.0 0.9 66.5 92.8: 33.5 7.2
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 : 70: 39 28 19 0 1 56 33:
Old : 70: 39 28 19 0 1 56 33:
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 : 26.8 60.1 36.1 71.6 26.5 57.3 33.9 66.2
Old : 26.8 60.1 36.1 71.6 26.5 57.3 33.9 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 226,296: 20,022 32,345 40,480 165,508 153,366 226,011 226,191: 286 105
Old : 226,296: 20,022 32,345 40,480 165,508 153,366 226,011 226,191: 286 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 16,842: -1,108 5,362 -116 18,013 11,572 16,788 16,817: 54 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 14.3 17.9 73.1 67.8 99.9 100.0: 0.1 0.0
Old : 100.0: 8.8 14.3 17.9 73.1 67.8 99.9 100.0: 0.1 0.0
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 : 66: 12 21 23 18 29 46 59:
Old : 66: 12 21 23 18 29 46 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 50.2 72.5 68.3 57.4 46.2 63.4 54.1
Old : 59.1 50.2 72.5 68.3 57.4 46.2 63.4 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 192,406: 46,677 20,114 27,563 117,999 144,397 192,239 192,074: 167 332
Old : 192,406: 46,677 20,114 27,563 117,999 144,397 192,239 192,074: 167 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 16,526: 3,489 -4,202 3,781 9,165 16,867 16,435 16,446: 91 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 10.5 14.3 61.3 75.0 99.9 99.8: 0.1 0.2
Old : 100.0: 24.3 10.5 14.3 61.3 75.0 99.9 99.8: 0.1 0.2
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 : 75: 18 19 25 23 32 50 67:
Old : 75: 18 19 25 23 32 50 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 : 47.3 47.4 67.4 64.8 46.4 45.6 62.8 62.8
Old : 47.3 47.4 67.4 64.8 46.4 45.6 62.8 62.8
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, September 29, 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 : 641,937: 75,526 62,042 93,589 407,288 419,835 576,402 575,465: 65,535 66,472
Old : 641,937: 75,526 62,042 93,589 407,288 419,835 576,402 575,465: 65,535 66,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 3,868: 4,467 762 1,030 -1,000 5,133 4,497 6,926: -629 -3,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 9.7 14.6 63.4 65.4 89.8 89.6: 10.2 10.4
Old : 100.0: 11.8 9.7 14.6 63.4 65.4 89.8 89.6: 10.2 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 : 579: 109 86 96 285 300 440 437:
Old : 579: 109 86 96 285 300 440 437:
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 17.5 22.3 27.7 11.6 16.1 17.4 23.7
Old : 13.7 17.5 22.3 27.7 11.6 16.1 17.4 23.7
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, September 29, 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 : 21,905: 1,754 1,579 5,281 9,163 8,992 16,199 15,852: 5,706 6,053
Old : 21,905: 1,754 1,579 5,281 9,163 8,992 16,199 15,852: 5,706 6,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -94: 726 -1,183 336 2,213 354 3,274 -493: -3,368 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.2 24.1 41.8 41.0 74.0 72.4: 26.0 27.6
Old : 100.0: 8.0 7.2 24.1 41.8 41.0 74.0 72.4: 26.0 27.6
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 : 23: 7 5 12 9 9 21 22:
Old : 23: 7 5 12 9 9 21 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 : 48.0 49.5 69.0 67.8 22.0 19.4 23.0 21.4
Old : 48.0 49.5 69.0 67.8 22.0 19.4 23.0 21.4
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, September 29, 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 : 21,497: 215 4,125 0 18,663 12,077 18,878 16,202: 2,619 5,295
Old : 21,497: 215 4,125 0 18,663 12,077 18,878 16,202: 2,619 5,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,023: -257 -140 0 1,159 576 902 436: 121 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 19.2 0.0 86.8 56.2 87.8 75.4: 12.2 24.6
Old : 100.0: 1.0 19.2 0.0 86.8 56.2 87.8 75.4: 12.2 24.6
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 : 25: 1 3 0 12 11 13 14:
Old : 25: 1 3 0 12 11 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 61.3 82.9 70.2 71.2 61.3 82.9 70.1
Old : 71.2 61.3 82.9 70.2 71.2 61.3 82.9 70.1
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, September 29, 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 : 3,100,163: 369,938 303,396 440,456 1,990,626 2,054,215 2,801,020 2,798,068: 299,143 302,095
Old : 3,100,163: 369,938 303,396 440,456 1,990,626 2,054,215 2,801,020 2,798,068: 299,143 302,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 19,810: 9,605 630 12,570 -16,063 23,896 6,112 37,095: 13,698 -17,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 9.8 14.2 64.2 66.3 90.4 90.3: 9.6 9.7
Old : 100.0: 11.9 9.8 14.2 64.2 66.3 90.4 90.3: 9.6 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 109 85 92 283 298 436 431:
Old : 575: 109 85 92 283 298 436 431:
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 : 13.9 17.6 22.8 28.0 12.0 16.5 18.0 24.4
Old : 13.9 17.6 22.8 28.0 12.0 16.5 18.0 24.4
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, September 29, 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 : 57,016: 9,813 1,337 47 37,882 51,885 47,742 53,269: 9,274 3,747
Old : 57,016: 9,813 1,337 47 37,882 51,885 47,742 53,269: 9,274 3,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -1,714: 77 268 -268 -1,126 -1,112 -1,317 -1,112: -397 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 2.3 0.1 66.4 91.0 83.7 93.4: 16.3 6.6
Old : 100.0: 17.2 2.3 0.1 66.4 91.0 83.7 93.4: 16.3 6.6
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: 13 5 3 33 28 47 35:
Old : 68: 13 5 3 33 28 47 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 : 31.0 48.6 47.3 69.3 30.9 48.4 46.3 69.2
Old : 31.0 48.6 47.3 69.3 30.9 48.4 46.3 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 60,511: 14,885 30,499 4,919 30,563 17,765 50,367 53,183: 10,145 7,329
Old : 60,511: 14,885 30,499 4,919 30,563 17,765 50,367 53,183: 10,145 7,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -11,529: -1,911 -12,898 115 -9,567 1,411 -11,363 -11,372: -166 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 50.4 8.1 50.5 29.4 83.2 87.9: 16.8 12.1
Old : 100.0: 24.6 50.4 8.1 50.5 29.4 83.2 87.9: 16.8 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 60 63 35 107 109 186 189:
Old : 287: 60 63 35 107 109 186 189:
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 : 21.6 42.8 33.4 48.8 21.5 40.4 33.0 45.7
Old : 21.6 42.8 33.4 48.8 21.5 40.4 33.0 45.7
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, September 29, 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 : 302,557: 74,425 152,494 24,593 152,815 88,826 251,834 265,914: 50,724 36,644
Old : 302,557: 74,425 152,494 24,593 152,815 88,826 251,834 265,914: 50,724 36,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -57,646: -9,553 -64,488 574 -47,836 7,053 -56,815 -56,861: -830 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 50.4 8.1 50.5 29.4 83.2 87.9: 16.8 12.1
Old : 100.0: 24.6 50.4 8.1 50.5 29.4 83.2 87.9: 16.8 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 60 63 35 107 109 186 189:
Old : 287: 60 63 35 107 109 186 189:
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 : 21.6 42.8 33.4 48.8 21.5 40.4 33.0 45.7
Old : 21.6 42.8 33.4 48.8 21.5 40.4 33.0 45.7
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, September 29, 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 : 144,967: 51,757 45,088 9,972 56,674 68,923 118,404 123,984: 26,564 20,984
Old : 144,967: 51,757 45,088 9,972 56,674 68,923 118,404 123,984: 26,564 20,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -2,154: -8,256 -413 2,142 5,146 -2,852 -967 -1,123: -1,187 -1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 31.1 6.9 39.1 47.5 81.7 85.5: 18.3 14.5
Old : 100.0: 35.7 31.1 6.9 39.1 47.5 81.7 85.5: 18.3 14.5
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 : 84: 26 15 14 34 30 65 54:
Old : 84: 26 15 14 34 30 65 54:
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 : 35.9 54.8 46.2 62.8 34.6 53.7 43.0 60.9
Old : 35.9 54.8 46.2 62.8 34.6 53.7 43.0 60.9
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, September 29, 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 : 501,551: 89,968 81,227 6,660 384,084 394,211 480,712 482,098: 20,838 19,453
Old : 501,551: 89,968 81,227 6,660 384,084 394,211 480,712 482,098: 20,838 19,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -9,281: -5,346 -1,984 -1,105 -2,171 -7,034 -8,622 -10,123: -659 842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 16.2 1.3 76.6 78.6 95.8 96.1: 4.2 3.9
Old : 100.0: 17.9 16.2 1.3 76.6 78.6 95.8 96.1: 4.2 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 : 340: 61 44 25 160 132 226 196:
Old : 340: 61 44 25 160 132 226 196:
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 : 15.8 21.8 27.5 35.1 14.0 21.3 24.1 33.5
Old : 15.8 21.8 27.5 35.1 14.0 21.3 24.1 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 13,087: 591 686 74 11,844 11,931 12,509 12,691: 578 396
Old : 13,087: 591 686 74 11,844 11,931 12,509 12,691: 578 396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 39: 233 0 8 -226 -65 15 -57: 24 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.2 0.6 90.5 91.2 95.6 97.0: 4.4 3.0
Old : 100.0: 4.5 5.2 0.6 90.5 91.2 95.6 97.0: 4.4 3.0
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 : 21: 2 1 1 9 9 11 11:
Old : 21: 2 1 1 9 9 11 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 : 75.7 64.7 90.0 90.0 75.7 64.7 89.5 90.0
Old : 75.7 64.7 90.0 90.0 75.7 64.7 89.5 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 14,714: 3,309 2,607 7 7,517 8,016 10,833 10,630: 3,881 4,084
Old : 14,714: 3,309 2,607 7 7,517 8,016 10,833 10,630: 3,881 4,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -26: 136 -1,034 7 -381 1,242 -238 215: 212 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 17.7 0.0 51.1 54.5 73.6 72.2: 26.4 27.8
Old : 100.0: 22.5 17.7 0.0 51.1 54.5 73.6 72.2: 26.4 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 5 1 5 7 12 13:
Old : 23: 7 5 1 5 7 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 54.3 67.2 67.3 54.5 54.3 67.1 67.3
Old : 54.5 54.3 67.2 67.3 54.5 54.3 67.1 67.3
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, September 29, 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 : 39,994: 7,370 7,074 2 24,111 19,971 31,483 27,047: 8,511 12,947
Old : 39,994: 7,370 7,074 2 24,111 19,971 31,483 27,047: 8,511 12,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 4,094: -856 1,481 -2 4,467 4,401 3,609 5,880: 485 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 17.7 0.0 60.3 49.9 78.7 67.6: 21.3 32.4
Old : 100.0: 18.4 17.7 0.0 60.3 49.9 78.7 67.6: 21.3 32.4
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 : 65: 15 10 2 21 27 36 39:
Old : 65: 15 10 2 21 27 36 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 20.2 50.3 33.3 32.9 20.0 48.4 33.1
Old : 34.3 20.2 50.3 33.3 32.9 20.0 48.4 33.1
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, September 29, 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 : 192,268: 61,125 3,164 6,274 124,651 182,142 192,050 191,580: 218 688
Old : 192,268: 61,125 3,164 6,274 124,651 182,142 192,050 191,580: 218 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,070: -1,469 219 296 2,252 555 1,079 1,070: -9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 1.6 3.3 64.8 94.7 99.9 99.6: 0.1 0.4
Old : 100.0: 31.8 1.6 3.3 64.8 94.7 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 30 5 6 40 27 73 36:
Old : 83: 30 5 6 40 27 73 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 61.1 53.8 85.0 31.4 55.2 47.7 71.9
Old : 37.2 61.1 53.8 85.0 31.4 55.2 47.7 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 02, 2020