BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 10,440: 804 1,405 1,207 7,385 7,344 9,396 9,957: 1,043 483
Old : 10,440: 804 1,405 1,207 7,385 7,344 9,396 9,957: 1,043 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,315: -212 -199 -322 -1,987 -1,865 -2,521 -2,386: 206 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 13.5 11.6 70.7 70.4 90.0 95.4: 10.0 4.6
Old : 100.0: 7.7 13.5 11.6 70.7 70.4 90.0 95.4: 10.0 4.6
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 : 44: 7 5 8 24 24 33 35:
Old : 44: 7 5 8 24 24 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 42.6 56.9 63.7 31.3 40.4 45.9 52.6
Old : 37.6 42.6 56.9 63.7 31.3 40.4 45.9 52.6
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 37,157: 11,132 1,422 10,045 11,429 18,048 32,606 29,515: 4,550 7,642
Old : 37,157: 11,132 1,422 10,045 11,429 18,048 32,606 29,515: 4,550 7,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -6,172: -2,211 -1,372 -2,287 -1,615 -2,082 -6,112 -5,740: -60 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 3.8 27.0 30.8 48.6 87.8 79.4: 12.2 20.6
Old : 100.0: 30.0 3.8 27.0 30.8 48.6 87.8 79.4: 12.2 20.6
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 : 71: 21 7 23 34 35 62 58:
Old : 71: 21 7 23 34 35 62 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 26.0 56.3 42.6 31.5 20.2 40.3 31.4
Old : 40.7 26.0 56.3 42.6 31.5 20.2 40.3 31.4
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, October 06, 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 : 10,312: 1,424 868 2,131 6,150 6,675 9,705 9,674: 607 638
Old : 10,312: 1,424 868 2,131 6,150 6,675 9,705 9,674: 607 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,218: -28 -333 -557 -1,449 -1,179 -2,034 -2,069: -183 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.4 20.7 59.6 64.7 94.1 93.8: 5.9 6.2
Old : 100.0: 13.8 8.4 20.7 59.6 64.7 94.1 93.8: 5.9 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 : 49: 8 4 8 34 25 44 35:
Old : 49: 8 4 8 34 25 44 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 : 33.5 43.6 54.1 66.1 21.0 34.4 34.9 47.1
Old : 33.5 43.6 54.1 66.1 21.0 34.4 34.9 47.1
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, October 06, 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 : 8,394: 0 3,527 2,519 5,216 1,355 7,735 7,401: 659 994
Old : 8,394: 0 3,527 2,519 5,216 1,355 7,735 7,401: 659 994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,995: -52 -1,089 -649 -1,047 -264 -1,748 -2,002: -247 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.0 30.0 62.1 16.1 92.1 88.2: 7.9 11.8
Old : 100.0: 0.0 42.0 30.0 62.1 16.1 92.1 88.2: 7.9 11.8
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 : 30: 0 8 7 21 12 28 20:
Old : 30: 0 8 7 21 12 28 20:
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 : 50.4 61.3 69.7 75.2 38.9 36.7 46.3 45.1
Old : 50.4 61.3 69.7 75.2 38.9 36.7 46.3 45.1
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, October 06, 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 : 290,056: 80,718 27,171 96,944 87,582 131,721 265,243 255,836: 24,812 34,220
Old : 289,560: 80,758 27,151 96,862 87,507 131,498 265,126 255,511: 24,433 34,049
Other: 496: 42 102 0 75 223 117 325: 379 171
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,564: -3,863 823 -1,379 3,191 100 -2,052 -457: 488 -1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 9.4 33.4 30.2 45.4 91.4 88.2: 8.6 11.8
Old : 100.0: 27.9 9.4 33.5 30.2 45.4 91.6 88.2: 8.4 11.8
Other: 100.0: 8.5 20.6 0.0 15.1 45.0 23.6 65.5: 76.4 34.5
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 130 68 130 89 94 281 246:
Old : 321: 131 68 130 89 94 281 246:
Other: 13: 1 3 0 2 7 3 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 14.3 24.8 24.0 14.1 11.9 22.8 18.0
Old : 14.3 14.4 24.8 24.0 14.1 11.9 22.8 18.0
Other: 23.6 52.8 23.6 64.9 23.6 52.8 23.6 64.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 331,193: 98,239 21,559 83,925 113,286 173,641 295,450 279,125: 35,743 52,068
Old : 331,193: 98,239 21,559 83,925 113,286 173,641 295,450 279,125: 35,743 52,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -23,020: -4,875 747 -15,523 -3,195 -7,929 -23,593 -22,705: 573 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 6.5 25.3 34.2 52.4 89.2 84.3: 10.8 15.7
Old : 100.0: 29.7 6.5 25.3 34.2 52.4 89.2 84.3: 10.8 15.7
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 : 362: 120 63 127 122 136 306 285:
Old : 362: 120 63 127 122 136 306 285:
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 : 15.3 17.4 25.7 25.7 15.3 16.5 25.1 23.9
Old : 15.3 17.4 25.7 25.7 15.3 16.5 25.1 23.9
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, October 06, 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 : 3,793: 682 324 307 1,686 2,461 2,675 3,092: 1,118 701
Old : 3,793: 682 324 307 1,686 2,461 2,675 3,092: 1,118 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -43: -62 -5 -37 -16 1 -115 -41: 72 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 8.5 8.1 44.5 64.9 70.5 81.5: 29.5 18.5
Old : 100.0: 18.0 8.5 8.1 44.5 64.9 70.5 81.5: 29.5 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 6 7 16 15 35 27:
Old : 45: 16 6 7 16 15 35 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 : 39.6 45.8 48.1 59.0 38.2 45.5 45.6 58.3
Old : 39.6 45.8 48.1 59.0 38.2 45.5 45.6 58.3
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, October 06, 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 : 49,164: 15,133 14,212 10,558 14,518 12,513 40,209 37,283: 8,955 11,882
Old : 49,164: 15,133 14,212 10,558 14,518 12,513 40,209 37,283: 8,955 11,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 1,865: -351 2,780 -96 981 -665 534 2,019: 1,331 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 28.9 21.5 29.5 25.5 81.8 75.8: 18.2 24.2
Old : 100.0: 30.8 28.9 21.5 29.5 25.5 81.8 75.8: 18.2 24.2
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 : 180: 45 55 54 57 46 130 134:
Old : 180: 45 55 54 57 46 130 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 16.8 32.7 26.4 20.2 15.4 27.7 22.0
Old : 23.2 16.8 32.7 26.4 20.2 15.4 27.7 22.0
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, October 06, 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 : 32,447: 1,697 8,126 4,908 24,976 17,596 31,580 30,631: 866 1,816
Old : 32,447: 1,697 8,126 4,908 24,976 17,596 31,580 30,631: 866 1,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,573: -109 -2,375 -321 -3,146 -787 -3,575 -3,483: 3 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 25.0 15.1 77.0 54.2 97.3 94.4: 2.7 5.6
Old : 100.0: 5.2 25.0 15.1 77.0 54.2 97.3 94.4: 2.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 12 14 15 32 34 55 52:
Old : 68: 12 14 15 32 34 55 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 : 50.6 38.3 70.5 59.8 48.6 34.9 64.6 52.3
Old : 50.6 38.3 70.5 59.8 48.6 34.9 64.6 52.3
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, October 06, 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 : 21,322: 6,684 11,232 3 13,325 8,197 20,012 19,433: 1,310 1,889
Old : 21,322: 6,684 11,232 3 13,325 8,197 20,012 19,433: 1,310 1,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 176: 587 210 0 -447 19 140 230: 36 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 52.7 0.0 62.5 38.4 93.9 91.1: 6.1 8.9
Old : 100.0: 31.3 52.7 0.0 62.5 38.4 93.9 91.1: 6.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 17 1 12 8 24 25:
Old : 44: 11 17 1 12 8 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 73.5 74.0 80.1 50.3 73.5 73.9 80.1
Old : 50.4 73.5 74.0 80.1 50.3 73.5 73.9 80.1
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, October 06, 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 : 124,275: 20,719 39,698 5,746 68,330 56,951 94,796 102,395: 29,480 21,881
Old : 124,275: 20,719 39,698 5,746 68,330 56,951 94,796 102,395: 29,480 21,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -60: 47 -533 -380 3,279 -473 2,945 -1,386: -3,006 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 31.9 4.6 55.0 45.8 76.3 82.4: 23.7 17.6
Old : 100.0: 16.7 31.9 4.6 55.0 45.8 76.3 82.4: 23.7 17.6
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 : 97: 25 22 15 36 34 66 66:
Old : 97: 25 22 15 36 34 66 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 29.4 37.4 41.6 27.2 29.1 34.9 41.3
Old : 28.3 29.4 37.4 41.6 27.2 29.1 34.9 41.3
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, October 06, 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 : 47,753: 17,444 3,826 1,020 11,179 30,283 29,642 35,129: 18,110 12,624
Old : 47,753: 17,444 3,826 1,020 11,179 30,283 29,642 35,129: 18,110 12,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,165: -1,969 -2,558 -301 -170 74 -2,440 -2,785: 275 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 8.0 2.1 23.4 63.4 62.1 73.6: 37.9 26.4
Old : 100.0: 36.5 8.0 2.1 23.4 63.4 62.1 73.6: 37.9 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 6 4 13 11 26 21:
Old : 38: 13 6 4 13 11 26 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 : 30.7 52.8 41.7 60.7 30.6 52.1 41.7 59.0
Old : 30.7 52.8 41.7 60.7 30.6 52.1 41.7 59.0
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, October 06, 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 : 121,873: 51,729 29,617 1,156 63,502 87,309 116,387 118,082: 5,486 3,791
Old : 121,873: 51,729 29,617 1,156 63,502 87,309 116,387 118,082: 5,486 3,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,288: 8,395 -1,707 -1 -10,778 -853 -2,385 -2,561: 97 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 24.3 0.9 52.1 71.6 95.5 96.9: 4.5 3.1
Old : 100.0: 42.4 24.3 0.9 52.1 71.6 95.5 96.9: 4.5 3.1
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 : 121: 44 30 10 28 27 74 65:
Old : 121: 44 30 10 28 27 74 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 : 44.3 54.8 59.2 69.2 44.3 54.8 58.9 68.9
Old : 44.3 54.8 59.2 69.2 44.3 54.8 58.9 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 191,667: 34,675 52,075 25,022 104,925 87,040 164,622 164,137: 27,046 27,530
Old : 191,667: 34,675 52,075 25,022 104,925 87,040 164,622 164,137: 27,046 27,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -942: 1,093 -435 -1,689 120 -1,718 -476 -3,842: -466 2,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 27.2 13.1 54.7 45.4 85.9 85.6: 14.1 14.4
Old : 100.0: 18.1 27.2 13.1 54.7 45.4 85.9 85.6: 14.1 14.4
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: 23 29 18 42 47 72 87:
Old : 115: 23 29 18 42 47 72 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 22.6 47.9 34.6 30.0 19.6 41.6 29.4
Old : 30.7 22.6 47.9 34.6 30.0 19.6 41.6 29.4
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, October 06, 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 : 182,370: 44,495 24,747 11,406 94,534 127,062 150,435 163,215: 31,935 19,154
Old : 182,370: 44,495 24,747 11,406 94,534 127,062 150,435 163,215: 31,935 19,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 5,262: -1,543 1,657 -236 6,483 4,231 4,704 5,652: 558 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 13.6 6.3 51.8 69.7 82.5 89.5: 17.5 10.5
Old : 100.0: 24.4 13.6 6.3 51.8 69.7 82.5 89.5: 17.5 10.5
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 : 119: 36 20 19 49 40 92 72:
Old : 119: 36 20 19 49 40 92 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 : 25.9 50.8 38.1 60.9 25.1 50.1 36.3 58.8
Old : 25.9 50.8 38.1 60.9 25.1 50.1 36.3 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 711,773: 232,040 57,335 36,640 345,132 573,259 613,812 667,234: 97,961 44,539
Old : 711,773: 232,040 57,335 36,640 345,132 573,259 613,812 667,234: 97,961 44,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -6,179: -10,784 2,078 -2,016 1,584 -6,389 -11,216 -6,327: 5,037 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 8.1 5.1 48.5 80.5 86.2 93.7: 13.8 6.3
Old : 100.0: 32.6 8.1 5.1 48.5 80.5 86.2 93.7: 13.8 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 : 318: 103 53 54 133 88 253 178:
Old : 318: 103 53 54 133 88 253 178:
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 : 14.1 63.1 23.4 71.6 13.7 62.6 22.7 69.8
Old : 14.1 63.1 23.4 71.6 13.7 62.6 22.7 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 24,817: 4,341 4,508 163 6,647 15,249 11,151 19,920: 13,666 4,897
Old : 24,817: 4,341 4,508 163 6,647 15,249 11,151 19,920: 13,666 4,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.2 0.7 26.8 61.4 44.9 80.3: 55.1 19.7
Old : 100.0: 17.5 18.2 0.7 26.8 61.4 44.9 80.3: 55.1 19.7
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 : 20: 5 3 1 9 9 14 13:
Old : 20: 5 3 1 9 9 14 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 : 19.9 60.2 34.4 75.1 19.2 58.1 32.5 71.0
Old : 19.9 60.2 34.4 75.1 19.2 58.1 32.5 71.0
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, October 06, 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 : 40,001: 7,557 33,855 413 29,885 2,684 37,855 36,952: 2,146 3,049
Old : 40,001: 7,557 33,855 413 29,885 2,684 37,855 36,952: 2,146 3,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,870: -2,138 946 -671 -822 -4,079 -3,631 -3,804: -239 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 84.6 1.0 74.7 6.7 94.6 92.4: 5.4 7.6
Old : 100.0: 18.9 84.6 1.0 74.7 6.7 94.6 92.4: 5.4 7.6
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 : 62: 15 27 2 14 8 29 37:
Old : 62: 15 27 2 14 8 29 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 65.1 78.7 73.8 65.5 65.1 77.0 73.8
Old : 66.3 65.1 78.7 73.8 65.5 65.1 77.0 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 34,625: 16,755 11,665 940 12,465 19,349 30,160 31,954: 4,465 2,671
Old : 34,625: 16,755 11,665 940 12,465 19,349 30,160 31,954: 4,465 2,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,311: -345 -2,106 40 -723 939 -1,028 -1,127: -283 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 33.7 2.7 36.0 55.9 87.1 92.3: 12.9 7.7
Old : 100.0: 48.4 33.7 2.7 36.0 55.9 87.1 92.3: 12.9 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 : 83: 36 19 10 19 14 60 38:
Old : 83: 36 19 10 19 14 60 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 : 22.8 58.0 37.8 73.1 22.6 58.0 37.6 73.0
Old : 22.8 58.0 37.8 73.1 22.6 58.0 37.6 73.0
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, October 06, 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 : 11,808: 7,455 2,234 1 3,555 8,155 11,011 10,390: 797 1,418
Old : 11,808: 7,455 2,234 1 3,555 8,155 11,011 10,390: 797 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,115: -1,292 -1,183 1 -71 -6 -1,362 -1,188: 247 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 18.9 0.0 30.1 69.1 93.3 88.0: 6.7 12.0
Old : 100.0: 63.1 18.9 0.0 30.1 69.1 93.3 88.0: 6.7 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 : 22: 5 7 1 6 6 12 13:
Old : 22: 5 7 1 6 6 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 : 81.7 73.8 90.3 82.8 81.7 73.7 90.1 82.7
Old : 81.7 73.8 90.3 82.8 81.7 73.7 90.1 82.7
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, October 06, 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 :17,797,750: 1,100,831 388,877 9,093,086 6,977,766 7,541,091 17,171,683 17,023,054: 626,067 774,696
Old :17,797,750: 1,100,831 388,877 9,093,086 6,977,766 7,541,091 17,171,683 17,023,054: 626,067 774,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 378,888: 21,491 -21,401 240,761 143,268 142,231 405,520 361,591: -26,631 17,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.2 51.1 39.2 42.4 96.5 95.6: 3.5 4.4
Old : 100.0: 6.2 2.2 51.1 39.2 42.4 96.5 95.6: 3.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 70 56 100 121 117 241 228:
Old : 259: 70 56 100 121 117 241 228:
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 : 23.8 22.9 37.2 36.3 5.8 7.8 8.3 10.6
Old : 23.8 22.9 37.2 36.3 5.8 7.8 8.3 10.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 8,233: 4,441 6,580 1,062 0 70 5,504 7,712: 2,730 521
Old : 8,233: 4,441 6,580 1,062 0 70 5,504 7,712: 2,730 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 206: 351 446 -186 0 0 164 260: 41 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 79.9 12.9 0.0 0.9 66.8 93.7: 33.2 6.3
Old : 100.0: 53.9 79.9 12.9 0.0 0.9 66.8 93.7: 33.2 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 : 76: 45 29 19 0 1 57 38:
Old : 76: 45 29 19 0 1 57 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 : 27.7 58.0 36.9 72.6 27.7 55.2 35.0 69.3
Old : 27.7 58.0 36.9 72.6 27.7 55.2 35.0 69.3
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, October 06, 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 : 236,981: 20,134 33,425 48,911 167,802 154,551 236,847 236,887: 134 94
Old : 236,981: 20,134 33,425 48,911 167,802 154,551 236,847 236,887: 134 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 10,685: 112 1,080 8,431 2,294 1,184 10,836 10,696: -152 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.1 20.6 70.8 65.2 99.9 100.0: 0.1 0.0
Old : 100.0: 8.5 14.1 20.6 70.8 65.2 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 : 72: 16 20 25 19 30 51 62:
Old : 72: 16 20 25 19 30 51 62:
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 : 57.5 49.3 71.7 65.1 56.0 42.6 61.5 50.7
Old : 57.5 49.3 71.7 65.1 56.0 42.6 61.5 50.7
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, October 06, 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 : 138,684: 41,852 9,377 22,310 74,345 106,744 138,507 138,431: 177 253
Old : 138,684: 41,852 9,377 22,310 74,345 106,744 138,507 138,431: 177 253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -53,722: -4,825 -10,737 -5,253 -43,654 -37,653 -53,732 -53,643: 10 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 6.8 16.1 53.6 77.0 99.9 99.8: 0.1 0.2
Old : 100.0: 30.2 6.8 16.1 53.6 77.0 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 : 74: 19 21 25 19 31 49 66:
Old : 74: 19 21 25 19 31 49 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 46.1 68.5 62.0 49.8 44.6 64.3 58.0
Old : 51.7 46.1 68.5 62.0 49.8 44.6 64.3 58.0
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, October 06, 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 : 647,230: 81,179 65,712 92,262 400,309 411,276 573,750 569,249: 73,480 77,981
Old : 647,230: 81,179 65,712 92,262 400,309 411,276 573,750 569,249: 73,480 77,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 5,293: 5,653 3,670 -1,327 -6,979 -8,559 -2,653 -6,216: 7,945 11,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 10.2 14.3 61.8 63.5 88.6 88.0: 11.4 12.0
Old : 100.0: 12.5 10.2 14.3 61.8 63.5 88.6 88.0: 11.4 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 : 584: 121 77 101 286 298 445 439:
Old : 584: 121 77 101 286 298 445 439:
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 : 12.8 16.4 20.6 25.6 10.1 14.9 15.6 22.1
Old : 12.8 16.4 20.6 25.6 10.1 14.9 15.6 22.1
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, October 06, 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 : 27,572: 2,157 1,153 5,449 13,369 8,541 20,975 15,143: 6,597 12,429
Old : 27,572: 2,157 1,153 5,449 13,369 8,541 20,975 15,143: 6,597 12,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 5,667: 402 -426 168 4,207 -450 4,776 -708: 891 6,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 4.2 19.8 48.5 31.0 76.1 54.9: 23.9 45.1
Old : 100.0: 7.8 4.2 19.8 48.5 31.0 76.1 54.9: 23.9 45.1
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: 8 4 10 10 7 21 19:
Old : 24: 8 4 10 10 7 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 36.9 61.8 51.2 22.5 12.4 33.3 12.7
Old : 40.2 36.9 61.8 51.2 22.5 12.4 33.3 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 22,225: 215 5,208 0 19,216 11,741 19,431 16,949: 2,794 5,276
Old : 22,225: 215 5,208 0 19,216 11,741 19,431 16,949: 2,794 5,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 728: 0 1,083 0 553 -336 553 747: 175 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 23.4 0.0 86.5 52.8 87.4 76.3: 12.6 23.7
Old : 100.0: 1.0 23.4 0.0 86.5 52.8 87.4 76.3: 12.6 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 0 13 11 14 14:
Old : 25: 1 3 0 13 11 14 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 : 70.0 61.4 82.3 70.6 70.0 61.4 82.3 70.5
Old : 70.0 61.4 82.3 70.6 70.0 61.4 82.3 70.5
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, October 06, 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 : 3,098,290: 410,527 338,210 418,648 1,934,699 2,013,672 2,763,874 2,770,529: 334,416 327,760
Old : 3,098,290: 410,527 338,210 418,648 1,934,699 2,013,672 2,763,874 2,770,529: 334,416 327,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,873: 40,589 34,814 -21,808 -55,927 -40,544 -37,146 -27,538: 35,273 25,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 10.9 13.5 62.4 65.0 89.2 89.4: 10.8 10.6
Old : 100.0: 13.3 10.9 13.5 62.4 65.0 89.2 89.4: 10.8 10.6
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 : 580: 119 78 98 283 296 440 434:
Old : 580: 119 78 98 283 296 440 434:
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 : 13.0 16.9 21.2 26.3 10.6 15.6 16.2 23.1
Old : 13.0 16.9 21.2 26.3 10.6 15.6 16.2 23.1
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, October 06, 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 : 57,386: 9,557 2,509 247 37,982 50,575 47,786 53,331: 9,600 4,055
Old : 57,386: 9,557 2,509 247 37,982 50,575 47,786 53,331: 9,600 4,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 370: -256 1,172 200 100 -1,310 44 62: 326 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 4.4 0.4 66.2 88.1 83.3 92.9: 16.7 7.1
Old : 100.0: 16.7 4.4 0.4 66.2 88.1 83.3 92.9: 16.7 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 : 70: 12 7 3 33 29 46 38:
Old : 70: 12 7 3 33 29 46 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 44.6 46.3 64.5 30.2 44.5 45.0 64.1
Old : 30.3 44.6 46.3 64.5 30.2 44.5 45.0 64.1
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, October 06, 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 : 60,339: 14,620 29,354 4,158 31,462 19,528 50,240 53,041: 10,099 7,299
Old : 60,339: 14,620 29,354 4,158 31,462 19,528 50,240 53,041: 10,099 7,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -172: -265 -1,145 -760 899 1,763 -127 -142: -45 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 48.6 6.9 52.1 32.4 83.3 87.9: 16.7 12.1
Old : 100.0: 24.2 48.6 6.9 52.1 32.4 83.3 87.9: 16.7 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 : 293: 60 57 32 115 115 192 188:
Old : 293: 60 57 32 115 115 192 188:
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 : 22.0 41.0 33.0 47.2 21.9 40.1 32.9 45.1
Old : 22.0 41.0 33.0 47.2 21.9 40.1 32.9 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 301,697: 73,100 146,771 20,792 157,308 97,641 251,200 265,203: 50,497 36,494
Old : 301,697: 73,100 146,771 20,792 157,308 97,641 251,200 265,203: 50,497 36,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -860: -1,325 -5,723 -3,802 4,493 8,815 -634 -710: -226 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 48.6 6.9 52.1 32.4 83.3 87.9: 16.7 12.1
Old : 100.0: 24.2 48.6 6.9 52.1 32.4 83.3 87.9: 16.7 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 : 293: 60 57 32 115 115 192 188:
Old : 293: 60 57 32 115 115 192 188:
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 : 22.0 41.0 33.0 47.2 21.9 40.1 32.9 45.1
Old : 22.0 41.0 33.0 47.2 21.9 40.1 32.9 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 64,306: 33,794 33,923 3,896 7,185 7,633 44,875 45,452: 19,431 18,853
Old : 64,306: 33,794 33,923 3,896 7,185 7,633 44,875 45,452: 19,431 18,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 52.8 6.1 11.2 11.9 69.8 70.7: 30.2 29.3
Old : 100.0: 52.6 52.8 6.1 11.2 11.9 69.8 70.7: 30.2 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 : 20: 8 10 6 1 1 11 15:
Old : 20: 8 10 6 1 1 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 65.7 69.3 68.6 60.5 61.5 63.5 63.8
Old : 64.9 65.7 69.3 68.6 60.5 61.5 63.5 63.8
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, October 06, 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 : 148,905: 59,544 50,774 9,459 53,416 67,748 122,420 127,980: 26,486 20,925
Old : 148,905: 59,544 50,774 9,459 53,416 67,748 122,420 127,980: 26,486 20,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 3,938: 7,787 5,686 -513 -3,258 -1,176 4,016 3,997: -78 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 34.1 6.4 35.9 45.5 82.2 85.9: 17.8 14.1
Old : 100.0: 40.0 34.1 6.4 35.9 45.5 82.2 85.9: 17.8 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 26 17 14 35 29 68 53:
Old : 86: 26 17 14 35 29 68 53:
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 : 36.6 54.8 48.9 62.8 35.2 53.4 45.3 60.3
Old : 36.6 54.8 48.9 62.8 35.2 53.4 45.3 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 520,477: 97,219 71,878 10,566 389,004 415,804 496,789 498,248: 23,688 22,229
Old : 520,477: 97,219 71,878 10,566 389,004 415,804 496,789 498,248: 23,688 22,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 18,926: 7,251 -9,349 3,906 4,920 21,593 16,076 16,150: 2,850 2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 13.8 2.0 74.7 79.9 95.4 95.7: 4.6 4.3
Old : 100.0: 18.7 13.8 2.0 74.7 79.9 95.4 95.7: 4.6 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 : 351: 61 48 27 164 140 237 204:
Old : 351: 61 48 27 164 140 237 204:
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 : 15.5 21.1 27.1 34.2 13.8 20.8 24.0 32.3
Old : 15.5 21.1 27.1 34.2 13.8 20.8 24.0 32.3
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, October 06, 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 : 12,964: 802 686 74 11,486 11,898 12,362 12,658: 602 306
Old : 12,964: 802 686 74 11,486 11,898 12,362 12,658: 602 306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -123: 211 0 0 -358 -33 -147 -33: 24 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.3 0.6 88.6 91.8 95.4 97.6: 4.6 2.4
Old : 100.0: 6.2 5.3 0.6 88.6 91.8 95.4 97.6: 4.6 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 9 10 11 12:
Old : 22: 2 1 1 9 10 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 62.6 89.5 88.3 73.6 62.6 88.9 88.3
Old : 73.6 62.6 89.5 88.3 73.6 62.6 88.9 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 14,876: 3,686 1,826 3 7,628 9,520 11,317 11,349: 3,559 3,527
Old : 14,876: 3,686 1,826 3 7,628 9,520 11,317 11,349: 3,559 3,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 162: 377 -781 -4 111 1,504 484 719: -322 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 12.3 0.0 51.3 64.0 76.1 76.3: 23.9 23.7
Old : 100.0: 24.8 12.3 0.0 51.3 64.0 76.1 76.3: 23.9 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 3 1 5 9 14 13:
Old : 25: 9 3 1 5 9 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 54.2 65.8 71.8 52.3 54.2 65.7 71.8
Old : 52.3 54.2 65.8 71.8 52.3 54.2 65.7 71.8
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, October 06, 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 : 41,070: 6,350 11,084 409 26,196 18,197 32,955 29,690: 8,115 11,380
Old : 41,070: 6,350 11,084 409 26,196 18,197 32,955 29,690: 8,115 11,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 1,076: -1,020 4,010 407 2,085 -1,774 1,472 2,643: -396 -1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 27.0 1.0 63.8 44.3 80.2 72.3: 19.8 27.7
Old : 100.0: 15.5 27.0 1.0 63.8 44.3 80.2 72.3: 19.8 27.7
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 : 66: 12 12 3 23 25 37 38:
Old : 66: 12 12 3 23 25 37 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 : 33.5 25.1 48.8 38.3 32.7 24.9 48.0 38.1
Old : 33.5 25.1 48.8 38.3 32.7 24.9 48.0 38.1
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, October 06, 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 : 194,362: 61,302 2,945 6,515 126,239 184,230 194,056 193,690: 306 672
Old : 194,362: 61,302 2,945 6,515 126,239 184,230 194,056 193,690: 306 672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 2,094: 177 -219 241 1,588 2,088 2,006 2,110: 88 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 1.5 3.4 65.0 94.8 99.8 99.7: 0.2 0.3
Old : 100.0: 31.5 1.5 3.4 65.0 94.8 99.8 99.7: 0.2 0.3
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 : 82: 31 4 6 38 27 71 36:
Old : 82: 31 4 6 38 27 71 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 : 36.5 61.5 53.7 85.1 31.0 55.5 47.9 72.2
Old : 36.5 61.5 53.7 85.1 31.0 55.5 47.9 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 09, 2020