BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 11,593: 765 549 1,358 8,184 9,060 10,308 10,967: 1,285 626
Old : 11,593: 765 549 1,358 8,184 9,060 10,308 10,967: 1,285 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 405: -7 -668 -19 277 1,027 251 340: 153 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 4.7 11.7 70.6 78.1 88.9 94.6: 11.1 5.4
Old : 100.0: 6.6 4.7 11.7 70.6 78.1 88.9 94.6: 11.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 4 8 24 26 34 36:
Old : 45: 8 4 8 24 26 34 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 38.1 56.5 60.1 32.2 37.1 45.6 52.2
Old : 37.2 38.1 56.5 60.1 32.2 37.1 45.6 52.2
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, October 20, 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 : 45,162: 13,493 1,555 12,786 14,143 21,755 40,422 36,096: 4,740 9,066
Old : 45,162: 13,493 1,555 12,786 14,143 21,755 40,422 36,096: 4,740 9,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 3,933: 1,275 95 1,535 1,195 1,727 4,005 3,357: -71 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 3.4 28.3 31.3 48.2 89.5 79.9: 10.5 20.1
Old : 100.0: 29.9 3.4 28.3 31.3 48.2 89.5 79.9: 10.5 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 26 8 25 35 38 69 63:
Old : 80: 26 8 25 35 38 69 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 : 39.5 26.5 55.8 42.8 30.6 20.4 39.3 29.7
Old : 39.5 26.5 55.8 42.8 30.6 20.4 39.3 29.7
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 20, 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 : 10,904: 1,350 196 2,409 6,532 7,615 10,291 10,220: 614 684
Old : 10,904: 1,350 196 2,409 6,532 7,615 10,291 10,220: 614 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 598: -97 -719 318 448 1,013 669 612: -71 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.8 22.1 59.9 69.8 94.4 93.7: 5.6 6.3
Old : 100.0: 12.4 1.8 22.1 59.9 69.8 94.4 93.7: 5.6 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 4 6 37 27 45 37:
Old : 51: 8 4 6 37 27 45 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 : 32.7 45.0 52.5 67.7 20.4 35.1 33.1 46.2
Old : 32.7 45.0 52.5 67.7 20.4 35.1 33.1 46.2
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, October 20, 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 : 8,580: 0 3,567 2,661 5,242 1,342 7,903 7,570: 676 1,010
Old : 8,580: 0 3,567 2,661 5,242 1,342 7,903 7,570: 676 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 59: 0 -29 69 -15 -6 54 34: 5 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 41.6 31.0 61.1 15.6 92.1 88.2: 7.9 11.8
Old : 100.0: 0.0 41.6 31.0 61.1 15.6 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 : 50.2 61.7 69.7 75.5 38.0 36.9 45.6 44.7
Old : 50.2 61.7 69.7 75.5 38.0 36.9 45.6 44.7
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, October 20, 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 : 270,736: 80,432 23,982 83,701 82,083 126,686 246,215 234,369: 24,520 36,367
Old : 270,190: 80,472 23,964 83,598 82,001 126,462 246,070 234,024: 24,119 36,166
Other: 546: 54 112 9 82 224 145 345: 401 201
: : :
: : Changes in Commitments from: October 13, 2020 :
: -20,520: 72 -2,144 -14,749 -4,939 -4,022 -19,616 -20,915: -904 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 8.9 30.9 30.3 46.8 90.9 86.6: 9.1 13.4
Old : 100.0: 29.8 8.9 30.9 30.3 46.8 91.1 86.6: 8.9 13.4
Other: 100.0: 9.9 20.5 1.6 15.0 41.0 26.6 63.2: 73.4 36.8
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 119 58 113 81 87 257 213:
Old : 291: 120 59 113 81 87 257 213:
Other: 17: 3 3 2 4 7 7 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 15.1 27.1 24.2 15.4 10.8 24.8 17.6
Old : 16.0 15.1 27.1 24.2 15.4 10.8 24.9 17.6
Other: 24.9 48.7 26.6 60.8 23.3 48.7 24.9 60.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 316,579: 90,635 35,842 71,983 117,554 161,956 280,171 269,781: 36,408 46,797
Old : 316,579: 90,635 35,842 71,983 117,554 161,956 280,171 269,781: 36,408 46,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,228: -6,589 11,100 -282 6,387 -8,538 -484 2,279: 1,712 -1,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 11.3 22.7 37.1 51.2 88.5 85.2: 11.5 14.8
Old : 100.0: 28.6 11.3 22.7 37.1 51.2 88.5 85.2: 11.5 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 : 375: 120 67 125 140 142 318 296:
Old : 375: 120 67 125 140 142 318 296:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 17.1 24.9 25.6 16.2 16.9 24.6 24.1
Old : 16.2 17.1 24.9 25.6 16.2 16.9 24.6 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 3,556: 524 273 185 1,576 2,440 2,285 2,898: 1,272 658
Old : 3,556: 524 273 185 1,576 2,440 2,285 2,898: 1,272 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -149: -85 -20 -97 -29 39 -211 -78: 62 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.7 5.2 44.3 68.6 64.2 81.5: 35.8 18.5
Old : 100.0: 14.7 7.7 5.2 44.3 68.6 64.2 81.5: 35.8 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 : 37: 9 6 4 17 16 28 24:
Old : 37: 9 6 4 17 16 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 49.6 47.8 62.1 38.0 49.3 46.5 61.2
Old : 38.5 49.6 47.8 62.1 38.0 49.3 46.5 61.2
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 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 51,454: 12,656 19,540 10,969 17,111 10,564 40,736 41,073: 10,718 10,381
Old : 51,454: 12,656 19,540 10,969 17,111 10,564 40,736 41,073: 10,718 10,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 3,710: -1,953 3,913 1,894 2,543 -1,611 2,484 4,195: 1,226 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 38.0 21.3 33.3 20.5 79.2 79.8: 20.8 20.2
Old : 100.0: 24.6 38.0 21.3 33.3 20.5 79.2 79.8: 20.8 20.2
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 : 191: 37 63 56 68 47 139 143:
Old : 191: 37 63 56 68 47 139 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 16.0 29.7 26.2 17.4 15.0 24.6 23.1
Old : 20.2 16.0 29.7 26.2 17.4 15.0 24.6 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 36,877: 2,019 9,087 5,903 27,980 19,754 35,901 34,744: 976 2,133
Old : 36,877: 2,019 9,087 5,903 27,980 19,754 35,901 34,744: 976 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 2,304: 160 321 413 1,676 1,463 2,249 2,196: 56 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 24.6 16.0 75.9 53.6 97.4 94.2: 2.6 5.8
Old : 100.0: 5.5 24.6 16.0 75.9 53.6 97.4 94.2: 2.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 11 16 14 35 36 58 54:
Old : 71: 11 16 14 35 36 58 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 : 47.8 35.3 67.5 57.6 45.6 32.0 61.7 48.9
Old : 47.8 35.3 67.5 57.6 45.6 32.0 61.7 48.9
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 20, 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 : 21,949: 7,640 11,819 2 13,274 8,231 20,916 20,051: 1,033 1,898
Old : 21,949: 7,640 11,819 2 13,274 8,231 20,916 20,051: 1,033 1,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 74: 312 -79 -15 37 16 334 -78: -260 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 53.8 0.0 60.5 37.5 95.3 91.4: 4.7 8.6
Old : 100.0: 34.8 53.8 0.0 60.5 37.5 95.3 91.4: 4.7 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 13 14 1 13 8 27 22:
Old : 44: 13 14 1 13 8 27 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 78.2 74.3 83.1 46.6 78.2 74.3 83.0
Old : 46.7 78.2 74.3 83.1 46.6 78.2 74.3 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 134,461: 24,427 44,512 7,006 70,296 63,356 101,730 114,874: 32,732 19,587
Old : 134,461: 24,427 44,512 7,006 70,296 63,356 101,730 114,874: 32,732 19,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 2,373: 105 5,721 951 1,546 -2,532 2,602 4,140: -230 -1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 33.1 5.2 52.3 47.1 75.7 85.4: 24.3 14.6
Old : 100.0: 18.2 33.1 5.2 52.3 47.1 75.7 85.4: 24.3 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 24 31 19 35 32 72 69:
Old : 105: 24 31 19 35 32 72 69:
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 : 26.0 31.3 34.8 42.1 25.0 31.1 32.4 41.7
Old : 26.0 31.3 34.8 42.1 25.0 31.1 32.4 41.7
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 20, 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 : 56,152: 22,215 7,283 1,437 13,035 34,197 36,687 42,917: 19,465 13,235
Old : 56,152: 22,215 7,283 1,437 13,035 34,197 36,687 42,917: 19,465 13,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 5,765: 5,145 2,559 131 500 3,480 5,775 6,171: -11 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 13.0 2.6 23.2 60.9 65.3 76.4: 34.7 23.6
Old : 100.0: 39.6 13.0 2.6 23.2 60.9 65.3 76.4: 34.7 23.6
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 : 45: 15 8 6 14 13 30 26:
Old : 45: 15 8 6 14 13 30 26:
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 : 27.0 51.5 38.6 60.5 26.9 50.6 37.7 58.2
Old : 27.0 51.5 38.6 60.5 26.9 50.6 37.7 58.2
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 20, 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 : 126,084: 56,742 36,107 1,433 61,652 85,082 119,828 122,622: 6,256 3,463
Old : 126,084: 56,742 36,107 1,433 61,652 85,082 119,828 122,622: 6,256 3,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 6,209: 4,989 7,523 -487 1,853 -794 6,355 6,242: -146 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 28.6 1.1 48.9 67.5 95.0 97.3: 5.0 2.7
Old : 100.0: 45.0 28.6 1.1 48.9 67.5 95.0 97.3: 5.0 2.7
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 : 128: 51 31 11 28 27 82 66:
Old : 128: 51 31 11 28 27 82 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 : 42.7 51.6 55.2 66.2 42.7 51.6 55.2 66.1
Old : 42.7 51.6 55.2 66.2 42.7 51.6 55.2 66.1
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 20, 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 : 178,977: 39,309 41,859 21,861 92,401 86,892 153,571 150,611: 25,406 28,366
Old : 178,977: 39,309 41,859 21,861 92,401 86,892 153,571 150,611: 25,406 28,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -172: 4,485 -4,072 2,200 -2,906 2,977 3,779 1,105: -3,951 -1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 23.4 12.2 51.6 48.5 85.8 84.2: 14.2 15.8
Old : 100.0: 22.0 23.4 12.2 51.6 48.5 85.8 84.2: 14.2 15.8
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: 29 25 19 37 44 72 82:
Old : 112: 29 25 19 37 44 72 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 23.3 45.4 35.8 27.4 21.8 39.1 31.5
Old : 28.1 23.3 45.4 35.8 27.4 21.8 39.1 31.5
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 20, 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 : 182,937: 46,167 31,890 10,300 94,696 122,727 151,163 164,917: 31,774 18,020
Old : 182,937: 46,167 31,890 10,300 94,696 122,727 151,163 164,917: 31,774 18,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,615: -1,324 4,784 664 1,938 -1,376 1,278 4,071: 337 -2,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 17.4 5.6 51.8 67.1 82.6 90.1: 17.4 9.9
Old : 100.0: 25.2 17.4 5.6 51.8 67.1 82.6 90.1: 17.4 9.9
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 : 119: 36 24 19 44 38 86 75:
Old : 119: 36 24 19 44 38 86 75:
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 : 28.7 52.2 40.7 62.7 28.3 51.9 39.4 60.8
Old : 28.7 52.2 40.7 62.7 28.3 51.9 39.4 60.8
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 20, 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 : 698,840: 230,578 63,320 33,302 336,320 558,476 600,200 655,098: 98,640 43,742
Old : 698,840: 230,578 63,320 33,302 336,320 558,476 600,200 655,098: 98,640 43,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 5,206: 1,081 673 4,658 -2,499 1,302 3,239 6,633: 1,967 -1,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 9.1 4.8 48.1 79.9 85.9 93.7: 14.1 6.3
Old : 100.0: 33.0 9.1 4.8 48.1 79.9 85.9 93.7: 14.1 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 : 309: 103 48 50 127 88 246 170:
Old : 309: 103 48 50 127 88 246 170:
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 62.7 22.8 71.4 13.2 62.3 22.1 69.4
Old : 13.7 62.7 22.8 71.4 13.2 62.3 22.1 69.4
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 20, 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 : 24,708: 4,378 4,337 129 6,948 15,507 11,455 19,973: 13,253 4,735
Old : 24,708: 4,378 4,337 129 6,948 15,507 11,455 19,973: 13,253 4,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 9: 7 -210 0 300 268 307 58: -298 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 17.6 0.5 28.1 62.8 46.4 80.8: 53.6 19.2
Old : 100.0: 17.7 17.6 0.5 28.1 62.8 46.4 80.8: 53.6 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 20.2 60.7 35.7 75.8 19.6 58.5 33.4 71.6
Old : 20.2 60.7 35.7 75.8 19.6 58.5 33.4 71.6
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 20, 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 : 41,269: 7,643 35,213 299 30,959 2,879 38,901 38,391: 2,368 2,878
Old : 41,269: 7,643 35,213 299 30,959 2,879 38,901 38,391: 2,368 2,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 751: -31 948 -138 1,021 201 852 1,011: -101 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 85.3 0.7 75.0 7.0 94.3 93.0: 5.7 7.0
Old : 100.0: 18.5 85.3 0.7 75.0 7.0 94.3 93.0: 5.7 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 15 25 1 11 6 26 32:
Old : 55: 15 25 1 11 6 26 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 67.5 80.1 76.9 66.3 67.5 78.8 76.9
Old : 66.9 67.5 80.1 76.9 66.3 67.5 78.8 76.9
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 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 37,328: 19,897 13,275 459 12,339 20,682 32,695 34,416: 4,633 2,911
Old : 37,328: 19,897 13,275 459 12,339 20,682 32,695 34,416: 4,633 2,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -891: -330 -462 -102 -624 -151 -1,056 -715: 165 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 35.6 1.2 33.1 55.4 87.6 92.2: 12.4 7.8
Old : 100.0: 53.3 35.6 1.2 33.1 55.4 87.6 92.2: 12.4 7.8
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 : 78: 30 20 7 20 13 55 35:
Old : 78: 30 20 7 20 13 55 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 : 22.3 53.6 37.6 75.5 22.0 53.5 37.3 75.3
Old : 22.3 53.6 37.6 75.5 22.0 53.5 37.3 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 13,594: 9,064 4,048 1 3,742 8,213 12,807 12,262: 787 1,332
Old : 13,594: 9,064 4,048 1 3,742 8,213 12,807 12,262: 787 1,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,112: 985 1,196 0 67 -116 1,052 1,080: 60 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 29.8 0.0 27.5 60.4 94.2 90.2: 5.8 9.8
Old : 100.0: 66.7 29.8 0.0 27.5 60.4 94.2 90.2: 5.8 9.8
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 : 22: 6 7 1 5 6 12 13:
Old : 22: 6 7 1 5 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 : 78.5 64.7 91.6 84.2 78.5 64.6 91.5 84.1
Old : 78.5 64.7 91.6 84.2 78.5 64.6 91.5 84.1
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, October 20, 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 :18,019,281: 1,093,891 373,278 9,282,864 7,021,199 7,678,829 17,397,954 17,334,971: 621,327 684,311
Old :18,019,281: 1,093,891 373,278 9,282,864 7,021,199 7,678,829 17,397,954 17,334,971: 621,327 684,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 50,077: 108,987 20,900 -10,066 -72,191 89,207 26,729 100,041: 23,347 -49,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.1 51.5 39.0 42.6 96.6 96.2: 3.4 3.8
Old : 100.0: 6.1 2.1 51.5 39.0 42.6 96.6 96.2: 3.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 69 60 104 124 125 249 239:
Old : 269: 69 60 104 124 125 249 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 22.8 37.0 36.3 6.6 8.3 9.1 11.4
Old : 23.1 22.8 37.0 36.3 6.6 8.3 9.1 11.4
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, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 12,019: 7,449 10,115 1,421 28 70 8,898 11,606: 3,121 413
Old : 12,019: 7,449 10,115 1,421 28 70 8,898 11,606: 3,121 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,671: 1,494 1,753 29 28 0 1,552 1,782: 119 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 84.2 11.8 0.2 0.6 74.0 96.6: 26.0 3.4
Old : 100.0: 62.0 84.2 11.8 0.2 0.6 74.0 96.6: 26.0 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 : 95: 61 31 22 1 1 77 40:
Old : 95: 61 31 22 1 1 77 40:
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 : 21.1 60.2 32.2 76.6 20.9 57.4 30.9 72.7
Old : 21.1 60.2 32.2 76.6 20.9 57.4 30.9 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 273,610: 39,654 34,320 54,561 179,228 184,580 273,443 273,461: 167 149
Old : 273,610: 39,654 34,320 54,561 179,228 184,580 273,443 273,461: 167 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 29,694: 16,615 3,563 5,608 7,434 20,465 29,657 29,637: 37 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.5 19.9 65.5 67.5 99.9 99.9: 0.1 0.1
Old : 100.0: 14.5 12.5 19.9 65.5 67.5 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 19 19 29 18 33 54 67:
Old : 76: 19 19 29 18 33 54 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 : 54.9 51.5 67.9 66.5 53.4 46.7 61.0 54.8
Old : 54.9 51.5 67.9 66.5 53.4 46.7 61.0 54.8
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 20, 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 : 159,815: 50,989 8,537 27,097 81,589 123,968 159,675 159,602: 140 213
Old : 159,815: 50,989 8,537 27,097 81,589 123,968 159,675 159,602: 140 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 16,814: 8,902 -3,076 1,320 6,598 18,575 16,820 16,819: -6 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 5.3 17.0 51.1 77.6 99.9 99.9: 0.1 0.1
Old : 100.0: 31.9 5.3 17.0 51.1 77.6 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 20 20 22 19 31 47 65:
Old : 74: 20 20 22 19 31 47 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 : 45.7 45.0 63.0 60.7 45.2 42.1 58.6 56.5
Old : 45.7 45.0 63.0 60.7 45.2 42.1 58.6 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 638,575: 80,282 67,886 95,537 392,418 404,977 568,238 568,400: 70,338 70,175
Old : 638,575: 80,282 67,886 95,537 392,418 404,977 568,238 568,400: 70,338 70,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -26,076: 2,892 -1,032 -9,854 -13,754 -7,708 -20,715 -18,593: -5,361 -7,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 10.6 15.0 61.5 63.4 89.0 89.0: 11.0 11.0
Old : 100.0: 12.6 10.6 15.0 61.5 63.4 89.0 89.0: 11.0 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 : 588: 121 84 104 288 290 451 436:
Old : 588: 121 84 104 288 290 451 436:
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 : 12.6 17.1 20.8 26.7 9.2 15.1 15.0 22.2
Old : 12.6 17.1 20.8 26.7 9.2 15.1 15.0 22.2
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 20, 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 : 27,067: 2,080 2,677 4,285 14,652 10,097 21,017 17,059: 6,050 10,008
Old : 27,067: 2,080 2,677 4,285 14,652 10,097 21,017 17,059: 6,050 10,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -4,170: -567 2,569 -1,086 -1,495 -984 -3,148 500: -1,022 -4,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.9 15.8 54.1 37.3 77.6 63.0: 22.4 37.0
Old : 100.0: 7.7 9.9 15.8 54.1 37.3 77.6 63.0: 22.4 37.0
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 : 27: 5 7 10 11 12 22 23:
Old : 27: 5 7 10 11 12 22 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 : 44.7 30.0 67.9 47.4 35.1 19.5 47.2 31.2
Old : 44.7 30.0 67.9 47.4 35.1 19.5 47.2 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 22,716: 1,182 5,512 158 19,733 15,673 21,073 21,343: 1,643 1,373
Old : 22,716: 1,182 5,512 158 19,733 15,673 21,073 21,343: 1,643 1,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -1,570: 0 -666 0 -34 2,605 -34 1,939: -1,536 -3,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 24.3 0.7 86.9 69.0 92.8 94.0: 7.2 6.0
Old : 100.0: 5.2 24.3 0.7 86.9 69.0 92.8 94.0: 7.2 6.0
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 : 27: 2 4 1 12 12 14 17:
Old : 27: 2 4 1 12 12 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 65.1 85.7 82.5 70.3 65.1 85.0 82.5
Old : 70.3 65.1 85.7 82.5 70.3 65.1 85.0 82.5
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 20, 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 : 3,057,543: 404,506 339,541 442,764 1,888,832 1,974,402 2,736,102 2,756,707: 321,440 300,835
Old : 3,057,543: 404,506 339,541 442,764 1,888,832 1,974,402 2,736,102 2,756,707: 321,440 300,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -109,530: 18,143 -17,159 -44,687 -61,292 -33,620 -87,836 -95,465: -21,695 -14,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.1 14.5 61.8 64.6 89.5 90.2: 10.5 9.8
Old : 100.0: 13.2 11.1 14.5 61.8 64.6 89.5 90.2: 10.5 9.8
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 : 585: 119 85 101 284 287 446 430:
Old : 585: 119 85 101 284 287 446 430:
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 17.5 21.2 27.2 9.6 15.6 15.7 23.0
Old : 12.8 17.5 21.2 27.2 9.6 15.6 15.7 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 12,064: 1,448 0 0 8,394 11,038 9,842 11,038: 2,222 1,026
Old : 12,064: 1,448 0 0 8,394 11,038 9,842 11,038: 2,222 1,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.0 0.0 69.6 91.5 81.6 91.5: 18.4 8.5
Old : 100.0: 12.0 0.0 0.0 69.6 91.5 81.6 91.5: 18.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 0 9 11 12 11:
Old : 21: 3 0 0 9 11 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 65.1 72.2 87.5 55.7 65.1 71.8 84.3
Old : 55.7 65.1 72.2 87.5 55.7 65.1 71.8 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 137,006: 26,018 73,358 18,033 25,038 20,591 69,088 111,982: 67,917 25,024
Old : 137,006: 26,018 73,358 18,033 25,038 20,591 69,088 111,982: 67,917 25,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 7,488: 3,510 8,835 1,437 3,051 552 7,999 10,825: -511 -3,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 53.5 13.2 18.3 15.0 50.4 81.7: 49.6 18.3
Old : 100.0: 19.0 53.5 13.2 18.3 15.0 50.4 81.7: 49.6 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 : 22: 6 9 7 5 3 15 15:
Old : 22: 6 9 7 5 3 15 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 : 36.7 53.0 44.8 72.0 30.9 52.3 35.2 63.7
Old : 36.7 53.0 44.8 72.0 30.9 52.3 35.2 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 57,198: 9,851 1,659 416 37,032 50,968 47,299 53,043: 9,899 4,155
Old : 57,198: 9,851 1,659 416 37,032 50,968 47,299 53,043: 9,899 4,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 835: 1,338 -694 -120 -405 2,299 813 1,485: 22 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 2.9 0.7 64.7 89.1 82.7 92.7: 17.3 7.3
Old : 100.0: 17.2 2.9 0.7 64.7 89.1 82.7 92.7: 17.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 13 4 4 33 32 47 39:
Old : 72: 13 4 4 33 32 47 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 : 31.3 41.2 46.0 60.7 31.0 40.9 44.8 60.3
Old : 31.3 41.2 46.0 60.7 31.0 40.9 44.8 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 49,213: 13,319 11,886 4,560 21,408 25,703 39,287 42,150: 9,927 7,064
Old : 49,213: 13,319 11,886 4,560 21,408 25,703 39,287 42,150: 9,927 7,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -2,229: -1,433 1,036 -840 539 -1,858 -1,734 -1,661: -496 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 24.2 9.3 43.5 52.2 79.8 85.6: 20.2 14.4
Old : 100.0: 27.1 24.2 9.3 43.5 52.2 79.8 85.6: 20.2 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 : 288: 67 54 38 106 112 189 188:
Old : 288: 67 54 38 106 112 189 188:
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 : 20.0 19.3 28.7 29.0 19.8 17.1 26.9 25.1
Old : 20.0 19.3 28.7 29.0 19.8 17.1 26.9 25.1
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 20, 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 : 246,067: 66,596 59,431 22,800 107,038 128,517 196,434 210,748: 49,634 35,320
Old : 246,067: 66,596 59,431 22,800 107,038 128,517 196,434 210,748: 49,634 35,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -11,146: -7,167 5,181 -4,198 2,697 -9,288 -8,669 -8,306: -2,478 -2,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 24.2 9.3 43.5 52.2 79.8 85.6: 20.2 14.4
Old : 100.0: 27.1 24.2 9.3 43.5 52.2 79.8 85.6: 20.2 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 : 288: 67 54 38 106 112 189 188:
Old : 288: 67 54 38 106 112 189 188:
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 : 20.0 19.3 28.7 29.0 19.8 17.1 26.9 25.1
Old : 20.0 19.3 28.7 29.0 19.8 17.1 26.9 25.1
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 20, 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 : 143,096: 114,303 9,772 5,974 360 8,040 120,636 23,786: 22,460 119,311
Old : 143,096: 114,303 9,772 5,974 360 8,040 120,636 23,786: 22,460 119,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 6.8 4.2 0.3 5.6 84.3 16.6: 15.7 83.4
Old : 100.0: 79.9 6.8 4.2 0.3 5.6 84.3 16.6: 15.7 83.4
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: 11 9 7 1 2 13 17:
Old : 23: 11 9 7 1 2 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 13.5 83.3 15.4 77.7 11.1 79.4 12.0
Old : 79.1 13.5 83.3 15.4 77.7 11.1 79.4 12.0
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 20, 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 : 145,958: 59,669 54,878 7,539 50,301 64,806 117,509 127,223: 28,449 18,735
Old : 145,958: 59,669 54,878 7,539 50,301 64,806 117,509 127,223: 28,449 18,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -2,888: -3,675 -5,205 973 -940 1,028 -3,641 -3,204: 753 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 37.6 5.2 34.5 44.4 80.5 87.2: 19.5 12.8
Old : 100.0: 40.9 37.6 5.2 34.5 44.4 80.5 87.2: 19.5 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 : 85: 23 22 13 32 27 62 55:
Old : 85: 23 22 13 32 27 62 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 55.2 47.9 63.5 34.8 54.9 46.5 62.4
Old : 35.6 55.2 47.9 63.5 34.8 54.9 46.5 62.4
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 20, 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 : 551,361: 119,537 78,807 8,923 396,407 443,903 524,867 531,633: 26,494 19,728
Old : 551,361: 119,537 78,807 8,923 396,407 443,903 524,867 531,633: 26,494 19,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 4,420: 8,148 -3,377 -1,921 -2,683 12,540 3,543 7,242: 876 -2,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 14.3 1.6 71.9 80.5 95.2 96.4: 4.8 3.6
Old : 100.0: 21.7 14.3 1.6 71.9 80.5 95.2 96.4: 4.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 63 47 25 165 134 240 194:
Old : 346: 63 47 25 165 134 240 194:
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 : 15.0 21.2 26.2 34.5 14.2 21.2 24.2 33.2
Old : 15.0 21.2 26.2 34.5 14.2 21.2 24.2 33.2
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 20, 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 : 13,182: 350 889 74 11,974 12,031 12,398 12,994: 784 188
Old : 13,182: 350 889 74 11,974 12,031 12,398 12,994: 784 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 273: -312 -2 0 431 412 119 410: 154 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.7 0.6 90.8 91.3 94.1 98.6: 5.9 1.4
Old : 100.0: 2.7 6.7 0.6 90.8 91.3 94.1 98.6: 5.9 1.4
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 : 21: 1 2 1 9 10 10 13:
Old : 21: 1 2 1 9 10 10 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 : 72.8 64.9 89.8 90.1 72.7 64.9 89.2 90.1
Old : 72.8 64.9 89.8 90.1 72.7 64.9 89.2 90.1
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 20, 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 : 17,322: 6,502 1,764 3 6,626 12,523 13,131 14,290: 4,191 3,032
Old : 17,322: 6,502 1,764 3 6,626 12,523 13,131 14,290: 4,191 3,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -30: 717 64 0 -931 -121 -214 -57: 184 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 10.2 0.0 38.3 72.3 75.8 82.5: 24.2 17.5
Old : 100.0: 37.5 10.2 0.0 38.3 72.3 75.8 82.5: 24.2 17.5
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 : 23: 10 2 1 5 7 15 10:
Old : 23: 10 2 1 5 7 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 68.1 62.7 82.4 44.6 68.1 62.7 82.4
Old : 44.6 68.1 62.7 82.4 44.6 68.1 62.7 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 44,662: 6,026 9,900 265 30,818 18,565 37,109 28,730: 7,553 15,932
Old : 44,662: 6,026 9,900 265 30,818 18,565 37,109 28,730: 7,553 15,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 939: 1,035 -3,543 -167 419 -952 1,287 -4,662: -348 5,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 22.2 0.6 69.0 41.6 83.1 64.3: 16.9 35.7
Old : 100.0: 13.5 22.2 0.6 69.0 41.6 83.1 64.3: 16.9 35.7
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 : 65: 12 13 1 20 25 32 39:
Old : 65: 12 13 1 20 25 32 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 : 36.3 17.6 55.4 29.1 35.6 17.4 54.7 28.9
Old : 36.3 17.6 55.4 29.1 35.6 17.4 54.7 28.9
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 20, 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 : 201,742: 62,483 165 7,170 131,863 193,909 201,516 201,244: 226 498
Old : 201,742: 62,483 165 7,170 131,863 193,909 201,516 201,244: 226 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 4,484: -108 0 496 4,093 4,083 4,481 4,579: 3 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 0.1 3.6 65.4 96.1 99.9 99.8: 0.1 0.2
Old : 100.0: 31.0 0.1 3.6 65.4 96.1 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 : 80: 31 2 6 38 27 69 35:
Old : 80: 31 2 6 38 27 69 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 : 34.8 61.9 52.4 84.8 29.8 55.8 47.1 72.5
Old : 34.8 61.9 52.4 84.8 29.8 55.8 47.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2020