BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,950: 142 2,709 313 7,821 5,397 8,276 8,419: 674 531
Old : 8,950: 142 2,709 313 7,821 5,397 8,276 8,419: 674 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 585: -12 283 -43 632 518 577 758: 8 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 30.3 3.5 87.4 60.3 92.5 94.1: 7.5 5.9
Old : 100.0: 1.6 30.3 3.5 87.4 60.3 92.5 94.1: 7.5 5.9
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 : 39: 1 9 6 22 19 28 29:
Old : 39: 1 9 6 22 19 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 38.0 74.6 59.3 52.0 37.0 72.1 54.9
Old : 54.3 38.0 74.6 59.3 52.0 37.0 72.1 54.9
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,587: 7,897 2,968 1,881 9,486 11,764 19,264 16,613: 3,323 5,974
Old : 22,587: 7,897 2,968 1,881 9,486 11,764 19,264 16,613: 3,323 5,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 768: 544 -530 62 83 1,090 689 622: 79 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 13.1 8.3 42.0 52.1 85.3 73.6: 14.7 26.4
Old : 100.0: 35.0 13.1 8.3 42.0 52.1 85.3 73.6: 14.7 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 : 92: 34 13 14 25 32 66 52:
Old : 92: 34 13 14 25 32 66 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 : 29.2 24.7 41.8 37.4 27.9 21.0 38.3 32.0
Old : 29.2 24.7 41.8 37.4 27.9 21.0 38.3 32.0
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,118: 473 1,642 365 6,235 5,672 7,073 7,679: 1,045 439
Old : 8,118: 473 1,642 365 6,235 5,672 7,073 7,679: 1,045 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 508: -101 38 85 422 489 406 612: 102 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 20.2 4.5 76.8 69.9 87.1 94.6: 12.9 5.4
Old : 100.0: 5.8 20.2 4.5 76.8 69.9 87.1 94.6: 12.9 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 : 42: 6 7 7 22 15 33 24:
Old : 42: 6 7 7 22 15 33 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 : 34.6 56.5 57.1 77.5 31.1 53.0 51.0 68.4
Old : 34.6 56.5 57.1 77.5 31.1 53.0 51.0 68.4
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,399: 3,501 863 471 3,233 4,479 7,205 5,813: 194 1,586
Old : 7,399: 3,501 863 471 3,233 4,479 7,205 5,813: 194 1,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 199: 138 -24 35 28 122 201 133: -2 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 11.7 6.4 43.7 60.5 97.4 78.6: 2.6 21.4
Old : 100.0: 47.3 11.7 6.4 43.7 60.5 97.4 78.6: 2.6 21.4
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 : 28: 6 5 6 7 13 14 23:
Old : 28: 6 5 6 7 13 14 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 : 79.4 44.6 92.0 59.9 76.7 44.6 87.3 59.2
Old : 79.4 44.6 92.0 59.9 76.7 44.6 87.3 59.2
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 290,059: 85,223 70,770 54,649 119,746 133,138 259,618 258,557: 30,441 31,502
Old : 284,339: 84,179 70,931 52,726 118,350 130,249 255,255 253,906: 29,084 30,433
Other: 5,720: 2,527 1,322 440 1,396 2,889 4,363 4,651: 1,357 1,069
: : :
: : Changes in Commitments from: November 5, 2019 :
: -3,950: -3,194 -3,921 -50 -315 2,152 -3,559 -1,819: -391 -2,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 24.4 18.8 41.3 45.9 89.5 89.1: 10.5 10.9
Old : 100.0: 29.6 24.9 18.5 41.6 45.8 89.8 89.3: 10.2 10.7
Other: 100.0: 44.2 23.1 7.7 24.4 50.5 76.3 81.3: 23.7 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 124 92 117 67 94 261 257:
Old : 355: 129 93 116 62 94 253 257:
Other: 69: 15 17 6 15 30 36 48:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 19.9 25.6 26.7 13.8 15.3 22.2 21.1
Old : 17.5 20.2 26.0 26.9 14.1 15.7 22.6 21.6
Other: 38.8 37.1 51.1 50.0 34.0 35.9 44.8 43.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 352,270: 128,301 53,665 66,422 127,631 185,086 322,354 305,173: 29,916 47,097
Old : 352,270: 128,301 53,665 66,422 127,631 185,086 322,354 305,173: 29,916 47,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 3,067: 8,643 -2,964 -6,103 -825 7,533 1,715 -1,534: 1,352 4,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 15.2 18.9 36.2 52.5 91.5 86.6: 8.5 13.4
Old : 100.0: 36.4 15.2 18.9 36.2 52.5 91.5 86.6: 8.5 13.4
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 : 421: 130 83 114 113 170 301 325:
Old : 421: 130 83 114 113 170 301 325:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 17.7 23.2 28.5 13.7 17.4 21.6 25.8
Old : 13.8 17.7 23.2 28.5 13.7 17.4 21.6 25.8
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,928: 1,435 564 81 517 1,652 2,033 2,297: 895 631
Old : 2,928: 1,435 564 81 517 1,652 2,033 2,297: 895 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -221: -82 -78 -41 -101 -30 -224 -149: 3 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 19.3 2.8 17.7 56.4 69.4 78.4: 30.6 21.6
Old : 100.0: 49.0 19.3 2.8 17.7 56.4 69.4 78.4: 30.6 21.6
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 : 46: 18 9 4 9 18 29 29:
Old : 46: 18 9 4 9 18 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 33.0 45.4 49.0 29.3 31.9 42.6 44.0
Old : 30.5 33.0 45.4 49.0 29.3 31.9 42.6 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,637: 16,352 12,577 10,224 9,965 8,913 36,541 31,714: 7,096 11,923
Old : 43,637: 16,352 12,577 10,224 9,965 8,913 36,541 31,714: 7,096 11,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 2,337: 695 -455 2,079 -1,103 91 1,671 1,715: 666 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 28.8 23.4 22.8 20.4 83.7 72.7: 16.3 27.3
Old : 100.0: 37.5 28.8 23.4 22.8 20.4 83.7 72.7: 16.3 27.3
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 : 179: 49 50 54 42 48 130 125:
Old : 179: 49 50 54 42 48 130 125:
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 : 20.6 14.7 30.8 23.0 18.3 12.5 26.9 18.9
Old : 20.6 14.7 30.8 23.0 18.3 12.5 26.9 18.9
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,862: 2,538 2,544 1,331 14,390 13,488 18,259 17,363: 603 1,499
Old : 18,862: 2,538 2,544 1,331 14,390 13,488 18,259 17,363: 603 1,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 1,066: 19 -402 510 547 1,121 1,076 1,229: -10 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 13.5 7.1 76.3 71.5 96.8 92.1: 3.2 7.9
Old : 100.0: 13.5 13.5 7.1 76.3 71.5 96.8 92.1: 3.2 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 15 12 12 27 22 49 39:
Old : 63: 15 12 12 27 22 49 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 : 53.9 50.8 71.8 65.2 53.9 50.4 68.5 64.5
Old : 53.9 50.8 71.8 65.2 53.9 50.4 68.5 64.5
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,752: 31,711 5,384 0 22,101 49,261 53,812 54,645: 1,940 1,107
Old : 55,752: 31,711 5,384 0 22,101 49,261 53,812 54,645: 1,940 1,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 329: 1,045 423 0 -506 -76 539 347: -210 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 9.7 0.0 39.6 88.4 96.5 98.0: 3.5 2.0
Old : 100.0: 56.9 9.7 0.0 39.6 88.4 96.5 98.0: 3.5 2.0
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 : 43: 21 9 0 7 7 28 16:
Old : 43: 21 9 0 7 7 28 16:
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 : 76.2 80.6 86.0 95.5 76.2 80.6 86.0 95.5
Old : 76.2 80.6 86.0 95.5 76.2 80.6 86.0 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 182,793: 73,671 31,298 3,040 70,603 127,432 147,314 161,770: 35,479 21,023
Old : 182,793: 73,671 31,298 3,040 70,603 127,432 147,314 161,770: 35,479 21,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -10,089: -14,103 -2,474 1,707 6,097 -10,151 -6,299 -10,918: -3,790 829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 17.1 1.7 38.6 69.7 80.6 88.5: 19.4 11.5
Old : 100.0: 40.3 17.1 1.7 38.6 69.7 80.6 88.5: 19.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 38 20 14 39 32 81 62:
Old : 114: 38 20 14 39 32 81 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 : 27.9 54.0 39.1 66.6 27.7 54.0 37.7 66.6
Old : 27.9 54.0 39.1 66.6 27.7 54.0 37.7 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,066: 12,824 27,944 36 46,010 16,166 58,870 44,146: 9,196 23,920
Old : 68,066: 12,824 27,944 36 46,010 16,166 58,870 44,146: 9,196 23,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 211: -1,224 -257 0 1,514 -300 290 -557: -79 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 41.1 0.1 67.6 23.8 86.5 64.9: 13.5 35.1
Old : 100.0: 18.8 41.1 0.1 67.6 23.8 86.5 64.9: 13.5 35.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 7 20 1 16 16 23 37:
Old : 56: 7 20 1 16 16 23 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 : 52.2 27.0 68.3 37.6 52.2 27.0 68.2 37.6
Old : 52.2 27.0 68.3 37.6 52.2 27.0 68.2 37.6
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 298,167: 219,312 77,275 1,173 71,568 216,011 292,053 294,459: 6,114 3,708
Old : 298,167: 219,312 77,275 1,173 71,568 216,011 292,053 294,459: 6,114 3,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -867: -12,969 -14,604 -345 13,514 13,849 200 -1,100: -1,067 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 25.9 0.4 24.0 72.4 97.9 98.8: 2.1 1.2
Old : 100.0: 73.6 25.9 0.4 24.0 72.4 97.9 98.8: 2.1 1.2
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 : 177: 84 38 10 25 32 117 73:
Old : 177: 84 38 10 25 32 117 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 47.2 55.6 68.5 40.3 47.2 55.6 68.5
Old : 40.3 47.2 55.6 68.5 40.3 47.2 55.6 68.5
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 209,312: 40,348 68,481 6,030 136,814 106,039 183,192 180,550: 26,120 28,762
Old : 209,312: 40,348 68,481 6,030 136,814 106,039 183,192 180,550: 26,120 28,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 2,995: -636 -1,538 -838 4,773 5,970 3,299 3,594: -304 -599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 32.7 2.9 65.4 50.7 87.5 86.3: 12.5 13.7
Old : 100.0: 19.3 32.7 2.9 65.4 50.7 87.5 86.3: 12.5 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 21 30 12 35 45 61 82:
Old : 113: 21 30 12 35 45 61 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 : 49.3 26.5 64.6 38.2 49.0 26.3 64.3 38.0
Old : 49.3 26.5 64.6 38.2 49.0 26.3 64.3 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 183,480: 43,964 78,961 3,471 106,504 67,386 153,939 149,818: 29,541 33,662
Old : 183,480: 43,964 78,961 3,471 106,504 67,386 153,939 149,818: 29,541 33,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 6,374: -32 8,360 -2,321 5,287 864 2,934 6,903: 3,440 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 43.0 1.9 58.0 36.7 83.9 81.7: 16.1 18.3
Old : 100.0: 24.0 43.0 1.9 58.0 36.7 83.9 81.7: 16.1 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 : 115: 24 35 10 35 37 63 78:
Old : 115: 24 35 10 35 37 63 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 34.3 51.4 44.5 39.2 34.3 51.1 44.4
Old : 39.2 34.3 51.4 44.5 39.2 34.3 51.1 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 569,527: 170,250 227,919 10,792 300,579 273,909 481,621 512,620: 87,906 56,907
Old : 569,527: 170,250 227,919 10,792 300,579 273,909 481,621 512,620: 87,906 56,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 6,191: 6,067 2,990 -6,178 2,846 8,243 2,735 5,055: 3,456 1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 40.0 1.9 52.8 48.1 84.6 90.0: 15.4 10.0
Old : 100.0: 29.9 40.0 1.9 52.8 48.1 84.6 90.0: 15.4 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 82 63 34 101 79 191 168:
Old : 278: 82 63 34 101 79 191 168:
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 : 17.1 34.4 28.4 49.3 16.5 33.9 27.5 48.7
Old : 17.1 34.4 28.4 49.3 16.5 33.9 27.5 48.7
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,731: 5,895 3,155 686 8,896 15,892 15,477 19,733: 11,254 6,998
Old : 26,731: 5,895 3,155 686 8,896 15,892 15,477 19,733: 11,254 6,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -469: -384 -5 0 108 -171 -276 -176: -193 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 11.8 2.6 33.3 59.5 57.9 73.8: 42.1 26.2
Old : 100.0: 22.1 11.8 2.6 33.3 59.5 57.9 73.8: 42.1 26.2
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 : 27: 7 4 3 13 10 22 15:
Old : 27: 7 4 3 13 10 22 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 : 20.2 52.2 34.9 64.5 16.8 48.3 30.5 59.9
Old : 20.2 52.2 34.9 64.5 16.8 48.3 30.5 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,062: 892 3,819 15 14,073 13,463 14,980 17,297: 7,082 4,765
Old : 22,062: 892 3,819 15 14,073 13,463 14,980 17,297: 7,082 4,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 196: 11 -19 -24 70 75 57 32: 139 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 17.3 0.1 63.8 61.0 67.9 78.4: 32.1 21.6
Old : 100.0: 4.0 17.3 0.1 63.8 61.0 67.9 78.4: 32.1 21.6
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 : 22: 1 3 1 15 12 17 15:
Old : 22: 1 3 1 15 12 17 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 : 41.7 46.0 56.9 62.2 38.9 40.2 53.5 55.0
Old : 41.7 46.0 56.9 62.2 38.9 40.2 53.5 55.0
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,541: 3,901 46,999 0 46,624 4,659 50,525 51,658: 3,016 1,883
Old : 53,541: 3,901 46,999 0 46,624 4,659 50,525 51,658: 3,016 1,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -474: -489 -843 -161 143 110 -507 -894: 33 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 87.8 0.0 87.1 8.7 94.4 96.5: 5.6 3.5
Old : 100.0: 7.3 87.8 0.0 87.1 8.7 94.4 96.5: 5.6 3.5
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: 12 21 0 9 4 21 25:
Old : 45: 12 21 0 9 4 21 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 : 86.7 76.3 90.2 82.9 86.7 76.3 90.2 82.9
Old : 86.7 76.3 90.2 82.9 86.7 76.3 90.2 82.9
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 79,394: 16,750 52,985 437 59,119 20,227 76,306 73,649: 3,088 5,745
Old : 79,394: 16,750 52,985 437 59,119 20,227 76,306 73,649: 3,088 5,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 4,068: 2,374 -356 -288 2,036 4,589 4,122 3,945: -54 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 66.7 0.6 74.5 25.5 96.1 92.8: 3.9 7.2
Old : 100.0: 21.1 66.7 0.6 74.5 25.5 96.1 92.8: 3.9 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 24 50 6 19 15 45 69:
Old : 104: 24 50 6 19 15 45 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 : 61.0 30.0 70.9 48.7 61.0 30.0 70.9 48.7
Old : 61.0 30.0 70.9 48.7 61.0 30.0 70.9 48.7
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,741: 11,848 4,777 0 1,127 6,879 12,975 11,656: 766 2,085
Old : 13,741: 11,848 4,777 0 1,127 6,879 12,975 11,656: 766 2,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 419: 405 289 0 -16 10 389 299: 30 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 34.8 0.0 8.2 50.1 94.4 84.8: 5.6 15.2
Old : 100.0: 86.2 34.8 0.0 8.2 50.1 94.4 84.8: 5.6 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 12 0 2 5 5 17:
Old : 21: 3 12 0 2 5 5 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 : 93.3 56.4 94.4 75.2 93.3 56.4 94.4 75.2
Old : 93.3 56.4 94.4 75.2 93.3 56.4 94.4 75.2
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 :12,138,498: 2,912,725 719,952 2,822,760 5,774,700 7,739,177 11,510,185 11,281,889: 628,313 856,609
Old :12,138,498: 2,912,725 719,952 2,822,760 5,774,700 7,739,177 11,510,185 11,281,889: 628,313 856,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 92,635: -12,336 -26,158 100,069 29,326 14,958 117,059 88,869: -24,424 3,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 5.9 23.3 47.6 63.8 94.8 92.9: 5.2 7.1
Old : 100.0: 24.0 5.9 23.3 47.6 63.8 94.8 92.9: 5.2 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 : 242: 70 49 95 103 105 219 210:
Old : 242: 70 49 95 103 105 219 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 31.1 29.4 41.5 14.1 26.0 21.0 30.6
Old : 18.7 31.1 29.4 41.5 14.1 26.0 21.0 30.6
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,091: 1,679 2,544 138 0 0 1,817 2,682: 1,274 409
Old : 3,091: 1,679 2,544 138 0 0 1,817 2,682: 1,274 409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -429: -357 -407 -49 0 0 -406 -456: -23 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 82.3 4.5 0.0 0.0 58.8 86.8: 41.2 13.2
Old : 100.0: 54.3 82.3 4.5 0.0 0.0 58.8 86.8: 41.2 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 30 16 5 0 0 30 21:
Old : 46: 30 16 5 0 0 30 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 : 24.8 53.6 33.1 71.0 24.4 53.6 31.8 71.0
Old : 24.8 53.6 33.1 71.0 24.4 53.6 31.8 71.0
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 162,773: 26,733 18,375 35,880 99,037 108,052 161,650 162,307: 1,123 466
Old : 162,773: 26,733 18,375 35,880 99,037 108,052 161,650 162,307: 1,123 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,523: -371 -234 -1,173 287 48 -1,257 -1,359: -266 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 11.3 22.0 60.8 66.4 99.3 99.7: 0.7 0.3
Old : 100.0: 16.4 11.3 22.0 60.8 66.4 99.3 99.7: 0.7 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 : 52: 12 18 20 9 19 34 44:
Old : 52: 12 18 20 9 19 34 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 47.5 87.9 62.9 55.5 37.4 60.4 48.6
Old : 73.0 47.5 87.9 62.9 55.5 37.4 60.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 275,414: 43,487 104,149 41,859 189,747 127,465 275,093 273,473: 321 1,941
Old : 275,414: 43,487 104,149 41,859 189,747 127,465 275,093 273,473: 321 1,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 11,118: -6,188 3,076 8,370 8,909 -219 11,091 11,227: 27 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 37.8 15.2 68.9 46.3 99.9 99.3: 0.1 0.7
Old : 100.0: 15.8 37.8 15.2 68.9 46.3 99.9 99.3: 0.1 0.7
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 : 87: 22 30 28 22 31 54 79:
Old : 87: 22 30 28 22 31 54 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 37.9 77.8 55.4 59.2 35.3 66.4 49.7
Old : 63.0 37.9 77.8 55.4 59.2 35.3 66.4 49.7
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 574,424: 78,300 74,564 14,016 414,971 422,273 507,286 510,853: 67,138 63,571
Old : 574,424: 78,300 74,564 14,016 414,971 422,273 507,286 510,853: 67,138 63,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 16,129: 372 -365 -2,332 16,466 16,829 14,506 14,132: 1,624 1,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 13.0 2.4 72.2 73.5 88.3 88.9: 11.7 11.1
Old : 100.0: 13.6 13.0 2.4 72.2 73.5 88.3 88.9: 11.7 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 119 100 72 250 250 397 395:
Old : 575: 119 100 72 250 250 397 395:
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 : 12.9 22.8 22.0 31.9 11.7 19.4 18.4 28.3
Old : 12.9 22.8 22.0 31.9 11.7 19.4 18.4 28.3
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,364: 2,348 615 0 7,240 14,713 9,588 15,328: 14,776 9,036
Old : 24,364: 2,348 615 0 7,240 14,713 9,588 15,328: 14,776 9,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 1,595: -1,311 -22 -800 366 2,116 -1,745 1,294: 3,340 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 2.5 0.0 29.7 60.4 39.4 62.9: 60.6 37.1
Old : 100.0: 9.6 2.5 0.0 29.7 60.4 39.4 62.9: 60.6 37.1
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 : 25: 6 3 0 5 11 11 14:
Old : 25: 6 3 0 5 11 11 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 : 33.0 43.3 39.0 60.1 33.0 43.3 39.0 60.1
Old : 33.0 43.3 39.0 60.1 33.0 43.3 39.0 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,750,302: 388,038 378,027 61,798 2,038,656 2,037,800 2,488,492 2,477,625: 261,810 272,677
Old : 2,750,302: 388,038 378,027 61,798 2,038,656 2,037,800 2,488,492 2,477,625: 261,810 272,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 72,672: 7,858 -2,270 -7,105 80,501 73,564 81,254 64,189: -8,582 8,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 13.7 2.2 74.1 74.1 90.5 90.1: 9.5 9.9
Old : 100.0: 14.1 13.7 2.2 74.1 74.1 90.5 90.1: 9.5 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 : 574: 119 100 67 248 249 391 393:
Old : 574: 119 100 67 248 249 391 393:
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 : 13.5 23.2 22.8 32.2 12.2 20.1 19.0 29.1
Old : 13.5 23.2 22.8 32.2 12.2 20.1 19.0 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 23,376: 0 1,267 0 20,429 19,018 20,429 20,285: 2,947 3,091
Old : 23,376: 0 1,267 0 20,429 19,018 20,429 20,285: 2,947 3,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 1,354: 0 0 0 1,280 793 1,280 793: 74 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 0.0 87.4 81.4 87.4 86.8: 12.6 13.2
Old : 100.0: 0.0 5.4 0.0 87.4 81.4 87.4 86.8: 12.6 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 8 13 8 14:
Old : 20: 0 1 0 8 13 8 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 : 79.5 56.8 87.4 77.3 76.2 56.8 83.2 77.0
Old : 79.5 56.8 87.4 77.3 76.2 56.8 83.2 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 Health Care In :
: : :
All : 22,206: 3,146 0 0 16,745 12,648 19,891 12,648: 2,315 9,558
Old : 22,206: 3,146 0 0 16,745 12,648 19,891 12,648: 2,315 9,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.0 0.0 75.4 57.0 89.6 57.0: 10.4 43.0
Old : 100.0: 14.2 0.0 0.0 75.4 57.0 89.6 57.0: 10.4 43.0
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 : 20: 4 0 0 10 8 14 8:
Old : 20: 4 0 0 10 8 14 8:
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 46.9 84.3 57.0 72.8 46.6 84.3 56.7
Old : 72.8 46.9 84.3 57.0 72.8 46.6 84.3 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 Industrial Ind :
: : :
All : 10,399: 1,696 1,316 0 7,236 8,185 8,932 9,501: 1,467 898
Old : 10,399: 1,696 1,316 0 7,236 8,185 8,932 9,501: 1,467 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 494: 280 0 0 15 275 295 275: 199 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 12.7 0.0 69.6 78.7 85.9 91.4: 14.1 8.6
Old : 100.0: 16.3 12.7 0.0 69.6 78.7 85.9 91.4: 14.1 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 : 22: 4 2 0 6 10 10 12:
Old : 22: 4 2 0 6 10 10 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 : 67.5 60.0 81.8 80.2 67.5 60.0 81.8 80.2
Old : 67.5 60.0 81.8 80.2 67.5 60.0 81.8 80.2
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,493: 1,170 0 500 9,173 11,273 10,843 11,773: 2,650 1,720
Old : 13,493: 1,170 0 500 9,173 11,273 10,843 11,773: 2,650 1,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 697: -149 -675 500 724 687 1,075 512: -378 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 3.7 68.0 83.5 80.4 87.3: 19.6 12.7
Old : 100.0: 8.7 0.0 3.7 68.0 83.5 80.4 87.3: 19.6 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 1 10 13 13 14:
Old : 22: 3 0 1 10 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 58.3 69.6 74.8 42.9 48.9 53.4 61.2
Old : 53.2 58.3 69.6 74.8 42.9 48.9 53.4 61.2
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 73,471: 15,341 3,424 628 46,983 64,965 62,952 69,017: 10,519 4,454
Old : 73,471: 15,341 3,424 628 46,983 64,965 62,952 69,017: 10,519 4,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 1,433: 38 -610 332 1,249 997 1,619 719: -186 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 4.7 0.9 63.9 88.4 85.7 93.9: 14.3 6.1
Old : 100.0: 20.9 4.7 0.9 63.9 88.4 85.7 93.9: 14.3 6.1
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 : 87: 14 5 4 42 39 58 46:
Old : 87: 14 5 4 42 39 58 46:
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 : 31.5 38.1 45.4 57.7 31.3 37.7 44.8 57.3
Old : 31.5 38.1 45.4 57.7 31.3 37.7 44.8 57.3
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,371: 18,729 10,754 1,014 20,145 25,707 39,888 37,475: 6,483 8,895
Old : 46,371: 18,729 10,754 1,014 20,145 25,707 39,888 37,475: 6,483 8,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 1,000: 267 525 364 419 207 1,049 1,096: -48 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 23.2 2.2 43.4 55.4 86.0 80.8: 14.0 19.2
Old : 100.0: 40.4 23.2 2.2 43.4 55.4 86.0 80.8: 14.0 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 : 249: 62 53 25 85 82 158 149:
Old : 249: 62 53 25 85 82 158 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 24.9 39.1 34.3 27.1 23.6 38.6 33.0
Old : 27.1 24.9 39.1 34.3 27.1 23.6 38.6 33.0
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 231,853: 93,644 53,770 5,071 100,725 128,536 199,440 187,377: 32,413 44,476
Old : 231,853: 93,644 53,770 5,071 100,725 128,536 199,440 187,377: 32,413 44,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 5,002: 1,333 2,627 1,818 2,093 1,033 5,244 5,478: -242 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 23.2 2.2 43.4 55.4 86.0 80.8: 14.0 19.2
Old : 100.0: 40.4 23.2 2.2 43.4 55.4 86.0 80.8: 14.0 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 : 249: 62 53 25 85 82 158 149:
Old : 249: 62 53 25 85 82 158 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 24.9 39.1 34.3 27.1 23.6 38.6 33.0
Old : 27.1 24.9 39.1 34.3 27.1 23.6 38.6 33.0
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 160,129: 41,261 82,070 1,781 87,164 43,025 130,206 126,876: 29,923 33,253
Old : 160,129: 41,261 82,070 1,781 87,164 43,025 130,206 126,876: 29,923 33,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,282: -8,571 5,444 304 8,239 -2,625 -28 3,123: -1,254 -4,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 51.3 1.1 54.4 26.9 81.3 79.2: 18.7 20.8
Old : 100.0: 25.8 51.3 1.1 54.4 26.9 81.3 79.2: 18.7 20.8
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 : 89: 17 34 7 22 30 42 68:
Old : 89: 17 34 7 22 30 42 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 22.5 60.6 36.2 45.8 22.3 60.5 36.0
Old : 45.9 22.5 60.6 36.2 45.8 22.3 60.5 36.0
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 469,843: 102,651 110,092 9,978 332,592 333,081 445,221 453,151: 24,622 16,692
Old : 469,843: 102,651 110,092 9,978 332,592 333,081 445,221 453,151: 24,622 16,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 8,925: 1,050 -2,595 1,517 4,831 9,560 7,398 8,482: 1,527 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 23.4 2.1 70.8 70.9 94.8 96.4: 5.2 3.6
Old : 100.0: 21.8 23.4 2.1 70.8 70.9 94.8 96.4: 5.2 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 : 306: 70 48 28 124 114 207 177:
Old : 306: 70 48 28 124 114 207 177:
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 : 17.9 20.7 30.4 36.7 16.8 19.9 29.1 34.6
Old : 17.9 20.7 30.4 36.7 16.8 19.9 29.1 34.6
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,292: 15,824 21,464 466 12,911 7,584 29,201 29,514: 5,091 4,778
Old : 34,292: 15,824 21,464 466 12,911 7,584 29,201 29,514: 5,091 4,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 20: 650 521 167 145 12 962 700: -942 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 62.6 1.4 37.7 22.1 85.2 86.1: 14.8 13.9
Old : 100.0: 46.1 62.6 1.4 37.7 22.1 85.2 86.1: 14.8 13.9
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 : 39: 15 6 2 14 6 30 13:
Old : 39: 15 6 2 14 6 30 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 : 45.6 75.9 61.4 82.4 45.6 75.8 61.4 82.2
Old : 45.6 75.9 61.4 82.4 45.6 75.8 61.4 82.2
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,370: 33,102 21,431 749 23,854 44,965 57,705 67,145: 14,665 5,225
Old : 72,370: 33,102 21,431 749 23,854 44,965 57,705 67,145: 14,665 5,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -290: 2,051 -2,456 241 -272 1,725 2,020 -490: -2,310 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 29.6 1.0 33.0 62.1 79.7 92.8: 20.3 7.2
Old : 100.0: 45.7 29.6 1.0 33.0 62.1 79.7 92.8: 20.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 22 16 5 25 28 49 47:
Old : 83: 22 16 5 25 28 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 47.3 54.0 61.1 41.2 47.2 53.7 61.0
Old : 41.2 47.3 54.0 61.1 41.2 47.2 53.7 61.0
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 - Futures Only, November 12, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 121,208: 21,288 5,778 1,040 98,850 114,329 121,178 121,147: 30 61
Old : 121,208: 21,288 5,778 1,040 98,850 114,329 121,178 121,147: 30 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 468: 383 0 10 575 958 968 968: -500 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 4.8 0.9 81.6 94.3 100.0 99.9: 0.0 0.1
Old : 100.0: 17.6 4.8 0.9 81.6 94.3 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 2 4 24 21 35 26:
Old : 42: 10 2 4 24 21 35 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 : 64.1 59.5 77.9 81.6 53.6 51.1 62.6 65.2
Old : 64.1 59.5 77.9 81.6 53.6 51.1 62.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2019