BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 31, 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 : 10,203: 0 3,740 282 9,190 5,649 9,472 9,671: 731 532
Old : 10,203: 0 3,740 282 9,190 5,649 9,472 9,671: 731 532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -5: 0 -81 13 -40 56 -27 -12: 22 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 36.7 2.8 90.1 55.4 92.8 94.8: 7.2 5.2
Old : 100.0: 0.0 36.7 2.8 90.1 55.4 92.8 94.8: 7.2 5.2
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: 0 11 3 25 23 28 34:
Old : 46: 0 11 3 25 23 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 44.6 72.4 63.8 54.0 44.6 69.3 58.6
Old : 55.7 44.6 72.4 63.8 54.0 44.6 69.3 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 31, 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 : 20,372: 6,158 2,474 1,569 9,386 10,529 17,113 14,572: 3,259 5,800
Old : 20,372: 6,158 2,474 1,569 9,386 10,529 17,113 14,572: 3,259 5,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -50: -262 -180 20 196 -131 -46 -291: -4 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 12.1 7.7 46.1 51.7 84.0 71.5: 16.0 28.5
Old : 100.0: 30.2 12.1 7.7 46.1 51.7 84.0 71.5: 16.0 28.5
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 : 87: 28 14 17 25 31 59 57:
Old : 87: 28 14 17 25 31 59 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 24.8 47.3 39.5 32.2 23.7 44.2 37.2
Old : 34.3 24.8 47.3 39.5 32.2 23.7 44.2 37.2
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, December 31, 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 : 8,629: 524 2,060 358 6,874 5,595 7,756 8,013: 873 616
Old : 8,629: 524 2,060 358 6,874 5,595 7,756 8,013: 873 616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -16: -20 -41 46 39 -65 65 -60: -81 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 23.9 4.1 79.7 64.8 89.9 92.9: 10.1 7.1
Old : 100.0: 6.1 23.9 4.1 79.7 64.8 89.9 92.9: 10.1 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 : 47: 5 7 6 30 19 39 28:
Old : 47: 5 7 6 30 19 39 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 57.6 50.4 80.3 31.3 56.0 48.2 71.5
Old : 31.9 57.6 50.4 80.3 31.3 56.0 48.2 71.5
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, December 31, 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 : 8,213: 4,955 675 201 2,921 5,343 8,077 6,219: 136 1,994
Old : 8,213: 4,955 675 201 2,921 5,343 8,077 6,219: 136 1,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 8: -47 12 30 1 -61 -16 -19: 24 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 8.2 2.4 35.6 65.1 98.3 75.7: 1.7 24.3
Old : 100.0: 60.3 8.2 2.4 35.6 65.1 98.3 75.7: 1.7 24.3
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 : 27: 5 3 5 7 14 13 21:
Old : 27: 5 3 5 7 14 13 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 : 86.0 47.3 94.6 60.5 85.7 47.3 93.2 60.4
Old : 86.0 47.3 94.6 60.5 85.7 47.3 93.2 60.4
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, December 31, 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 : 282,358: 82,703 73,695 52,212 118,734 126,512 253,649 252,419: 28,709 29,939
Old : 273,100: 80,526 73,821 49,941 116,007 121,052 246,474 244,814: 26,626 28,286
Other: 9,258: 3,826 1,523 622 2,727 5,460 7,175 7,605: 2,083 1,653
: : :
: : Changes in Commitments from: December 24, 2019 :
: 3,012: 965 -3,079 670 1,336 4,698 2,971 2,289: 41 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 26.1 18.5 42.1 44.8 89.8 89.4: 10.2 10.6
Old : 100.0: 29.5 27.0 18.3 42.5 44.3 90.3 89.6: 9.7 10.4
Other: 100.0: 41.3 16.5 6.7 29.5 59.0 77.5 82.1: 22.5 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 108 97 106 70 80 244 233:
Old : 327: 110 100 103 60 80 230 233:
Other: 84: 22 15 11 25 35 53 56:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 20.5 26.8 27.2 14.8 17.4 23.7 23.4
Old : 18.2 20.7 27.6 27.4 15.2 17.7 24.5 23.8
Other: 29.7 35.4 42.5 47.1 26.7 30.8 36.9 41.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 31, 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 : 378,966: 142,987 56,501 73,289 138,310 203,782 354,586 333,572: 24,380 45,394
Old : 378,966: 142,987 56,501 73,289 138,310 203,782 354,586 333,572: 24,380 45,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -3,324: -4,402 333 1,094 1,849 -2,100 -1,459 -673: -1,865 -2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 14.9 19.3 36.5 53.8 93.6 88.0: 6.4 12.0
Old : 100.0: 37.7 14.9 19.3 36.5 53.8 93.6 88.0: 6.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 122 87 112 107 171 288 330:
Old : 422: 122 87 112 107 171 288 330:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 16.5 23.8 27.5 14.0 16.3 22.7 24.9
Old : 14.0 16.5 23.8 27.5 14.0 16.3 22.7 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 31, 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 : 3,277: 1,627 542 172 506 1,621 2,305 2,335: 972 942
Old : 3,277: 1,627 542 172 506 1,621 2,305 2,335: 972 942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 67: 11 -120 51 -10 -52 52 -121: 15 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 16.5 5.2 15.4 49.5 70.3 71.3: 29.7 28.7
Old : 100.0: 49.6 16.5 5.2 15.4 49.5 70.3 71.3: 29.7 28.7
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 : 40: 16 8 5 9 13 30 22:
Old : 40: 16 8 5 9 13 30 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 : 29.4 35.2 45.3 48.2 27.9 35.2 43.5 47.4
Old : 29.4 35.2 45.3 48.2 27.9 35.2 43.5 47.4
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, December 31, 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 : 49,679: 16,905 12,491 16,060 9,961 8,721 42,926 37,272: 6,753 12,407
Old : 49,679: 16,905 12,491 16,060 9,961 8,721 42,926 37,272: 6,753 12,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -1,165: 99 12 -230 -242 -314 -373 -532: -792 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 25.1 32.3 20.1 17.6 86.4 75.0: 13.6 25.0
Old : 100.0: 34.0 25.1 32.3 20.1 17.6 86.4 75.0: 13.6 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 51 50 64 43 53 139 143:
Old : 194: 51 50 64 43 53 139 143:
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 : 21.2 14.1 32.2 22.2 18.4 10.2 25.7 15.3
Old : 21.2 14.1 32.2 22.2 18.4 10.2 25.7 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, December 31, 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 : 2,272: 285 507 239 952 1,308 1,476 2,054: 796 218
Old : 2,272: 285 507 239 952 1,308 1,476 2,054: 796 218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 49: 11 29 -13 57 53 55 69: -6 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 22.3 10.5 41.9 57.6 65.0 90.4: 35.0 9.6
Old : 100.0: 12.5 22.3 10.5 41.9 57.6 65.0 90.4: 35.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 6 7 10 7 17 16:
Old : 20: 2 6 7 10 7 17 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 : 39.9 58.9 54.8 77.2 37.4 56.6 47.5 70.1
Old : 39.9 58.9 54.8 77.2 37.4 56.6 47.5 70.1
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 - Futures Only, December 31, 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 : 19,794: 1,684 3,254 1,589 15,999 13,520 19,272 18,363: 522 1,431
Old : 19,794: 1,684 3,254 1,589 15,999 13,520 19,272 18,363: 522 1,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 358: 48 269 -49 380 230 379 450: -21 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 16.4 8.0 80.8 68.3 97.4 92.8: 2.6 7.2
Old : 100.0: 8.5 16.4 8.0 80.8 68.3 97.4 92.8: 2.6 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 : 62: 10 14 12 26 26 45 44:
Old : 62: 10 14 12 26 26 45 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 : 57.7 48.5 74.8 64.0 57.4 48.4 72.5 62.4
Old : 57.7 48.5 74.8 64.0 57.4 48.4 72.5 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, December 31, 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 : 56,790: 33,886 4,879 0 20,442 50,915 54,328 55,794: 2,462 996
Old : 56,790: 33,886 4,879 0 20,442 50,915 54,328 55,794: 2,462 996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 1,512: 802 1,006 0 465 412 1,267 1,418: 245 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 8.6 0.0 36.0 89.7 95.7 98.2: 4.3 1.8
Old : 100.0: 59.7 8.6 0.0 36.0 89.7 95.7 98.2: 4.3 1.8
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 : 46: 26 5 0 7 10 33 15:
Old : 46: 26 5 0 7 10 33 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 : 71.9 79.9 83.4 96.0 71.8 79.9 83.4 96.0
Old : 71.9 79.9 83.4 96.0 71.8 79.9 83.4 96.0
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 - Futures Only, December 31, 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 : 175,666: 63,961 52,048 3,404 61,553 101,602 128,918 157,054: 46,748 18,612
Old : 175,666: 63,961 52,048 3,404 61,553 101,602 128,918 157,054: 46,748 18,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 17,000: 12,483 9,067 170 -3,723 5,747 8,930 14,984: 8,070 2,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 29.6 1.9 35.0 57.8 73.4 89.4: 26.6 10.6
Old : 100.0: 36.4 29.6 1.9 35.0 57.8 73.4 89.4: 26.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 35 22 17 34 35 78 66:
Old : 115: 35 22 17 34 35 78 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 : 19.2 44.2 30.1 59.1 19.1 43.8 28.2 58.5
Old : 19.2 44.2 30.1 59.1 19.1 43.8 28.2 58.5
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, December 31, 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 : 55,514: 14,549 20,274 454 29,867 15,369 44,870 36,097: 10,644 19,417
Old : 55,514: 14,549 20,274 454 29,867 15,369 44,870 36,097: 10,644 19,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -4,936: 33 -3,921 452 -6,052 -691 -5,567 -4,160: 631 -776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 36.5 0.8 53.8 27.7 80.8 65.0: 19.2 35.0
Old : 100.0: 26.2 36.5 0.8 53.8 27.7 80.8 65.0: 19.2 35.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 10 15 2 13 20 24 36:
Old : 56: 10 15 2 13 20 24 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 : 56.1 24.3 64.6 33.2 56.1 24.3 64.6 33.2
Old : 56.1 24.3 64.6 33.2 56.1 24.3 64.6 33.2
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 - Futures Only, December 31, 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 : 277,946: 193,069 42,803 1,729 66,642 230,351 261,440 274,883: 16,506 3,063
Old : 277,946: 193,069 42,803 1,729 66,642 230,351 261,440 274,883: 16,506 3,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 2,959: -9,028 -1,078 560 1,077 3,496 -7,391 2,978: 10,350 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 15.4 0.6 24.0 82.9 94.1 98.9: 5.9 1.1
Old : 100.0: 69.5 15.4 0.6 24.0 82.9 94.1 98.9: 5.9 1.1
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 : 178: 93 29 9 26 34 121 71:
Old : 178: 93 29 9 26 34 121 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 72.4 51.4 80.9 37.4 72.3 51.1 80.8
Old : 37.4 72.4 51.4 80.9 37.4 72.3 51.1 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 31, 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 : 206,784: 64,574 52,181 12,036 97,705 118,255 174,315 182,472: 32,469 24,312
Old : 206,784: 64,574 52,181 12,036 97,705 118,255 174,315 182,472: 32,469 24,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 501: -4,000 -7,696 6,194 -1,124 283 1,070 -1,219: -569 1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 25.2 5.8 47.2 57.2 84.3 88.2: 15.7 11.8
Old : 100.0: 31.2 25.2 5.8 47.2 57.2 84.3 88.2: 15.7 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 : 114: 27 23 15 34 40 70 71:
Old : 114: 27 23 15 34 40 70 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 31.2 45.7 43.3 31.2 31.0 45.0 40.8
Old : 31.3 31.2 45.7 43.3 31.2 31.0 45.0 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, December 31, 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 : 174,966: 43,668 68,970 6,136 97,526 62,360 147,330 137,466: 27,636 37,500
Old : 174,966: 43,668 68,970 6,136 97,526 62,360 147,330 137,466: 27,636 37,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 1,824: 3,076 -5,164 2,787 -2,397 449 3,466 -1,928: -1,642 3,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 39.4 3.5 55.7 35.6 84.2 78.6: 15.8 21.4
Old : 100.0: 25.0 39.4 3.5 55.7 35.6 84.2 78.6: 15.8 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 : 121: 26 38 17 31 40 65 87:
Old : 121: 26 38 17 31 40 65 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 22.6 56.2 33.9 41.3 22.6 53.9 32.6
Old : 43.4 22.6 56.2 33.9 41.3 22.6 53.9 32.6
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, December 31, 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 : 557,585: 168,852 243,197 13,523 285,490 245,540 467,865 502,260: 89,720 55,325
Old : 557,585: 168,852 243,197 13,523 285,490 245,540 467,865 502,260: 89,720 55,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 17,190: 8,589 9,991 392 3,089 4,476 12,070 14,859: 5,120 2,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 43.6 2.4 51.2 44.0 83.9 90.1: 16.1 9.9
Old : 100.0: 30.3 43.6 2.4 51.2 44.0 83.9 90.1: 16.1 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 : 282: 86 62 36 94 78 190 166:
Old : 282: 86 62 36 94 78 190 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 34.6 27.3 48.5 15.9 34.5 25.9 48.4
Old : 16.6 34.6 27.3 48.5 15.9 34.5 25.9 48.4
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 - Futures Only, December 31, 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 : 23,490: 3,488 3,545 741 8,230 12,258 12,459 16,544: 11,031 6,946
Old : 23,490: 3,488 3,545 741 8,230 12,258 12,459 16,544: 11,031 6,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -90: 0 -589 0 10 255 10 -334: -100 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.1 3.2 35.0 52.2 53.0 70.4: 47.0 29.6
Old : 100.0: 14.8 15.1 3.2 35.0 52.2 53.0 70.4: 47.0 29.6
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 : 24: 5 4 1 13 10 18 15:
Old : 24: 5 4 1 13 10 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 38.4 35.3 56.5 19.7 33.9 31.1 51.5
Old : 20.6 38.4 35.3 56.5 19.7 33.9 31.1 51.5
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, December 31, 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 : 22,832: 3,210 1,851 586 10,806 16,873 14,602 19,310: 8,230 3,522
Old : 22,832: 3,210 1,851 586 10,806 16,873 14,602 19,310: 8,230 3,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 8.1 2.6 47.3 73.9 64.0 84.6: 36.0 15.4
Old : 100.0: 14.1 8.1 2.6 47.3 73.9 64.0 84.6: 36.0 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 2 13 11 19 14:
Old : 22: 4 3 2 13 11 19 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 : 34.9 58.5 48.9 74.2 34.3 52.4 48.1 65.0
Old : 34.9 58.5 48.9 74.2 34.3 52.4 48.1 65.0
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, December 31, 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 : 54,106: 5,260 43,990 239 45,458 7,576 50,957 51,805: 3,149 2,301
Old : 54,106: 5,260 43,990 239 45,458 7,576 50,957 51,805: 3,149 2,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 202: -181 -1,429 62 -67 874 -186 -493: 388 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 81.3 0.4 84.0 14.0 94.2 95.7: 5.8 4.3
Old : 100.0: 9.7 81.3 0.4 84.0 14.0 94.2 95.7: 5.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 14 23 4 12 8 27 34:
Old : 53: 14 23 4 12 8 27 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 77.6 87.8 83.7 76.8 73.1 82.4 78.5
Old : 80.7 77.6 87.8 83.7 76.8 73.1 82.4 78.5
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, December 31, 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 : 48,744: 23,893 28,951 651 18,852 13,929 43,396 43,531: 5,348 5,213
Old : 48,744: 23,893 28,951 651 18,852 13,929 43,396 43,531: 5,348 5,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 2,114: 5,242 2,504 449 -5,686 -397 5 2,556: 2,109 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 59.4 1.3 38.7 28.6 89.0 89.3: 11.0 10.7
Old : 100.0: 49.0 59.4 1.3 38.7 28.6 89.0 89.3: 11.0 10.7
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 : 95: 37 29 4 20 10 60 40:
Old : 95: 37 29 4 20 10 60 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 : 26.9 42.8 40.3 63.3 26.9 42.8 40.3 63.3
Old : 26.9 42.8 40.3 63.3 26.9 42.8 40.3 63.3
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 - Futures Only, December 31, 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 : 18,513: 15,230 3,855 61 1,648 13,264 16,939 17,180: 1,574 1,333
Old : 18,513: 15,230 3,855 61 1,648 13,264 16,939 17,180: 1,574 1,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 307: 302 -512 18 -285 844 35 350: 272 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 20.8 0.3 8.9 71.6 91.5 92.8: 8.5 7.2
Old : 100.0: 82.3 20.8 0.3 8.9 71.6 91.5 92.8: 8.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 10 1 4 8 17 18:
Old : 33: 12 10 1 4 8 17 18:
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 : 77.0 66.5 85.5 81.5 77.0 66.4 85.5 81.4
Old : 77.0 66.5 85.5 81.5 77.0 66.4 85.5 81.4
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, December 31, 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 :10,939,959: 2,152,827 591,139 2,734,184 5,474,616 6,784,070 10,361,627 10,109,393: 578,332 830,566
Old :10,939,959: 2,152,827 591,139 2,734,184 5,474,616 6,784,070 10,361,627 10,109,393: 578,332 830,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 62,404: -61,391 31,631 22,751 103,422 6,935 64,782 61,317: -2,378 1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.4 25.0 50.0 62.0 94.7 92.4: 5.3 7.6
Old : 100.0: 19.7 5.4 25.0 50.0 62.0 94.7 92.4: 5.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 66 37 86 101 103 203 196:
Old : 221: 66 37 86 101 103 203 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 31.2 32.1 40.7 15.2 25.2 21.5 29.4
Old : 20.1 31.2 32.1 40.7 15.2 25.2 21.5 29.4
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 - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,186: 1,699 2,728 133 0 0 1,832 2,861: 1,354 325
Old : 3,186: 1,699 2,728 133 0 0 1,832 2,861: 1,354 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -355: -26 -325 7 0 0 -19 -318: -336 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 85.6 4.2 0.0 0.0 57.5 89.8: 42.5 10.2
Old : 100.0: 53.3 85.6 4.2 0.0 0.0 57.5 89.8: 42.5 10.2
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 : 47: 24 23 6 0 0 28 25:
Old : 47: 24 23 6 0 0 28 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 : 21.7 42.8 32.2 63.2 21.7 42.8 31.6 62.3
Old : 21.7 42.8 32.2 63.2 21.7 42.8 31.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, December 31, 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 : 130,526: 27,967 12,923 31,576 69,759 85,896 129,302 130,395: 1,224 131
Old : 130,526: 27,967 12,923 31,576 69,759 85,896 129,302 130,395: 1,224 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -669: 107 221 -782 7 -145 -668 -706: -1 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 9.9 24.2 53.4 65.8 99.1 99.9: 0.9 0.1
Old : 100.0: 21.4 9.9 24.2 53.4 65.8 99.1 99.9: 0.9 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 : 50: 12 19 22 9 14 35 41:
Old : 50: 12 19 22 9 14 35 41:
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 : 72.2 57.4 87.9 74.7 55.0 47.1 60.0 55.1
Old : 72.2 57.4 87.9 74.7 55.0 47.1 60.0 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, December 31, 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 : 375,232: 39,458 121,339 57,464 278,225 193,422 375,147 372,225: 85 3,007
Old : 375,232: 39,458 121,339 57,464 278,225 193,422 375,147 372,225: 85 3,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 4,610: -947 -7,204 4,368 2,100 7,541 5,521 4,705: -911 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 32.3 15.3 74.1 51.5 100.0 99.2: 0.0 0.8
Old : 100.0: 10.5 32.3 15.3 74.1 51.5 100.0 99.2: 0.0 0.8
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 : 93: 18 38 23 23 36 53 85:
Old : 93: 18 38 23 23 36 53 85:
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 : 66.5 30.2 79.9 53.4 60.2 27.9 66.8 42.2
Old : 66.5 30.2 79.9 53.4 60.2 27.9 66.8 42.2
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, December 31, 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 : 566,928: 83,186 73,119 15,406 401,218 421,508 499,810 510,033: 67,118 56,895
Old : 566,928: 83,186 73,119 15,406 401,218 421,508 499,810 510,033: 67,118 56,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 9,948: 3,766 -126 3,237 933 5,692 7,936 8,803: 2,012 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.9 2.7 70.8 74.3 88.2 90.0: 11.8 10.0
Old : 100.0: 14.7 12.9 2.7 70.8 74.3 88.2 90.0: 11.8 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 : 553: 121 96 59 238 232 375 371:
Old : 553: 121 96 59 238 232 375 371:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 18.3 23.0 29.0 14.0 17.6 21.0 27.6
Old : 14.7 18.3 23.0 29.0 14.0 17.6 21.0 27.6
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, December 31, 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 : 22,871: 2,603 4,604 0 8,710 12,678 11,313 17,282: 11,558 5,589
Old : 22,871: 2,603 4,604 0 8,710 12,678 11,313 17,282: 11,558 5,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 20.1 0.0 38.1 55.4 49.5 75.6: 50.5 24.4
Old : 100.0: 11.4 20.1 0.0 38.1 55.4 49.5 75.6: 50.5 24.4
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: 4 5 0 6 7 10 12:
Old : 21: 4 5 0 6 7 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 : 39.9 53.1 48.9 73.4 39.6 53.1 48.5 73.4
Old : 39.9 53.1 48.9 73.4 39.6 53.1 48.5 73.4
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, December 31, 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 : 2,720,284: 427,066 366,723 52,881 1,962,538 2,044,151 2,442,485 2,463,755: 277,799 256,529
Old : 2,720,284: 427,066 366,723 52,881 1,962,538 2,044,151 2,442,485 2,463,755: 277,799 256,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 4,129: 31,198 -2,078 3,183 -34,430 -1,720 -49 -615: 4,178 4,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.5 1.9 72.1 75.1 89.8 90.6: 10.2 9.4
Old : 100.0: 15.7 13.5 1.9 72.1 75.1 89.8 90.6: 10.2 9.4
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 : 552: 121 96 57 234 230 370 368:
Old : 552: 121 96 57 234 230 370 368:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 19.1 23.9 29.1 14.6 18.9 21.8 28.9
Old : 15.3 19.1 23.9 29.1 14.6 18.9 21.8 28.9
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, December 31, 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 : 28,682: 234 2,712 0 25,068 20,759 25,302 23,471: 3,380 5,211
Old : 28,682: 234 2,712 0 25,068 20,759 25,302 23,471: 3,380 5,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 72: -5 279 0 -236 -50 -241 229: 313 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 9.5 0.0 87.4 72.4 88.2 81.8: 11.8 18.2
Old : 100.0: 0.8 9.5 0.0 87.4 72.4 88.2 81.8: 11.8 18.2
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 : 23: 1 3 0 10 11 11 14:
Old : 23: 1 3 0 10 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 : 73.2 63.1 85.5 76.0 72.1 63.1 82.1 74.6
Old : 73.2 63.1 85.5 76.0 72.1 63.1 82.1 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders - Futures Only, December 31, 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 Technology Ind :
: : :
All : 8,660: 309 710 0 6,403 7,232 6,712 7,942: 1,948 718
Old : 8,660: 309 710 0 6,403 7,232 6,712 7,942: 1,948 718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 8.2 0.0 73.9 83.5 77.5 91.7: 22.5 8.3
Old : 100.0: 3.6 8.2 0.0 73.9 83.5 77.5 91.7: 22.5 8.3
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 : 21: 1 3 0 9 9 10 12:
Old : 21: 1 3 0 9 9 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 : 54.2 66.0 72.0 82.3 52.9 66.0 70.7 82.3
Old : 54.2 66.0 72.0 82.3 52.9 66.0 70.7 82.3
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, December 31, 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 : 11,380: 686 788 0 8,602 9,402 9,288 10,190: 2,092 1,190
Old : 11,380: 686 788 0 8,602 9,402 9,288 10,190: 2,092 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 159: -3 0 0 98 0 95 0: 64 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 6.9 0.0 75.6 82.6 81.6 89.5: 18.4 10.5
Old : 100.0: 6.0 6.9 0.0 75.6 82.6 81.6 89.5: 18.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 0 9 11 11 13:
Old : 22: 2 2 0 9 11 11 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 : 58.1 59.6 74.4 78.3 54.1 52.1 68.6 70.8
Old : 58.1 59.6 74.4 78.3 54.1 52.1 68.6 70.8
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, December 31, 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 : 78,012: 17,524 4,376 743 47,646 70,726 65,913 75,845: 12,099 2,167
Old : 78,012: 17,524 4,376 743 47,646 70,726 65,913 75,845: 12,099 2,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -635: 1,605 220 -66 -3,079 -107 -1,540 47: 905 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 5.6 1.0 61.1 90.7 84.5 97.2: 15.5 2.8
Old : 100.0: 22.5 5.6 1.0 61.1 90.7 84.5 97.2: 15.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 16 8 9 40 37 58 52:
Old : 88: 16 8 9 40 37 58 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 : 30.8 36.9 45.2 58.0 30.6 36.8 44.7 57.9
Old : 30.8 36.9 45.2 58.0 30.6 36.8 44.7 57.9
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, December 31, 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 : 43,347: 14,302 9,175 1,732 19,969 25,228 36,004 36,135: 7,343 7,212
Old : 43,347: 14,302 9,175 1,732 19,969 25,228 36,004 36,135: 7,343 7,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 1,128: 1,641 -790 -299 -967 2,227 375 1,138: 753 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 21.2 4.0 46.1 58.2 83.1 83.4: 16.9 16.6
Old : 100.0: 33.0 21.2 4.0 46.1 58.2 83.1 83.4: 16.9 16.6
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 : 244: 68 49 22 72 78 150 140:
Old : 244: 68 49 22 72 78 150 140:
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 23.9 31.4 34.0 22.3 21.8 30.9 31.0
Old : 22.3 23.9 31.4 34.0 22.3 21.8 30.9 31.0
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, December 31, 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 : 216,734: 71,510 45,874 8,662 99,846 126,140 180,018 180,676: 36,716 36,058
Old : 216,734: 71,510 45,874 8,662 99,846 126,140 180,018 180,676: 36,716 36,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 5,640: 8,203 -3,951 -1,493 -4,834 11,136 1,876 5,692: 3,764 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 21.2 4.0 46.1 58.2 83.1 83.4: 16.9 16.6
Old : 100.0: 33.0 21.2 4.0 46.1 58.2 83.1 83.4: 16.9 16.6
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 : 244: 68 49 22 72 78 150 140:
Old : 244: 68 49 22 72 78 150 140:
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 23.9 31.4 34.0 22.3 21.8 30.9 31.0
Old : 22.3 23.9 31.4 34.0 22.3 21.8 30.9 31.0
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, December 31, 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 : 164,305: 49,430 87,769 3,301 84,632 48,224 137,363 139,294: 26,942 25,011
Old : 164,305: 49,430 87,769 3,301 84,632 48,224 137,363 139,294: 26,942 25,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 8,495: 9,904 2,079 -286 -4,390 8,378 5,228 10,171: 3,267 -1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 53.4 2.0 51.5 29.4 83.6 84.8: 16.4 15.2
Old : 100.0: 30.1 53.4 2.0 51.5 29.4 83.6 84.8: 16.4 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 : 89: 23 24 10 22 29 52 57:
Old : 89: 23 24 10 22 29 52 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 27.6 57.3 43.7 42.0 26.6 56.2 42.7
Old : 42.8 27.6 57.3 43.7 42.0 26.6 56.2 42.7
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, December 31, 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 : 485,652: 119,660 67,800 14,757 325,133 388,323 459,550 470,880: 26,102 14,772
Old : 485,652: 119,660 67,800 14,757 325,133 388,323 459,550 470,880: 26,102 14,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 8,332: 4,530 -6,598 1,827 -293 13,580 6,064 8,809: 2,268 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 14.0 3.0 66.9 80.0 94.6 97.0: 5.4 3.0
Old : 100.0: 24.6 14.0 3.0 66.9 80.0 94.6 97.0: 5.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 74 47 22 127 105 212 163:
Old : 306: 74 47 22 127 105 212 163:
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 : 18.0 21.7 30.3 37.8 17.1 21.5 29.4 37.4
Old : 18.0 21.7 30.3 37.8 17.1 21.5 29.4 37.4
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, December 31, 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 : 22,444: 4,864 11,817 28 10,759 7,585 15,651 19,430: 6,793 3,014
Old : 22,444: 4,864 11,817 28 10,759 7,585 15,651 19,430: 6,793 3,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -13: -903 769 -5 -142 1 -1,050 765: 1,037 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 52.7 0.1 47.9 33.8 69.7 86.6: 30.3 13.4
Old : 100.0: 21.7 52.7 0.1 47.9 33.8 69.7 86.6: 30.3 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 : 31: 8 7 2 12 6 22 13:
Old : 31: 8 7 2 12 6 22 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 : 36.4 64.3 51.3 81.4 36.4 64.3 51.3 81.3
Old : 36.4 64.3 51.3 81.4 36.4 64.3 51.3 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, December 31, 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 : 60,519: 22,017 8,235 346 29,386 7,002 51,749 15,583: 8,770 44,936
Old : 60,519: 22,017 8,235 346 29,386 7,002 51,749 15,583: 8,770 44,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 1,106: -723 1,088 -462 2,230 -1,927 1,045 -1,301: 61 2,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 13.6 0.6 48.6 11.6 85.5 25.7: 14.5 74.3
Old : 100.0: 36.4 13.6 0.6 48.6 11.6 85.5 25.7: 14.5 74.3
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 : 58: 15 10 3 25 13 42 24:
Old : 58: 15 10 3 25 13 42 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 : 29.9 11.3 46.9 17.6 29.9 11.3 46.9 17.5
Old : 29.9 11.3 46.9 17.6 29.9 11.3 46.9 17.5
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, December 31, 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 : 80,536: 20,207 4,031 1,004 59,301 75,440 80,512 80,475: 24 61
Old : 80,536: 20,207 4,031 1,004 59,301 75,440 80,512 80,475: 24 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 990: 1,570 0 10 -590 980 990 990: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 5.0 1.2 73.6 93.7 100.0 99.9: 0.0 0.1
Old : 100.0: 25.1 5.0 1.2 73.6 93.7 100.0 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 : 47: 13 2 4 25 19 39 24:
Old : 47: 13 2 4 25 19 39 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 : 46.5 58.8 70.8 83.6 31.2 50.3 46.0 61.8
Old : 46.5 58.8 70.8 83.6 31.2 50.3 46.0 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 06, 2020