BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 11,118: 144 2,343 1,314 8,660 6,818 10,118 10,475: 1,000 643
Old : 11,118: 144 2,343 1,314 8,660 6,818 10,118 10,475: 1,000 643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 929: -3 26 234 625 904 856 1,164: 73 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 21.1 11.8 77.9 61.3 91.0 94.2: 9.0 5.8
Old : 100.0: 1.3 21.1 11.8 77.9 61.3 91.0 94.2: 9.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 8 8 24 23 32 33:
Old : 39: 2 8 8 24 23 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 34.5 64.7 53.7 41.1 31.7 58.1 47.3
Old : 44.2 34.5 64.7 53.7 41.1 31.7 58.1 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 46,420: 7,439 1,520 14,666 18,632 20,177 40,737 36,363: 5,682 10,057
Old : 46,420: 7,439 1,520 14,666 18,632 20,177 40,737 36,363: 5,682 10,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 588: -90 16 -22 874 418 762 412: -174 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 3.3 31.6 40.1 43.5 87.8 78.3: 12.2 21.7
Old : 100.0: 16.0 3.3 31.6 40.1 43.5 87.8 78.3: 12.2 21.7
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 : 101: 34 14 31 42 45 89 77:
Old : 101: 34 14 31 42 45 89 77:
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 : 24.7 26.5 37.3 41.0 15.0 12.4 20.9 18.2
Old : 24.7 26.5 37.3 41.0 15.0 12.4 20.9 18.2
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 with Delta-adjusted Options and Futures Combined, 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 : 11,651: 563 1,381 1,764 8,010 7,887 10,336 11,032: 1,315 619
Old : 11,651: 563 1,381 1,764 8,010 7,887 10,336 11,032: 1,315 619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 717: -33 37 149 486 594 602 779: 115 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.9 15.1 68.7 67.7 88.7 94.7: 11.3 5.3
Old : 100.0: 4.8 11.9 15.1 68.7 67.7 88.7 94.7: 11.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 6 8 27 22 39 31:
Old : 45: 7 6 8 27 22 39 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 48.3 47.0 71.1 20.0 42.3 34.5 53.1
Old : 28.2 48.3 47.0 71.1 20.0 42.3 34.5 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 9,840: 3,835 437 1,716 3,757 4,980 9,308 7,134: 532 2,706
Old : 9,840: 3,835 437 1,716 3,757 4,980 9,308 7,134: 532 2,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 175: 181 -6 6 -1 104 186 105: -11 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 4.4 17.4 38.2 50.6 94.6 72.5: 5.4 27.5
Old : 100.0: 39.0 4.4 17.4 38.2 50.6 94.6 72.5: 5.4 27.5
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 : 32: 9 3 9 17 17 28 27:
Old : 32: 9 3 9 17 17 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 36.5 83.1 51.9 58.6 32.1 67.7 41.3
Old : 61.4 36.5 83.1 51.9 58.6 32.1 67.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 391,720: 89,452 46,313 127,473 139,272 175,392 356,197 349,177: 35,523 42,542
Old : 385,272: 88,313 46,334 125,301 137,509 172,251 351,123 343,886: 34,149 41,386
Other: 6,448: 2,455 1,296 855 1,763 3,141 5,074 5,291: 1,374 1,157
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,950: -3,406 -3,241 354 490 1,994 -2,561 -894: -389 -2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 11.8 32.5 35.6 44.8 90.9 89.1: 9.1 10.9
Old : 100.0: 22.9 12.0 32.5 35.7 44.7 91.1 89.3: 8.9 10.7
Other: 100.0: 38.1 20.1 13.3 27.3 48.7 78.7 82.1: 21.3 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 159 92 156 95 105 328 297:
Old : 389: 165 92 156 95 105 326 297:
Other: 73: 16 18 15 18 32 44 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 : 14.6 17.4 23.4 26.2 10.2 12.5 16.4 17.1
Old : 14.8 17.6 23.7 26.4 10.4 12.7 16.6 17.4
Other: 34.4 32.9 48.0 45.2 30.8 31.9 42.5 39.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 413,899: 128,851 34,130 113,227 137,560 208,712 379,638 356,069: 34,261 57,831
Old : 413,899: 128,851 34,130 113,227 137,560 208,712 379,638 356,069: 34,261 57,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 5,473: 7,850 -5,408 -2,942 -545 8,288 4,363 -62: 1,110 5,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 8.2 27.4 33.2 50.4 91.7 86.0: 8.3 14.0
Old : 100.0: 31.1 8.2 27.4 33.2 50.4 91.7 86.0: 8.3 14.0
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 : 453: 149 85 145 153 185 373 359:
Old : 453: 149 85 145 153 185 373 359:
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 : 11.8 15.7 19.8 25.1 11.7 15.3 18.5 22.5
Old : 11.8 15.7 19.8 25.1 11.7 15.3 18.5 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 3,282: 1,372 574 270 701 1,766 2,343 2,610: 939 672
Old : 3,282: 1,372 574 270 701 1,766 2,343 2,610: 939 672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -168: -92 63 -122 18 -35 -196 -94: 28 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 17.5 8.2 21.4 53.8 71.4 79.5: 28.6 20.5
Old : 100.0: 41.8 17.5 8.2 21.4 53.8 71.4 79.5: 28.6 20.5
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 : 47: 17 11 9 11 18 33 33:
Old : 47: 17 11 9 11 18 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 30.4 42.5 45.1 25.4 28.4 37.1 39.2
Old : 27.7 30.4 42.5 45.1 25.4 28.4 37.1 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 49,976: 16,463 11,339 14,256 11,374 10,326 42,094 35,921: 7,882 14,054
Old : 49,976: 16,463 11,339 14,256 11,374 10,326 42,094 35,921: 7,882 14,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 2,947: 699 -703 2,562 -964 273 2,297 2,132: 650 815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 22.7 28.5 22.8 20.7 84.2 71.9: 15.8 28.1
Old : 100.0: 32.9 22.7 28.5 22.8 20.7 84.2 71.9: 15.8 28.1
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 : 194: 57 47 62 53 55 149 137:
Old : 194: 57 47 62 53 55 149 137:
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 12.8 27.0 20.6 16.0 10.9 23.6 16.5
Old : 17.9 12.8 27.0 20.6 16.0 10.9 23.6 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,797: 300 451 322 1,438 1,704 2,060 2,476: 737 320
Old : 2,797: 300 451 322 1,438 1,704 2,060 2,476: 737 320
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: 10.7 16.1 11.5 51.4 60.9 73.7 88.5: 26.3 11.5
Old : 100.0: 10.7 16.1 11.5 51.4 60.9 73.7 88.5: 26.3 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 : 20: 3 5 5 11 7 17 14:
Old : 20: 3 5 5 11 7 17 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 : 39.9 52.8 58.7 73.8 35.4 50.3 48.1 63.7
Old : 39.9 52.8 58.7 73.8 35.4 50.3 48.1 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 29,326: 2,267 2,456 5,977 20,049 18,642 28,294 27,075: 1,033 2,251
Old : 29,326: 2,267 2,456 5,977 20,049 18,642 28,294 27,075: 1,033 2,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 858: -266 -101 233 954 964 922 1,097: -63 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.4 20.4 68.4 63.6 96.5 92.3: 3.5 7.7
Old : 100.0: 7.7 8.4 20.4 68.4 63.6 96.5 92.3: 3.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 16 13 16 34 31 60 50:
Old : 71: 16 13 16 34 31 60 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 36.7 60.6 53.2 40.6 32.6 51.4 43.1
Old : 41.1 36.7 60.6 53.2 40.6 32.6 51.4 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 194,156: 73,868 31,293 7,238 75,676 133,283 156,783 171,814: 37,374 22,342
Old : 194,156: 73,868 31,293 7,238 75,676 133,283 156,783 171,814: 37,374 22,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -11,867: -13,479 -2,721 899 4,373 -10,626 -8,208 -12,449: -3,659 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 16.1 3.7 39.0 68.6 80.8 88.5: 19.2 11.5
Old : 100.0: 38.0 16.1 3.7 39.0 68.6 80.8 88.5: 19.2 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 : 115: 38 20 17 43 35 87 67:
Old : 115: 38 20 17 43 35 87 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 50.8 36.9 62.8 25.9 50.8 35.2 62.7
Old : 26.3 50.8 36.9 62.8 25.9 50.8 35.2 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 69,692: 12,978 28,435 575 46,602 16,459 60,155 45,470: 9,536 24,222
Old : 69,692: 12,978 28,435 575 46,602 16,459 60,155 45,470: 9,536 24,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -284: -1,064 -278 -234 1,037 -546 -260 -1,058: -24 774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 40.8 0.8 66.9 23.6 86.3 65.2: 13.7 34.8
Old : 100.0: 18.6 40.8 0.8 66.9 23.6 86.3 65.2: 13.7 34.8
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 : 58: 8 21 3 16 18 24 42:
Old : 58: 8 21 3 16 18 24 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 26.4 66.7 36.8 50.9 26.4 66.6 36.8
Old : 50.9 26.4 66.7 36.8 50.9 26.4 66.6 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 298,885: 219,855 77,275 1,223 71,675 216,603 292,753 295,101: 6,131 3,783
Old : 298,885: 219,855 77,275 1,223 71,675 216,603 292,753 295,101: 6,131 3,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,048: -13,057 -14,711 -386 13,461 13,863 18 -1,234: -1,066 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 25.9 0.4 24.0 72.5 97.9 98.7: 2.1 1.3
Old : 100.0: 73.6 25.9 0.4 24.0 72.5 97.9 98.7: 2.1 1.3
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 : 178: 85 38 12 25 33 118 76:
Old : 178: 85 38 12 25 33 118 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 47.1 55.4 68.4 40.2 47.1 55.4 68.3
Old : 40.2 47.1 55.4 68.4 40.2 47.1 55.4 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 232,400: 39,813 68,157 15,683 147,862 117,592 203,358 201,432: 29,042 30,968
Old : 232,400: 39,813 68,157 15,683 147,862 117,592 203,358 201,432: 29,042 30,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -11,446: 1,686 -830 -9,020 -3,644 -915 -10,979 -10,765: -468 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 29.3 6.7 63.6 50.6 87.5 86.7: 12.5 13.3
Old : 100.0: 17.1 29.3 6.7 63.6 50.6 87.5 86.7: 12.5 13.3
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 : 120: 26 30 16 39 49 70 90:
Old : 120: 26 30 16 39 49 70 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 23.8 58.2 35.1 44.1 23.7 57.9 34.1
Old : 44.4 23.8 58.2 35.1 44.1 23.7 57.9 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 205,092: 43,422 80,414 13,460 116,389 75,680 173,271 169,554: 31,820 35,537
Old : 205,092: 43,422 80,414 13,460 116,389 75,680 173,271 169,554: 31,820 35,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,151: 2,798 9,422 -9,785 1,646 -1,581 -5,341 -1,943: 3,190 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 39.2 6.6 56.7 36.9 84.5 82.7: 15.5 17.3
Old : 100.0: 21.2 39.2 6.6 56.7 36.9 84.5 82.7: 15.5 17.3
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 : 119: 24 38 16 39 41 73 85:
Old : 119: 24 38 16 39 41 73 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 : 35.4 30.9 47.7 40.2 35.3 30.9 46.1 39.9
Old : 35.4 30.9 47.7 40.2 35.3 30.9 46.1 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 616,392: 170,143 228,546 32,680 320,958 294,376 523,780 555,602: 92,611 60,790
Old : 616,392: 170,143 228,546 32,680 320,958 294,376 523,780 555,602: 92,611 60,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -7,811: 5,878 2,990 -12,097 -4,904 531 -11,123 -8,575: 3,312 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 37.1 5.3 52.1 47.8 85.0 90.1: 15.0 9.9
Old : 100.0: 27.6 37.1 5.3 52.1 47.8 85.0 90.1: 15.0 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 : 290: 82 72 49 106 87 204 192:
Old : 290: 82 72 49 106 87 204 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 31.8 26.3 45.5 15.2 31.3 25.4 45.0
Old : 15.8 31.8 26.3 45.5 15.2 31.3 25.4 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 53,707: 3,867 47,124 41 46,783 4,659 50,691 51,824: 3,016 1,883
Old : 53,707: 3,867 47,124 41 46,783 4,659 50,691 51,824: 3,016 1,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -485: -613 -895 -120 215 110 -518 -905: 33 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 87.7 0.1 87.1 8.7 94.4 96.5: 5.6 3.5
Old : 100.0: 7.2 87.7 0.1 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: 11 22 2 9 4 22 26:
Old : 45: 11 22 2 9 4 22 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 : 86.4 76.0 89.9 82.7 86.4 76.0 89.9 82.7
Old : 86.4 76.0 89.9 82.7 86.4 76.0 89.9 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 79,952: 16,816 52,984 829 59,163 20,317 76,808 74,130: 3,144 5,822
Old : 79,952: 16,816 52,984 829 59,163 20,317 76,808 74,130: 3,144 5,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 4,140: 2,504 -414 -168 1,853 4,610 4,189 4,028: -49 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 66.3 1.0 74.0 25.4 96.1 92.7: 3.9 7.3
Old : 100.0: 21.0 66.3 1.0 74.0 25.4 96.1 92.7: 3.9 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 25 50 8 20 15 48 70:
Old : 105: 25 50 8 20 15 48 70:
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 : 60.6 29.8 70.4 48.4 60.6 29.8 70.4 48.3
Old : 60.6 29.8 70.4 48.4 60.6 29.8 70.4 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 :23,838,020: 1,637,045 340,119 12,268,618 9,248,247 10,346,744 23,153,911 22,955,481: 684,109 882,539
Old :23,838,020: 1,637,045 340,119 12,268,618 9,248,247 10,346,744 23,153,911 22,955,481: 684,109 882,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 287,838: -44,684 -41,316 260,254 108,905 72,074 324,475 291,012: -36,637 -3,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.4 51.5 38.8 43.4 97.1 96.3: 2.9 3.7
Old : 100.0: 6.9 1.4 51.5 38.8 43.4 97.1 96.3: 2.9 3.7
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 : 278: 86 59 123 119 119 263 248:
Old : 278: 86 59 123 119 119 263 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 24.5 35.0 38.1 8.1 13.1 10.5 15.1
Old : 23.1 24.5 35.0 38.1 8.1 13.1 10.5 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 793,132: 74,574 71,490 157,095 474,315 480,789 705,984 709,375: 87,147 83,757
Old : 793,132: 74,574 71,490 157,095 474,315 480,789 705,984 709,375: 87,147 83,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 25,000: 135 93 3,594 18,838 19,211 22,566 22,898: 2,434 2,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 9.0 19.8 59.8 60.6 89.0 89.4: 11.0 10.6
Old : 100.0: 9.4 9.0 19.8 59.8 60.6 89.0 89.4: 11.0 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 : 620: 140 116 136 277 280 481 469:
Old : 620: 140 116 136 277 280 481 469:
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 : 14.5 19.4 23.1 32.8 8.4 14.0 13.3 20.8
Old : 14.5 19.4 23.1 32.8 8.4 14.0 13.3 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 65,174: 2,253 1,174 18,534 17,874 25,481 38,661 45,189: 26,513 19,985
Old : 65,174: 2,253 1,174 18,534 17,874 25,481 38,661 45,189: 26,513 19,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 7,327: -1,369 391 2,812 1,919 3,672 3,362 6,874: 3,965 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.8 28.4 27.4 39.1 59.3 69.3: 40.7 30.7
Old : 100.0: 3.5 1.8 28.4 27.4 39.1 59.3 69.3: 40.7 30.7
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 : 41: 11 10 17 18 17 38 35:
Old : 41: 11 10 17 18 17 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 24.5 40.7 40.6 12.3 16.2 14.4 22.4
Old : 24.3 24.5 40.7 40.6 12.3 16.2 14.4 22.4
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 with Delta-adjusted Options and Futures Combined, 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 : 3,639,790: 368,216 358,193 686,198 2,282,204 2,276,538 3,336,618 3,320,929: 303,172 318,861
Old : 3,639,790: 368,216 358,193 686,198 2,282,204 2,276,538 3,336,618 3,320,929: 303,172 318,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 88,367: 5,614 -3,394 5,816 84,592 77,695 96,022 80,117: -7,655 8,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 9.8 18.9 62.7 62.5 91.7 91.2: 8.3 8.8
Old : 100.0: 10.1 9.8 18.9 62.7 62.5 91.7 91.2: 8.3 8.8
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 : 609: 135 113 129 273 277 469 459:
Old : 609: 135 113 129 273 277 469 459:
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 20.1 23.8 33.9 9.2 15.2 14.3 22.2
Old : 14.7 20.1 23.8 33.9 9.2 15.2 14.3 22.2
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 50,239: 18,668 10,415 3,651 21,022 26,546 43,341 40,611: 6,898 9,628
Old : 50,239: 18,668 10,415 3,651 21,022 26,546 43,341 40,611: 6,898 9,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 1,052: 180 391 448 452 269 1,080 1,108: -28 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 20.7 7.3 41.8 52.8 86.3 80.8: 13.7 19.2
Old : 100.0: 37.2 20.7 7.3 41.8 52.8 86.3 80.8: 13.7 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 : 257: 60 62 33 91 83 169 160:
Old : 257: 60 62 33 91 83 169 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 24.1 36.1 33.5 25.0 21.3 35.6 30.0
Old : 25.0 24.1 36.1 33.5 25.0 21.3 35.6 30.0
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 with Delta-adjusted Options and Futures Combined, 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 : 251,195: 93,342 52,074 18,253 105,109 132,728 216,704 203,056: 34,491 48,140
Old : 251,195: 93,342 52,074 18,253 105,109 132,728 216,704 203,056: 34,491 48,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 5,260: 900 1,953 2,239 2,260 1,347 5,399 5,540: -139 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 20.7 7.3 41.8 52.8 86.3 80.8: 13.7 19.2
Old : 100.0: 37.2 20.7 7.3 41.8 52.8 86.3 80.8: 13.7 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 : 257: 60 62 33 91 83 169 160:
Old : 257: 60 62 33 91 83 169 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 24.1 36.1 33.5 25.0 21.3 35.6 30.0
Old : 25.0 24.1 36.1 33.5 25.0 21.3 35.6 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 175,484: 40,489 83,007 9,469 94,006 48,498 143,964 140,974: 31,520 34,510
Old : 175,484: 40,489 83,007 9,469 94,006 48,498 143,964 140,974: 31,520 34,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -6,770: -6,824 6,169 -2,625 4,077 -4,923 -5,372 -1,379: -1,397 -5,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 47.3 5.4 53.6 27.6 82.0 80.3: 18.0 19.7
Old : 100.0: 23.1 47.3 5.4 53.6 27.6 82.0 80.3: 18.0 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 17 38 12 26 34 50 77:
Old : 95: 17 38 12 26 34 50 77:
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 : 43.3 20.6 56.7 33.1 43.1 20.4 56.6 32.8
Old : 43.3 20.6 56.7 33.1 43.1 20.4 56.6 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 477,923: 102,630 110,278 15,050 335,134 335,095 452,814 460,423: 25,108 17,499
Old : 477,923: 102,630 110,278 15,050 335,134 335,095 452,814 460,423: 25,108 17,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 8,789: 1,099 -2,515 1,386 4,825 9,530 7,309 8,401: 1,480 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 23.1 3.1 70.1 70.1 94.7 96.3: 5.3 3.7
Old : 100.0: 21.5 23.1 3.1 70.1 70.1 94.7 96.3: 5.3 3.7
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 : 309: 71 49 34 126 116 213 183:
Old : 309: 71 49 34 126 116 213 183:
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 : 17.6 20.4 29.9 36.0 16.6 19.5 28.6 34.0
Old : 17.6 20.4 29.9 36.0 16.6 19.5 28.6 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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