BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 11,715: 1 2,480 1,416 9,287 7,177 10,703 11,072: 1,011 643
Old : 11,715: 1 2,480 1,416 9,287 7,177 10,703 11,072: 1,011 643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 597: -143 136 102 627 359 586 597: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.2 12.1 79.3 61.3 91.4 94.5: 8.6 5.5
Old : 100.0: 0.0 21.2 12.1 79.3 61.3 91.4 94.5: 8.6 5.5
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 : 39: 1 8 6 25 24 31 33:
Old : 39: 1 8 6 25 24 31 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 : 44.6 36.2 64.2 55.6 41.8 33.1 57.6 48.9
Old : 44.6 36.2 64.2 55.6 41.8 33.1 57.6 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 47,200: 7,443 1,649 14,872 19,110 20,504 41,424 37,025: 5,776 10,175
Old : 47,200: 7,443 1,649 14,872 19,110 20,504 41,424 37,025: 5,776 10,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 780: 3 129 206 478 327 687 662: 93 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 3.5 31.5 40.5 43.4 87.8 78.4: 12.2 21.6
Old : 100.0: 15.8 3.5 31.5 40.5 43.4 87.8 78.4: 12.2 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 : 101: 31 17 32 42 45 89 78:
Old : 101: 31 17 32 42 45 89 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 26.0 37.6 40.6 15.7 12.2 21.5 17.8
Old : 24.9 26.0 37.6 40.6 15.7 12.2 21.5 17.8
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 19, 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 : 12,337: 536 1,426 1,951 8,436 8,325 10,923 11,702: 1,414 635
Old : 12,337: 536 1,426 1,951 8,436 8,325 10,923 11,702: 1,414 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 686: -26 45 187 426 438 587 670: 99 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 11.6 15.8 68.4 67.5 88.5 94.9: 11.5 5.1
Old : 100.0: 4.3 11.6 15.8 68.4 67.5 88.5 94.9: 11.5 5.1
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 : 46: 9 3 7 29 23 40 31:
Old : 46: 9 3 7 29 23 40 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 : 27.7 48.5 46.0 71.7 19.1 41.3 32.1 51.7
Old : 27.7 48.5 46.0 71.7 19.1 41.3 32.1 51.7
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 19, 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 : 9,957: 3,826 432 1,737 3,866 5,092 9,430 7,261: 527 2,696
Old : 9,957: 3,826 432 1,737 3,866 5,092 9,430 7,261: 527 2,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 117: -9 -6 21 109 111 122 126: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 4.3 17.4 38.8 51.1 94.7 72.9: 5.3 27.1
Old : 100.0: 38.4 4.3 17.4 38.8 51.1 94.7 72.9: 5.3 27.1
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 : 32: 7 4 8 18 18 28 27:
Old : 32: 7 4 8 18 18 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 : 62.1 37.2 83.5 52.6 59.4 32.9 68.1 42.0
Old : 62.1 37.2 83.5 52.6 59.4 32.9 68.1 42.0
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 19, 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 : 397,792: 89,045 52,633 133,118 140,130 169,809 362,293 355,560: 35,499 42,232
Old : 390,517: 87,437 52,565 130,789 138,215 166,446 356,441 349,800: 34,076 40,717
Other: 7,275: 3,031 1,490 906 1,916 3,364 5,852 5,760: 1,423 1,515
: : :
: : Changes in Commitments from: November 12, 2019 :
: 6,072: -407 6,320 5,645 858 -5,583 6,097 6,383: -24 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.2 33.5 35.2 42.7 91.1 89.4: 8.9 10.6
Old : 100.0: 22.4 13.5 33.5 35.4 42.6 91.3 89.6: 8.7 10.4
Other: 100.0: 41.7 20.5 12.4 26.3 46.2 80.4 79.2: 19.6 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 167 88 157 92 102 322 298:
Old : 387: 174 87 157 91 102 319 298:
Other: 76: 18 16 15 22 34 47 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 17.2 23.7 25.6 11.1 12.1 17.7 16.6
Old : 15.2 17.5 24.1 25.8 11.3 12.3 17.6 16.9
Other: 35.8 32.4 49.8 43.4 33.4 31.1 45.4 38.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 432,314: 135,896 35,357 123,240 141,753 212,646 400,889 371,242: 31,425 61,071
Old : 432,314: 135,896 35,357 123,240 141,753 212,646 400,889 371,242: 31,425 61,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 18,414: 7,045 1,227 10,014 4,192 3,934 21,251 15,174: -2,836 3,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 8.2 28.5 32.8 49.2 92.7 85.9: 7.3 14.1
Old : 100.0: 31.4 8.2 28.5 32.8 49.2 92.7 85.9: 7.3 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 145 87 159 154 182 382 367:
Old : 457: 145 87 159 154 182 382 367:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 14.8 20.6 24.8 11.4 14.6 18.8 21.5
Old : 12.1 14.8 20.6 24.8 11.4 14.6 18.8 21.5
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 19, 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 : 3,505: 1,428 461 376 712 1,857 2,516 2,694: 989 811
Old : 3,505: 1,428 461 376 712 1,857 2,516 2,694: 989 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 223: 56 -114 106 11 91 173 84: 50 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 13.1 10.7 20.3 53.0 71.8 76.9: 28.2 23.1
Old : 100.0: 40.7 13.1 10.7 20.3 53.0 71.8 76.9: 28.2 23.1
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 : 44: 19 6 9 10 17 31 30:
Old : 44: 19 6 9 10 17 31 30:
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 31.5 38.6 46.4 23.3 29.6 36.0 40.8
Old : 24.7 31.5 38.6 46.4 23.3 29.6 36.0 40.8
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 19, 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 : 51,129: 17,050 10,513 14,466 11,681 11,453 43,197 36,432: 7,932 14,697
Old : 51,129: 17,050 10,513 14,466 11,681 11,453 43,197 36,432: 7,932 14,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,153: 587 -827 210 306 1,127 1,103 511: 50 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 20.6 28.3 22.8 22.4 84.5 71.3: 15.5 28.7
Old : 100.0: 33.3 20.6 28.3 22.8 22.4 84.5 71.3: 15.5 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 : 200: 58 45 64 59 62 155 144:
Old : 200: 58 45 64 59 62 155 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 12.9 28.1 20.4 17.8 11.0 24.2 16.2
Old : 19.9 12.9 28.1 20.4 17.8 11.0 24.2 16.2
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 19, 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 : 3,095: 398 458 373 1,462 1,908 2,233 2,740: 862 355
Old : 3,095: 398 458 373 1,462 1,908 2,233 2,740: 862 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 298: 98 8 52 24 204 173 264: 125 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 14.8 12.1 47.3 61.7 72.2 88.5: 27.8 11.5
Old : 100.0: 12.8 14.8 12.1 47.3 61.7 72.2 88.5: 27.8 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 : 21: 3 6 5 11 7 17 15:
Old : 21: 3 6 5 11 7 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 : 39.0 54.0 57.0 72.9 34.4 53.6 46.0 62.0
Old : 39.0 54.0 57.0 72.9 34.4 53.6 46.0 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 29,981: 2,523 2,471 5,915 20,462 19,317 28,900 27,702: 1,081 2,279
Old : 29,981: 2,523 2,471 5,915 20,462 19,317 28,900 27,702: 1,081 2,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 655: 256 15 -63 413 675 607 627: 49 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.2 19.7 68.2 64.4 96.4 92.4: 3.6 7.6
Old : 100.0: 8.4 8.2 19.7 68.2 64.4 96.4 92.4: 3.6 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 : 72: 17 12 17 35 32 60 53:
Old : 72: 17 12 17 35 32 60 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 36.4 60.4 52.6 39.7 32.3 51.2 43.3
Old : 40.7 36.4 60.4 52.6 39.7 32.3 51.2 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 55,198: 30,952 5,199 0 22,196 48,834 53,148 54,033: 2,050 1,165
Old : 55,198: 30,952 5,199 0 22,196 48,834 53,148 54,033: 2,050 1,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -554: -759 -185 0 95 -427 -664 -612: 110 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 9.4 0.0 40.2 88.5 96.3 97.9: 3.7 2.1
Old : 100.0: 56.1 9.4 0.0 40.2 88.5 96.3 97.9: 3.7 2.1
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 : 41: 20 9 0 8 6 28 15:
Old : 41: 20 9 0 8 6 28 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 : 76.0 81.3 85.6 96.1 76.0 81.2 85.5 96.0
Old : 76.0 81.3 85.6 96.1 76.0 81.2 85.5 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 with Delta-adjusted Options and Futures Combined, November 19, 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 : 186,072: 65,124 35,204 9,021 74,925 118,157 149,070 162,382: 37,002 23,690
Old : 186,072: 65,124 35,204 9,021 74,925 118,157 149,070 162,382: 37,002 23,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -8,084: -8,744 3,911 1,782 -750 -15,126 -7,713 -9,432: -371 1,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 18.9 4.8 40.3 63.5 80.1 87.3: 19.9 12.7
Old : 100.0: 35.0 18.9 4.8 40.3 63.5 80.1 87.3: 19.9 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 : 116: 34 24 15 42 37 81 72:
Old : 116: 34 24 15 42 37 81 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 48.5 36.4 57.2 25.1 47.4 34.0 56.0
Old : 25.7 48.5 36.4 57.2 25.1 47.4 34.0 56.0
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 19, 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 : 69,946: 11,668 28,178 748 48,117 17,780 60,534 46,706: 9,412 23,240
Old : 69,946: 11,668 28,178 748 48,117 17,780 60,534 46,706: 9,412 23,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 254: -1,310 -257 173 1,515 1,320 378 1,236: -124 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 40.3 1.1 68.8 25.4 86.5 66.8: 13.5 33.2
Old : 100.0: 16.7 40.3 1.1 68.8 25.4 86.5 66.8: 13.5 33.2
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 : 60: 8 20 4 18 20 27 43:
Old : 60: 8 20 4 18 20 27 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 26.7 66.5 37.2 51.2 26.7 66.5 37.2
Old : 51.2 26.7 66.5 37.2 51.2 26.7 66.5 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 295,177: 214,477 74,117 1,806 72,869 215,404 289,153 291,327: 6,025 3,850
Old : 295,177: 214,477 74,117 1,806 72,869 215,404 289,153 291,327: 6,025 3,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -3,707: -5,378 -3,158 583 1,194 -1,199 -3,601 -3,775: -107 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 25.1 0.6 24.7 73.0 98.0 98.7: 2.0 1.3
Old : 100.0: 72.7 25.1 0.6 24.7 73.0 98.0 98.7: 2.0 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 : 172: 79 40 13 25 32 111 79:
Old : 172: 79 40 13 25 32 111 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 : 41.6 47.6 57.1 69.0 41.6 47.6 57.1 68.9
Old : 41.6 47.6 57.1 69.0 41.6 47.6 57.1 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 244,447: 39,472 70,916 16,443 154,349 125,085 210,264 212,444: 34,183 32,003
Old : 244,447: 39,472 70,916 16,443 154,349 125,085 210,264 212,444: 34,183 32,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 12,047: -341 2,759 760 6,487 7,493 6,906 11,012: 5,141 1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 29.0 6.7 63.1 51.2 86.0 86.9: 14.0 13.1
Old : 100.0: 16.1 29.0 6.7 63.1 51.2 86.0 86.9: 14.0 13.1
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 : 118: 24 30 16 40 48 71 87:
Old : 118: 24 30 16 40 48 71 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 : 42.9 23.8 56.6 36.5 42.3 23.0 56.0 35.1
Old : 42.9 23.8 56.6 36.5 42.3 23.0 56.0 35.1
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 19, 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 : 204,114: 44,208 80,967 13,096 113,536 76,509 170,840 170,572: 33,274 33,542
Old : 204,114: 44,208 80,967 13,096 113,536 76,509 170,840 170,572: 33,274 33,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -978: 786 553 -364 -2,853 829 -2,432 1,018: 1,454 -1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 39.7 6.4 55.6 37.5 83.7 83.6: 16.3 16.4
Old : 100.0: 21.7 39.7 6.4 55.6 37.5 83.7 83.6: 16.3 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 26 36 17 35 39 71 82:
Old : 115: 26 36 17 35 39 71 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 33.0 47.9 42.9 35.5 33.0 47.7 42.2
Old : 35.6 33.0 47.9 42.9 35.5 33.0 47.7 42.2
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 19, 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 : 625,648: 165,900 226,104 37,742 329,863 300,192 533,504 564,037: 92,144 61,611
Old : 625,648: 165,900 226,104 37,742 329,863 300,192 533,504 564,037: 92,144 61,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 9,257: -4,243 -2,442 5,062 8,905 5,816 9,724 8,436: -467 821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 36.1 6.0 52.7 48.0 85.3 90.2: 14.7 9.8
Old : 100.0: 26.5 36.1 6.0 52.7 48.0 85.3 90.2: 14.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 82 71 52 111 91 211 196:
Old : 296: 82 71 52 111 91 211 196:
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 : 15.9 30.6 26.3 44.6 15.4 30.2 25.5 44.2
Old : 15.9 30.6 26.3 44.6 15.4 30.2 25.5 44.2
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 19, 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 : 26,130: 5,507 2,838 684 8,617 15,874 14,808 19,396: 11,322 6,734
Old : 26,130: 5,507 2,838 684 8,617 15,874 14,808 19,396: 11,322 6,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -601: -388 -317 -2 -279 -18 -669 -337: 68 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 10.9 2.6 33.0 60.8 56.7 74.2: 43.3 25.8
Old : 100.0: 21.1 10.9 2.6 33.0 60.8 56.7 74.2: 43.3 25.8
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 : 26: 7 3 2 13 10 21 14:
Old : 26: 7 3 2 13 10 21 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 : 19.6 53.3 33.9 66.0 17.1 49.3 29.7 61.5
Old : 19.6 53.3 33.9 66.0 17.1 49.3 29.7 61.5
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 with Delta-adjusted Options and Futures Combined, November 19, 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 : 22,481: 1,340 3,879 15 13,942 14,020 15,297 17,914: 7,184 4,567
Old : 22,481: 1,340 3,879 15 13,942 14,020 15,297 17,914: 7,184 4,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 419: 448 60 0 -131 557 317 617: 102 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 17.3 0.1 62.0 62.4 68.0 79.7: 32.0 20.3
Old : 100.0: 6.0 17.3 0.1 62.0 62.4 68.0 79.7: 32.0 20.3
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 : 23: 2 3 1 15 12 18 15:
Old : 23: 2 3 1 15 12 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 : 40.1 45.3 55.1 62.4 37.4 39.1 51.8 55.3
Old : 40.1 45.3 55.1 62.4 37.4 39.1 51.8 55.3
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 19, 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 : 57,196: 6,353 49,266 651 46,839 5,083 53,843 55,000: 3,353 2,196
Old : 57,196: 6,353 49,266 651 46,839 5,083 53,843 55,000: 3,353 2,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 3,488: 2,486 2,141 610 56 424 3,151 3,175: 337 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 86.1 1.1 81.9 8.9 94.1 96.2: 5.9 3.8
Old : 100.0: 11.1 86.1 1.1 81.9 8.9 94.1 96.2: 5.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 18 24 3 9 7 28 33:
Old : 56: 18 24 3 9 7 28 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 : 81.2 75.4 86.1 82.5 81.2 75.4 85.5 82.5
Old : 81.2 75.4 86.1 82.5 81.2 75.4 85.5 82.5
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 with Delta-adjusted Options and Futures Combined, November 19, 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 : 73,703: 12,754 47,840 893 57,211 19,348 70,858 68,081: 2,846 5,622
Old : 73,703: 12,754 47,840 893 57,211 19,348 70,858 68,081: 2,846 5,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -6,249: -4,062 -5,144 64 -1,952 -969 -5,950 -6,049: -299 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 64.9 1.2 77.6 26.3 96.1 92.4: 3.9 7.6
Old : 100.0: 17.3 64.9 1.2 77.6 26.3 96.1 92.4: 3.9 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 : 105: 27 48 10 21 14 53 67:
Old : 105: 27 48 10 21 14 53 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 : 63.9 32.0 73.1 50.1 63.8 31.6 73.1 49.8
Old : 63.9 32.0 73.1 50.1 63.8 31.6 73.1 49.8
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 19, 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 : 15,292: 13,400 6,699 0 1,139 6,767 14,539 13,466: 753 1,826
Old : 15,292: 13,400 6,699 0 1,139 6,767 14,539 13,466: 753 1,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,551: 1,552 1,922 0 12 -112 1,564 1,810: -13 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 43.8 0.0 7.4 44.3 95.1 88.1: 4.9 11.9
Old : 100.0: 87.6 43.8 0.0 7.4 44.3 95.1 88.1: 4.9 11.9
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 : 25: 6 13 0 2 4 8 17:
Old : 25: 6 13 0 2 4 8 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 : 89.0 51.2 95.1 77.0 89.0 51.2 95.1 77.0
Old : 89.0 51.2 95.1 77.0 89.0 51.2 95.1 77.0
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 19, 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 :24,098,045: 1,744,120 417,828 12,556,857 9,074,194 10,194,274 23,375,171 23,168,958: 722,874 929,087
Old :24,098,045: 1,744,120 417,828 12,556,857 9,074,194 10,194,274 23,375,171 23,168,958: 722,874 929,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 260,025: 107,075 77,708 288,238 -174,054 -152,470 221,260 213,477: 38,764 46,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.7 52.1 37.7 42.3 97.0 96.1: 3.0 3.9
Old : 100.0: 7.2 1.7 52.1 37.7 42.3 97.0 96.1: 3.0 3.9
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 : 275: 77 63 115 120 122 255 246:
Old : 275: 77 63 115 120 122 255 246:
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 : 22.9 24.4 35.1 37.9 7.6 12.3 10.2 14.3
Old : 22.9 24.4 35.1 37.9 7.6 12.3 10.2 14.3
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 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,157: 1,630 2,540 125 0 0 1,755 2,665: 1,402 492
Old : 3,157: 1,630 2,540 125 0 0 1,755 2,665: 1,402 492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 66: -49 -4 -13 0 0 -62 -17: 128 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 80.5 4.0 0.0 0.0 55.6 84.4: 44.4 15.6
Old : 100.0: 51.6 80.5 4.0 0.0 0.0 55.6 84.4: 44.4 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 26 19 6 0 0 28 23:
Old : 45: 26 19 6 0 0 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 44.0 32.5 62.1 22.1 44.0 30.5 61.9
Old : 23.8 44.0 32.5 62.1 22.1 44.0 30.5 61.9
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 19, 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 : 172,430: 27,341 17,506 39,042 104,673 115,113 171,056 171,661: 1,374 769
Old : 172,430: 27,341 17,506 39,042 104,673 115,113 171,056 171,661: 1,374 769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 9,657: 608 -869 3,162 5,636 7,061 9,406 9,354: 251 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 10.2 22.6 60.7 66.8 99.2 99.6: 0.8 0.4
Old : 100.0: 15.9 10.2 22.6 60.7 66.8 99.2 99.6: 0.8 0.4
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 : 53: 15 15 20 10 19 35 44:
Old : 53: 15 15 20 10 19 35 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 : 72.2 46.2 86.8 61.7 55.7 36.9 60.3 49.0
Old : 72.2 46.2 86.8 61.7 55.7 36.9 60.3 49.0
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 19, 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 : 308,795: 46,687 118,598 48,265 213,499 139,261 308,451 306,124: 344 2,671
Old : 308,795: 46,687 118,598 48,265 213,499 139,261 308,451 306,124: 344 2,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 33,381: 3,200 14,449 6,406 23,752 11,796 33,358 32,651: 23 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 38.4 15.6 69.1 45.1 99.9 99.1: 0.1 0.9
Old : 100.0: 15.1 38.4 15.6 69.1 45.1 99.9 99.1: 0.1 0.9
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 : 89: 20 31 28 24 34 55 82:
Old : 89: 20 31 28 24 34 55 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 36.9 77.4 52.5 57.8 34.1 64.9 46.3
Old : 61.9 36.9 77.4 52.5 57.8 34.1 64.9 46.3
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 19, 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 : 794,881: 79,519 78,005 154,565 473,512 475,308 707,596 707,878: 87,285 87,003
Old : 794,881: 79,519 78,005 154,565 473,512 475,308 707,596 707,878: 87,285 87,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,749: 4,944 6,514 -2,531 -802 -5,481 1,611 -1,497: 138 3,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 9.8 19.4 59.6 59.8 89.0 89.1: 11.0 10.9
Old : 100.0: 10.0 9.8 19.4 59.6 59.8 89.0 89.1: 11.0 10.9
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 : 638: 144 129 149 274 283 495 484:
Old : 638: 144 129 149 274 283 495 484:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 18.6 22.3 31.5 8.2 12.5 13.2 19.9
Old : 13.8 18.6 22.3 31.5 8.2 12.5 13.2 19.9
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 19, 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 : 66,696: 4,217 1,911 19,745 19,436 21,890 43,398 43,545: 23,298 23,151
Old : 66,696: 4,217 1,911 19,745 19,436 21,890 43,398 43,545: 23,298 23,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,522: 1,964 737 1,211 1,562 -3,591 4,737 -1,644: -3,215 3,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.9 29.6 29.1 32.8 65.1 65.3: 34.9 34.7
Old : 100.0: 6.3 2.9 29.6 29.1 32.8 65.1 65.3: 34.9 34.7
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 : 44: 14 10 19 17 15 40 35:
Old : 44: 14 10 19 17 15 40 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 : 27.0 24.0 44.5 40.4 15.3 14.9 20.6 19.3
Old : 27.0 24.0 44.5 40.4 15.3 14.9 20.6 19.3
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 19, 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 : 3,640,924: 391,637 395,599 658,972 2,270,380 2,267,092 3,320,990 3,321,664: 319,935 319,261
Old : 3,640,924: 391,637 395,599 658,972 2,270,380 2,267,092 3,320,990 3,321,664: 319,935 319,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,134: 23,421 37,406 -27,226 -11,824 -9,445 -15,628 735: 16,762 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 10.9 18.1 62.4 62.3 91.2 91.2: 8.8 8.8
Old : 100.0: 10.8 10.9 18.1 62.4 62.3 91.2 91.2: 8.8 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 : 625: 138 125 141 270 280 481 473:
Old : 625: 138 125 141 270 280 481 473:
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 19.3 23.0 32.7 8.9 14.1 14.3 22.0
Old : 14.0 19.3 23.0 32.7 8.9 14.1 14.3 22.0
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 19, 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 : 23,843: 255 1,267 0 20,643 19,444 20,898 20,711: 2,945 3,132
Old : 23,843: 255 1,267 0 20,643 19,444 20,898 20,711: 2,945 3,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 467: 255 0 0 214 426 469 426: -2 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.3 0.0 86.6 81.6 87.6 86.9: 12.4 13.1
Old : 100.0: 1.1 5.3 0.0 86.6 81.6 87.6 86.9: 12.4 13.1
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 : 22: 1 1 0 8 14 9 15:
Old : 22: 1 1 0 8 14 9 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 : 78.0 55.3 86.6 76.3 74.7 55.3 82.5 76.0
Old : 78.0 55.3 86.6 76.3 74.7 55.3 82.5 76.0
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 19, 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 : 22,227: 2,163 0 0 17,480 12,683 19,643 12,683: 2,584 9,544
Old : 22,227: 2,163 0 0 17,480 12,683 19,643 12,683: 2,584 9,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 21: -983 0 0 735 35 -248 35: 269 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 0.0 78.6 57.1 88.4 57.1: 11.6 42.9
Old : 100.0: 9.7 0.0 0.0 78.6 57.1 88.4 57.1: 11.6 42.9
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 : 20: 4 0 0 9 8 13 8:
Old : 20: 4 0 0 9 8 13 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 : 69.0 46.9 82.2 57.1 69.0 43.1 80.0 53.3
Old : 69.0 46.9 82.2 57.1 69.0 43.1 80.0 53.3
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 19, 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 : 11,136: 1,750 1,316 0 8,115 9,092 9,865 10,408: 1,271 728
Old : 11,136: 1,750 1,316 0 8,115 9,092 9,865 10,408: 1,271 728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 737: 54 0 0 879 907 933 907: -196 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.8 0.0 72.9 81.6 88.6 93.5: 11.4 6.5
Old : 100.0: 15.7 11.8 0.0 72.9 81.6 88.6 93.5: 11.4 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 2 0 8 9 12 11:
Old : 23: 4 2 0 8 9 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 61.0 79.7 84.7 61.2 61.0 79.7 84.7
Old : 61.2 61.0 79.7 84.7 61.2 61.0 79.7 84.7
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 19, 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 : 13,160: 1,234 0 500 8,454 11,042 10,188 11,542: 2,972 1,618
Old : 13,160: 1,234 0 500 8,454 11,042 10,188 11,542: 2,972 1,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -333: 64 0 0 -719 -231 -655 -231: 322 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 3.8 64.2 83.9 77.4 87.7: 22.6 12.3
Old : 100.0: 9.4 0.0 3.8 64.2 83.9 77.4 87.7: 22.6 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 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 : 47.8 61.4 65.6 76.5 43.6 51.7 55.0 64.1
Old : 47.8 61.4 65.6 76.5 43.6 51.7 55.0 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 73,584: 15,525 4,527 749 46,273 64,334 62,547 69,610: 11,037 3,974
Old : 73,584: 15,525 4,527 749 46,273 64,334 62,547 69,610: 11,037 3,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 113: 184 1,103 121 -710 -631 -405 593: 518 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.2 1.0 62.9 87.4 85.0 94.6: 15.0 5.4
Old : 100.0: 21.1 6.2 1.0 62.9 87.4 85.0 94.6: 15.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 14 6 4 42 40 57 49:
Old : 89: 14 6 4 42 40 57 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 37.4 45.9 57.0 32.2 37.1 45.3 56.6
Old : 32.5 37.4 45.9 57.0 32.2 37.1 45.3 56.6
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 19, 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 : 49,805: 17,969 10,735 3,439 21,323 25,732 42,730 39,905: 7,074 9,900
Old : 49,805: 17,969 10,735 3,439 21,323 25,732 42,730 39,905: 7,074 9,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -434: -700 320 -212 301 -814 -610 -706: 176 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 21.6 6.9 42.8 51.7 85.8 80.1: 14.2 19.9
Old : 100.0: 36.1 21.6 6.9 42.8 51.7 85.8 80.1: 14.2 19.9
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 : 250: 56 58 33 90 85 165 158:
Old : 250: 56 58 33 90 85 165 158:
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 : 24.6 23.5 35.8 32.5 24.6 20.9 35.3 28.8
Old : 24.6 23.5 35.8 32.5 24.6 20.9 35.3 28.8
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 19, 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 : 249,024: 89,844 53,673 17,193 106,615 128,658 213,652 199,524: 35,371 49,499
Old : 249,024: 89,844 53,673 17,193 106,615 128,658 213,652 199,524: 35,371 49,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -2,172: -3,498 1,599 -1,060 1,506 -4,071 -3,052 -3,532: 880 1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 21.6 6.9 42.8 51.7 85.8 80.1: 14.2 19.9
Old : 100.0: 36.1 21.6 6.9 42.8 51.7 85.8 80.1: 14.2 19.9
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 : 250: 56 58 33 90 85 165 158:
Old : 250: 56 58 33 90 85 165 158:
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 : 24.6 23.5 35.8 32.5 24.6 20.9 35.3 28.8
Old : 24.6 23.5 35.8 32.5 24.6 20.9 35.3 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 187,560: 42,785 91,633 9,903 105,141 51,470 157,829 153,006: 29,731 34,554
Old : 187,560: 42,785 91,633 9,903 105,141 51,470 157,829 153,006: 29,731 34,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 12,076: 2,296 8,625 434 11,134 2,972 13,865 12,032: -1,789 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 48.9 5.3 56.1 27.4 84.1 81.6: 15.9 18.4
Old : 100.0: 22.8 48.9 5.3 56.1 27.4 84.1 81.6: 15.9 18.4
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 : 101: 18 39 13 29 37 53 83:
Old : 101: 18 39 13 29 37 53 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 22.5 58.3 34.7 44.2 22.3 58.0 34.5
Old : 44.3 22.5 58.3 34.7 44.2 22.3 58.0 34.5
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 19, 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 : 481,084: 103,924 107,595 13,657 338,139 340,281 455,719 461,532: 25,364 19,552
Old : 481,084: 103,924 107,595 13,657 338,139 340,281 455,719 461,532: 25,364 19,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 3,161: 1,294 -2,683 -1,393 3,005 5,186 2,905 1,109: 256 2,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 22.4 2.8 70.3 70.7 94.7 95.9: 5.3 4.1
Old : 100.0: 21.6 22.4 2.8 70.3 70.7 94.7 95.9: 5.3 4.1
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 : 311: 68 51 30 133 111 218 175:
Old : 311: 68 51 30 133 111 218 175:
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 : 17.5 20.4 30.2 35.5 16.5 19.2 28.9 33.1
Old : 17.5 20.4 30.2 35.5 16.5 19.2 28.9 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 34,505: 15,799 22,229 443 12,902 7,559 29,144 30,231: 5,361 4,274
Old : 34,505: 15,799 22,229 443 12,902 7,559 29,144 30,231: 5,361 4,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 213: -25 765 -23 -9 -25 -57 717: 270 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 64.4 1.3 37.4 21.9 84.5 87.6: 15.5 12.4
Old : 100.0: 45.8 64.4 1.3 37.4 21.9 84.5 87.6: 15.5 12.4
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 : 39: 14 7 2 14 6 29 14:
Old : 39: 14 7 2 14 6 29 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 : 45.3 76.2 61.0 83.1 45.3 76.1 61.0 82.9
Old : 45.3 76.2 61.0 83.1 45.3 76.1 61.0 82.9
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 19, 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 : 70,433: 36,383 21,076 734 24,044 39,654 61,161 61,464: 9,272 8,969
Old : 70,433: 36,383 21,076 734 24,044 39,654 61,161 61,464: 9,272 8,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -1,937: 3,281 -355 -15 190 -5,311 3,456 -5,681: -5,393 3,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 29.9 1.0 34.1 56.3 86.8 87.3: 13.2 12.7
Old : 100.0: 51.7 29.9 1.0 34.1 56.3 86.8 87.3: 13.2 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 : 80: 24 14 5 25 26 51 43:
Old : 80: 24 14 5 25 26 51 43:
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 : 41.0 45.4 54.0 58.6 40.9 45.4 53.8 58.4
Old : 41.0 45.4 54.0 58.6 40.9 45.4 53.8 58.4
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 19, 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 : 121,946: 19,532 6,378 1,032 101,352 114,475 121,916 121,885: 30 61
Old : 121,946: 19,532 6,378 1,032 101,352 114,475 121,916 121,885: 30 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 738: -1,756 600 -8 2,502 146 738 738: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 5.2 0.8 83.1 93.9 100.0 99.9: 0.0 0.0
Old : 100.0: 16.0 5.2 0.8 83.1 93.9 100.0 99.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 2 4 25 21 36 26:
Old : 43: 10 2 4 25 21 36 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 : 62.6 57.3 79.3 81.5 51.8 50.1 60.9 63.9
Old : 62.6 57.3 79.3 81.5 51.8 50.1 60.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2019