BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 12,024: 0 2,517 1,436 9,565 7,361 11,001 11,314: 1,023 710
Old : 12,024: 0 2,517 1,436 9,565 7,361 11,001 11,314: 1,023 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 309: -1 37 20 278 185 297 242: 11 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.9 11.9 79.5 61.2 91.5 94.1: 8.5 5.9
Old : 100.0: 0.0 20.9 11.9 79.5 61.2 91.5 94.1: 8.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 10 8 25 24 33 34:
Old : 40: 0 10 8 25 24 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 36.2 63.7 54.6 41.6 33.6 57.2 48.1
Old : 44.5 36.2 63.7 54.6 41.6 33.6 57.2 48.1
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 26, 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 : 48,869: 7,693 1,192 15,746 19,384 21,631 42,823 38,569: 6,046 10,300
Old : 48,869: 7,693 1,192 15,746 19,384 21,631 42,823 38,569: 6,046 10,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,669: 250 -457 874 274 1,127 1,399 1,544: 270 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 2.4 32.2 39.7 44.3 87.6 78.9: 12.4 21.1
Old : 100.0: 15.7 2.4 32.2 39.7 44.3 87.6 78.9: 12.4 21.1
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 : 98: 31 16 31 41 43 87 75:
Old : 98: 31 16 31 41 43 87 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 26.8 37.5 42.1 15.3 14.7 21.1 20.3
Old : 24.3 26.8 37.5 42.1 15.3 14.7 21.1 20.3
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 26, 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 : 12,443: 567 1,513 1,973 8,437 8,355 10,976 11,840: 1,467 602
Old : 12,443: 567 1,513 1,973 8,437 8,355 10,976 11,840: 1,467 602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 105: 30 87 22 1 30 52 138: 53 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 12.2 15.9 67.8 67.1 88.2 95.2: 11.8 4.8
Old : 100.0: 4.6 12.2 15.9 67.8 67.1 88.2 95.2: 11.8 4.8
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 : 48: 8 5 7 30 24 41 33:
Old : 48: 8 5 7 30 24 41 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 : 27.3 48.0 45.7 71.2 18.7 40.5 31.7 51.9
Old : 27.3 48.0 45.7 71.2 18.7 40.5 31.7 51.9
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 26, 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 : 10,181: 3,970 429 1,752 3,898 5,186 9,620 7,367: 561 2,814
Old : 10,181: 3,970 429 1,752 3,898 5,186 9,620 7,367: 561 2,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 224: 144 -3 15 31 94 190 107: 34 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 4.2 17.2 38.3 50.9 94.5 72.4: 5.5 27.6
Old : 100.0: 39.0 4.2 17.2 38.3 50.9 94.5 72.4: 5.5 27.6
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 : 33: 7 4 8 18 19 28 28:
Old : 33: 7 4 8 18 19 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 36.9 83.4 52.0 60.0 32.8 68.5 41.7
Old : 62.5 36.9 83.4 52.0 60.0 32.8 68.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 402,552: 86,662 60,219 138,262 140,287 159,811 365,212 358,292: 37,341 44,260
Old : 394,939: 85,026 60,128 135,834 138,151 156,514 359,012 352,476: 35,928 42,463
Other: 7,613: 3,089 1,544 975 2,136 3,297 6,200 5,816: 1,413 1,797
: : :
: : Changes in Commitments from: November 19, 2019 :
: 4,761: -2,383 7,586 5,145 157 -9,998 2,918 2,733: 1,842 2,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 15.0 34.3 34.8 39.7 90.7 89.0: 9.3 11.0
Old : 100.0: 21.5 15.2 34.4 35.0 39.6 90.9 89.2: 9.1 10.8
Other: 100.0: 40.6 20.3 12.8 28.1 43.3 81.4 76.4: 18.6 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 161 95 153 95 100 320 298:
Old : 388: 168 94 153 95 100 318 298:
Other: 77: 17 18 16 23 33 48 59:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 16.2 23.1 24.6 10.4 10.8 16.9 15.2
Old : 14.5 16.4 23.4 24.9 10.6 11.0 16.8 15.5
Other: 34.6 32.4 48.0 43.2 32.2 31.2 44.1 38.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 448,826: 139,871 39,250 128,940 146,159 216,321 414,970 384,512: 33,856 64,314
Old : 448,826: 139,871 39,250 128,940 146,159 216,321 414,970 384,512: 33,856 64,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 16,512: 3,974 3,894 5,700 4,407 3,676 14,081 13,269: 2,431 3,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 8.7 28.7 32.6 48.2 92.5 85.7: 7.5 14.3
Old : 100.0: 31.2 8.7 28.7 32.6 48.2 92.5 85.7: 7.5 14.3
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 : 456: 143 85 156 155 187 381 366:
Old : 456: 143 85 156 155 187 381 366:
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 14.7 20.5 24.6 11.3 14.2 18.3 21.3
Old : 12.1 14.7 20.5 24.6 11.3 14.2 18.3 21.3
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 26, 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 : 3,796: 1,545 475 544 677 1,926 2,766 2,945: 1,029 851
Old : 3,796: 1,545 475 544 677 1,926 2,766 2,945: 1,029 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 291: 117 14 168 -35 69 250 251: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 12.5 14.3 17.8 50.8 72.9 77.6: 27.1 22.4
Old : 100.0: 40.7 12.5 14.3 17.8 50.8 72.9 77.6: 27.1 22.4
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 : 52: 23 6 12 11 19 38 35:
Old : 52: 23 6 12 11 19 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 : 25.6 30.2 39.4 43.8 23.6 29.3 34.2 39.4
Old : 25.6 30.2 39.4 43.8 23.6 29.3 34.2 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 50,512: 16,924 11,222 15,096 10,760 10,690 42,780 37,008: 7,732 13,504
Old : 50,512: 16,924 11,222 15,096 10,760 10,690 42,780 37,008: 7,732 13,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -617: -126 709 630 -921 -763 -417 576: -200 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 22.2 29.9 21.3 21.2 84.7 73.3: 15.3 26.7
Old : 100.0: 33.5 22.2 29.9 21.3 21.2 84.7 73.3: 15.3 26.7
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 : 188: 53 43 61 53 56 143 138:
Old : 188: 53 43 61 53 56 143 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 13.4 30.2 21.8 19.4 11.0 25.5 15.7
Old : 21.6 13.4 30.2 21.8 19.4 11.0 25.5 15.7
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 26, 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 : 3,183: 306 513 419 1,468 1,788 2,193 2,720: 990 463
Old : 3,183: 306 513 419 1,468 1,788 2,193 2,720: 990 463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 88: -91 54 46 6 -120 -40 -20: 128 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.1 13.2 46.1 56.2 68.9 85.5: 31.1 14.5
Old : 100.0: 9.6 16.1 13.2 46.1 56.2 68.9 85.5: 31.1 14.5
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 : 37.1 52.7 54.9 70.3 31.0 52.3 42.7 60.4
Old : 37.1 52.7 54.9 70.3 31.0 52.3 42.7 60.4
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 26, 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 : 31,438: 2,401 2,954 6,368 21,575 19,670 30,344 28,992: 1,094 2,446
Old : 31,438: 2,401 2,954 6,368 21,575 19,670 30,344 28,992: 1,094 2,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,457: -123 483 453 1,113 353 1,444 1,290: 13 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.4 20.3 68.6 62.6 96.5 92.2: 3.5 7.8
Old : 100.0: 7.6 9.4 20.3 68.6 62.6 96.5 92.2: 3.5 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 18 12 17 35 32 62 52:
Old : 73: 18 12 17 35 32 62 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 36.3 59.3 52.4 38.8 32.1 49.5 43.1
Old : 39.7 36.3 59.3 52.4 38.8 32.1 49.5 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 26, 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 : 54,239: 31,924 4,590 0 20,457 48,553 52,381 53,143: 1,858 1,096
Old : 54,239: 31,924 4,590 0 20,457 48,553 52,381 53,143: 1,858 1,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -959: 972 -609 0 -1,739 -281 -767 -890: -192 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 8.5 0.0 37.7 89.5 96.6 98.0: 3.4 2.0
Old : 100.0: 58.9 8.5 0.0 37.7 89.5 96.6 98.0: 3.4 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 : 45: 23 8 0 10 6 33 14:
Old : 45: 23 8 0 10 6 33 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 82.1 83.7 96.6 73.9 82.1 83.6 96.6
Old : 73.9 82.1 83.7 96.6 73.9 82.1 83.6 96.6
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 26, 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 : 180,887: 60,407 40,362 9,220 74,398 107,143 144,024 156,725: 36,863 24,162
Old : 180,887: 60,407 40,362 9,220 74,398 107,143 144,024 156,725: 36,863 24,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -5,185: -4,717 5,158 199 -528 -11,014 -5,046 -5,657: -139 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 22.3 5.1 41.1 59.2 79.6 86.6: 20.4 13.4
Old : 100.0: 33.4 22.3 5.1 41.1 59.2 79.6 86.6: 20.4 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 30 27 17 42 35 80 72:
Old : 114: 30 27 17 42 35 80 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 : 25.6 44.7 37.3 53.4 25.1 43.7 34.6 52.4
Old : 25.6 44.7 37.3 53.4 25.1 43.7 34.6 52.4
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 26, 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 : 79,849: 15,063 36,520 1,001 53,077 18,663 69,141 56,184: 10,708 23,665
Old : 79,849: 15,063 36,520 1,001 53,077 18,663 69,141 56,184: 10,708 23,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 9,903: 3,395 8,342 253 4,960 883 8,607 9,478: 1,296 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 45.7 1.3 66.5 23.4 86.6 70.4: 13.4 29.6
Old : 100.0: 18.9 45.7 1.3 66.5 23.4 86.6 70.4: 13.4 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 8 27 3 17 22 26 51:
Old : 69: 8 27 3 17 22 26 51:
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 : 50.0 25.4 64.6 36.2 50.0 25.4 64.5 36.2
Old : 50.0 25.4 64.6 36.2 50.0 25.4 64.5 36.2
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 26, 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 : 293,056: 203,017 66,885 4,305 80,046 218,272 287,368 289,462: 5,688 3,594
Old : 293,056: 203,017 66,885 4,305 80,046 218,272 287,368 289,462: 5,688 3,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -2,121: -11,460 -7,232 2,499 7,176 2,869 -1,784 -1,864: -337 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 22.8 1.5 27.3 74.5 98.1 98.8: 1.9 1.2
Old : 100.0: 69.3 22.8 1.5 27.3 74.5 98.1 98.8: 1.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 79 38 13 26 34 113 78:
Old : 171: 79 38 13 26 34 113 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 : 42.8 47.9 57.6 70.5 42.8 47.9 57.6 69.1
Old : 42.8 47.9 57.6 70.5 42.8 47.9 57.6 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 249,571: 37,939 75,817 16,118 163,042 123,722 217,099 215,657: 32,472 33,914
Old : 249,571: 37,939 75,817 16,118 163,042 123,722 217,099 215,657: 32,472 33,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 5,124: -1,534 4,901 -324 8,693 -1,363 6,835 3,214: -1,711 1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 30.4 6.5 65.3 49.6 87.0 86.4: 13.0 13.6
Old : 100.0: 15.2 30.4 6.5 65.3 49.6 87.0 86.4: 13.0 13.6
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 : 121: 22 31 16 42 50 72 89:
Old : 121: 22 31 16 42 50 72 89:
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 : 42.4 22.8 56.1 37.0 41.4 21.3 55.1 35.5
Old : 42.4 22.8 56.1 37.0 41.4 21.3 55.1 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 218,814: 47,034 90,099 15,319 126,545 76,690 188,898 182,109: 29,916 36,705
Old : 218,814: 47,034 90,099 15,319 126,545 76,690 188,898 182,109: 29,916 36,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 14,700: 2,826 9,132 2,223 13,009 181 18,058 11,536: -3,359 3,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 41.2 7.0 57.8 35.0 86.3 83.2: 13.7 16.8
Old : 100.0: 21.5 41.2 7.0 57.8 35.0 86.3 83.2: 13.7 16.8
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 : 126: 29 38 19 42 40 81 87:
Old : 126: 29 38 19 42 40 81 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 : 36.2 31.2 47.8 41.7 36.0 31.2 47.0 41.1
Old : 36.2 31.2 47.8 41.7 36.0 31.2 47.0 41.1
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 26, 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 : 629,940: 172,677 233,461 33,423 330,723 300,423 536,824 567,307: 93,117 62,633
Old : 629,940: 172,677 233,461 33,423 330,723 300,423 536,824 567,307: 93,117 62,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 4,292: 6,777 7,357 -4,318 861 231 3,319 3,270: 973 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 37.1 5.3 52.5 47.7 85.2 90.1: 14.8 9.9
Old : 100.0: 27.4 37.1 5.3 52.5 47.7 85.2 90.1: 14.8 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 : 296: 79 73 49 111 93 208 197:
Old : 296: 79 73 49 111 93 208 197:
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 : 15.7 30.2 26.1 44.3 15.2 29.4 25.2 43.5
Old : 15.7 30.2 26.1 44.3 15.2 29.4 25.2 43.5
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 26, 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 : 26,805: 4,921 3,726 353 10,215 15,928 15,489 20,007: 11,316 6,798
Old : 26,805: 4,921 3,726 353 10,215 15,928 15,489 20,007: 11,316 6,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 675: -586 888 -331 1,598 54 681 611: -6 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 13.9 1.3 38.1 59.4 57.8 74.6: 42.2 25.4
Old : 100.0: 18.4 13.9 1.3 38.1 59.4 57.8 74.6: 42.2 25.4
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 : 26: 6 4 2 13 10 21 14:
Old : 26: 6 4 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 : 22.1 50.0 36.6 66.5 21.6 46.1 34.8 61.0
Old : 22.1 50.0 36.6 66.5 21.6 46.1 34.8 61.0
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 26, 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 : 22,562: 1,340 3,733 21 13,799 13,859 15,160 17,613: 7,402 4,949
Old : 22,562: 1,340 3,733 21 13,799 13,859 15,160 17,613: 7,402 4,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 81: 0 -146 6 -143 -161 -137 -301: 218 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 16.5 0.1 61.2 61.4 67.2 78.1: 32.8 21.9
Old : 100.0: 5.9 16.5 0.1 61.2 61.4 67.2 78.1: 32.8 21.9
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 : 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 : 38.7 45.2 54.3 61.6 36.0 38.8 51.0 54.5
Old : 38.7 45.2 54.3 61.6 36.0 38.8 51.0 54.5
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 26, 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 : 69,279: 7,392 52,022 408 58,461 14,565 66,261 66,995: 3,018 2,284
Old : 69,279: 7,392 52,022 408 58,461 14,565 66,261 66,995: 3,018 2,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 12,083: 1,039 2,756 -243 11,622 9,482 12,418 11,995: -335 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 75.1 0.6 84.4 21.0 95.6 96.7: 4.4 3.3
Old : 100.0: 10.7 75.1 0.6 84.4 21.0 95.6 96.7: 4.4 3.3
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 : 59: 19 24 4 11 8 31 35:
Old : 59: 19 24 4 11 8 31 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 : 81.5 76.9 87.9 83.9 68.3 63.4 72.6 69.5
Old : 81.5 76.9 87.9 83.9 68.3 63.4 72.6 69.5
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 26, 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 : 71,265: 10,685 46,496 745 56,786 18,426 68,215 65,666: 3,049 5,598
Old : 71,265: 10,685 46,496 745 56,786 18,426 68,215 65,666: 3,049 5,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -2,439: -2,070 -1,345 -148 -425 -922 -2,643 -2,415: 204 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 65.2 1.0 79.7 25.9 95.7 92.1: 4.3 7.9
Old : 100.0: 15.0 65.2 1.0 79.7 25.9 95.7 92.1: 4.3 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 22 49 10 20 14 48 67:
Old : 100: 22 49 10 20 14 48 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 : 65.1 32.3 73.5 50.5 65.0 32.0 73.4 50.0
Old : 65.1 32.3 73.5 50.5 65.0 32.0 73.4 50.0
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 26, 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 : 15,336: 13,372 6,544 7 1,204 6,975 14,583 13,526: 753 1,810
Old : 15,336: 13,372 6,544 7 1,204 6,975 14,583 13,526: 753 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 44: -28 -155 7 65 208 44 60: 0 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 42.7 0.0 7.9 45.5 95.1 88.2: 4.9 11.8
Old : 100.0: 87.2 42.7 0.0 7.9 45.5 95.1 88.2: 4.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 13 1 3 5 10 18:
Old : 26: 6 13 1 3 5 10 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.5 50.6 94.7 76.9 87.5 50.3 94.7 76.6
Old : 87.5 50.6 94.7 76.9 87.5 50.3 94.7 76.6
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 26, 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 :24,278,941: 1,747,976 411,328 12,644,736 9,098,873 10,268,700 23,491,585 23,324,763: 787,356 954,177
Old :24,278,941: 1,747,976 411,328 12,644,736 9,098,873 10,268,700 23,491,585 23,324,763: 787,356 954,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 180,896: 3,856 -6,500 87,879 24,679 74,426 116,414 155,806: 64,482 25,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.7 52.1 37.5 42.3 96.8 96.1: 3.2 3.9
Old : 100.0: 7.2 1.7 52.1 37.5 42.3 96.8 96.1: 3.2 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: 79 64 113 122 119 257 244:
Old : 275: 79 64 113 122 119 257 244:
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 : 22.4 24.2 34.8 37.5 7.4 12.5 9.8 14.3
Old : 22.4 24.2 34.8 37.5 7.4 12.5 9.8 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 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,554: 1,583 2,593 302 0 0 1,885 2,895: 1,669 659
Old : 3,554: 1,583 2,593 302 0 0 1,885 2,895: 1,669 659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 397: -47 53 177 0 0 130 230: 267 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 73.0 8.5 0.0 0.0 53.0 81.5: 47.0 18.5
Old : 100.0: 44.5 73.0 8.5 0.0 0.0 53.0 81.5: 47.0 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 22 19 8 0 0 25 24:
Old : 41: 22 19 8 0 0 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 47.8 35.9 61.9 23.1 47.8 30.7 59.6
Old : 25.8 47.8 35.9 61.9 23.1 47.8 30.7 59.6
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 26, 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 : 182,646: 31,426 17,777 43,585 106,386 121,194 181,397 182,556: 1,249 90
Old : 182,646: 31,426 17,777 43,585 106,386 121,194 181,397 182,556: 1,249 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 10,216: 4,085 271 4,543 1,713 6,081 10,341 10,895: -125 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.7 23.9 58.2 66.4 99.3 100.0: 0.7 0.0
Old : 100.0: 17.2 9.7 23.9 58.2 66.4 99.3 100.0: 0.7 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 : 55: 16 15 21 10 20 36 46:
Old : 55: 16 15 21 10 20 36 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 : 70.8 46.2 86.8 62.0 54.4 36.6 58.8 48.3
Old : 70.8 46.2 86.8 62.0 54.4 36.6 58.8 48.3
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 26, 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 : 381,497: 66,599 142,384 56,441 258,189 179,283 381,229 378,108: 268 3,389
Old : 381,497: 66,599 142,384 56,441 258,189 179,283 381,229 378,108: 268 3,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 72,702: 19,912 23,786 8,176 44,690 40,022 72,778 71,984: -76 718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 37.3 14.8 67.7 47.0 99.9 99.1: 0.1 0.9
Old : 100.0: 17.5 37.3 14.8 67.7 47.0 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 : 97: 23 35 34 25 34 63 89:
Old : 97: 23 35 34 25 34 63 89:
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 : 64.3 38.9 79.5 55.6 57.3 35.8 66.1 48.1
Old : 64.3 38.9 79.5 55.6 57.3 35.8 66.1 48.1
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 26, 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 : 820,022: 83,782 83,747 157,499 487,769 490,370 729,050 731,617: 90,971 88,405
Old : 820,022: 83,782 83,747 157,499 487,769 490,370 729,050 731,617: 90,971 88,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 25,141: 4,263 5,742 2,935 14,257 15,062 21,455 23,739: 3,686 1,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 10.2 19.2 59.5 59.8 88.9 89.2: 11.1 10.8
Old : 100.0: 10.2 10.2 19.2 59.5 59.8 88.9 89.2: 11.1 10.8
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 : 630: 139 130 144 276 280 491 479:
Old : 630: 139 130 144 276 280 491 479:
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 19.6 22.4 31.9 7.4 12.2 12.6 19.2
Old : 13.8 19.6 22.4 31.9 7.4 12.2 12.6 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 73,561: 5,429 3,040 23,129 21,244 24,261 49,802 50,429: 23,759 23,132
Old : 73,561: 5,429 3,040 23,129 21,244 24,261 49,802 50,429: 23,759 23,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 6,865: 1,212 1,129 3,384 1,808 2,371 6,404 6,884: 461 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.1 31.4 28.9 33.0 67.7 68.6: 32.3 31.4
Old : 100.0: 7.4 4.1 31.4 28.9 33.0 67.7 68.6: 32.3 31.4
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 : 48: 14 13 19 18 17 43 38:
Old : 48: 14 13 19 18 17 43 38:
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 : 26.5 23.7 44.9 39.0 15.0 13.8 19.8 19.1
Old : 26.5 23.7 44.9 39.0 15.0 13.8 19.8 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 Energy Index p :
: : :
All : 11,560: 402 203 500 7,336 9,802 8,238 10,505: 3,322 1,055
Old : 11,560: 402 203 500 7,336 9,802 8,238 10,505: 3,322 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.8 4.3 63.5 84.8 71.3 90.9: 28.7 9.1
Old : 100.0: 3.5 1.8 4.3 63.5 84.8 71.3 90.9: 28.7 9.1
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 : 20: 2 1 1 7 11 9 13:
Old : 20: 2 1 1 7 11 9 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 : 54.3 57.0 69.0 77.9 54.3 57.0 64.4 77.1
Old : 54.3 57.0 69.0 77.9 54.3 57.0 64.4 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 3,732,303: 416,368 428,140 647,249 2,332,625 2,330,550 3,396,243 3,405,938: 336,061 326,365
Old : 3,732,303: 416,368 428,140 647,249 2,332,625 2,330,550 3,396,243 3,405,938: 336,061 326,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 91,379: 24,731 32,541 -11,723 62,245 63,457 75,253 84,275: 16,126 7,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.5 17.3 62.5 62.4 91.0 91.3: 9.0 8.7
Old : 100.0: 11.2 11.5 17.3 62.5 62.4 91.0 91.3: 9.0 8.7
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 : 616: 135 123 137 272 277 476 469:
Old : 616: 135 123 137 272 277 476 469:
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 : 14.0 20.5 23.0 33.1 8.0 13.7 13.6 21.3
Old : 14.0 20.5 23.0 33.1 8.0 13.7 13.6 21.3
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 26, 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 : 25,704: 489 1,267 0 22,238 21,354 22,727 22,621: 2,977 3,083
Old : 25,704: 489 1,267 0 22,238 21,354 22,727 22,621: 2,977 3,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,861: 234 0 0 1,595 1,910 1,829 1,910: 32 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.9 0.0 86.5 83.1 88.4 88.0: 11.6 12.0
Old : 100.0: 1.9 4.9 0.0 86.5 83.1 88.4 88.0: 11.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 9 14 10 15:
Old : 22: 1 1 0 9 14 10 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 : 76.7 59.0 86.1 77.8 68.5 51.3 75.9 69.7
Old : 76.7 59.0 86.1 77.8 68.5 51.3 75.9 69.7
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 26, 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 : 22,271: 2,145 0 3 17,489 12,723 19,637 12,726: 2,634 9,545
Old : 22,271: 2,145 0 3 17,489 12,723 19,637 12,726: 2,634 9,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 44: -18 0 3 9 40 -6 43: 50 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 78.5 57.1 88.2 57.1: 11.8 42.9
Old : 100.0: 9.6 0.0 0.0 78.5 57.1 88.2 57.1: 11.8 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 1 9 8 13 9:
Old : 20: 4 0 1 9 8 13 9:
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 : 67.6 46.9 82.0 57.1 67.6 43.1 79.8 53.4
Old : 67.6 46.9 82.0 57.1 67.6 43.1 79.8 53.4
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 26, 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 : 11,644: 2,366 1,316 0 7,903 9,443 10,269 10,759: 1,375 885
Old : 11,644: 2,366 1,316 0 7,903 9,443 10,269 10,759: 1,375 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 508: 616 0 0 -212 351 404 351: 104 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 11.3 0.0 67.9 81.1 88.2 92.4: 11.8 7.6
Old : 100.0: 20.3 11.3 0.0 67.9 81.1 88.2 92.4: 11.8 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 : 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 : 61.9 60.1 79.7 83.9 61.9 60.1 79.7 83.9
Old : 61.9 60.1 79.7 83.9 61.9 60.1 79.7 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 271,022: 0 11,750 0 271,022 258,872 271,022 270,622: 0 400
Old : 271,022: 0 11,750 0 271,022 258,872 271,022 270,622: 0 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 100.0 95.5 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 4.3 0.0 100.0 95.5 100.0 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 : 20: 0 1 0 15 14 15 15:
Old : 20: 0 1 0 15 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 74.9 89.3 92.6 56.0 53.3 63.6 63.2
Old : 74.8 74.9 89.3 92.6 56.0 53.3 63.6 63.2
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 26, 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 : 75,719: 16,684 4,012 743 47,548 67,216 64,975 71,971: 10,744 3,748
Old : 75,719: 16,684 4,012 743 47,548 67,216 64,975 71,971: 10,744 3,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 2,135: 1,159 -515 -6 1,275 2,882 2,428 2,361: -293 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 5.3 1.0 62.8 88.8 85.8 95.1: 14.2 4.9
Old : 100.0: 22.0 5.3 1.0 62.8 88.8 85.8 95.1: 14.2 4.9
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 : 93: 17 7 5 42 41 60 52:
Old : 93: 17 7 5 42 41 60 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 37.9 45.6 56.8 31.7 37.5 45.0 56.4
Old : 31.9 37.9 45.6 56.8 31.7 37.5 45.0 56.4
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 26, 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 : 48,354: 17,937 10,947 3,498 19,660 24,108 41,095 38,553: 7,260 9,801
Old : 48,354: 17,937 10,947 3,498 19,660 24,108 41,095 38,553: 7,260 9,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -1,451: -32 213 60 -1,663 -1,624 -1,636 -1,351: 185 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 22.6 7.2 40.7 49.9 85.0 79.7: 15.0 20.3
Old : 100.0: 37.1 22.6 7.2 40.7 49.9 85.0 79.7: 15.0 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 : 260: 60 61 31 95 82 171 158:
Old : 260: 60 61 31 95 82 171 158:
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 : 21.4 22.5 32.0 32.1 21.4 19.4 31.6 28.3
Old : 21.4 22.5 32.0 32.1 21.4 19.4 31.6 28.3
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 26, 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 : 241,770: 89,683 54,736 17,491 98,298 120,539 205,473 192,767: 36,298 49,004
Old : 241,770: 89,683 54,736 17,491 98,298 120,539 205,473 192,767: 36,298 49,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -7,253: -161 1,063 298 -8,317 -8,118 -8,179 -6,757: 926 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 22.6 7.2 40.7 49.9 85.0 79.7: 15.0 20.3
Old : 100.0: 37.1 22.6 7.2 40.7 49.9 85.0 79.7: 15.0 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 : 260: 60 61 31 95 82 171 158:
Old : 260: 60 61 31 95 82 171 158:
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 : 21.4 22.5 32.0 32.1 21.4 19.4 31.6 28.3
Old : 21.4 22.5 32.0 32.1 21.4 19.4 31.6 28.3
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 26, 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 : 201,486: 50,938 98,485 13,146 107,695 57,107 171,779 168,739: 29,706 32,747
Old : 201,486: 50,938 98,485 13,146 107,695 57,107 171,779 168,739: 29,706 32,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 13,925: 8,153 6,852 3,243 2,554 5,637 13,950 15,733: -25 -1,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 48.9 6.5 53.5 28.3 85.3 83.7: 14.7 16.3
Old : 100.0: 25.3 48.9 6.5 53.5 28.3 85.3 83.7: 14.7 16.3
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 : 109: 24 39 17 29 39 59 89:
Old : 109: 24 39 17 29 39 59 89:
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 23.7 56.3 35.6 41.4 23.5 55.3 35.4
Old : 41.6 23.7 56.3 35.6 41.4 23.5 55.3 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 491,669: 112,201 105,467 18,553 337,370 349,699 468,125 473,720: 23,544 17,949
Old : 491,669: 112,201 105,467 18,553 337,370 349,699 468,125 473,720: 23,544 17,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 10,585: 8,277 -2,128 4,897 -768 9,418 12,405 12,187: -1,820 -1,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 21.5 3.8 68.6 71.1 95.2 96.3: 4.8 3.7
Old : 100.0: 22.8 21.5 3.8 68.6 71.1 95.2 96.3: 4.8 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 : 312: 68 51 30 130 115 216 178:
Old : 312: 68 51 30 130 115 216 178:
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 29.3 35.8 16.4 19.3 28.0 33.8
Old : 17.6 20.4 29.3 35.8 16.4 19.3 28.0 33.8
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 26, 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 : 34,628: 15,619 22,711 448 12,963 7,548 29,030 30,707: 5,598 3,921
Old : 34,628: 15,619 22,711 448 12,963 7,548 29,030 30,707: 5,598 3,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 123: -180 482 5 61 -11 -114 476: 237 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 65.6 1.3 37.4 21.8 83.8 88.7: 16.2 11.3
Old : 100.0: 45.1 65.6 1.3 37.4 21.8 83.8 88.7: 16.2 11.3
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 : 37: 13 6 2 14 6 28 13:
Old : 37: 13 6 2 14 6 28 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 : 45.4 79.0 61.0 85.3 45.4 78.9 61.0 85.2
Old : 45.4 79.0 61.0 85.3 45.4 78.9 61.0 85.2
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 26, 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 : 71,077: 37,296 20,999 698 25,341 38,132 63,335 59,829: 7,742 11,248
Old : 71,077: 37,296 20,999 698 25,341 38,132 63,335 59,829: 7,742 11,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 644: 913 -77 -36 1,297 -1,522 2,174 -1,635: -1,530 2,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 29.5 1.0 35.7 53.6 89.1 84.2: 10.9 15.8
Old : 100.0: 52.5 29.5 1.0 35.7 53.6 89.1 84.2: 10.9 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 22 15 4 26 26 50 43:
Old : 80: 22 15 4 26 26 50 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 : 42.0 43.3 55.9 56.2 41.9 43.2 55.7 56.0
Old : 42.0 43.3 55.9 56.2 41.9 43.2 55.7 56.0
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 26, 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 : 126,844: 19,934 6,478 1,024 104,589 118,014 125,547 125,516: 1,297 1,328
Old : 126,844: 19,934 6,478 1,024 104,589 118,014 125,547 125,516: 1,297 1,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 4,898: 402 100 -8 3,237 3,539 3,631 3,631: 1,267 1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.1 0.8 82.5 93.0 99.0 99.0: 1.0 1.0
Old : 100.0: 15.7 5.1 0.8 82.5 93.0 99.0 99.0: 1.0 1.0
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 : 44: 11 2 4 25 22 37 27:
Old : 44: 11 2 4 25 22 37 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 : 61.6 58.6 79.2 81.1 50.1 53.8 60.7 66.9
Old : 61.6 58.6 79.2 81.1 50.1 53.8 60.7 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 02, 2019