BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 12,688: 0 2,532 1,595 10,222 7,771 11,817 11,898: 871 791
Old : 12,688: 0 2,532 1,595 10,222 7,771 11,817 11,898: 871 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 665: 0 15 159 657 410 816 583: -152 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.0 12.6 80.6 61.2 93.1 93.8: 6.9 6.2
Old : 100.0: 0.0 20.0 12.6 80.6 61.2 93.1 93.8: 6.9 6.2
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 : 42: 0 10 7 27 24 34 34:
Old : 42: 0 10 7 27 24 34 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 : 43.6 37.4 62.3 55.3 40.9 34.3 55.1 48.4
Old : 43.6 37.4 62.3 55.3 40.9 34.3 55.1 48.4
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, December 03, 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 : 50,506: 7,314 1,154 16,605 20,486 22,291 44,404 40,050: 6,102 10,456
Old : 50,506: 7,314 1,154 16,605 20,486 22,291 44,404 40,050: 6,102 10,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,638: -379 -38 859 1,102 660 1,581 1,481: 56 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 2.3 32.9 40.6 44.1 87.9 79.3: 12.1 20.7
Old : 100.0: 14.5 2.3 32.9 40.6 44.1 87.9 79.3: 12.1 20.7
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 : 104: 33 17 31 43 46 91 79:
Old : 104: 33 17 31 43 46 91 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 : 24.2 26.7 37.2 41.5 14.8 14.2 20.4 19.5
Old : 24.2 26.7 37.2 41.5 14.8 14.2 20.4 19.5
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, December 03, 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 : 12,562: 633 1,487 2,034 8,426 8,464 11,093 11,985: 1,469 577
Old : 12,562: 633 1,487 2,034 8,426 8,464 11,093 11,985: 1,469 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 120: 66 -26 61 -10 109 117 145: 2 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 11.8 16.2 67.1 67.4 88.3 95.4: 11.7 4.6
Old : 100.0: 5.0 11.8 16.2 67.1 67.4 88.3 95.4: 11.7 4.6
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 : 49: 9 5 9 31 24 43 35:
Old : 49: 9 5 9 31 24 43 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 : 27.6 48.4 44.6 71.3 17.6 40.7 30.4 52.4
Old : 27.6 48.4 44.6 71.3 17.6 40.7 30.4 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 10,259: 4,017 241 1,726 3,948 5,457 9,691 7,424: 568 2,835
Old : 10,259: 4,017 241 1,726 3,948 5,457 9,691 7,424: 568 2,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 77: 47 -188 -26 50 270 71 56: 7 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 2.4 16.8 38.5 53.2 94.5 72.4: 5.5 27.6
Old : 100.0: 39.2 2.4 16.8 38.5 53.2 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: 8 2 8 18 20 28 28:
Old : 33: 8 2 8 18 20 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 : 63.1 37.5 83.3 52.2 60.6 33.3 69.0 42.2
Old : 63.1 37.5 83.3 52.2 60.6 33.3 69.0 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 399,748: 85,798 62,557 138,675 141,260 157,246 365,733 358,478: 34,015 41,270
Old : 391,605: 84,043 62,474 136,066 138,841 153,516 358,950 352,056: 32,655 39,549
Other: 8,143: 3,228 1,556 1,136 2,419 3,730 6,783 6,422: 1,360 1,721
: : :
: : Changes in Commitments from: November 26, 2019 :
: -2,804: -864 2,339 412 972 -2,566 521 185: -3,326 -2,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 15.6 34.7 35.3 39.3 91.5 89.7: 8.5 10.3
Old : 100.0: 21.5 16.0 34.7 35.5 39.2 91.7 89.9: 8.3 10.1
Other: 100.0: 39.6 19.1 14.0 29.7 45.8 83.3 78.9: 16.7 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 160 96 158 96 101 325 302:
Old : 389: 164 98 158 96 101 322 302:
Other: 81: 20 17 18 24 34 54 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 : 14.1 15.7 22.7 24.0 10.7 10.7 17.0 15.1
Old : 14.2 15.8 23.1 24.2 10.8 10.9 17.1 15.4
Other: 32.7 33.3 46.0 44.1 30.1 29.7 41.3 36.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 448,048: 139,952 41,235 126,219 150,574 219,207 416,745 386,661: 31,303 61,387
Old : 448,048: 139,952 41,235 126,219 150,574 219,207 416,745 386,661: 31,303 61,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -777: 81 1,985 -2,720 4,414 2,885 1,775 2,149: -2,552 -2,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 9.2 28.2 33.6 48.9 93.0 86.3: 7.0 13.7
Old : 100.0: 31.2 9.2 28.2 33.6 48.9 93.0 86.3: 7.0 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 454: 143 83 155 150 187 373 368:
Old : 454: 143 83 155 150 187 373 368:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 14.6 20.3 24.6 11.6 14.2 18.7 21.6
Old : 11.8 14.6 20.3 24.6 11.6 14.2 18.7 21.6
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, December 03, 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 : 3,550: 1,579 470 384 598 1,819 2,561 2,674: 989 876
Old : 3,550: 1,579 470 384 598 1,819 2,561 2,674: 989 876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -246: 34 -4 -160 -80 -107 -205 -271: -41 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 13.3 10.8 16.8 51.2 72.2 75.3: 27.8 24.7
Old : 100.0: 44.5 13.3 10.8 16.8 51.2 72.2 75.3: 27.8 24.7
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 : 47: 20 7 9 9 16 33 30:
Old : 47: 20 7 9 9 16 33 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 : 26.6 32.8 40.4 44.5 24.8 32.2 37.4 43.0
Old : 26.6 32.8 40.4 44.5 24.8 32.2 37.4 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 52,712: 17,043 11,812 16,426 11,391 10,762 44,860 39,000: 7,852 13,712
Old : 52,712: 17,043 11,812 16,426 11,391 10,762 44,860 39,000: 7,852 13,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,200: 119 590 1,330 631 72 2,080 1,992: 120 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 22.4 31.2 21.6 20.4 85.1 74.0: 14.9 26.0
Old : 100.0: 32.3 22.4 31.2 21.6 20.4 85.1 74.0: 14.9 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 51 48 68 56 59 151 147:
Old : 194: 51 48 68 56 59 151 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 13.1 29.9 21.4 18.9 10.5 24.3 15.6
Old : 20.8 13.1 29.9 21.4 18.9 10.5 24.3 15.6
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, December 03, 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 : 3,184: 307 523 417 1,481 1,826 2,205 2,766: 979 417
Old : 3,184: 307 523 417 1,481 1,826 2,205 2,766: 979 417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1: 0 10 -1 13 38 12 47: -11 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.4 13.1 46.5 57.4 69.3 86.9: 30.7 13.1
Old : 100.0: 9.6 16.4 13.1 46.5 57.4 69.3 86.9: 30.7 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: 3 6 5 12 8 18 16:
Old : 22: 3 6 5 12 8 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 52.6 54.9 70.5 31.0 52.3 42.7 60.6
Old : 37.4 52.6 54.9 70.5 31.0 52.3 42.7 60.6
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, December 03, 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 : 32,105: 2,309 2,995 6,614 22,054 20,026 30,977 29,635: 1,128 2,470
Old : 32,105: 2,309 2,995 6,614 22,054 20,026 30,977 29,635: 1,128 2,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 666: -92 41 246 479 356 632 643: 34 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 9.3 20.6 68.7 62.4 96.5 92.3: 3.5 7.7
Old : 100.0: 7.2 9.3 20.6 68.7 62.4 96.5 92.3: 3.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 19 11 17 35 32 62 52:
Old : 73: 19 11 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 : 40.0 35.6 59.3 51.7 38.9 31.5 49.2 42.6
Old : 40.0 35.6 59.3 51.7 38.9 31.5 49.2 42.6
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, December 03, 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 : 60,168: 33,196 5,239 11 25,197 53,839 58,404 59,089: 1,764 1,079
Old : 60,168: 33,196 5,239 11 25,197 53,839 58,404 59,089: 1,764 1,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 5,929: 1,272 649 11 4,740 5,286 6,023 5,946: -94 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 8.7 0.0 41.9 89.5 97.1 98.2: 2.9 1.8
Old : 100.0: 55.2 8.7 0.0 41.9 89.5 97.1 98.2: 2.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 23 9 1 8 9 32 18:
Old : 46: 23 9 1 8 9 32 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 : 74.3 74.0 85.8 95.1 69.0 74.0 77.5 87.7
Old : 74.3 74.0 85.8 95.1 69.0 74.0 77.5 87.7
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, December 03, 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 : 199,033: 64,137 42,324 13,107 86,890 117,783 164,134 173,215: 34,899 25,819
Old : 199,033: 64,137 42,324 13,107 86,890 117,783 164,134 173,215: 34,899 25,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 18,146: 3,731 1,962 3,887 12,492 10,641 20,110 16,490: -1,964 1,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 21.3 6.6 43.7 59.2 82.5 87.0: 17.5 13.0
Old : 100.0: 32.2 21.3 6.6 43.7 59.2 82.5 87.0: 17.5 13.0
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 : 117: 34 26 20 39 38 81 77:
Old : 117: 34 26 20 39 38 81 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 41.5 36.7 51.8 22.4 37.0 31.5 46.1
Old : 23.6 41.5 36.7 51.8 22.4 37.0 31.5 46.1
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, December 03, 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 : 80,775: 15,312 37,509 1,248 53,281 17,831 69,840 56,589: 10,934 24,186
Old : 80,775: 15,312 37,509 1,248 53,281 17,831 69,840 56,589: 10,934 24,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 926: 249 989 247 204 -832 699 404: 227 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 46.4 1.5 66.0 22.1 86.5 70.1: 13.5 29.9
Old : 100.0: 19.0 46.4 1.5 66.0 22.1 86.5 70.1: 13.5 29.9
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 : 68: 10 25 5 16 22 30 48:
Old : 68: 10 25 5 16 22 30 48:
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 : 50.8 25.9 65.8 37.6 50.8 25.9 65.8 37.4
Old : 50.8 25.9 65.8 37.6 50.8 25.9 65.8 37.4
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, December 03, 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 : 291,640: 196,534 65,925 3,865 84,678 218,302 285,077 288,092: 6,563 3,548
Old : 291,640: 196,534 65,925 3,865 84,678 218,302 285,077 288,092: 6,563 3,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -1,416: -6,483 -960 -440 4,632 30 -2,291 -1,370: 875 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 22.6 1.3 29.0 74.9 97.7 98.8: 2.3 1.2
Old : 100.0: 67.4 22.6 1.3 29.0 74.9 97.7 98.8: 2.3 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 : 167: 81 31 14 26 35 114 74:
Old : 167: 81 31 14 26 35 114 74:
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 47.8 56.4 70.4 42.0 47.8 56.4 69.4
Old : 42.0 47.8 56.4 70.4 42.0 47.8 56.4 69.4
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, December 03, 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 : 267,786: 47,647 77,388 19,066 167,625 138,225 234,338 234,680: 33,448 33,106
Old : 267,786: 47,647 77,388 19,066 167,625 138,225 234,338 234,680: 33,448 33,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 18,215: 9,708 1,571 2,948 4,582 14,503 17,239 19,022: 976 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 28.9 7.1 62.6 51.6 87.5 87.6: 12.5 12.4
Old : 100.0: 17.8 28.9 7.1 62.6 51.6 87.5 87.6: 12.5 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 : 133: 28 36 17 43 52 79 97:
Old : 133: 28 36 17 43 52 79 97:
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 21.1 52.2 34.4 37.9 19.6 49.8 31.2
Old : 39.7 21.1 52.2 34.4 37.9 19.6 49.8 31.2
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, December 03, 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 : 239,023: 46,531 96,781 18,420 139,040 87,296 203,991 202,497: 35,032 36,527
Old : 239,023: 46,531 96,781 18,420 139,040 87,296 203,991 202,497: 35,032 36,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 20,210: -503 6,682 3,100 12,495 10,606 15,093 20,388: 5,117 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 40.5 7.7 58.2 36.5 85.3 84.7: 14.7 15.3
Old : 100.0: 19.5 40.5 7.7 58.2 36.5 85.3 84.7: 14.7 15.3
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 : 132: 28 41 22 43 47 84 97:
Old : 132: 28 41 22 43 47 84 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 29.3 47.1 40.4 31.4 29.3 43.1 39.0
Old : 34.3 29.3 47.1 40.4 31.4 29.3 43.1 39.0
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, December 03, 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 : 648,810: 167,814 234,760 42,141 345,186 311,856 555,142 588,757: 93,668 60,052
Old : 648,810: 167,814 234,760 42,141 345,186 311,856 555,142 588,757: 93,668 60,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 18,869: -4,862 1,299 8,717 14,463 11,434 18,318 21,450: 551 -2,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 36.2 6.5 53.2 48.1 85.6 90.7: 14.4 9.3
Old : 100.0: 25.9 36.2 6.5 53.2 48.1 85.6 90.7: 14.4 9.3
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 : 296: 83 70 55 108 93 208 201:
Old : 296: 83 70 55 108 93 208 201:
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 : 15.0 30.8 25.5 44.8 14.6 28.8 24.6 42.8
Old : 15.0 30.8 25.5 44.8 14.6 28.8 24.6 42.8
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, December 03, 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 : 27,575: 5,650 4,018 531 10,300 15,948 16,481 20,497: 11,094 7,078
Old : 27,575: 5,650 4,018 531 10,300 15,948 16,481 20,497: 11,094 7,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 770: 729 292 178 85 20 992 490: -222 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 14.6 1.9 37.4 57.8 59.8 74.3: 40.2 25.7
Old : 100.0: 20.5 14.6 1.9 37.4 57.8 59.8 74.3: 40.2 25.7
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 : 27: 7 4 4 13 10 22 16:
Old : 27: 7 4 4 13 10 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 48.6 35.8 65.5 20.8 45.4 34.0 60.5
Old : 21.3 48.6 35.8 65.5 20.8 45.4 34.0 60.5
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 23,734: 1,309 6,023 84 14,972 13,537 16,365 19,644: 7,369 4,090
Old : 23,734: 1,309 6,023 84 14,972 13,537 16,365 19,644: 7,369 4,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,172: -31 2,290 63 1,173 -322 1,205 2,031: -33 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 25.4 0.4 63.1 57.0 69.0 82.8: 31.0 17.2
Old : 100.0: 5.5 25.4 0.4 63.1 57.0 69.0 82.8: 31.0 17.2
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 : 24: 2 5 3 14 12 19 17:
Old : 24: 2 5 3 14 12 19 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 : 39.9 44.9 56.4 62.6 37.3 39.1 51.0 55.7
Old : 39.9 44.9 56.4 62.6 37.3 39.1 51.0 55.7
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, December 03, 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 : 61,720: 6,180 57,454 346 52,121 2,170 58,647 59,970: 3,073 1,750
Old : 61,720: 6,180 57,454 346 52,121 2,170 58,647 59,970: 3,073 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -7,559: -1,212 5,432 -62 -6,340 -12,395 -7,614 -7,025: 55 -534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 93.1 0.6 84.4 3.5 95.0 97.2: 5.0 2.8
Old : 100.0: 10.0 93.1 0.6 84.4 3.5 95.0 97.2: 5.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 15 24 3 9 10 24 37:
Old : 55: 15 24 3 9 10 24 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.0 78.9 87.8 85.7 81.0 78.9 87.4 85.7
Old : 81.0 78.9 87.8 85.7 81.0 78.9 87.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 72,347: 16,725 43,644 1,399 50,728 21,721 68,852 66,764: 3,495 5,583
Old : 72,347: 16,725 43,644 1,399 50,728 21,721 68,852 66,764: 3,495 5,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,082: 6,041 -2,852 654 -6,058 3,295 637 1,098: 445 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 60.3 1.9 70.1 30.0 95.2 92.3: 4.8 7.7
Old : 100.0: 23.1 60.3 1.9 70.1 30.0 95.2 92.3: 4.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 31 43 15 19 15 58 65:
Old : 102: 31 43 15 19 15 58 65:
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 : 62.3 31.5 71.3 50.0 62.3 30.8 71.2 48.4
Old : 62.3 31.5 71.3 50.0 62.3 30.8 71.2 48.4
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, December 03, 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 : 14,456: 12,633 6,365 99 979 6,036 13,711 12,500: 745 1,956
Old : 14,456: 12,633 6,365 99 979 6,036 13,711 12,500: 745 1,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -880: -739 -179 92 -225 -939 -872 -1,026: -8 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 44.0 0.7 6.8 41.8 94.8 86.5: 5.2 13.5
Old : 100.0: 87.4 44.0 0.7 6.8 41.8 94.8 86.5: 5.2 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 9 3 2 7 9 17:
Old : 22: 5 9 3 2 7 9 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 : 90.1 56.1 94.7 75.6 89.8 56.0 94.0 75.3
Old : 90.1 56.1 94.7 75.6 89.8 56.0 94.0 75.3
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, December 03, 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 :24,174,213: 1,718,389 427,979 12,540,444 9,134,798 10,280,911 23,393,631 23,249,334: 780,581 924,879
Old :24,174,213: 1,718,389 427,979 12,540,444 9,134,798 10,280,911 23,393,631 23,249,334: 780,581 924,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -104,728: -29,587 16,651 -104,292 35,925 12,211 -97,953 -75,430: -6,775 -29,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 1.8 51.9 37.8 42.5 96.8 96.2: 3.2 3.8
Old : 100.0: 7.1 1.8 51.9 37.8 42.5 96.8 96.2: 3.2 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 : 274: 84 59 115 121 120 259 243:
Old : 274: 84 59 115 121 120 259 243:
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 : 22.2 24.2 35.1 37.7 7.2 12.6 9.6 14.4
Old : 22.2 24.2 35.1 37.7 7.2 12.6 9.6 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 2,983: 1,425 2,151 72 0 0 1,497 2,223: 1,486 760
Old : 2,983: 1,425 2,151 72 0 0 1,497 2,223: 1,486 760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -571: -158 -442 -230 0 0 -388 -672: -183 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 72.1 2.4 0.0 0.0 50.2 74.5: 49.8 25.5
Old : 100.0: 47.8 72.1 2.4 0.0 0.0 50.2 74.5: 49.8 25.5
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: 23 16 5 0 0 25 19:
Old : 39: 23 16 5 0 0 25 19:
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 : 24.1 47.4 31.9 62.5 24.1 46.3 31.8 61.4
Old : 24.1 47.4 31.9 62.5 24.1 46.3 31.8 61.4
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, December 03, 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 : 180,085: 31,495 15,035 43,036 104,353 121,982 178,884 180,053: 1,201 32
Old : 180,085: 31,495 15,035 43,036 104,353 121,982 178,884 180,053: 1,201 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -2,561: 69 -2,742 -549 -2,033 788 -2,513 -2,503: -48 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 8.3 23.9 57.9 67.7 99.3 100.0: 0.7 0.0
Old : 100.0: 17.5 8.3 23.9 57.9 67.7 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 : 57: 17 16 24 10 20 39 48:
Old : 57: 17 16 24 10 20 39 48:
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 : 70.9 47.5 86.5 63.9 54.2 38.0 59.0 49.7
Old : 70.9 47.5 86.5 63.9 54.2 38.0 59.0 49.7
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, December 03, 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 : 327,427: 60,257 118,975 47,435 219,503 157,848 327,195 324,258: 232 3,169
Old : 327,427: 60,257 118,975 47,435 219,503 157,848 327,195 324,258: 232 3,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -54,070: -6,342 -23,409 -9,006 -38,686 -21,435 -54,034 -53,850: -36 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 36.3 14.5 67.0 48.2 99.9 99.0: 0.1 1.0
Old : 100.0: 18.4 36.3 14.5 67.0 48.2 99.9 99.0: 0.1 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 : 99: 21 38 32 21 35 58 91:
Old : 99: 21 38 32 21 35 58 91:
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 : 64.8 38.5 79.9 58.1 56.2 38.0 67.1 53.7
Old : 64.8 38.5 79.9 58.1 56.2 38.0 67.1 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 818,970: 76,961 81,912 157,461 495,558 495,822 729,979 735,195: 88,991 83,775
Old : 818,970: 76,961 81,912 157,461 495,558 495,822 729,979 735,195: 88,991 83,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -1,052: -6,821 -1,835 -39 7,789 5,451 929 3,578: -1,980 -4,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 10.0 19.2 60.5 60.5 89.1 89.8: 10.9 10.2
Old : 100.0: 9.4 10.0 19.2 60.5 60.5 89.1 89.8: 10.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 638: 151 119 146 284 291 499 493:
Old : 638: 151 119 146 284 291 499 493:
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 : 14.6 20.4 23.2 32.8 7.5 12.7 12.6 19.4
Old : 14.6 20.4 23.2 32.8 7.5 12.7 12.6 19.4
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, December 03, 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 : 63,251: 4,697 3,212 18,124 19,806 20,834 42,626 42,170: 20,625 21,081
Old : 63,251: 4,697 3,212 18,124 19,806 20,834 42,626 42,170: 20,625 21,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -10,310: -732 172 -5,005 -1,439 -3,426 -7,175 -8,259: -3,135 -2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.1 28.7 31.3 32.9 67.4 66.7: 32.6 33.3
Old : 100.0: 7.4 5.1 28.7 31.3 32.9 67.4 66.7: 32.6 33.3
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 : 46: 13 12 20 18 16 42 37:
Old : 46: 13 12 20 18 16 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 22.1 41.4 37.5 17.6 14.3 22.9 20.7
Old : 25.6 22.1 41.4 37.5 17.6 14.3 22.9 20.7
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, December 03, 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 : 10,861: 538 203 500 7,347 8,972 8,385 9,675: 2,476 1,186
Old : 10,861: 538 203 500 7,347 8,972 8,385 9,675: 2,476 1,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -699: 136 0 0 11 -830 147 -830: -846 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.9 4.6 67.6 82.6 77.2 89.1: 22.8 10.9
Old : 100.0: 5.0 1.9 4.6 67.6 82.6 77.2 89.1: 22.8 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 : 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 : 58.9 58.3 74.8 77.1 57.8 58.3 69.5 75.9
Old : 58.9 58.3 74.8 77.1 57.8 58.3 69.5 75.9
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, December 03, 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 : 3,778,596: 385,638 417,822 672,363 2,378,761 2,374,938 3,436,763 3,465,124: 341,833 313,472
Old : 3,778,596: 385,638 417,822 672,363 2,378,761 2,374,938 3,436,763 3,465,124: 341,833 313,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 46,293: -30,730 -10,317 25,114 46,136 44,388 40,521 59,185: 5,772 -12,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.1 17.8 63.0 62.9 91.0 91.7: 9.0 8.3
Old : 100.0: 10.2 11.1 17.8 63.0 62.9 91.0 91.7: 9.0 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 146 114 139 280 288 485 483:
Old : 625: 146 114 139 280 288 485 483:
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 : 14.8 21.2 23.7 34.0 8.0 14.2 13.5 21.3
Old : 14.8 21.2 23.7 34.0 8.0 14.2 13.5 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, December 03, 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 : 27,316: 482 1,469 0 23,856 22,802 24,338 24,271: 2,978 3,045
Old : 27,316: 482 1,469 0 23,856 22,802 24,338 24,271: 2,978 3,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,612: -7 202 0 1,618 1,448 1,611 1,650: 1 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.4 0.0 87.3 83.5 89.1 88.9: 10.9 11.1
Old : 100.0: 1.8 5.4 0.0 87.3 83.5 89.1 88.9: 10.9 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 0 9 15 10 17:
Old : 23: 1 2 0 9 15 10 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 : 77.3 60.0 86.2 77.7 64.4 48.3 71.7 65.6
Old : 77.3 60.0 86.2 77.7 64.4 48.3 71.7 65.6
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, December 03, 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 : 22,534: 2,163 0 0 17,418 13,132 19,581 13,132: 2,953 9,402
Old : 22,534: 2,163 0 0 17,418 13,132 19,581 13,132: 2,953 9,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 263: 18 0 -3 -71 409 -56 406: 319 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 77.3 58.3 86.9 58.3: 13.1 41.7
Old : 100.0: 9.6 0.0 0.0 77.3 58.3 86.9 58.3: 13.1 41.7
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 : 21: 4 0 0 9 9 13 9:
Old : 21: 4 0 0 9 9 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 : 66.6 46.3 80.7 57.2 66.6 42.5 78.6 53.5
Old : 66.6 46.3 80.7 57.2 66.6 42.5 78.6 53.5
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, December 03, 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 : 11,837: 2,456 1,316 0 8,013 9,478 10,469 10,794: 1,368 1,043
Old : 11,837: 2,456 1,316 0 8,013 9,478 10,469 10,794: 1,368 1,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 193: 90 0 0 110 35 200 35: -7 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 11.1 0.0 67.7 80.1 88.4 91.2: 11.6 8.8
Old : 100.0: 20.7 11.1 0.0 67.7 80.1 88.4 91.2: 11.6 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 : 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 : 61.3 59.1 79.7 82.9 61.3 59.1 79.7 82.9
Old : 61.3 59.1 79.7 82.9 61.3 59.1 79.7 82.9
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, December 03, 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 : 14,458: 1,301 288 500 10,197 11,461 11,998 12,249: 2,460 2,209
Old : 14,458: 1,301 288 500 10,197 11,461 11,998 12,249: 2,460 2,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 2.0 3.5 70.5 79.3 83.0 84.7: 17.0 15.3
Old : 100.0: 9.0 2.0 3.5 70.5 79.3 83.0 84.7: 17.0 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 1 11 10 14 12:
Old : 21: 3 1 1 11 10 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 59.7 69.4 77.2 48.1 51.8 60.1 62.8
Old : 52.6 59.7 69.4 77.2 48.1 51.8 60.1 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 74,094: 16,243 2,740 540 45,884 67,933 62,667 71,213: 11,427 2,881
Old : 74,094: 16,243 2,740 540 45,884 67,933 62,667 71,213: 11,427 2,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -1,625: -441 -1,272 -203 -1,664 717 -2,308 -758: 683 -867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 3.7 0.7 61.9 91.7 84.6 96.1: 15.4 3.9
Old : 100.0: 21.9 3.7 0.7 61.9 91.7 84.6 96.1: 15.4 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 : 89: 16 6 6 41 40 58 51:
Old : 89: 16 6 6 41 40 58 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 : 31.1 41.0 44.0 60.8 30.9 40.6 43.4 60.4
Old : 31.1 41.0 44.0 60.8 30.9 40.6 43.4 60.4
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, December 03, 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 : 45,770: 14,092 9,373 3,956 20,579 23,265 38,626 36,595: 7,144 9,175
Old : 45,770: 14,092 9,373 3,956 20,579 23,265 38,626 36,595: 7,144 9,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -2,584: -3,845 -1,574 458 919 -842 -2,468 -1,958: -116 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 20.5 8.6 45.0 50.8 84.4 80.0: 15.6 20.0
Old : 100.0: 30.8 20.5 8.6 45.0 50.8 84.4 80.0: 15.6 20.0
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 : 262: 59 54 29 96 94 169 163:
Old : 262: 59 54 29 96 94 169 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 18.5 26.8 28.9 16.6 15.8 26.8 25.0
Old : 16.6 18.5 26.8 28.9 16.6 15.8 26.8 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 228,851: 70,458 46,867 19,781 102,893 116,327 193,132 182,975: 35,718 45,876
Old : 228,851: 70,458 46,867 19,781 102,893 116,327 193,132 182,975: 35,718 45,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -12,920: -19,226 -7,869 2,290 4,595 -4,212 -12,341 -9,792: -579 -3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 20.5 8.6 45.0 50.8 84.4 80.0: 15.6 20.0
Old : 100.0: 30.8 20.5 8.6 45.0 50.8 84.4 80.0: 15.6 20.0
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 : 262: 59 54 29 96 94 169 163:
Old : 262: 59 54 29 96 94 169 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 18.5 26.8 28.9 16.6 15.8 26.8 25.0
Old : 16.6 18.5 26.8 28.9 16.6 15.8 26.8 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 204,750: 53,195 94,126 15,369 104,914 61,693 173,478 171,188: 31,272 33,562
Old : 204,750: 53,195 94,126 15,369 104,914 61,693 173,478 171,188: 31,272 33,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 3,264: 2,257 -4,359 2,223 -2,781 4,586 1,699 2,449: 1,566 815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 46.0 7.5 51.2 30.1 84.7 83.6: 15.3 16.4
Old : 100.0: 26.0 46.0 7.5 51.2 30.1 84.7 83.6: 15.3 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 : 106: 26 38 15 26 36 57 84:
Old : 106: 26 38 15 26 36 57 84:
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 22.4 54.3 35.3 39.7 22.3 52.0 35.1
Old : 41.0 22.4 54.3 35.3 39.7 22.3 52.0 35.1
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, December 03, 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 : 486,027: 104,693 74,219 18,302 338,862 370,860 461,857 463,381: 24,170 22,646
Old : 486,027: 104,693 74,219 18,302 338,862 370,860 461,857 463,381: 24,170 22,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -5,641: -7,508 -31,248 -252 1,492 21,161 -6,267 -10,339: 626 4,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 15.3 3.8 69.7 76.3 95.0 95.3: 5.0 4.7
Old : 100.0: 21.5 15.3 3.8 69.7 76.3 95.0 95.3: 5.0 4.7
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 : 313: 70 48 28 138 115 223 176:
Old : 313: 70 48 28 138 115 223 176:
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 : 17.8 20.1 29.3 35.8 16.5 19.7 27.9 33.7
Old : 17.8 20.1 29.3 35.8 16.5 19.7 27.9 33.7
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, December 03, 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 : 39,622: 17,537 26,496 245 14,075 7,330 31,857 34,071: 7,765 5,551
Old : 39,622: 17,537 26,496 245 14,075 7,330 31,857 34,071: 7,765 5,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 4,994: 1,918 3,785 -203 1,112 -218 2,827 3,364: 2,167 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 66.9 0.6 35.5 18.5 80.4 86.0: 19.6 14.0
Old : 100.0: 44.3 66.9 0.6 35.5 18.5 80.4 86.0: 19.6 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 16 7 2 15 5 32 13:
Old : 41: 16 7 2 15 5 32 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 : 40.5 73.6 55.7 83.2 40.5 73.6 55.7 83.1
Old : 40.5 73.6 55.7 83.2 40.5 73.6 55.7 83.1
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, December 03, 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 : 76,205: 41,063 21,831 1,494 25,630 40,216 68,187 63,541: 8,018 12,664
Old : 76,205: 41,063 21,831 1,494 25,630 40,216 68,187 63,541: 8,018 12,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 5,128: 3,767 832 796 289 2,084 4,852 3,712: 276 1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 28.6 2.0 33.6 52.8 89.5 83.4: 10.5 16.6
Old : 100.0: 53.9 28.6 2.0 33.6 52.8 89.5 83.4: 10.5 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 21 19 6 27 29 51 52:
Old : 87: 21 19 6 27 29 51 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 : 41.7 40.5 55.2 53.3 41.5 40.5 55.0 53.2
Old : 41.7 40.5 55.2 53.3 41.5 40.5 55.0 53.2
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, December 03, 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 : 129,750: 20,343 6,478 1,041 108,336 122,170 129,720 129,689: 30 61
Old : 129,750: 20,343 6,478 1,041 108,336 122,170 129,720 129,689: 30 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,906: 409 0 17 3,747 4,156 4,173 4,173: -1,267 -1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.0 0.8 83.5 94.2 100.0 100.0: 0.0 0.0
Old : 100.0: 15.7 5.0 0.8 83.5 94.2 100.0 100.0: 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 : 46: 12 2 4 25 23 38 28:
Old : 46: 12 2 4 25 23 38 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 : 61.7 58.7 79.6 80.6 46.5 52.0 57.5 64.3
Old : 61.7 58.7 79.6 80.6 46.5 52.0 57.5 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 06, 2019