BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 11,731: 4 2,561 1,520 9,433 7,043 10,956 11,123: 775 608
Old : 11,731: 4 2,561 1,520 9,433 7,043 10,956 11,123: 775 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -957: 4 29 -75 -789 -729 -861 -774: -97 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.8 13.0 80.4 60.0 93.4 94.8: 6.6 5.2
Old : 100.0: 0.0 21.8 13.0 80.4 60.0 93.4 94.8: 6.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 10 7 30 27 37 38:
Old : 46: 1 10 7 30 27 37 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 : 43.0 37.7 62.9 57.2 40.4 35.5 56.0 49.4
Old : 43.0 37.7 62.9 57.2 40.4 35.5 56.0 49.4
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 10, 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 : 40,162: 6,193 1,357 11,850 16,540 17,231 34,583 30,438: 5,579 9,724
Old : 40,162: 6,193 1,357 11,850 16,540 17,231 34,583 30,438: 5,579 9,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -10,345: -1,120 202 -4,755 -3,946 -5,059 -9,822 -9,612: -523 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 3.4 29.5 41.2 42.9 86.1 75.8: 13.9 24.2
Old : 100.0: 15.4 3.4 29.5 41.2 42.9 86.1 75.8: 13.9 24.2
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 : 90: 30 14 28 37 41 79 71:
Old : 90: 30 14 28 37 41 79 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 26.3 40.2 41.5 16.9 13.0 23.2 20.2
Old : 26.3 26.3 40.2 41.5 16.9 13.0 23.2 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 11,081: 489 1,690 1,667 7,536 7,096 9,691 10,452: 1,389 629
Old : 11,081: 489 1,690 1,667 7,536 7,096 9,691 10,452: 1,389 629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,481: -143 202 -367 -891 -1,368 -1,401 -1,533: -80 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 15.2 15.0 68.0 64.0 87.5 94.3: 12.5 5.7
Old : 100.0: 4.4 15.2 15.0 68.0 64.0 87.5 94.3: 12.5 5.7
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 : 49: 7 7 8 31 23 43 33:
Old : 49: 7 7 8 31 23 43 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 : 26.7 51.1 44.0 72.5 18.7 44.0 30.5 56.2
Old : 26.7 51.1 44.0 72.5 18.7 44.0 30.5 56.2
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 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,688: 4,577 225 1,391 3,200 5,256 9,167 6,871: 521 2,817
Old : 9,688: 4,577 225 1,391 3,200 5,256 9,167 6,871: 521 2,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -570: 560 -17 -336 -748 -201 -524 -553: -47 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 2.3 14.4 33.0 54.3 94.6 70.9: 5.4 29.1
Old : 100.0: 47.2 2.3 14.4 33.0 54.3 94.6 70.9: 5.4 29.1
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 : 31: 8 2 8 15 18 25 26:
Old : 31: 8 2 8 15 18 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 40.1 86.6 52.6 66.3 34.5 73.0 43.5
Old : 67.3 40.1 86.6 52.6 66.3 34.5 73.0 43.5
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 10, 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 : 394,788: 84,231 66,071 136,682 139,573 153,206 360,486 355,959: 34,302 38,829
Old : 386,424: 82,217 66,024 134,220 137,146 149,178 353,583 349,422: 32,841 37,002
Other: 8,364: 3,364 1,398 1,112 2,427 4,028 6,903 6,538: 1,461 1,827
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,960: -1,567 3,514 -1,993 -1,687 -4,039 -5,247 -2,518: 287 -2,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 16.7 34.6 35.4 38.8 91.3 90.2: 8.7 9.8
Old : 100.0: 21.3 17.1 34.7 35.5 38.6 91.5 90.4: 8.5 9.6
Other: 100.0: 40.2 16.7 13.3 29.0 48.2 82.5 78.2: 17.5 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 150 103 150 96 99 317 293:
Old : 383: 151 107 150 96 99 315 293:
Other: 85: 25 13 16 24 38 54 62:
:----------------------------------------------------------------------------------------------------
: 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 15.8 22.5 23.7 11.0 10.9 17.2 15.4
Old : 14.2 15.9 22.8 24.0 11.2 11.1 17.4 15.6
Other: 32.9 34.8 45.6 45.0 29.5 28.9 40.4 36.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 420,596: 143,557 42,399 102,112 140,969 213,427 386,638 357,938: 33,958 62,657
Old : 420,596: 143,557 42,399 102,112 140,969 213,427 386,638 357,938: 33,958 62,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -27,452: 3,605 1,164 -24,107 -9,604 -5,780 -30,107 -28,723: 2,654 1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 10.1 24.3 33.5 50.7 91.9 85.1: 8.1 14.9
Old : 100.0: 34.1 10.1 24.3 33.5 50.7 91.9 85.1: 8.1 14.9
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 : 439: 140 84 143 141 177 359 343:
Old : 439: 140 84 143 141 177 359 343:
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 : 12.4 15.2 20.8 25.3 12.4 14.9 20.0 22.9
Old : 12.4 15.2 20.8 25.3 12.4 14.9 20.0 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 3,627: 1,446 513 486 745 1,970 2,676 2,969: 951 658
Old : 3,627: 1,446 513 486 745 1,970 2,676 2,969: 951 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 78: -134 43 101 147 151 115 295: -37 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 14.2 13.4 20.5 54.3 73.8 81.9: 26.2 18.1
Old : 100.0: 39.9 14.2 13.4 20.5 54.3 73.8 81.9: 26.2 18.1
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 : 52: 18 9 10 13 20 36 36:
Old : 52: 18 9 10 13 20 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 33.8 40.0 46.0 23.2 33.3 35.3 43.5
Old : 26.0 33.8 40.0 46.0 23.2 33.3 35.3 43.5
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 10, 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 : 53,884: 16,575 11,176 17,756 10,654 10,488 44,985 39,419: 8,899 14,465
Old : 53,884: 16,575 11,176 17,756 10,654 10,488 44,985 39,419: 8,899 14,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,172: -468 -636 1,330 -737 -274 125 419: 1,047 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 20.7 33.0 19.8 19.5 83.5 73.2: 16.5 26.8
Old : 100.0: 30.8 20.7 33.0 19.8 19.5 83.5 73.2: 16.5 26.8
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 : 194: 47 46 70 60 61 152 151:
Old : 194: 47 46 70 60 61 152 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 13.1 30.4 21.1 18.4 9.9 24.1 15.2
Old : 19.8 13.1 30.4 21.1 18.4 9.9 24.1 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 2,728: 227 437 354 1,177 1,506 1,758 2,296: 970 432
Old : 2,728: 227 437 354 1,177 1,506 1,758 2,296: 970 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -456: -80 -86 -64 -304 -320 -447 -470: -8 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 16.0 13.0 43.2 55.2 64.4 84.2: 35.6 15.8
Old : 100.0: 8.3 16.0 13.0 43.2 55.2 64.4 84.2: 35.6 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 : 20: 2 6 6 11 8 17 16:
Old : 20: 2 6 6 11 8 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 51.7 55.2 69.4 32.2 50.5 41.1 61.2
Old : 36.4 51.7 55.2 69.4 32.2 50.5 41.1 61.2
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 10, 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 : 26,352: 2,514 2,874 4,985 17,946 16,291 25,445 24,150: 907 2,202
Old : 26,352: 2,514 2,874 4,985 17,946 16,291 25,445 24,150: 907 2,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -5,752: 206 -121 -1,629 -4,108 -3,735 -5,531 -5,485: -221 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.9 18.9 68.1 61.8 96.6 91.6: 3.4 8.4
Old : 100.0: 9.5 10.9 18.9 68.1 61.8 96.6 91.6: 3.4 8.4
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 : 68: 15 11 16 32 29 57 47:
Old : 68: 15 11 16 32 29 57 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 36.8 62.6 51.8 40.9 33.1 54.4 43.3
Old : 42.5 36.8 62.6 51.8 40.9 33.1 54.4 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 66,686: 33,175 5,985 737 30,543 58,814 64,455 65,536: 2,231 1,150
Old : 66,686: 33,175 5,985 737 30,543 58,814 64,455 65,536: 2,231 1,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 6,518: -21 746 726 5,346 4,975 6,051 6,447: 467 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 9.0 1.1 45.8 88.2 96.7 98.3: 3.3 1.7
Old : 100.0: 49.7 9.0 1.1 45.8 88.2 96.7 98.3: 3.3 1.7
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 : 45: 23 8 1 10 9 34 17:
Old : 45: 23 8 1 10 9 34 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 : 66.5 71.8 81.5 93.5 61.7 66.9 70.1 81.3
Old : 66.5 71.8 81.5 93.5 61.7 66.9 70.1 81.3
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 10, 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 : 182,170: 55,726 34,451 12,596 76,275 108,295 144,597 155,342: 37,573 26,828
Old : 182,170: 55,726 34,451 12,596 76,275 108,295 144,597 155,342: 37,573 26,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -16,863: -8,412 -7,874 -511 -10,615 -9,488 -19,537 -17,872: 2,674 1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 18.9 6.9 41.9 59.4 79.4 85.3: 20.6 14.7
Old : 100.0: 30.6 18.9 6.9 41.9 59.4 79.4 85.3: 20.6 14.7
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: 33 18 15 38 34 75 63:
Old : 102: 33 18 15 38 34 75 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 41.2 32.7 51.8 21.8 38.7 29.9 48.1
Old : 22.3 41.2 32.7 51.8 21.8 38.7 29.9 48.1
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 10, 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 : 76,898: 10,230 31,077 5,428 49,965 19,114 65,624 55,619: 11,275 21,279
Old : 76,898: 10,230 31,077 5,428 49,965 19,114 65,624 55,619: 11,275 21,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,876: -5,081 -6,433 4,180 -3,316 1,283 -4,216 -970: 340 -2,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 40.4 7.1 65.0 24.9 85.3 72.3: 14.7 27.7
Old : 100.0: 13.3 40.4 7.1 65.0 24.9 85.3 72.3: 14.7 27.7
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 : 62: 10 19 8 16 22 29 47:
Old : 62: 10 19 8 16 22 29 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 28.4 65.5 38.4 49.9 28.4 64.5 37.8
Old : 49.9 28.4 65.5 38.4 49.9 28.4 64.5 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 305,132: 196,628 66,032 8,293 92,949 227,563 297,870 301,888: 7,262 3,244
Old : 305,132: 196,628 66,032 8,293 92,949 227,563 297,870 301,888: 7,262 3,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 13,492: 94 107 4,428 8,271 9,261 12,792 13,796: 699 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 21.6 2.7 30.5 74.6 97.6 98.9: 2.4 1.1
Old : 100.0: 64.4 21.6 2.7 30.5 74.6 97.6 98.9: 2.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 84 33 14 29 37 118 79:
Old : 175: 84 33 14 29 37 118 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 : 40.4 50.9 56.0 72.0 39.1 45.4 52.9 66.5
Old : 40.4 50.9 56.0 72.0 39.1 45.4 52.9 66.5
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 10, 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 : 280,774: 52,595 74,385 25,395 165,504 150,066 243,494 249,846: 37,280 30,928
Old : 280,774: 52,595 74,385 25,395 165,504 150,066 243,494 249,846: 37,280 30,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 12,988: 4,948 -3,003 6,329 -2,121 11,841 9,156 15,167: 3,832 -2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 26.5 9.0 58.9 53.4 86.7 89.0: 13.3 11.0
Old : 100.0: 18.7 26.5 9.0 58.9 53.4 86.7 89.0: 13.3 11.0
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 : 133: 32 31 21 45 54 88 95:
Old : 133: 32 31 21 45 54 88 95:
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 : 36.6 27.4 48.6 39.3 35.3 25.2 46.7 35.4
Old : 36.6 27.4 48.6 39.3 35.3 25.2 46.7 35.4
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 10, 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 : 218,233: 40,633 85,452 16,663 131,311 78,786 188,607 180,901: 29,626 37,332
Old : 218,233: 40,633 85,452 16,663 131,311 78,786 188,607 180,901: 29,626 37,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -20,790: -5,898 -11,329 -1,756 -7,729 -8,510 -15,384 -21,595: -5,407 805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 39.2 7.6 60.2 36.1 86.4 82.9: 13.6 17.1
Old : 100.0: 18.6 39.2 7.6 60.2 36.1 86.4 82.9: 13.6 17.1
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 : 120: 19 45 20 41 40 74 91:
Old : 120: 19 45 20 41 40 74 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 : 35.1 28.8 49.6 38.9 34.1 28.7 46.8 37.5
Old : 35.1 28.8 49.6 38.9 34.1 28.7 46.8 37.5
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 10, 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 : 690,434: 166,063 235,098 42,083 381,764 342,169 589,910 619,350: 100,524 71,084
Old : 690,434: 166,063 235,098 42,083 381,764 342,169 589,910 619,350: 100,524 71,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 41,624: -1,752 338 -58 36,578 30,313 34,768 30,593: 6,856 11,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 34.1 6.1 55.3 49.6 85.4 89.7: 14.6 10.3
Old : 100.0: 24.1 34.1 6.1 55.3 49.6 85.4 89.7: 14.6 10.3
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 : 288: 82 66 56 107 91 205 198:
Old : 288: 82 66 56 107 91 205 198:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 31.3 29.1 45.9 13.5 26.6 22.6 39.4
Old : 19.0 31.3 29.1 45.9 13.5 26.6 22.6 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 30,344: 5,687 4,415 1,193 10,737 16,045 17,617 21,653: 12,727 8,691
Old : 30,344: 5,687 4,415 1,193 10,737 16,045 17,617 21,653: 12,727 8,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,769: 37 397 662 437 97 1,136 1,156: 1,633 1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 14.5 3.9 35.4 52.9 58.1 71.4: 41.9 28.6
Old : 100.0: 18.7 14.5 3.9 35.4 52.9 58.1 71.4: 41.9 28.6
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 : 28: 7 5 5 14 10 23 18:
Old : 28: 7 5 5 14 10 23 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 : 22.1 42.6 36.0 57.2 20.3 38.8 31.8 52.3
Old : 22.1 42.6 36.0 57.2 20.3 38.8 31.8 52.3
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 10, 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 : 27,942: 886 6,379 1,191 17,483 16,278 19,560 23,848: 8,382 4,094
Old : 27,942: 886 6,379 1,191 17,483 16,278 19,560 23,848: 8,382 4,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 4,208: -423 356 1,107 2,511 2,741 3,195 4,204: 1,013 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 22.8 4.3 62.6 58.3 70.0 85.3: 30.0 14.7
Old : 100.0: 3.2 22.8 4.3 62.6 58.3 70.0 85.3: 30.0 14.7
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 : 24: 1 6 4 15 13 20 19:
Old : 24: 1 6 4 15 13 20 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 : 40.7 42.5 55.6 62.7 31.0 32.8 42.8 46.4
Old : 40.7 42.5 55.6 62.7 31.0 32.8 42.8 46.4
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 10, 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 : 58,221: 7,004 53,999 400 47,877 2,059 55,281 56,458: 2,940 1,763
Old : 58,221: 7,004 53,999 400 47,877 2,059 55,281 56,458: 2,940 1,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,499: 824 -3,455 54 -4,244 -111 -3,366 -3,512: -133 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 92.7 0.7 82.2 3.5 95.0 97.0: 5.0 3.0
Old : 100.0: 12.0 92.7 0.7 82.2 3.5 95.0 97.0: 5.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 18 25 3 8 10 27 38:
Old : 58: 18 25 3 8 10 27 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 : 79.4 79.0 87.0 84.9 79.3 79.0 86.4 84.9
Old : 79.4 79.0 87.0 84.9 79.3 79.0 86.4 84.9
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 10, 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 : 75,718: 14,513 39,797 3,570 54,068 26,640 72,151 70,007: 3,568 5,711
Old : 75,718: 14,513 39,797 3,570 54,068 26,640 72,151 70,007: 3,568 5,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 3,372: -2,213 -3,846 2,171 3,340 4,919 3,299 3,244: 73 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 52.6 4.7 71.4 35.2 95.3 92.5: 4.7 7.5
Old : 100.0: 19.2 52.6 4.7 71.4 35.2 95.3 92.5: 4.7 7.5
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 : 96: 26 42 11 17 18 50 65:
Old : 96: 26 42 11 17 18 50 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 : 62.8 31.2 72.0 48.7 56.8 28.8 64.0 43.9
Old : 62.8 31.2 72.0 48.7 56.8 28.8 64.0 43.9
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 10, 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 : 22,569: 11,039 5,072 370 10,279 15,087 21,688 20,529: 881 2,040
Old : 22,569: 11,039 5,072 370 10,279 15,087 21,688 20,529: 881 2,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 8,113: -1,594 -1,293 271 9,300 9,051 7,977 8,029: 136 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 22.5 1.6 45.5 66.8 96.1 91.0: 3.9 9.0
Old : 100.0: 48.9 22.5 1.6 45.5 66.8 96.1 91.0: 3.9 9.0
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 : 21: 4 9 1 2 8 7 17:
Old : 21: 4 9 1 2 8 7 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 : 91.4 64.1 96.1 82.4 51.7 33.1 53.2 42.7
Old : 91.4 64.1 96.1 82.4 51.7 33.1 53.2 42.7
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 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :23,803,953: 1,710,147 440,201 12,192,277 9,206,108 10,253,236 23,108,532 22,885,713: 695,421 918,239
Old :23,803,953: 1,710,147 440,201 12,192,277 9,206,108 10,253,236 23,108,532 22,885,713: 695,421 918,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -370,260: -8,242 12,222 -348,167 71,310 -27,675 -285,100 -363,620: -85,160 -6,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.8 51.2 38.7 43.1 97.1 96.1: 2.9 3.9
Old : 100.0: 7.2 1.8 51.2 38.7 43.1 97.1 96.1: 2.9 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: 86 56 114 121 122 258 244:
Old : 275: 86 56 114 121 122 258 244:
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 : 21.8 24.2 34.8 37.6 7.3 12.7 9.9 14.7
Old : 21.8 24.2 34.8 37.6 7.3 12.7 9.9 14.7
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 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,232: 1,566 2,447 122 0 0 1,688 2,569: 1,544 663
Old : 3,232: 1,566 2,447 122 0 0 1,688 2,569: 1,544 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 249: 141 296 50 0 0 191 346: 58 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 75.7 3.8 0.0 0.0 52.2 79.5: 47.8 20.5
Old : 100.0: 48.5 75.7 3.8 0.0 0.0 52.2 79.5: 47.8 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 24 19 4 0 0 24 23:
Old : 43: 24 19 4 0 0 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 41.2 32.3 58.3 22.1 41.2 30.6 58.1
Old : 22.8 41.2 32.3 58.3 22.1 41.2 30.6 58.1
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 10, 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 : 175,468: 31,920 13,734 40,858 101,439 120,802 174,217 175,394: 1,251 74
Old : 175,468: 31,920 13,734 40,858 101,439 120,802 174,217 175,394: 1,251 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,617: 425 -1,301 -2,178 -2,914 -1,180 -4,667 -4,659: 50 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.8 23.3 57.8 68.8 99.3 100.0: 0.7 0.0
Old : 100.0: 18.2 7.8 23.3 57.8 68.8 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: 14 19 25 10 20 39 49:
Old : 57: 14 19 25 10 20 39 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 48.3 88.1 65.7 55.6 38.9 59.4 50.7
Old : 72.7 48.3 88.1 65.7 55.6 38.9 59.4 50.7
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 10, 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 : 343,069: 67,846 127,381 38,650 236,383 173,994 342,879 340,025: 190 3,044
Old : 343,069: 67,846 127,381 38,650 236,383 173,994 342,879 340,025: 190 3,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 15,642: 7,589 8,406 -8,785 16,880 16,146 15,684 15,767: -42 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 37.1 11.3 68.9 50.7 99.9 99.1: 0.1 0.9
Old : 100.0: 19.8 37.1 11.3 68.9 50.7 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 : 104: 23 43 31 20 34 59 93:
Old : 104: 23 43 31 20 34 59 93:
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 : 67.4 35.0 82.5 55.8 59.7 34.2 72.5 52.0
Old : 67.4 35.0 82.5 55.8 59.7 34.2 72.5 52.0
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 10, 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 : 846,047: 74,814 77,966 166,641 512,919 514,406 754,374 759,013: 91,674 87,034
Old : 846,047: 74,814 77,966 166,641 512,919 514,406 754,374 759,013: 91,674 87,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 27,077: -2,147 -3,946 9,180 17,361 18,584 24,395 23,818: 2,682 3,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.2 19.7 60.6 60.8 89.2 89.7: 10.8 10.3
Old : 100.0: 8.8 9.2 19.7 60.6 60.8 89.2 89.7: 10.8 10.3
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 : 637: 148 124 156 288 288 509 496:
Old : 637: 148 124 156 288 288 509 496:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 21.0 24.1 33.5 7.7 12.5 12.8 18.6
Old : 15.3 21.0 24.1 33.5 7.7 12.5 12.8 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 73,879: 7,035 5,814 21,424 22,337 22,273 50,795 49,510: 23,084 24,369
Old : 73,879: 7,035 5,814 21,424 22,337 22,273 50,795 49,510: 23,084 24,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 10,628: 2,337 2,602 3,300 2,531 1,438 8,169 7,340: 2,459 3,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 7.9 29.0 30.2 30.1 68.8 67.0: 31.2 33.0
Old : 100.0: 9.5 7.9 29.0 30.2 30.1 68.8 67.0: 31.2 33.0
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 : 47: 14 12 19 19 16 42 38:
Old : 47: 14 12 19 19 16 42 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 : 28.1 25.2 45.3 39.7 16.5 10.9 22.3 17.9
Old : 28.1 25.2 45.3 39.7 16.5 10.9 22.3 17.9
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 10, 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 : 12,268: 779 0 500 8,449 10,629 9,728 11,129: 2,540 1,139
Old : 12,268: 779 0 500 8,449 10,629 9,728 11,129: 2,540 1,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,407: 241 -203 0 1,102 1,657 1,343 1,454: 64 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 4.1 68.9 86.6 79.3 90.7: 20.7 9.3
Old : 100.0: 6.3 0.0 4.1 68.9 86.6 79.3 90.7: 20.7 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 : 20: 3 0 1 9 11 12 12:
Old : 20: 3 0 1 9 11 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 63.2 70.8 82.6 49.9 55.5 60.5 74.1
Old : 54.1 63.2 70.8 82.6 49.9 55.5 60.5 74.1
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, December 10, 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 : 3,860,841: 383,107 404,972 681,875 2,452,909 2,460,665 3,517,892 3,547,512: 342,949 313,328
Old : 3,860,841: 383,107 404,972 681,875 2,452,909 2,460,665 3,517,892 3,547,512: 342,949 313,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 82,245: -2,532 -12,850 9,512 74,148 85,727 81,128 82,389: 1,116 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 10.5 17.7 63.5 63.7 91.1 91.9: 8.9 8.1
Old : 100.0: 9.9 10.5 17.7 63.5 63.7 91.1 91.9: 8.9 8.1
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 : 624: 144 118 149 284 285 495 486:
Old : 624: 144 118 149 284 285 495 486:
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 22.2 24.8 34.9 8.3 14.0 13.7 20.8
Old : 15.7 22.2 24.8 34.9 8.3 14.0 13.7 20.8
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 10, 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 : 30,372: 239 1,267 0 26,895 26,415 27,134 27,682: 3,238 2,690
Old : 30,372: 239 1,267 0 26,895 26,415 27,134 27,682: 3,238 2,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 3,056: -243 -202 0 3,039 3,613 2,796 3,411: 260 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.2 0.0 88.6 87.0 89.3 91.1: 10.7 8.9
Old : 100.0: 0.8 4.2 0.0 88.6 87.0 89.3 91.1: 10.7 8.9
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 : 22: 1 1 0 9 15 10 16:
Old : 22: 1 1 0 9 15 10 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 : 80.2 60.4 87.8 78.0 57.9 42.0 63.4 59.0
Old : 80.2 60.4 87.8 78.0 57.9 42.0 63.4 59.0
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 10, 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 : 11,174: 2,069 1,316 0 7,195 9,144 9,264 10,460: 1,910 714
Old : 11,174: 2,069 1,316 0 7,195 9,144 9,264 10,460: 1,910 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -663: -387 0 0 -818 -334 -1,205 -334: 542 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.8 0.0 64.4 81.8 82.9 93.6: 17.1 6.4
Old : 100.0: 18.5 11.8 0.0 64.4 81.8 82.9 93.6: 17.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 2 0 6 10 9 12:
Old : 21: 3 2 0 6 10 9 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 : 63.3 59.0 81.1 83.0 63.3 59.0 81.1 83.0
Old : 63.3 59.0 81.1 83.0 63.3 59.0 81.1 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 11,253: 586 733 0 9,015 9,950 9,601 10,683: 1,652 570
Old : 11,253: 586 733 0 9,015 9,950 9,601 10,683: 1,652 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.5 0.0 80.1 88.4 85.3 94.9: 14.7 5.1
Old : 100.0: 5.2 6.5 0.0 80.1 88.4 85.3 94.9: 14.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 3 0 10 11 11 14:
Old : 22: 1 3 0 10 11 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 71.4 75.8 85.5 50.7 71.4 74.8 84.2
Old : 51.7 71.4 75.8 85.5 50.7 71.4 74.8 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 16,522: 1,421 905 512 12,464 12,967 14,397 14,384: 2,125 2,138
Old : 16,522: 1,421 905 512 12,464 12,967 14,397 14,384: 2,125 2,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,064: 120 617 12 2,267 1,506 2,399 2,135: -335 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.5 3.1 75.4 78.5 87.1 87.1: 12.9 12.9
Old : 100.0: 8.6 5.5 3.1 75.4 78.5 87.1 87.1: 12.9 12.9
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 : 22: 2 3 2 11 10 14 14:
Old : 22: 2 3 2 11 10 14 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 : 58.2 59.9 77.7 76.7 49.1 45.4 59.7 54.9
Old : 58.2 59.9 77.7 76.7 49.1 45.4 59.7 54.9
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 10, 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 : 77,074: 16,629 3,631 378 47,893 69,595 64,900 73,604: 12,174 3,470
Old : 77,074: 16,629 3,631 378 47,893 69,595 64,900 73,604: 12,174 3,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,980: 386 891 -162 2,009 1,662 2,233 2,391: 747 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 4.7 0.5 62.1 90.3 84.2 95.5: 15.8 4.5
Old : 100.0: 21.6 4.7 0.5 62.1 90.3 84.2 95.5: 15.8 4.5
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 : 88: 15 5 3 41 42 57 49:
Old : 88: 15 5 3 41 42 57 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 40.0 44.8 58.3 31.3 39.7 44.3 58.0
Old : 31.5 40.0 44.8 58.3 31.3 39.7 44.3 58.0
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 10, 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 : 46,100: 13,096 10,315 4,479 21,248 21,864 38,823 36,658: 7,277 9,442
Old : 46,100: 13,096 10,315 4,479 21,248 21,864 38,823 36,658: 7,277 9,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 330: -996 942 523 670 -1,402 197 63: 133 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 22.4 9.7 46.1 47.4 84.2 79.5: 15.8 20.5
Old : 100.0: 28.4 22.4 9.7 46.1 47.4 84.2 79.5: 15.8 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 63 54 27 94 88 171 155:
Old : 261: 63 54 27 94 88 171 155:
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 : 15.4 17.2 25.7 27.1 15.4 16.2 24.0 24.1
Old : 15.4 17.2 25.7 27.1 15.4 16.2 24.0 24.1
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 10, 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 : 230,501: 65,478 51,575 22,396 106,242 109,318 194,116 183,289: 36,385 47,212
Old : 230,501: 65,478 51,575 22,396 106,242 109,318 194,116 183,289: 36,385 47,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,650: -4,980 4,708 2,615 3,349 -7,009 984 314: 666 1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 22.4 9.7 46.1 47.4 84.2 79.5: 15.8 20.5
Old : 100.0: 28.4 22.4 9.7 46.1 47.4 84.2 79.5: 15.8 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 63 54 27 94 88 171 155:
Old : 261: 63 54 27 94 88 171 155:
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 : 15.4 17.2 25.7 27.1 15.4 16.2 24.0 24.1
Old : 15.4 17.2 25.7 27.1 15.4 16.2 24.0 24.1
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 10, 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 : 194,969: 45,770 83,471 12,088 106,322 66,612 164,181 162,171: 30,788 32,798
Old : 194,969: 45,770 83,471 12,088 106,322 66,612 164,181 162,171: 30,788 32,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -9,781: -7,425 -10,655 -3,280 1,408 4,918 -9,298 -9,017: -484 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 42.8 6.2 54.5 34.2 84.2 83.2: 15.8 16.8
Old : 100.0: 23.5 42.8 6.2 54.5 34.2 84.2 83.2: 15.8 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 : 103: 23 36 16 31 38 61 83:
Old : 103: 23 36 16 31 38 61 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 22.8 56.6 34.5 42.0 22.6 53.8 34.2
Old : 42.9 22.8 56.6 34.5 42.0 22.6 53.8 34.2
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 10, 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 : 509,470: 111,523 74,637 18,880 354,081 393,284 484,484 486,801: 24,986 22,669
Old : 509,470: 111,523 74,637 18,880 354,081 393,284 484,484 486,801: 24,986 22,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 23,442: 6,830 418 578 15,219 22,425 22,626 23,420: 816 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 14.6 3.7 69.5 77.2 95.1 95.6: 4.9 4.4
Old : 100.0: 21.9 14.6 3.7 69.5 77.2 95.1 95.6: 4.9 4.4
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 : 315: 69 49 31 136 119 223 181:
Old : 315: 69 49 31 136 119 223 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 20.7 29.9 35.8 16.5 19.4 28.4 32.6
Old : 17.5 20.7 29.9 35.8 16.5 19.4 28.4 32.6
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 10, 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 : 46,177: 19,222 28,720 2,583 16,284 10,517 38,089 41,820: 8,088 4,357
Old : 46,177: 19,222 28,720 2,583 16,284 10,517 38,089 41,820: 8,088 4,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 6,555: 1,685 2,224 2,338 2,209 3,187 6,232 7,749: 323 -1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 62.2 5.6 35.3 22.8 82.5 90.6: 17.5 9.4
Old : 100.0: 41.6 62.2 5.6 35.3 22.8 82.5 90.6: 17.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 17 8 7 15 7 37 17:
Old : 44: 17 8 7 15 7 37 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 : 35.0 68.8 50.0 83.4 34.8 68.8 47.8 76.7
Old : 35.0 68.8 50.0 83.4 34.8 68.8 47.8 76.7
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 10, 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 : 98,981: 42,861 24,623 3,496 32,366 41,192 78,723 69,311: 20,258 29,670
Old : 98,981: 42,861 24,623 3,496 32,366 41,192 78,723 69,311: 20,258 29,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 22,776: 1,798 2,792 2,002 6,736 976 10,536 5,770: 12,240 17,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 24.9 3.5 32.7 41.6 79.5 70.0: 20.5 30.0
Old : 100.0: 43.3 24.9 3.5 32.7 41.6 79.5 70.0: 20.5 30.0
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 : 81: 20 18 10 31 31 55 55:
Old : 81: 20 18 10 31 31 55 55:
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 : 36.0 30.9 46.9 42.3 35.8 30.6 46.7 41.0
Old : 36.0 30.9 46.9 42.3 35.8 30.6 46.7 41.0
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, December 10, 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 : 128,356: 19,896 6,478 1,026 107,404 120,791 128,326 128,295: 30 61
Old : 128,356: 19,896 6,478 1,026 107,404 120,791 128,326 128,295: 30 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,394: -447 0 -15 -932 -1,379 -1,394 -1,394: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 5.0 0.8 83.7 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 15.5 5.0 0.8 83.7 94.1 100.0 100.0: 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 : 45: 12 2 4 25 22 38 27:
Old : 45: 12 2 4 25 22 38 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 : 61.0 58.7 78.6 81.1 47.9 53.6 57.9 66.1
Old : 61.0 58.7 78.6 81.1 47.9 53.6 57.9 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 13, 2019