BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 12,828: 8 3,342 1,545 10,423 7,367 11,976 12,254: 852 573
Old : 12,828: 8 3,342 1,545 10,423 7,367 11,976 12,254: 852 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 302: 3 280 -28 275 54 250 305: 52 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 26.1 12.0 81.3 57.4 93.4 95.5: 6.6 4.5
Old : 100.0: 0.1 26.1 12.0 81.3 57.4 93.4 95.5: 6.6 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 : 47: 2 9 6 31 27 37 38:
Old : 47: 2 9 6 31 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 : 44.3 38.9 63.1 59.7 42.2 37.1 56.5 52.6
Old : 44.3 38.9 63.1 59.7 42.2 37.1 56.5 52.6
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 24, 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 : 42,190: 5,692 2,079 12,199 18,849 18,416 36,739 32,694: 5,450 9,495
Old : 42,190: 5,692 2,079 12,199 18,849 18,416 36,739 32,694: 5,450 9,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 939: -418 -72 312 895 869 789 1,109: 150 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 4.9 28.9 44.7 43.7 87.1 77.5: 12.9 22.5
Old : 100.0: 13.5 4.9 28.9 44.7 43.7 87.1 77.5: 12.9 22.5
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 : 95: 29 15 29 43 43 83 76:
Old : 95: 29 15 29 43 43 83 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 27.0 43.1 43.0 16.6 12.8 22.1 18.6
Old : 28.9 27.0 43.1 43.0 16.6 12.8 22.1 18.6
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 24, 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 : 12,474: 545 2,007 1,934 8,697 7,766 11,176 11,707: 1,298 767
Old : 12,474: 545 2,007 1,934 8,697 7,766 11,176 11,707: 1,298 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 696: -55 118 184 618 378 747 680: -51 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 16.1 15.5 69.7 62.3 89.6 93.8: 10.4 6.2
Old : 100.0: 4.4 16.1 15.5 69.7 62.3 89.6 93.8: 10.4 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 : 50: 6 7 8 33 26 44 36:
Old : 50: 6 7 8 33 26 44 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 : 26.5 49.7 42.0 72.8 19.4 42.2 30.4 54.9
Old : 26.5 49.7 42.0 72.8 19.4 42.2 30.4 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 10,527: 5,337 303 1,377 3,401 5,887 10,115 7,567: 412 2,960
Old : 10,527: 5,337 303 1,377 3,401 5,887 10,115 7,567: 412 2,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 272: 265 74 -7 -32 115 227 182: 45 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 2.9 13.1 32.3 55.9 96.1 71.9: 3.9 28.1
Old : 100.0: 50.7 2.9 13.1 32.3 55.9 96.1 71.9: 3.9 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 2 7 16 17 25 25:
Old : 31: 8 2 7 16 17 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 39.5 87.7 52.2 68.1 35.8 75.4 44.6
Old : 69.2 39.5 87.7 52.2 68.1 35.8 75.4 44.6
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 24, 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 : 361,479: 83,980 54,727 112,146 131,807 155,995 327,934 322,868: 33,546 38,611
Old : 351,219: 81,723 54,922 109,289 128,654 150,338 319,665 314,550: 31,553 36,669
Other: 10,261: 3,762 1,309 1,353 3,154 5,657 8,268 8,319: 1,992 1,942
: : :
: : Changes in Commitments from: December 17, 2019 :
: -10,776: -628 -8,384 -4,558 -3,587 3,119 -8,773 -9,823: -2,003 -953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 15.1 31.0 36.5 43.2 90.7 89.3: 9.3 10.7
Old : 100.0: 23.3 15.6 31.1 36.6 42.8 91.0 89.6: 9.0 10.4
Other: 100.0: 36.7 12.8 13.2 30.7 55.1 80.6 81.1: 19.4 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 148 81 139 93 95 302 267:
Old : 352: 149 84 139 91 95 298 267:
Other: 87: 23 16 17 29 38 61 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 : 14.4 17.8 23.1 25.6 11.8 14.0 18.5 19.0
Old : 14.7 17.9 23.6 25.8 12.1 14.2 19.0 19.2
Other: 26.8 33.0 38.1 43.4 24.1 27.1 33.4 35.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 429,758: 149,466 39,154 107,515 143,128 224,162 400,108 370,831: 29,650 58,927
Old : 429,758: 149,466 39,154 107,515 143,128 224,162 400,108 370,831: 29,650 58,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -4,684: -4,054 -3,281 1,723 -1,572 -1,502 -3,903 -3,061: -781 -1,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 9.1 25.0 33.3 52.2 93.1 86.3: 6.9 13.7
Old : 100.0: 34.8 9.1 25.0 33.3 52.2 93.1 86.3: 6.9 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 : 439: 146 77 141 137 178 354 344:
Old : 439: 146 77 141 137 178 354 344:
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 : 12.3 15.1 21.0 25.4 12.3 14.9 19.8 23.0
Old : 12.3 15.1 21.0 25.4 12.3 14.9 19.8 23.0
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 24, 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 : 3,647: 1,511 543 473 680 1,836 2,664 2,853: 983 794
Old : 3,647: 1,511 543 473 680 1,836 2,664 2,853: 983 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 64: 97 21 -13 -1 -71 83 -63: -19 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 14.9 13.0 18.7 50.4 73.0 78.2: 27.0 21.8
Old : 100.0: 41.4 14.9 13.0 18.7 50.4 73.0 78.2: 27.0 21.8
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 : 49: 16 12 11 13 17 37 33:
Old : 49: 16 12 11 13 17 37 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 33.0 41.4 46.1 23.7 33.0 36.4 43.2
Old : 26.7 33.0 41.4 46.1 23.7 33.0 36.4 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 57,214: 16,888 10,253 20,801 11,257 10,747 48,946 41,800: 8,268 15,414
Old : 57,214: 16,888 10,253 20,801 11,257 10,747 48,946 41,800: 8,268 15,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 901: -727 365 683 913 -118 869 931: 32 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 17.9 36.4 19.7 18.8 85.5 73.1: 14.5 26.9
Old : 100.0: 29.5 17.9 36.4 19.7 18.8 85.5 73.1: 14.5 26.9
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 : 208: 58 44 68 58 63 159 152:
Old : 208: 58 44 68 58 63 159 152:
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 : 18.9 13.5 28.8 21.4 16.1 8.7 22.0 12.8
Old : 18.9 13.5 28.8 21.4 16.1 8.7 22.0 12.8
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 24, 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: 277 447 398 1,155 1,524 1,830 2,368: 898 360
Old : 2,728: 277 447 398 1,155 1,524 1,830 2,368: 898 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -9: -12 -13 5 0 19 -6 11: -3 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 16.4 14.6 42.4 55.8 67.1 86.8: 32.9 13.2
Old : 100.0: 10.1 16.4 14.6 42.4 55.8 67.1 86.8: 32.9 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 6 7 12 8 19 18:
Old : 23: 4 6 7 12 8 19 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 : 35.1 52.5 51.8 68.4 31.6 50.6 41.0 61.1
Old : 35.1 52.5 51.8 68.4 31.6 50.6 41.0 61.1
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 24, 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 : 28,782: 2,054 3,071 5,520 20,265 17,946 27,839 26,537: 942 2,245
Old : 28,782: 2,054 3,071 5,520 20,265 17,946 27,839 26,537: 942 2,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 861: -329 7 320 792 571 784 899: 78 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 10.7 19.2 70.4 62.4 96.7 92.2: 3.3 7.8
Old : 100.0: 7.1 10.7 19.2 70.4 62.4 96.7 92.2: 3.3 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 11 14 16 34 31 57 50:
Old : 69: 11 14 16 34 31 57 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 36.2 63.8 50.4 43.2 32.7 55.6 43.1
Old : 44.1 36.2 63.8 50.4 43.2 32.7 55.6 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 55,278: 33,084 3,873 0 19,977 50,503 53,061 54,376: 2,217 902
Old : 55,278: 33,084 3,873 0 19,977 50,503 53,061 54,376: 2,217 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -1,039: -1,014 116 0 131 -1,223 -883 -1,107: -156 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 7.0 0.0 36.1 91.4 96.0 98.4: 4.0 1.6
Old : 100.0: 59.9 7.0 0.0 36.1 91.4 96.0 98.4: 4.0 1.6
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 : 47: 27 5 0 8 9 35 14:
Old : 47: 27 5 0 8 9 35 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 : 71.6 82.1 82.9 97.0 71.6 82.0 82.8 97.0
Old : 71.6 82.1 82.9 97.0 71.6 82.0 82.8 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 171,046: 50,954 42,771 8,592 71,686 101,665 131,231 153,028: 39,815 18,018
Old : 171,046: 50,954 42,771 8,592 71,686 101,665 131,231 153,028: 39,815 18,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -33,806: 2,907 6,558 -7,660 -22,576 -27,941 -27,329 -29,044: -6,477 -4,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 25.0 5.0 41.9 59.4 76.7 89.5: 23.3 10.5
Old : 100.0: 29.8 25.0 5.0 41.9 59.4 76.7 89.5: 23.3 10.5
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 : 110: 30 21 16 39 37 77 68:
Old : 110: 30 21 16 39 37 77 68:
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 : 19.7 44.6 30.6 55.9 19.2 44.1 28.3 55.4
Old : 19.7 44.6 30.6 55.9 19.2 44.1 28.3 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 61,839: 14,739 24,387 660 36,015 16,080 51,414 41,127: 10,425 20,712
Old : 61,839: 14,739 24,387 660 36,015 16,080 51,414 41,127: 10,425 20,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -1,085: 840 -609 1 -904 62 -63 -546: -1,022 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 39.4 1.1 58.2 26.0 83.1 66.5: 16.9 33.5
Old : 100.0: 23.8 39.4 1.1 58.2 26.0 83.1 66.5: 16.9 33.5
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 : 58: 10 16 3 13 21 23 40:
Old : 58: 10 16 3 13 21 23 40:
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 22.2 67.8 32.1 58.2 22.2 67.8 32.1
Old : 58.2 22.2 67.8 32.1 58.2 22.2 67.8 32.1
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 24, 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 : 275,319: 202,140 43,897 1,319 65,680 226,954 269,139 272,170: 6,180 3,149
Old : 275,319: 202,140 43,897 1,319 65,680 226,954 269,139 272,170: 6,180 3,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -13,828: -9,580 -15,508 121 -3,780 1,013 -13,239 -14,374: -588 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 15.9 0.5 23.9 82.4 97.8 98.9: 2.2 1.1
Old : 100.0: 73.4 15.9 0.5 23.9 82.4 97.8 98.9: 2.2 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 : 181: 92 32 11 28 34 123 75:
Old : 181: 92 32 11 28 34 123 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 72.2 52.7 81.1 37.9 72.2 52.5 81.0
Old : 37.9 72.2 52.7 81.1 37.9 72.2 52.5 81.0
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 24, 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 : 227,988: 67,976 60,526 14,915 108,949 128,461 191,840 203,902: 36,147 24,086
Old : 227,988: 67,976 60,526 14,915 108,949 128,461 191,840 203,902: 36,147 24,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 1,167: 7,330 -1,952 -1,290 -5,927 8,154 113 4,912: 1,054 -3,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 26.5 6.5 47.8 56.3 84.1 89.4: 15.9 10.6
Old : 100.0: 29.8 26.5 6.5 47.8 56.3 84.1 89.4: 15.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 30 30 18 42 51 80 92:
Old : 130: 30 30 18 42 51 80 92:
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 : 28.0 28.6 42.7 39.8 27.8 28.3 42.4 37.7
Old : 28.0 28.6 42.7 39.8 27.8 28.3 42.4 37.7
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 24, 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 : 192,224: 39,672 74,799 12,838 108,757 69,570 161,266 157,206: 30,958 35,018
Old : 192,224: 39,672 74,799 12,838 108,757 69,570 161,266 157,206: 30,958 35,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -6,683: -2,478 -12,268 -1,201 -4,031 7,506 -7,711 -5,964: 1,027 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 38.9 6.7 56.6 36.2 83.9 81.8: 16.1 18.2
Old : 100.0: 20.6 38.9 6.7 56.6 36.2 83.9 81.8: 16.1 18.2
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 : 126: 24 42 20 40 43 73 96:
Old : 126: 24 42 20 40 43 73 96:
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 : 39.6 20.1 51.3 31.5 37.7 19.9 49.1 29.8
Old : 39.6 20.1 51.3 31.5 37.7 19.9 49.1 29.8
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 24, 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 : 582,686: 159,790 237,672 32,644 301,050 255,424 493,484 525,740: 89,202 56,946
Old : 582,686: 159,790 237,672 32,644 301,050 255,424 493,484 525,740: 89,202 56,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -9,021: -3,913 6,108 -3,740 -8,115 -7,513 -15,768 -5,144: 6,746 -3,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 40.8 5.6 51.7 43.8 84.7 90.2: 15.3 9.8
Old : 100.0: 27.4 40.8 5.6 51.7 43.8 84.7 90.2: 15.3 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 79 70 51 101 81 196 186:
Old : 285: 79 70 51 101 81 196 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 34.1 26.2 46.5 15.1 34.1 25.1 46.5
Old : 15.8 34.1 26.2 46.5 15.1 34.1 25.1 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 23,580: 3,488 4,134 741 8,220 12,003 12,449 16,878: 11,131 6,702
Old : 23,580: 3,488 4,134 741 8,220 12,003 12,449 16,878: 11,131 6,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -224: -503 -171 0 5 -119 -498 -290: 274 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.5 3.1 34.9 50.9 52.8 71.6: 47.2 28.4
Old : 100.0: 14.8 17.5 3.1 34.9 50.9 52.8 71.6: 47.2 28.4
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 : 24: 5 4 1 13 10 18 15:
Old : 24: 5 4 1 13 10 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 38.2 35.1 58.9 19.6 33.9 30.9 53.9
Old : 20.5 38.2 35.1 58.9 19.6 33.9 30.9 53.9
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 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 53,904: 5,441 45,419 177 45,525 6,702 51,143 52,298: 2,761 1,606
Old : 53,904: 5,441 45,419 177 45,525 6,702 51,143 52,298: 2,761 1,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -424: -503 -3,215 -217 187 2,848 -533 -584: 109 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 84.3 0.3 84.5 12.4 94.9 97.0: 5.1 3.0
Old : 100.0: 10.1 84.3 0.3 84.5 12.4 94.9 97.0: 5.1 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 : 53: 12 23 3 13 10 27 34:
Old : 53: 12 23 3 13 10 27 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 : 81.8 77.8 88.5 84.3 79.0 74.2 83.9 80.1
Old : 81.8 77.8 88.5 84.3 79.0 74.2 83.9 80.1
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 24, 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 : 47,334: 19,135 26,889 266 24,675 14,423 44,076 41,578: 3,258 5,757
Old : 47,334: 19,135 26,889 266 24,675 14,423 44,076 41,578: 3,258 5,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 2,389: 2,772 2,386 -794 429 759 2,408 2,351: -19 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 56.8 0.6 52.1 30.5 93.1 87.8: 6.9 12.2
Old : 100.0: 40.4 56.8 0.6 52.1 30.5 93.1 87.8: 6.9 12.2
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 : 95: 33 34 8 20 12 57 50:
Old : 95: 33 34 8 20 12 57 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 38.6 49.8 57.2 34.7 38.6 49.4 57.2
Old : 34.7 38.6 49.8 57.2 34.7 38.6 49.4 57.2
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 24, 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 : 18,206: 14,928 4,367 43 1,933 12,420 16,904 16,830: 1,302 1,376
Old : 18,206: 14,928 4,367 43 1,933 12,420 16,904 16,830: 1,302 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 401: -344 381 15 713 89 384 485: 17 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 24.0 0.2 10.6 68.2 92.8 92.4: 7.2 7.6
Old : 100.0: 82.0 24.0 0.2 10.6 68.2 92.8 92.4: 7.2 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 10 1 4 8 17 18:
Old : 33: 12 10 1 4 8 17 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 : 73.0 67.6 85.9 81.3 73.0 67.5 85.9 81.2
Old : 73.0 67.6 85.9 81.3 73.0 67.5 85.9 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 :19,395,206: 1,388,987 344,448 9,654,161 7,720,079 8,545,327 18,763,227 18,543,936: 631,979 851,270
Old :19,395,206: 1,388,987 344,448 9,654,161 7,720,079 8,545,327 18,763,227 18,543,936: 631,979 851,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 185,764: -12,331 -66,794 159,222 67,715 75,942 214,606 168,370: -28,841 17,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.8 49.8 39.8 44.1 96.7 95.6: 3.3 4.4
Old : 100.0: 7.2 1.8 49.8 39.8 44.1 96.7 95.6: 3.3 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 : 259: 74 54 110 120 119 249 232:
Old : 259: 74 54 110 120 119 249 232:
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 : 20.4 24.5 33.6 37.1 8.8 13.8 12.2 16.2
Old : 20.4 24.5 33.6 37.1 8.8 13.8 12.2 16.2
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 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,541: 1,725 3,053 126 0 0 1,851 3,179: 1,690 362
Old : 3,541: 1,725 3,053 126 0 0 1,851 3,179: 1,690 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -299: -320 -168 -11 0 0 -331 -179: 32 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 86.2 3.6 0.0 0.0 52.3 89.8: 47.7 10.2
Old : 100.0: 48.7 86.2 3.6 0.0 0.0 52.3 89.8: 47.7 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 : 45: 24 21 8 0 0 30 23:
Old : 45: 24 21 8 0 0 30 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 : 21.0 44.4 30.2 66.1 21.0 42.6 30.0 63.3
Old : 21.0 44.4 30.2 66.1 21.0 42.6 30.0 63.3
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 24, 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 : 131,195: 27,860 12,702 32,358 69,752 86,041 129,970 131,101: 1,225 94
Old : 131,195: 27,860 12,702 32,358 69,752 86,041 129,970 131,101: 1,225 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -44,068: -6,283 -1,468 -6,294 -31,506 -36,302 -44,083 -44,064: 15 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 9.7 24.7 53.2 65.6 99.1 99.9: 0.9 0.1
Old : 100.0: 21.2 9.7 24.7 53.2 65.6 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 12 20 22 9 14 35 42:
Old : 51: 12 20 22 9 14 35 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 57.1 87.8 74.4 54.6 46.9 59.6 54.9
Old : 71.7 57.1 87.8 74.4 54.6 46.9 59.6 54.9
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 24, 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 : 370,622: 40,405 128,543 53,096 276,125 185,881 369,626 367,520: 996 3,102
Old : 370,622: 40,405 128,543 53,096 276,125 185,881 369,626 367,520: 996 3,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 2,542: -4,807 -2,427 -4,535 10,950 9,729 1,608 2,767: 934 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 34.7 14.3 74.5 50.2 99.7 99.2: 0.3 0.8
Old : 100.0: 10.9 34.7 14.3 74.5 50.2 99.7 99.2: 0.3 0.8
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 : 95: 18 42 28 21 34 56 87:
Old : 95: 18 42 28 21 34 56 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 30.5 80.8 53.7 61.9 28.0 68.7 44.8
Old : 67.9 30.5 80.8 53.7 61.9 28.0 68.7 44.8
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 24, 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 : 752,081: 77,445 71,317 145,001 447,157 461,273 669,603 677,592: 82,478 74,489
Old : 752,081: 77,445 71,317 145,001 447,157 461,273 669,603 677,592: 82,478 74,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -175,945: -2,488 -10,020 -45,434 -96,669 -100,815 -144,591 -156,269: -31,354 -19,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.5 19.3 59.5 61.3 89.0 90.1: 11.0 9.9
Old : 100.0: 10.3 9.5 19.3 59.5 61.3 89.0 90.1: 11.0 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 607: 148 112 133 259 264 462 454:
Old : 607: 148 112 133 259 264 462 454:
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 16.1 24.3 29.2 10.6 14.2 16.3 21.9
Old : 15.0 16.1 24.3 29.2 10.6 14.2 16.3 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 58,494: 2,753 2,097 23,712 11,489 17,227 37,953 43,036: 20,540 15,458
Old : 58,494: 2,753 2,097 23,712 11,489 17,227 37,953 43,036: 20,540 15,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -33,219: -5,370 -1,653 -6,953 -18,635 -15,627 -30,958 -24,233: -2,262 -8,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.6 40.5 19.6 29.5 64.9 73.6: 35.1 26.4
Old : 100.0: 4.7 3.6 40.5 19.6 29.5 64.9 73.6: 35.1 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 16 9 17 12 14 35 33:
Old : 39: 16 9 17 12 14 35 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 : 29.2 30.0 45.7 46.9 5.1 13.1 6.2 14.8
Old : 29.2 30.0 45.7 46.9 5.1 13.1 6.2 14.8
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 24, 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 : 3,467,937: 387,927 360,567 591,982 2,178,340 2,220,230 3,158,249 3,172,779: 309,687 295,158
Old : 3,467,937: 387,927 360,567 591,982 2,178,340 2,220,230 3,158,249 3,172,779: 309,687 295,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -713,629: -10,463 -66,703 -167,535 -390,171 -425,941 -568,169 -660,179: -145,460 -53,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 10.4 17.1 62.8 64.0 91.1 91.5: 8.9 8.5
Old : 100.0: 11.2 10.4 17.1 62.8 64.0 91.1 91.5: 8.9 8.5
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 : 592: 143 106 127 253 260 446 443:
Old : 592: 143 106 127 253 260 446 443:
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 16.5 24.9 29.9 11.5 15.4 17.7 22.9
Old : 15.3 16.5 24.9 29.9 11.5 15.4 17.7 22.9
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 24, 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 : 28,610: 239 2,433 0 25,304 20,809 25,543 23,242: 3,067 5,368
Old : 28,610: 239 2,433 0 25,304 20,809 25,543 23,242: 3,067 5,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -12,787: 12 643 -837 -8,564 -12,275 -9,389 -12,469: -3,398 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 8.5 0.0 88.4 72.7 89.3 81.2: 10.7 18.8
Old : 100.0: 0.8 8.5 0.0 88.4 72.7 89.3 81.2: 10.7 18.8
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: 1 2 0 11 11 12 13:
Old : 23: 1 2 0 11 11 12 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 : 73.4 63.3 85.7 76.1 72.3 63.3 82.3 74.8
Old : 73.4 63.3 85.7 76.1 72.3 63.3 82.3 74.8
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 24, 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 : 11,221: 689 788 0 8,504 9,402 9,193 10,190: 2,028 1,031
Old : 11,221: 689 788 0 8,504 9,402 9,193 10,190: 2,028 1,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -8,517: -1,172 500 -865 -6,249 -6,932 -8,286 -7,297: -231 -1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.0 0.0 75.8 83.8 81.9 90.8: 18.1 9.2
Old : 100.0: 6.1 7.0 0.0 75.8 83.8 81.9 90.8: 18.1 9.2
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 : 22: 2 2 0 9 11 11 13:
Old : 22: 2 2 0 9 11 11 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 : 58.1 60.4 74.6 79.4 54.0 52.8 68.7 71.8
Old : 58.1 60.4 74.6 79.4 54.0 52.8 68.7 71.8
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 24, 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 : 78,647: 15,919 4,156 809 50,725 70,833 67,453 75,798: 11,194 2,849
Old : 78,647: 15,919 4,156 809 50,725 70,833 67,453 75,798: 11,194 2,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -10,897: -378 -842 415 -10,117 -9,828 -10,080 -10,255: -817 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.3 1.0 64.5 90.1 85.8 96.4: 14.2 3.6
Old : 100.0: 20.2 5.3 1.0 64.5 90.1 85.8 96.4: 14.2 3.6
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: 14 7 7 43 36 59 48:
Old : 87: 14 7 7 43 36 59 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 : 31.9 36.6 48.0 56.8 31.8 36.5 47.5 56.7
Old : 31.9 36.6 48.0 56.8 31.8 36.5 47.5 56.7
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 24, 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 : 45,147: 12,583 9,663 4,270 21,349 23,368 38,201 37,301: 6,946 7,847
Old : 45,147: 12,583 9,663 4,270 21,349 23,368 38,201 37,301: 6,946 7,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -14,362: -584 -1,522 -1,732 -11,433 -9,331 -13,749 -12,584: -614 -1,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 21.4 9.5 47.3 51.8 84.6 82.6: 15.4 17.4
Old : 100.0: 27.9 21.4 9.5 47.3 51.8 84.6 82.6: 15.4 17.4
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 : 245: 65 49 30 82 81 160 147:
Old : 245: 65 49 30 82 81 160 147:
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 : 22.3 22.5 30.9 32.1 22.3 20.0 30.3 28.5
Old : 22.3 22.5 30.9 32.1 22.3 20.0 30.3 28.5
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 24, 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 : 225,736: 62,915 48,317 21,348 106,744 116,838 191,007 186,503: 34,729 39,233
Old : 225,736: 62,915 48,317 21,348 106,744 116,838 191,007 186,503: 34,729 39,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -71,812: -2,918 -7,608 -8,660 -57,165 -46,654 -68,743 -62,922: -3,069 -8,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 21.4 9.5 47.3 51.8 84.6 82.6: 15.4 17.4
Old : 100.0: 27.9 21.4 9.5 47.3 51.8 84.6 82.6: 15.4 17.4
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 : 245: 65 49 30 82 81 160 147:
Old : 245: 65 49 30 82 81 160 147:
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 : 22.3 22.5 30.9 32.1 22.3 20.0 30.3 28.5
Old : 22.3 22.5 30.9 32.1 22.3 20.0 30.3 28.5
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 24, 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 : 173,619: 38,090 85,788 13,093 97,147 45,875 148,330 144,755: 25,289 28,864
Old : 173,619: 38,090 85,788 13,093 97,147 45,875 148,330 144,755: 25,289 28,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 4,531: 6,507 6,127 176 -95 -636 6,588 5,667: -2,057 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 49.4 7.5 56.0 26.4 85.4 83.4: 14.6 16.6
Old : 100.0: 21.9 49.4 7.5 56.0 26.4 85.4 83.4: 14.6 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 : 99: 21 35 15 24 37 55 77:
Old : 99: 21 35 15 24 37 55 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 : 42.1 22.8 60.3 35.6 41.3 22.6 58.0 34.8
Old : 42.1 22.8 60.3 35.6 41.3 22.6 58.0 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 482,703: 115,910 74,686 16,058 326,504 376,090 458,471 466,834: 24,232 15,870
Old : 482,703: 115,910 74,686 16,058 326,504 376,090 458,471 466,834: 24,232 15,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -68,272: 339 1,979 -6,568 -61,189 -45,313 -67,418 -49,902: -855 -18,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 15.5 3.3 67.6 77.9 95.0 96.7: 5.0 3.3
Old : 100.0: 24.0 15.5 3.3 67.6 77.9 95.0 96.7: 5.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 72 50 27 132 105 217 169:
Old : 311: 72 50 27 132 105 217 169:
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 : 18.1 22.1 30.1 37.9 17.2 21.7 29.1 37.5
Old : 18.1 22.1 30.1 37.9 17.2 21.7 29.1 37.5
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 24, 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 : 22,457: 5,767 11,048 33 10,901 7,584 16,701 18,665: 5,756 3,792
Old : 22,457: 5,767 11,048 33 10,901 7,584 16,701 18,665: 5,756 3,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -330: 52 -499 -2 161 -12 211 -513: -541 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 49.2 0.1 48.5 33.8 74.4 83.1: 25.6 16.9
Old : 100.0: 25.7 49.2 0.1 48.5 33.8 74.4 83.1: 25.6 16.9
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 : 33: 10 7 2 12 6 24 13:
Old : 33: 10 7 2 12 6 24 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 : 37.4 61.2 53.7 77.9 37.4 61.2 53.7 77.8
Old : 37.4 61.2 53.7 77.9 37.4 61.2 53.7 77.8
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 24, 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 : 59,413: 22,740 7,147 808 27,156 8,929 50,704 16,884: 8,709 42,529
Old : 59,413: 22,740 7,147 808 27,156 8,929 50,704 16,884: 8,709 42,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 1,546: 80 200 400 405 -2,581 885 -1,981: 661 3,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 12.0 1.4 45.7 15.0 85.3 28.4: 14.7 71.6
Old : 100.0: 38.3 12.0 1.4 45.7 15.0 85.3 28.4: 14.7 71.6
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 : 59: 18 9 1 24 14 43 23:
Old : 59: 18 9 1 24 14 43 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 : 29.5 11.7 46.6 18.3 29.0 11.6 45.4 18.2
Old : 29.5 11.7 46.6 18.3 29.0 11.6 45.4 18.2
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 24, 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 : 79,546: 18,637 4,031 994 59,891 74,460 79,522 79,485: 24 61
Old : 79,546: 18,637 4,031 994 59,891 74,460 79,522 79,485: 24 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -50,681: -2,094 -2,447 -37 -48,544 -48,197 -50,675 -50,681: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.1 1.2 75.3 93.6 100.0 99.9: 0.0 0.1
Old : 100.0: 23.4 5.1 1.2 75.3 93.6 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 12 2 4 25 19 38 24:
Old : 46: 12 2 4 25 19 38 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 58.3 72.2 83.4 32.1 49.6 47.0 61.3
Old : 47.5 58.3 72.2 83.4 32.1 49.6 47.0 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2019