BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 12,873: 5 3,244 1,587 10,398 7,464 11,990 12,295: 883 578
Old : 12,873: 5 3,244 1,587 10,398 7,464 11,990 12,295: 883 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 45: -2 -98 42 -26 97 14 41: 31 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.2 12.3 80.8 58.0 93.1 95.5: 6.9 4.5
Old : 100.0: 0.0 25.2 12.3 80.8 58.0 93.1 95.5: 6.9 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: 1 10 6 31 27 37 38:
Old : 47: 1 10 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 : 44.2 39.0 62.8 59.3 42.1 37.1 56.3 52.1
Old : 44.2 39.0 62.8 59.3 42.1 37.1 56.3 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 41,966: 5,425 1,917 12,055 19,061 18,310 36,541 32,281: 5,425 9,685
Old : 41,966: 5,425 1,917 12,055 19,061 18,310 36,541 32,281: 5,425 9,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -223: -267 -162 -145 213 -106 -199 -413: -25 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 4.6 28.7 45.4 43.6 87.1 76.9: 12.9 23.1
Old : 100.0: 12.9 4.6 28.7 45.4 43.6 87.1 76.9: 12.9 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 29 15 28 42 41 82 73:
Old : 94: 29 15 28 42 41 82 73:
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 : 29.4 27.1 43.5 42.8 17.1 12.8 22.6 18.8
Old : 29.4 27.1 43.5 42.8 17.1 12.8 22.6 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 12,356: 512 1,972 1,958 8,675 7,624 11,144 11,554: 1,211 802
Old : 12,356: 512 1,972 1,958 8,675 7,624 11,144 11,554: 1,211 802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -118: -33 -35 23 -22 -142 -32 -153: -86 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.0 15.8 70.2 61.7 90.2 93.5: 9.8 6.5
Old : 100.0: 4.1 16.0 15.8 70.2 61.7 90.2 93.5: 9.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 6 7 8 33 27 44 37:
Old : 50: 6 7 8 33 27 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 50.0 42.2 73.3 19.8 42.4 30.8 54.6
Old : 26.7 50.0 42.2 73.3 19.8 42.4 30.8 54.6
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 31, 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 : 10,476: 5,335 316 1,355 3,375 5,791 10,065 7,461: 410 3,014
Old : 10,476: 5,335 316 1,355 3,375 5,791 10,065 7,461: 410 3,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -52: -2 12 -22 -26 -96 -50 -106: -2 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 3.0 12.9 32.2 55.3 96.1 71.2: 3.9 28.8
Old : 100.0: 50.9 3.0 12.9 32.2 55.3 96.1 71.2: 3.9 28.8
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 : 31: 7 3 7 15 17 24 25:
Old : 31: 7 3 7 15 17 24 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 : 69.5 39.4 88.1 51.5 68.3 35.2 75.8 44.0
Old : 69.5 39.4 88.1 51.5 68.3 35.2 75.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 364,525: 85,089 53,035 112,563 133,450 159,724 331,102 325,322: 33,423 39,203
Old : 353,559: 83,072 53,382 109,151 130,034 153,640 322,257 316,173: 31,302 37,387
Other: 10,966: 3,861 1,497 1,568 3,416 6,085 8,845 9,150: 2,121 1,816
: : :
: : Changes in Commitments from: December 24, 2019 :
: 3,046: 1,109 -1,692 417 1,642 3,729 3,168 2,454: -122 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 14.5 30.9 36.6 43.8 90.8 89.2: 9.2 10.8
Old : 100.0: 23.5 15.1 30.9 36.8 43.5 91.1 89.4: 8.9 10.6
Other: 100.0: 35.2 13.6 14.3 31.2 55.5 80.7 83.4: 19.3 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 148 83 142 93 94 302 272:
Old : 356: 150 86 141 91 94 298 272:
Other: 90: 23 17 19 30 38 63 65:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 18.0 23.2 26.1 11.6 14.6 18.5 19.7
Old : 14.7 18.1 23.7 26.3 11.9 14.8 19.0 19.8
Other: 25.1 33.5 35.8 44.1 22.5 27.5 31.4 35.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 427,786: 145,269 40,094 108,798 145,975 222,649 400,043 371,541: 27,744 56,246
Old : 427,786: 145,269 40,094 108,798 145,975 222,649 400,043 371,541: 27,744 56,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -1,972: -4,196 939 1,283 2,847 -1,513 -66 710: -1,906 -2,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 9.4 25.4 34.1 52.0 93.5 86.9: 6.5 13.1
Old : 100.0: 34.0 9.4 25.4 34.1 52.0 93.5 86.9: 6.5 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 149 76 143 141 187 356 357:
Old : 447: 149 76 143 141 187 356 357:
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 15.0 21.1 25.0 12.4 14.7 20.1 22.6
Old : 12.4 15.0 21.1 25.0 12.4 14.7 20.1 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 3,482: 1,568 408 397 517 1,703 2,482 2,507: 1,000 975
Old : 3,482: 1,568 408 397 517 1,703 2,482 2,507: 1,000 975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -165: 58 -136 -76 -164 -134 -182 -345: 17 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 11.7 11.4 14.8 48.9 71.3 72.0: 28.7 28.0
Old : 100.0: 45.0 11.7 11.4 14.8 48.9 71.3 72.0: 28.7 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 18 6 9 10 13 33 24:
Old : 41: 18 6 9 10 13 33 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 : 27.8 34.8 43.0 47.2 24.8 34.8 39.0 45.6
Old : 27.8 34.8 43.0 47.2 24.8 34.8 39.0 45.6
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 31, 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 : 56,329: 16,907 10,021 20,863 11,028 10,744 48,798 41,628: 7,532 14,701
Old : 56,329: 16,907 10,021 20,863 11,028 10,744 48,798 41,628: 7,532 14,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -885: 19 -231 62 -229 -2 -148 -172: -737 -713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 17.8 37.0 19.6 19.1 86.6 73.9: 13.4 26.1
Old : 100.0: 30.0 17.8 37.0 19.6 19.1 86.6 73.9: 13.4 26.1
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 : 208: 56 49 74 52 63 158 157:
Old : 208: 56 49 74 52 63 158 157:
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 : 18.7 12.5 28.5 20.3 16.3 8.8 22.7 13.1
Old : 18.7 12.5 28.5 20.3 16.3 8.8 22.7 13.1
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 31, 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 : 2,781: 297 475 380 1,218 1,591 1,895 2,446: 886 335
Old : 2,781: 297 475 380 1,218 1,591 1,895 2,446: 886 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 53: 20 29 -18 63 67 65 78: -12 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 17.1 13.7 43.8 57.2 68.1 87.9: 31.9 12.1
Old : 100.0: 10.7 17.1 13.7 43.8 57.2 68.1 87.9: 31.9 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 34.4 53.8 53.0 69.7 31.7 51.9 42.5 62.7
Old : 34.4 53.8 53.0 69.7 31.7 51.9 42.5 62.7
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 31, 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 : 28,856: 1,806 3,200 5,490 20,621 17,996 27,917 26,685: 939 2,171
Old : 28,856: 1,806 3,200 5,490 20,621 17,996 27,917 26,685: 939 2,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 74: -248 129 -31 356 49 77 148: -3 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.1 19.0 71.5 62.4 96.7 92.5: 3.3 7.5
Old : 100.0: 6.3 11.1 19.0 71.5 62.4 96.7 92.5: 3.3 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 : 70: 10 15 16 34 30 57 50:
Old : 70: 10 15 16 34 30 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 : 44.5 36.5 63.7 51.0 43.7 32.9 55.4 43.3
Old : 44.5 36.5 63.7 51.0 43.7 32.9 55.4 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 31, 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 : 56,790: 33,886 4,879 0 20,442 50,915 54,328 55,794: 2,462 996
Old : 56,790: 33,886 4,879 0 20,442 50,915 54,328 55,794: 2,462 996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 1,512: 802 1,006 0 465 412 1,267 1,418: 245 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 8.6 0.0 36.0 89.7 95.7 98.2: 4.3 1.8
Old : 100.0: 59.7 8.6 0.0 36.0 89.7 95.7 98.2: 4.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 26 5 0 7 10 33 15:
Old : 46: 26 5 0 7 10 33 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 : 71.9 79.9 83.4 96.0 71.8 79.9 83.4 96.0
Old : 71.9 79.9 83.4 96.0 71.8 79.9 83.4 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 193,703: 61,816 52,225 10,930 72,732 109,826 145,478 172,981: 48,225 20,722
Old : 193,703: 61,816 52,225 10,930 72,732 109,826 145,478 172,981: 48,225 20,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 22,657: 10,863 9,454 2,338 1,047 8,161 14,247 19,953: 8,409 2,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 27.0 5.6 37.5 56.7 75.1 89.3: 24.9 10.7
Old : 100.0: 31.9 27.0 5.6 37.5 56.7 75.1 89.3: 24.9 10.7
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 : 117: 34 25 20 36 38 82 72:
Old : 117: 34 25 20 36 38 82 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 40.3 29.3 53.8 17.3 39.9 26.8 53.2
Old : 17.5 40.3 29.3 53.8 17.3 39.9 26.8 53.2
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 31, 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 : 57,046: 14,433 20,005 1,619 30,228 15,746 46,281 37,370: 10,765 19,675
Old : 57,046: 14,433 20,005 1,619 30,228 15,746 46,281 37,370: 10,765 19,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -4,793: -306 -4,382 959 -5,787 -333 -5,134 -3,757: 340 -1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 35.1 2.8 53.0 27.6 81.1 65.5: 18.9 34.5
Old : 100.0: 25.3 35.1 2.8 53.0 27.6 81.1 65.5: 18.9 34.5
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 : 57: 10 16 4 14 21 26 39:
Old : 57: 10 16 4 14 21 26 39:
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 : 54.6 23.7 62.9 32.3 54.6 23.7 62.9 32.3
Old : 54.6 23.7 62.9 32.3 54.6 23.7 62.9 32.3
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 31, 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 : 278,332: 193,128 42,791 1,899 66,762 230,473 261,790 275,163: 16,542 3,168
Old : 278,332: 193,128 42,791 1,899 66,762 230,473 261,790 275,163: 16,542 3,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 3,012: -9,012 -1,107 581 1,082 3,519 -7,349 2,993: 10,362 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 15.4 0.7 24.0 82.8 94.1 98.9: 5.9 1.1
Old : 100.0: 69.4 15.4 0.7 24.0 82.8 94.1 98.9: 5.9 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 : 178: 94 28 12 27 34 124 72:
Old : 178: 94 28 12 27 34 124 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 72.3 51.3 80.8 37.3 72.2 51.0 80.7
Old : 37.3 72.3 51.3 80.8 37.3 72.2 51.0 80.7
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 31, 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 : 233,003: 64,401 51,341 23,381 109,976 131,378 197,758 206,100: 35,245 26,903
Old : 233,003: 64,401 51,341 23,381 109,976 131,378 197,758 206,100: 35,245 26,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 5,016: -3,576 -9,184 8,466 1,027 2,916 5,918 2,198: -902 2,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 22.0 10.0 47.2 56.4 84.9 88.5: 15.1 11.5
Old : 100.0: 27.6 22.0 10.0 47.2 56.4 84.9 88.5: 15.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 31 28 21 40 48 83 87:
Old : 127: 31 28 21 40 48 83 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 : 27.9 28.0 41.2 38.8 27.7 27.8 39.9 36.5
Old : 27.9 28.0 41.2 38.8 27.7 27.8 39.9 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 195,225: 43,101 68,603 16,696 106,355 70,868 166,153 156,167: 29,072 39,057
Old : 195,225: 43,101 68,603 16,696 106,355 70,868 166,153 156,167: 29,072 39,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 3,001: 3,429 -6,196 3,859 -2,401 1,298 4,887 -1,039: -1,886 4,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 35.1 8.6 54.5 36.3 85.1 80.0: 14.9 20.0
Old : 100.0: 22.1 35.1 8.6 54.5 36.3 85.1 80.0: 14.9 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 24 45 25 37 45 76 100:
Old : 128: 24 45 25 37 45 76 100:
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 : 39.2 20.3 50.8 31.3 37.3 20.2 48.7 29.2
Old : 39.2 20.3 50.8 31.3 37.3 20.2 48.7 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 616,838: 165,844 241,071 45,047 308,873 269,223 519,765 555,342: 97,073 61,496
Old : 616,838: 165,844 241,071 45,047 308,873 269,223 519,765 555,342: 97,073 61,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 34,152: 6,055 3,400 12,403 7,823 13,799 26,281 29,602: 7,871 4,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 39.1 7.3 50.1 43.6 84.3 90.0: 15.7 10.0
Old : 100.0: 26.9 39.1 7.3 50.1 43.6 84.3 90.0: 15.7 10.0
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 : 291: 86 69 52 101 84 205 187:
Old : 291: 86 69 52 101 84 205 187:
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 31.3 25.0 43.9 14.4 31.2 23.8 43.8
Old : 15.0 31.3 25.0 43.9 14.4 31.2 23.8 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 23,490: 3,488 3,545 741 8,230 12,258 12,459 16,544: 11,031 6,946
Old : 23,490: 3,488 3,545 741 8,230 12,258 12,459 16,544: 11,031 6,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -90: 0 -589 0 10 255 10 -334: -100 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.1 3.2 35.0 52.2 53.0 70.4: 47.0 29.6
Old : 100.0: 14.8 15.1 3.2 35.0 52.2 53.0 70.4: 47.0 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 20.6 38.4 35.3 56.5 19.7 33.9 31.1 51.5
Old : 20.6 38.4 35.3 56.5 19.7 33.9 31.1 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 22,832: 3,210 1,851 586 10,806 16,873 14,602 19,310: 8,230 3,522
Old : 22,832: 3,210 1,851 586 10,806 16,873 14,602 19,310: 8,230 3,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 8.1 2.6 47.3 73.9 64.0 84.6: 36.0 15.4
Old : 100.0: 14.1 8.1 2.6 47.3 73.9 64.0 84.6: 36.0 15.4
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 : 22: 4 3 2 13 11 19 14:
Old : 22: 4 3 2 13 11 19 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 : 34.9 58.5 48.9 74.2 34.3 52.4 48.1 65.0
Old : 34.9 58.5 48.9 74.2 34.3 52.4 48.1 65.0
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 31, 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 : 54,106: 5,260 43,990 239 45,458 7,576 50,957 51,805: 3,149 2,301
Old : 54,106: 5,260 43,990 239 45,458 7,576 50,957 51,805: 3,149 2,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 202: -181 -1,429 62 -67 874 -186 -493: 388 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 81.3 0.4 84.0 14.0 94.2 95.7: 5.8 4.3
Old : 100.0: 9.7 81.3 0.4 84.0 14.0 94.2 95.7: 5.8 4.3
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 : 53: 14 23 4 12 8 27 34:
Old : 53: 14 23 4 12 8 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 : 80.7 77.6 87.8 83.7 76.8 73.1 82.4 78.5
Old : 80.7 77.6 87.8 83.7 76.8 73.1 82.4 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 49,492: 24,289 29,427 767 19,071 14,071 44,127 44,265: 5,365 5,227
Old : 49,492: 24,289 29,427 767 19,071 14,071 44,127 44,265: 5,365 5,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 2,158: 5,154 2,538 501 -5,604 -352 51 2,688: 2,107 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 59.5 1.5 38.5 28.4 89.2 89.4: 10.8 10.6
Old : 100.0: 49.1 59.5 1.5 38.5 28.4 89.2 89.4: 10.8 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 : 95: 36 30 7 20 11 60 44:
Old : 95: 36 30 7 20 11 60 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 42.2 40.0 62.4 26.8 42.2 40.0 62.3
Old : 26.8 42.2 40.0 62.4 26.8 42.2 40.0 62.3
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 31, 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 : 18,513: 15,230 3,855 61 1,648 13,264 16,939 17,180: 1,574 1,333
Old : 18,513: 15,230 3,855 61 1,648 13,264 16,939 17,180: 1,574 1,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 307: 302 -512 18 -285 844 35 350: 272 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 20.8 0.3 8.9 71.6 91.5 92.8: 8.5 7.2
Old : 100.0: 82.3 20.8 0.3 8.9 71.6 91.5 92.8: 8.5 7.2
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 : 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 : 77.0 66.5 85.5 81.5 77.0 66.4 85.5 81.4
Old : 77.0 66.5 85.5 81.5 77.0 66.4 85.5 81.4
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 31, 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 :19,430,528: 1,324,858 387,518 9,683,652 7,791,551 8,498,348 18,800,060 18,569,517: 630,468 861,011
Old :19,430,528: 1,324,858 387,518 9,683,652 7,791,551 8,498,348 18,800,060 18,569,517: 630,468 861,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 35,322: -64,129 43,070 29,490 71,472 -46,980 36,833 25,581: -1,511 9,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.0 49.8 40.1 43.7 96.8 95.6: 3.2 4.4
Old : 100.0: 6.8 2.0 49.8 40.1 43.7 96.8 95.6: 3.2 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: 80 50 111 119 118 250 232:
Old : 259: 80 50 111 119 118 250 232:
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 24.6 33.5 37.2 9.0 13.7 12.2 16.0
Old : 20.4 24.6 33.5 37.2 9.0 13.7 12.2 16.0
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 31, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,186: 1,699 2,728 133 0 0 1,832 2,861: 1,354 325
Old : 3,186: 1,699 2,728 133 0 0 1,832 2,861: 1,354 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -355: -26 -325 7 0 0 -19 -318: -336 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 85.6 4.2 0.0 0.0 57.5 89.8: 42.5 10.2
Old : 100.0: 53.3 85.6 4.2 0.0 0.0 57.5 89.8: 42.5 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 : 47: 24 23 6 0 0 28 25:
Old : 47: 24 23 6 0 0 28 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 : 21.7 42.8 32.2 63.2 21.7 42.8 31.6 62.3
Old : 21.7 42.8 32.2 63.2 21.7 42.8 31.6 62.3
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 31, 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 : 130,526: 27,967 12,923 31,576 69,759 85,896 129,302 130,395: 1,224 131
Old : 130,526: 27,967 12,923 31,576 69,759 85,896 129,302 130,395: 1,224 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -669: 107 221 -782 7 -145 -668 -706: -1 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 9.9 24.2 53.4 65.8 99.1 99.9: 0.9 0.1
Old : 100.0: 21.4 9.9 24.2 53.4 65.8 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 : 50: 12 19 22 9 14 35 41:
Old : 50: 12 19 22 9 14 35 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 57.4 87.9 74.7 55.0 47.1 60.0 55.1
Old : 72.2 57.4 87.9 74.7 55.0 47.1 60.0 55.1
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 31, 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 : 375,232: 39,458 121,339 57,464 278,225 193,422 375,147 372,225: 85 3,007
Old : 375,232: 39,458 121,339 57,464 278,225 193,422 375,147 372,225: 85 3,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 4,610: -947 -7,204 4,368 2,100 7,541 5,521 4,705: -911 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 32.3 15.3 74.1 51.5 100.0 99.2: 0.0 0.8
Old : 100.0: 10.5 32.3 15.3 74.1 51.5 100.0 99.2: 0.0 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 : 93: 18 38 23 23 36 53 85:
Old : 93: 18 38 23 23 36 53 85:
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 30.2 79.9 53.4 60.2 27.9 66.8 42.2
Old : 66.5 30.2 79.9 53.4 60.2 27.9 66.8 42.2
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 31, 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 : 735,636: 82,151 72,924 126,552 443,460 461,525 652,164 661,001: 83,472 74,635
Old : 735,636: 82,151 72,924 126,552 443,460 461,525 652,164 661,001: 83,472 74,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -16,445: 4,706 1,607 -18,450 -3,696 252 -17,439 -16,591: 994 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 9.9 17.2 60.3 62.7 88.7 89.9: 11.3 10.1
Old : 100.0: 11.2 9.9 17.2 60.3 62.7 88.7 89.9: 11.3 10.1
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 : 599: 152 104 127 263 260 462 444:
Old : 599: 152 104 127 263 260 462 444:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 15.7 23.1 28.4 10.8 13.6 16.2 21.3
Old : 14.3 15.7 23.1 28.4 10.8 13.6 16.2 21.3
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 31, 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 : 53,003: 2,643 4,711 12,268 17,147 21,076 32,059 38,055: 20,944 14,947
Old : 53,003: 2,643 4,711 12,268 17,147 21,076 32,059 38,055: 20,944 14,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -5,491: -109 2,614 -11,444 5,658 3,849 -5,894 -4,981: 404 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 8.9 23.1 32.4 39.8 60.5 71.8: 39.5 28.2
Old : 100.0: 5.0 8.9 23.1 32.4 39.8 60.5 71.8: 39.5 28.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 9 15 14 19 35 36:
Old : 42: 14 9 15 14 19 35 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 : 25.2 26.4 41.2 44.4 16.9 22.9 20.8 31.5
Old : 25.2 26.4 41.2 44.4 16.9 22.9 20.8 31.5
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 31, 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 : 3,413,165: 423,271 366,799 545,687 2,131,566 2,202,244 3,100,524 3,114,730: 312,641 298,436
Old : 3,413,165: 423,271 366,799 545,687 2,131,566 2,202,244 3,100,524 3,114,730: 312,641 298,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -54,771: 35,344 6,232 -46,295 -46,774 -17,986 -57,725 -58,049: 2,954 3,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 10.7 16.0 62.5 64.5 90.8 91.3: 9.2 8.7
Old : 100.0: 12.4 10.7 16.0 62.5 64.5 90.8 91.3: 9.2 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 147 100 123 257 254 448 433:
Old : 586: 147 100 123 257 254 448 433:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 16.2 24.0 29.3 11.6 15.0 17.4 23.0
Old : 14.8 16.2 24.0 29.3 11.6 15.0 17.4 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 28,682: 234 2,712 0 25,068 20,759 25,302 23,471: 3,380 5,211
Old : 28,682: 234 2,712 0 25,068 20,759 25,302 23,471: 3,380 5,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 72: -5 279 0 -236 -50 -241 229: 313 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 9.5 0.0 87.4 72.4 88.2 81.8: 11.8 18.2
Old : 100.0: 0.8 9.5 0.0 87.4 72.4 88.2 81.8: 11.8 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 : 23: 1 3 0 10 11 11 14:
Old : 23: 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 : 73.2 63.1 85.5 76.0 72.1 63.1 82.1 74.6
Old : 73.2 63.1 85.5 76.0 72.1 63.1 82.1 74.6
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 31, 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 : 8,660: 309 710 0 6,403 7,232 6,712 7,942: 1,948 718
Old : 8,660: 309 710 0 6,403 7,232 6,712 7,942: 1,948 718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 8.2 0.0 73.9 83.5 77.5 91.7: 22.5 8.3
Old : 100.0: 3.6 8.2 0.0 73.9 83.5 77.5 91.7: 22.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 0 9 9 10 12:
Old : 21: 1 3 0 9 9 10 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 : 54.2 66.0 72.0 82.3 52.9 66.0 70.7 82.3
Old : 54.2 66.0 72.0 82.3 52.9 66.0 70.7 82.3
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 31, 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 : 11,380: 686 788 0 8,602 9,402 9,288 10,190: 2,092 1,190
Old : 11,380: 686 788 0 8,602 9,402 9,288 10,190: 2,092 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 159: -3 0 0 98 0 95 0: 64 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 6.9 0.0 75.6 82.6 81.6 89.5: 18.4 10.5
Old : 100.0: 6.0 6.9 0.0 75.6 82.6 81.6 89.5: 18.4 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 : 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 59.6 74.4 78.3 54.1 52.1 68.6 70.8
Old : 58.1 59.6 74.4 78.3 54.1 52.1 68.6 70.8
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 31, 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 : 78,012: 17,524 4,376 743 47,646 70,726 65,913 75,845: 12,099 2,167
Old : 78,012: 17,524 4,376 743 47,646 70,726 65,913 75,845: 12,099 2,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -635: 1,605 220 -66 -3,079 -107 -1,540 47: 905 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 5.6 1.0 61.1 90.7 84.5 97.2: 15.5 2.8
Old : 100.0: 22.5 5.6 1.0 61.1 90.7 84.5 97.2: 15.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 16 8 9 40 37 58 52:
Old : 88: 16 8 9 40 37 58 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 36.9 45.2 58.0 30.6 36.8 44.7 57.9
Old : 30.8 36.9 45.2 58.0 30.6 36.8 44.7 57.9
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 31, 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 : 46,199: 14,262 8,875 3,915 20,322 25,541 38,498 38,331: 7,700 7,868
Old : 46,199: 14,262 8,875 3,915 20,322 25,541 38,498 38,331: 7,700 7,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 1,051: 1,679 -789 -354 -1,027 2,173 297 1,030: 754 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 19.2 8.5 44.0 55.3 83.3 83.0: 16.7 17.0
Old : 100.0: 30.9 19.2 8.5 44.0 55.3 83.3 83.0: 16.7 17.0
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 : 251: 68 56 30 77 78 160 150:
Old : 251: 68 56 30 77 78 160 150:
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 : 20.9 22.4 29.4 32.4 20.9 20.5 29.0 29.1
Old : 20.9 22.4 29.4 32.4 20.9 20.5 29.0 29.1
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 31, 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 : 230,993: 71,308 44,373 19,576 101,609 127,704 192,492 191,653: 38,501 39,341
Old : 230,993: 71,308 44,373 19,576 101,609 127,704 192,492 191,653: 38,501 39,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 5,257: 8,393 -3,944 -1,772 -5,135 10,866 1,485 5,150: 3,772 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 19.2 8.5 44.0 55.3 83.3 83.0: 16.7 17.0
Old : 100.0: 30.9 19.2 8.5 44.0 55.3 83.3 83.0: 16.7 17.0
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 : 251: 68 56 30 77 78 160 150:
Old : 251: 68 56 30 77 78 160 150:
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 : 20.9 22.4 29.4 32.4 20.9 20.5 29.0 29.1
Old : 20.9 22.4 29.4 32.4 20.9 20.5 29.0 29.1
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 31, 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 : 186,804: 48,449 87,990 14,606 95,094 56,354 158,149 158,949: 28,655 27,855
Old : 186,804: 48,449 87,990 14,606 95,094 56,354 158,149 158,949: 28,655 27,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 13,185: 10,359 2,202 1,513 -2,054 10,479 9,819 14,194: 3,366 -1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 47.1 7.8 50.9 30.2 84.7 85.1: 15.3 14.9
Old : 100.0: 25.9 47.1 7.8 50.9 30.2 84.7 85.1: 15.3 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 : 95: 24 28 15 23 34 57 68:
Old : 95: 24 28 15 23 34 57 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 : 39.0 24.3 54.5 38.5 38.1 23.4 51.7 37.6
Old : 39.0 24.3 54.5 38.5 38.1 23.4 51.7 37.6
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 31, 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 : 490,318: 119,880 68,047 17,883 326,045 389,078 463,808 475,008: 26,510 15,310
Old : 490,318: 119,880 68,047 17,883 326,045 389,078 463,808 475,008: 26,510 15,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 7,615: 3,970 -6,638 1,826 -459 12,987 5,336 8,175: 2,278 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 13.9 3.6 66.5 79.4 94.6 96.9: 5.4 3.1
Old : 100.0: 24.4 13.9 3.6 66.5 79.4 94.6 96.9: 5.4 3.1
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 : 307: 73 49 28 130 106 217 169:
Old : 307: 73 49 28 130 106 217 169:
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 : 17.9 21.5 30.1 37.4 17.0 21.3 29.1 37.1
Old : 17.9 21.5 30.1 37.4 17.0 21.3 29.1 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 22,444: 4,864 11,817 28 10,759 7,585 15,651 19,430: 6,793 3,014
Old : 22,444: 4,864 11,817 28 10,759 7,585 15,651 19,430: 6,793 3,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -13: -903 769 -5 -142 1 -1,050 765: 1,037 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 52.7 0.1 47.9 33.8 69.7 86.6: 30.3 13.4
Old : 100.0: 21.7 52.7 0.1 47.9 33.8 69.7 86.6: 30.3 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 7 2 12 6 22 13:
Old : 31: 8 7 2 12 6 22 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 : 36.4 64.3 51.3 81.4 36.4 64.3 51.3 81.3
Old : 36.4 64.3 51.3 81.4 36.4 64.3 51.3 81.3
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 31, 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 : 60,519: 22,017 8,235 346 29,386 7,002 51,749 15,583: 8,770 44,936
Old : 60,519: 22,017 8,235 346 29,386 7,002 51,749 15,583: 8,770 44,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 1,106: -723 1,088 -462 2,230 -1,927 1,045 -1,301: 61 2,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 13.6 0.6 48.6 11.6 85.5 25.7: 14.5 74.3
Old : 100.0: 36.4 13.6 0.6 48.6 11.6 85.5 25.7: 14.5 74.3
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 : 58: 15 10 3 25 13 42 24:
Old : 58: 15 10 3 25 13 42 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 : 29.9 11.3 46.9 17.6 29.9 11.3 46.9 17.5
Old : 29.9 11.3 46.9 17.6 29.9 11.3 46.9 17.5
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 31, 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 : 80,536: 20,207 4,031 1,004 59,301 75,440 80,512 80,475: 24 61
Old : 80,536: 20,207 4,031 1,004 59,301 75,440 80,512 80,475: 24 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 990: 1,570 0 10 -590 980 990 990: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 5.0 1.2 73.6 93.7 100.0 99.9: 0.0 0.1
Old : 100.0: 25.1 5.0 1.2 73.6 93.7 100.0 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 : 47: 13 2 4 25 19 39 24:
Old : 47: 13 2 4 25 19 39 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 : 46.5 58.8 70.8 83.6 31.2 50.3 46.0 61.8
Old : 46.5 58.8 70.8 83.6 31.2 50.3 46.0 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 06, 2020