BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 19, 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 : 9,427: 0 2,914 324 8,427 5,658 8,751 8,896: 676 531
Old : 9,427: 0 2,914 324 8,427 5,658 8,751 8,896: 676 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 477: -142 205 11 606 261 475 477: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 30.9 3.4 89.4 60.0 92.8 94.4: 7.2 5.6
Old : 100.0: 0.0 30.9 3.4 89.4 60.0 92.8 94.4: 7.2 5.6
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 : 39: 0 9 5 23 20 28 29:
Old : 39: 0 9 5 23 20 28 29:
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 : 55.1 40.0 74.2 60.9 52.8 38.9 71.5 56.8
Old : 55.1 40.0 74.2 60.9 52.8 38.9 71.5 56.8
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 - Futures Only, November 19, 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 : 23,087: 8,093 3,062 1,999 9,604 11,958 19,696 17,019: 3,391 6,068
Old : 23,087: 8,093 3,062 1,999 9,604 11,958 19,696 17,019: 3,391 6,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 500: 196 94 118 118 194 432 406: 68 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 13.3 8.7 41.6 51.8 85.3 73.7: 14.7 26.3
Old : 100.0: 35.1 13.3 8.7 41.6 51.8 85.3 73.7: 14.7 26.3
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 : 92: 33 14 18 26 34 69 56:
Old : 92: 33 14 18 26 34 69 56:
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 25.0 42.8 38.6 28.9 21.3 39.5 33.2
Old : 29.9 25.0 42.8 38.6 28.9 21.3 39.5 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, November 19, 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 : 8,382: 478 1,614 392 6,486 5,952 7,356 7,958: 1,026 424
Old : 8,382: 478 1,614 392 6,486 5,952 7,356 7,958: 1,026 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 264: 5 -28 27 251 280 283 279: -19 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 19.3 4.7 77.4 71.0 87.8 94.9: 12.2 5.1
Old : 100.0: 5.7 19.3 4.7 77.4 71.0 87.8 94.9: 12.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 4 7 24 16 35 24:
Old : 43: 8 4 7 24 16 35 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 : 33.4 56.6 55.3 78.8 30.8 54.6 50.2 68.8
Old : 33.4 56.6 55.3 78.8 30.8 54.6 50.2 68.8
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 - Futures Only, November 19, 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 : 7,531: 3,529 865 460 3,353 4,602 7,342 5,927: 189 1,604
Old : 7,531: 3,529 865 460 3,353 4,602 7,342 5,927: 189 1,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 132: 28 2 -11 120 123 137 114: -5 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 11.5 6.1 44.5 61.1 97.5 78.7: 2.5 21.3
Old : 100.0: 46.9 11.5 6.1 44.5 61.1 97.5 78.7: 2.5 21.3
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 : 28: 5 5 5 8 14 14 23:
Old : 28: 5 5 5 8 14 14 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 : 79.9 45.2 92.3 60.5 77.2 45.2 87.7 59.9
Old : 79.9 45.2 92.3 60.5 77.2 45.2 87.7 59.9
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 - Futures Only, November 19, 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 : 294,483: 87,013 78,871 56,447 120,823 128,149 264,283 263,467: 30,200 31,016
Old : 288,000: 85,458 78,942 54,416 119,329 125,037 259,203 258,395: 28,797 29,605
Other: 6,483: 3,170 1,544 416 1,494 3,112 5,080 5,072: 1,403 1,411
: : :
: : Changes in Commitments from: November 12, 2019 :
: 4,424: 1,790 8,101 1,798 1,077 -4,989 4,665 4,910: -241 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 26.8 19.2 41.0 43.5 89.7 89.5: 10.3 10.5
Old : 100.0: 29.7 27.4 18.9 41.4 43.4 90.0 89.7: 10.0 10.3
Other: 100.0: 48.9 23.8 6.4 23.0 48.0 78.4 78.2: 21.6 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 122 97 115 68 90 256 254:
Old : 350: 129 96 114 62 90 247 254:
Other: 72: 15 17 6 19 32 39 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 19.6 27.0 26.2 15.0 15.1 23.9 20.9
Old : 18.0 19.9 27.5 26.6 15.3 15.5 24.0 21.5
Other: 40.2 36.3 53.7 47.9 37.3 35.0 48.3 43.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 19, 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 : 369,746: 135,508 56,271 75,030 131,909 189,118 342,447 320,419: 27,299 49,327
Old : 369,746: 135,508 56,271 75,030 131,909 189,118 342,447 320,419: 27,299 49,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 17,476: 7,207 2,606 8,608 4,278 4,032 20,093 15,246: -2,617 2,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 15.2 20.3 35.7 51.1 92.6 86.7: 7.4 13.3
Old : 100.0: 36.6 15.2 20.3 35.7 51.1 92.6 86.7: 7.4 13.3
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 : 428: 125 86 129 116 167 312 336:
Old : 428: 125 86 129 116 167 312 336:
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 : 14.1 16.6 24.0 28.0 13.3 16.4 21.9 24.4
Old : 14.1 16.6 24.0 28.0 13.3 16.4 21.9 24.4
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 - Futures Only, November 19, 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 : 3,048: 1,485 535 101 528 1,656 2,114 2,292: 934 756
Old : 3,048: 1,485 535 101 528 1,656 2,114 2,292: 934 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 120: 50 -29 20 11 4 81 -5: 39 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 17.6 3.3 17.3 54.3 69.4 75.2: 30.6 24.8
Old : 100.0: 48.7 17.6 3.3 17.3 54.3 69.4 75.2: 30.6 24.8
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 : 42: 16 8 2 8 16 25 25:
Old : 42: 16 8 2 8 16 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 : 28.4 34.7 43.0 50.5 27.7 33.4 42.2 46.7
Old : 28.4 34.7 43.0 50.5 27.7 33.4 42.2 46.7
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 - Futures Only, November 19, 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 : 44,864: 16,893 11,769 10,400 10,407 10,288 37,700 32,457: 7,164 12,407
Old : 44,864: 16,893 11,769 10,400 10,407 10,288 37,700 32,457: 7,164 12,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,227: 541 -808 176 442 1,375 1,159 743: 68 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 26.2 23.2 23.2 22.9 84.0 72.3: 16.0 27.7
Old : 100.0: 37.7 26.2 23.2 23.2 22.9 84.0 72.3: 16.0 27.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 52 48 58 46 57 137 135:
Old : 189: 52 48 58 46 57 137 135:
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 : 22.6 14.7 31.6 23.1 20.3 12.5 27.4 18.4
Old : 22.6 14.7 31.6 23.1 20.3 12.5 27.4 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, November 19, 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 : 19,802: 2,868 2,420 1,508 14,782 14,352 19,158 18,280: 644 1,522
Old : 19,802: 2,868 2,420 1,508 14,782 14,352 19,158 18,280: 644 1,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 940: 330 -124 177 392 864 899 917: 41 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.2 7.6 74.6 72.5 96.7 92.3: 3.3 7.7
Old : 100.0: 14.5 12.2 7.6 74.6 72.5 96.7 92.3: 3.3 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 16 11 13 27 24 48 43:
Old : 65: 16 11 13 27 24 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 49.8 70.4 64.1 51.7 49.5 66.8 63.4
Old : 52.3 49.8 70.4 64.1 51.7 49.5 66.8 63.4
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 - Futures Only, November 19, 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 : 55,198: 30,952 5,199 0 22,196 48,834 53,148 54,033: 2,050 1,165
Old : 55,198: 30,952 5,199 0 22,196 48,834 53,148 54,033: 2,050 1,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -554: -759 -185 0 95 -427 -664 -612: 110 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 9.4 0.0 40.2 88.5 96.3 97.9: 3.7 2.1
Old : 100.0: 56.1 9.4 0.0 40.2 88.5 96.3 97.9: 3.7 2.1
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 : 41: 20 9 0 8 6 28 15:
Old : 41: 20 9 0 8 6 28 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 81.3 85.6 96.1 76.0 81.2 85.5 96.0
Old : 76.0 81.3 85.6 96.1 76.0 81.2 85.5 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 - Futures Only, November 19, 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 : 172,759: 65,040 36,175 3,435 68,701 110,343 137,176 149,953: 35,583 22,806
Old : 172,759: 65,040 36,175 3,435 68,701 110,343 137,176 149,953: 35,583 22,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -10,034: -8,631 4,877 395 -1,902 -17,089 -10,138 -11,817: 104 1,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 20.9 2.0 39.8 63.9 79.4 86.8: 20.6 13.2
Old : 100.0: 37.6 20.9 2.0 39.8 63.9 79.4 86.8: 20.6 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 : 115: 34 24 10 40 33 76 65:
Old : 115: 34 24 10 40 33 76 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 52.1 38.9 61.3 27.4 51.2 37.1 60.4
Old : 27.7 52.1 38.9 61.3 27.4 51.2 37.1 60.4
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 - Futures Only, November 19, 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 : 68,223: 11,573 27,765 85 47,555 17,419 59,213 45,269: 9,010 22,954
Old : 68,223: 11,573 27,765 85 47,555 17,419 59,213 45,269: 9,010 22,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 157: -1,251 -179 49 1,545 1,253 343 1,123: -186 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 40.7 0.1 69.7 25.5 86.8 66.4: 13.2 33.6
Old : 100.0: 17.0 40.7 0.1 69.7 25.5 86.8 66.4: 13.2 33.6
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 : 58: 6 20 3 18 19 26 40:
Old : 58: 6 20 3 18 19 26 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 : 52.5 27.4 68.2 38.2 52.5 27.4 68.2 38.2
Old : 52.5 27.4 68.2 38.2 52.5 27.4 68.2 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 19, 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 : 294,412: 213,938 74,117 1,736 72,760 214,787 288,434 290,640: 5,978 3,772
Old : 294,412: 213,938 74,117 1,736 72,760 214,787 288,434 290,640: 5,978 3,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -3,755: -5,374 -3,158 563 1,192 -1,224 -3,619 -3,819: -136 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 25.2 0.6 24.7 73.0 98.0 98.7: 2.0 1.3
Old : 100.0: 72.7 25.2 0.6 24.7 73.0 98.0 98.7: 2.0 1.3
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 : 171: 78 40 11 25 31 110 76:
Old : 171: 78 40 11 25 31 110 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 : 41.7 47.7 57.2 69.2 41.7 47.7 57.2 69.1
Old : 41.7 47.7 57.2 69.2 41.7 47.7 57.2 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 19, 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 : 218,042: 39,205 71,108 6,224 141,288 111,145 186,717 188,477: 31,325 29,565
Old : 218,042: 39,205 71,108 6,224 141,288 111,145 186,717 188,477: 31,325 29,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 8,730: -1,143 2,627 194 4,474 5,106 3,525 7,927: 5,205 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 32.6 2.9 64.8 51.0 85.6 86.4: 14.4 13.6
Old : 100.0: 18.0 32.6 2.9 64.8 51.0 85.6 86.4: 14.4 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 20 28 12 37 43 62 78:
Old : 110: 20 28 12 37 43 62 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 26.0 63.3 39.9 47.3 25.8 62.7 39.7
Old : 47.9 26.0 63.3 39.9 47.3 25.8 62.7 39.7
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 - Futures Only, November 19, 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 : 182,445: 45,423 80,454 2,708 102,992 67,501 151,123 150,663: 31,322 31,782
Old : 182,445: 45,423 80,454 2,708 102,992 67,501 151,123 150,663: 31,322 31,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -1,035: 1,459 1,493 -763 -3,512 115 -2,816 845: 1,781 -1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 44.1 1.5 56.5 37.0 82.8 82.6: 17.2 17.4
Old : 100.0: 24.9 44.1 1.5 56.5 37.0 82.8 82.6: 17.2 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 : 110: 26 32 12 30 36 61 75:
Old : 110: 26 32 12 30 36 61 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 : 39.3 36.7 52.4 47.3 39.3 36.7 52.4 47.0
Old : 39.3 36.7 52.4 47.3 39.3 36.7 52.4 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 19, 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 : 577,689: 163,898 226,401 16,020 310,291 278,082 490,209 520,503: 87,480 57,186
Old : 577,689: 163,898 226,401 16,020 310,291 278,082 490,209 520,503: 87,480 57,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 8,162: -6,352 -1,518 5,228 9,712 4,173 8,588 7,883: -426 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 39.2 2.8 53.7 48.1 84.9 90.1: 15.1 9.9
Old : 100.0: 28.4 39.2 2.8 53.7 48.1 84.9 90.1: 15.1 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 : 284: 80 62 35 105 86 195 174:
Old : 284: 80 62 35 105 86 195 174:
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 : 17.3 33.1 28.5 48.3 16.7 32.7 27.5 47.9
Old : 17.3 33.1 28.5 48.3 16.7 32.7 27.5 47.9
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 - Futures Only, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 26,130: 5,507 2,838 684 8,617 15,874 14,808 19,396: 11,322 6,734
Old : 26,130: 5,507 2,838 684 8,617 15,874 14,808 19,396: 11,322 6,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -601: -388 -317 -2 -279 -18 -669 -337: 68 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 10.9 2.6 33.0 60.8 56.7 74.2: 43.3 25.8
Old : 100.0: 21.1 10.9 2.6 33.0 60.8 56.7 74.2: 43.3 25.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 3 2 13 10 21 14:
Old : 26: 7 3 2 13 10 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 53.3 33.9 66.0 17.1 49.3 29.7 61.5
Old : 19.6 53.3 33.9 66.0 17.1 49.3 29.7 61.5
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 - Futures Only, November 19, 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 : 22,481: 1,340 3,879 15 13,942 14,020 15,297 17,914: 7,184 4,567
Old : 22,481: 1,340 3,879 15 13,942 14,020 15,297 17,914: 7,184 4,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 419: 448 60 0 -131 557 317 617: 102 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 17.3 0.1 62.0 62.4 68.0 79.7: 32.0 20.3
Old : 100.0: 6.0 17.3 0.1 62.0 62.4 68.0 79.7: 32.0 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 1 15 12 18 15:
Old : 23: 2 3 1 15 12 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 45.3 55.1 62.4 37.4 39.1 51.8 55.3
Old : 40.1 45.3 55.1 62.4 37.4 39.1 51.8 55.3
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 - Futures Only, November 19, 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 : 57,140: 6,381 49,244 617 46,789 5,083 53,787 54,944: 3,353 2,196
Old : 57,140: 6,381 49,244 617 46,789 5,083 53,787 54,944: 3,353 2,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 3,599: 2,480 2,245 617 165 424 3,262 3,286: 337 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 86.2 1.1 81.9 8.9 94.1 96.2: 5.9 3.8
Old : 100.0: 11.2 86.2 1.1 81.9 8.9 94.1 96.2: 5.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 18 23 2 9 7 27 32:
Old : 55: 18 23 2 9 7 27 32:
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 : 81.3 75.5 86.2 82.6 81.3 75.5 85.6 82.6
Old : 81.3 75.5 86.2 82.6 81.3 75.5 85.6 82.6
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 - Futures Only, November 19, 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 : 73,073: 12,349 47,448 766 57,196 19,276 70,311 67,490: 2,762 5,583
Old : 73,073: 12,349 47,448 766 57,196 19,276 70,311 67,490: 2,762 5,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -6,321: -4,401 -5,537 329 -1,923 -951 -5,995 -6,159: -326 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 64.9 1.0 78.3 26.4 96.2 92.4: 3.8 7.6
Old : 100.0: 16.9 64.9 1.0 78.3 26.4 96.2 92.4: 3.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 27 47 8 20 14 50 66:
Old : 104: 27 47 8 20 14 50 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 32.2 73.8 50.6 64.4 31.9 73.7 50.2
Old : 64.4 32.2 73.8 50.6 64.4 31.9 73.7 50.2
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 - Futures Only, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 15,292: 13,400 6,699 0 1,139 6,767 14,539 13,466: 753 1,826
Old : 15,292: 13,400 6,699 0 1,139 6,767 14,539 13,466: 753 1,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,551: 1,552 1,922 0 12 -112 1,564 1,810: -13 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 43.8 0.0 7.4 44.3 95.1 88.1: 4.9 11.9
Old : 100.0: 87.6 43.8 0.0 7.4 44.3 95.1 88.1: 4.9 11.9
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 : 25: 6 13 0 2 4 8 17:
Old : 25: 6 13 0 2 4 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.0 51.2 95.1 77.0 89.0 51.2 95.1 77.0
Old : 89.0 51.2 95.1 77.0 89.0 51.2 95.1 77.0
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 - Futures Only, November 19, 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 :11,906,620: 2,945,780 833,472 2,715,784 5,587,610 7,450,687 11,249,174 10,999,943: 657,446 906,677
Old :11,906,620: 2,945,780 833,472 2,715,784 5,587,610 7,450,687 11,249,174 10,999,943: 657,446 906,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -231,878: 33,055 113,520 -106,976 -187,090 -288,490 -261,011 -281,946: 29,133 50,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.0 22.8 46.9 62.6 94.5 92.4: 5.5 7.6
Old : 100.0: 24.7 7.0 22.8 46.9 62.6 94.5 92.4: 5.5 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 : 240: 67 48 90 105 109 214 210:
Old : 240: 67 48 90 105 109 214 210:
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 30.5 29.1 40.5 13.2 25.4 20.3 29.3
Old : 18.1 30.5 29.1 40.5 13.2 25.4 20.3 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,157: 1,630 2,540 125 0 0 1,755 2,665: 1,402 492
Old : 3,157: 1,630 2,540 125 0 0 1,755 2,665: 1,402 492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 66: -49 -4 -13 0 0 -62 -17: 128 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 80.5 4.0 0.0 0.0 55.6 84.4: 44.4 15.6
Old : 100.0: 51.6 80.5 4.0 0.0 0.0 55.6 84.4: 44.4 15.6
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 : 45: 26 19 6 0 0 28 23:
Old : 45: 26 19 6 0 0 28 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 : 23.8 44.0 32.5 62.1 22.1 44.0 30.5 61.9
Old : 23.8 44.0 32.5 62.1 22.1 44.0 30.5 61.9
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 - Futures Only, November 19, 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 : 172,430: 27,341 17,506 39,042 104,673 115,113 171,056 171,661: 1,374 769
Old : 172,430: 27,341 17,506 39,042 104,673 115,113 171,056 171,661: 1,374 769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 9,657: 608 -869 3,162 5,636 7,061 9,406 9,354: 251 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 10.2 22.6 60.7 66.8 99.2 99.6: 0.8 0.4
Old : 100.0: 15.9 10.2 22.6 60.7 66.8 99.2 99.6: 0.8 0.4
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 : 53: 15 15 20 10 19 35 44:
Old : 53: 15 15 20 10 19 35 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 : 72.2 46.2 86.8 61.7 55.7 36.9 60.3 49.0
Old : 72.2 46.2 86.8 61.7 55.7 36.9 60.3 49.0
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 - Futures Only, November 19, 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 : 308,795: 46,687 118,598 48,265 213,499 139,261 308,451 306,124: 344 2,671
Old : 308,795: 46,687 118,598 48,265 213,499 139,261 308,451 306,124: 344 2,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 33,381: 3,200 14,449 6,406 23,752 11,796 33,358 32,651: 23 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 38.4 15.6 69.1 45.1 99.9 99.1: 0.1 0.9
Old : 100.0: 15.1 38.4 15.6 69.1 45.1 99.9 99.1: 0.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 20 31 28 24 34 55 82:
Old : 89: 20 31 28 24 34 55 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 36.9 77.4 52.5 57.8 34.1 64.9 46.3
Old : 61.9 36.9 77.4 52.5 57.8 34.1 64.9 46.3
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 - Futures Only, November 19, 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 : 585,963: 79,312 78,141 19,102 418,674 421,473 517,088 518,716: 68,875 67,247
Old : 585,963: 79,312 78,141 19,102 418,674 421,473 517,088 518,716: 68,875 67,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 11,538: 1,013 3,577 5,086 3,703 -800 9,801 7,863: 1,737 3,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 13.3 3.3 71.5 71.9 88.2 88.5: 11.8 11.5
Old : 100.0: 13.5 13.3 3.3 71.5 71.9 88.2 88.5: 11.8 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 : 584: 120 107 73 247 251 397 402:
Old : 584: 120 107 73 247 251 397 402:
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 21.0 21.6 30.3 11.1 17.0 17.9 26.2
Old : 12.4 21.0 21.6 30.3 11.1 17.0 17.9 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 19, 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 : 27,151: 4,221 1,369 116 9,823 12,424 14,160 13,909: 12,991 13,242
Old : 27,151: 4,221 1,369 116 9,823 12,424 14,160 13,909: 12,991 13,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,787: 1,873 754 116 2,583 -2,289 4,572 -1,419: -1,785 4,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 5.0 0.4 36.2 45.8 52.2 51.2: 47.8 48.8
Old : 100.0: 15.5 5.0 0.4 36.2 45.8 52.2 51.2: 47.8 48.8
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 : 27: 6 5 1 4 12 10 18:
Old : 27: 6 5 1 4 12 10 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 36.3 51.0 47.5 37.6 36.3 50.6 47.5
Old : 37.6 36.3 51.0 47.5 37.6 36.3 50.6 47.5
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 - Futures Only, November 19, 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 : 2,794,058: 392,101 400,505 78,283 2,044,254 2,045,247 2,514,638 2,524,035: 279,420 270,023
Old : 2,794,058: 392,101 400,505 78,283 2,044,254 2,045,247 2,514,638 2,524,035: 279,420 270,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 43,756: 4,063 22,478 16,485 5,598 7,447 26,146 46,410: 17,610 -2,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.3 2.8 73.2 73.2 90.0 90.3: 10.0 9.7
Old : 100.0: 14.0 14.3 2.8 73.2 73.2 90.0 90.3: 10.0 9.7
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 : 583: 120 107 70 246 250 394 400:
Old : 583: 120 107 70 246 250 394 400:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 21.5 22.5 31.2 11.6 18.4 18.7 27.9
Old : 13.0 21.5 22.5 31.2 11.6 18.4 18.7 27.9
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 - Futures Only, November 19, 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 : 23,843: 255 1,267 0 20,643 19,444 20,898 20,711: 2,945 3,132
Old : 23,843: 255 1,267 0 20,643 19,444 20,898 20,711: 2,945 3,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 467: 255 0 0 214 426 469 426: -2 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.3 0.0 86.6 81.6 87.6 86.9: 12.4 13.1
Old : 100.0: 1.1 5.3 0.0 86.6 81.6 87.6 86.9: 12.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 8 14 9 15:
Old : 22: 1 1 0 8 14 9 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 : 78.0 55.3 86.6 76.3 74.7 55.3 82.5 76.0
Old : 78.0 55.3 86.6 76.3 74.7 55.3 82.5 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders - Futures Only, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 22,227: 2,163 0 0 17,480 12,683 19,643 12,683: 2,584 9,544
Old : 22,227: 2,163 0 0 17,480 12,683 19,643 12,683: 2,584 9,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 21: -983 0 0 735 35 -248 35: 269 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 0.0 78.6 57.1 88.4 57.1: 11.6 42.9
Old : 100.0: 9.7 0.0 0.0 78.6 57.1 88.4 57.1: 11.6 42.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 0 9 8 13 8:
Old : 20: 4 0 0 9 8 13 8:
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 : 69.0 46.9 82.2 57.1 69.0 43.1 80.0 53.3
Old : 69.0 46.9 82.2 57.1 69.0 43.1 80.0 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders - Futures Only, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Industrial Ind :
: : :
All : 11,136: 1,750 1,316 0 8,115 9,092 9,865 10,408: 1,271 728
Old : 11,136: 1,750 1,316 0 8,115 9,092 9,865 10,408: 1,271 728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 737: 54 0 0 879 907 933 907: -196 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.8 0.0 72.9 81.6 88.6 93.5: 11.4 6.5
Old : 100.0: 15.7 11.8 0.0 72.9 81.6 88.6 93.5: 11.4 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 : 23: 4 2 0 8 9 12 11:
Old : 23: 4 2 0 8 9 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 61.0 79.7 84.7 61.2 61.0 79.7 84.7
Old : 61.2 61.0 79.7 84.7 61.2 61.0 79.7 84.7
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 - Futures Only, November 19, 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 : 13,160: 1,234 0 500 8,454 11,042 10,188 11,542: 2,972 1,618
Old : 13,160: 1,234 0 500 8,454 11,042 10,188 11,542: 2,972 1,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -333: 64 0 0 -719 -231 -655 -231: 322 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 3.8 64.2 83.9 77.4 87.7: 22.6 12.3
Old : 100.0: 9.4 0.0 3.8 64.2 83.9 77.4 87.7: 22.6 12.3
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 : 22: 3 0 1 10 13 13 14:
Old : 22: 3 0 1 10 13 13 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 : 47.8 61.4 65.6 76.5 43.6 51.7 55.0 64.1
Old : 47.8 61.4 65.6 76.5 43.6 51.7 55.0 64.1
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 - Futures Only, November 19, 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 : 73,584: 15,525 4,527 749 46,273 64,334 62,547 69,610: 11,037 3,974
Old : 73,584: 15,525 4,527 749 46,273 64,334 62,547 69,610: 11,037 3,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 113: 184 1,103 121 -710 -631 -405 593: 518 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.2 1.0 62.9 87.4 85.0 94.6: 15.0 5.4
Old : 100.0: 21.1 6.2 1.0 62.9 87.4 85.0 94.6: 15.0 5.4
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 : 89: 14 6 4 42 40 57 49:
Old : 89: 14 6 4 42 40 57 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 37.4 45.9 57.0 32.2 37.1 45.3 56.6
Old : 32.5 37.4 45.9 57.0 32.2 37.1 45.3 56.6
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 - Futures Only, November 19, 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 : 46,589: 18,032 11,117 1,243 20,601 25,048 39,876 37,408: 6,713 9,181
Old : 46,589: 18,032 11,117 1,243 20,601 25,048 39,876 37,408: 6,713 9,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 218: -697 363 229 456 -659 -12 -67: 231 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 23.9 2.7 44.2 53.8 85.6 80.3: 14.4 19.7
Old : 100.0: 38.7 23.9 2.7 44.2 53.8 85.6 80.3: 14.4 19.7
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 : 243: 57 51 24 84 84 153 148:
Old : 243: 57 51 24 84 84 153 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 24.2 38.3 32.7 26.3 22.8 37.8 31.1
Old : 26.3 24.2 38.3 32.7 26.3 22.8 37.8 31.1
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 - Futures Only, November 19, 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 : 232,945: 90,161 55,587 6,214 103,004 125,241 199,379 187,042: 33,566 45,903
Old : 232,945: 90,161 55,587 6,214 103,004 125,241 199,379 187,042: 33,566 45,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,092: -3,483 1,817 1,143 2,279 -3,295 -61 -335: 1,153 1,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 23.9 2.7 44.2 53.8 85.6 80.3: 14.4 19.7
Old : 100.0: 38.7 23.9 2.7 44.2 53.8 85.6 80.3: 14.4 19.7
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 : 243: 57 51 24 84 84 153 148:
Old : 243: 57 51 24 84 84 153 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 24.2 38.3 32.7 26.3 22.8 37.8 31.1
Old : 26.3 24.2 38.3 32.7 26.3 22.8 37.8 31.1
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 - Futures Only, November 19, 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 : 172,425: 43,871 91,111 1,835 98,695 46,234 144,401 139,180: 28,024 33,245
Old : 172,425: 43,871 91,111 1,835 98,695 46,234 144,401 139,180: 28,024 33,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 12,296: 2,610 9,041 54 11,531 3,209 14,195 12,304: -1,899 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 52.8 1.1 57.2 26.8 83.7 80.7: 16.3 19.3
Old : 100.0: 25.4 52.8 1.1 57.2 26.8 83.7 80.7: 16.3 19.3
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 : 94: 18 36 7 23 32 44 72:
Old : 94: 18 36 7 23 32 44 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 : 48.0 24.5 62.1 37.7 47.9 24.3 61.8 37.5
Old : 48.0 24.5 62.1 37.7 47.9 24.3 61.8 37.5
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 - Futures Only, November 19, 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 : 475,095: 103,960 107,753 9,815 336,473 338,679 450,248 456,247: 24,847 18,848
Old : 475,095: 103,960 107,753 9,815 336,473 338,679 450,248 456,247: 24,847 18,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 5,252: 1,309 -2,339 -163 3,881 5,598 5,027 3,096: 225 2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 22.7 2.1 70.8 71.3 94.8 96.0: 5.2 4.0
Old : 100.0: 21.9 22.7 2.1 70.8 71.3 94.8 96.0: 5.2 4.0
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 : 310: 67 51 24 131 109 212 170:
Old : 310: 67 51 24 131 109 212 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 20.6 30.6 35.9 16.7 19.5 29.2 33.5
Old : 17.8 20.6 30.6 35.9 16.7 19.5 29.2 33.5
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 - Futures Only, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 34,505: 15,799 22,229 443 12,902 7,559 29,144 30,231: 5,361 4,274
Old : 34,505: 15,799 22,229 443 12,902 7,559 29,144 30,231: 5,361 4,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 213: -25 765 -23 -9 -25 -57 717: 270 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 64.4 1.3 37.4 21.9 84.5 87.6: 15.5 12.4
Old : 100.0: 45.8 64.4 1.3 37.4 21.9 84.5 87.6: 15.5 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 7 2 14 6 29 14:
Old : 39: 14 7 2 14 6 29 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 : 45.3 76.2 61.0 83.1 45.3 76.1 61.0 82.9
Old : 45.3 76.2 61.0 83.1 45.3 76.1 61.0 82.9
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 - Futures Only, November 19, 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 : 70,433: 36,383 21,076 734 24,044 39,654 61,161 61,464: 9,272 8,969
Old : 70,433: 36,383 21,076 734 24,044 39,654 61,161 61,464: 9,272 8,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -1,937: 3,281 -355 -15 190 -5,311 3,456 -5,681: -5,393 3,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 29.9 1.0 34.1 56.3 86.8 87.3: 13.2 12.7
Old : 100.0: 51.7 29.9 1.0 34.1 56.3 86.8 87.3: 13.2 12.7
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 : 80: 24 14 5 25 26 51 43:
Old : 80: 24 14 5 25 26 51 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 45.4 54.0 58.6 40.9 45.4 53.8 58.4
Old : 41.0 45.4 54.0 58.6 40.9 45.4 53.8 58.4
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 - Futures Only, November 19, 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 : 121,946: 19,532 6,378 1,032 101,352 114,475 121,916 121,885: 30 61
Old : 121,946: 19,532 6,378 1,032 101,352 114,475 121,916 121,885: 30 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 738: -1,756 600 -8 2,502 146 738 738: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 5.2 0.8 83.1 93.9 100.0 99.9: 0.0 0.0
Old : 100.0: 16.0 5.2 0.8 83.1 93.9 100.0 99.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 2 4 25 21 36 26:
Old : 43: 10 2 4 25 21 36 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 57.3 79.3 81.5 51.8 50.1 60.9 63.9
Old : 62.6 57.3 79.3 81.5 51.8 50.1 60.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2019