BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 26, 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 : 9,690: 0 2,944 324 8,680 5,814 9,004 9,082: 686 608
Old : 9,690: 0 2,944 324 8,680 5,814 9,004 9,082: 686 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 263: 0 30 0 253 156 253 186: 10 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 30.4 3.3 89.6 60.0 92.9 93.7: 7.1 6.3
Old : 100.0: 0.0 30.4 3.3 89.6 60.0 92.9 93.7: 7.1 6.3
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 : 40: 0 10 6 23 20 29 30:
Old : 40: 0 10 6 23 20 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 38.9 74.2 59.3 52.6 37.8 70.8 55.0
Old : 54.9 38.9 74.2 59.3 52.6 37.8 70.8 55.0
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 26, 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 : 23,726: 8,334 2,707 2,288 9,801 12,585 20,423 17,580: 3,303 6,146
Old : 23,726: 8,334 2,707 2,288 9,801 12,585 20,423 17,580: 3,303 6,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 639: 241 -355 289 197 627 727 561: -88 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 11.4 9.6 41.3 53.0 86.1 74.1: 13.9 25.9
Old : 100.0: 35.1 11.4 9.6 41.3 53.0 86.1 74.1: 13.9 25.9
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 : 92: 33 13 21 26 30 69 55:
Old : 92: 33 13 21 26 30 69 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 26.5 42.5 40.3 28.5 22.2 40.2 34.6
Old : 30.1 26.5 42.5 40.3 28.5 22.2 40.2 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, November 26, 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 : 8,476: 505 1,685 391 6,466 6,000 7,362 8,076: 1,114 400
Old : 8,476: 505 1,685 391 6,466 6,000 7,362 8,076: 1,114 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 94: 27 71 -1 -20 48 6 118: 88 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 19.9 4.6 76.3 70.8 86.9 95.3: 13.1 4.7
Old : 100.0: 6.0 19.9 4.6 76.3 70.8 86.9 95.3: 13.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 5 6 26 16 36 24:
Old : 44: 7 5 6 26 16 36 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 : 32.9 54.8 54.6 78.3 30.7 53.2 49.6 68.9
Old : 32.9 54.8 54.6 78.3 30.7 53.2 49.6 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, November 26, 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 : 7,724: 3,703 878 431 3,378 4,698 7,512 6,007: 212 1,717
Old : 7,724: 3,703 878 431 3,378 4,698 7,512 6,007: 212 1,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 193: 174 13 -29 25 96 170 80: 23 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 11.4 5.6 43.7 60.8 97.3 77.8: 2.7 22.2
Old : 100.0: 47.9 11.4 5.6 43.7 60.8 97.3 77.8: 2.7 22.2
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 : 29: 5 5 5 8 15 14 24:
Old : 29: 5 5 5 8 15 14 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 : 80.3 44.7 92.2 59.9 77.9 44.7 88.1 59.4
Old : 80.3 44.7 92.2 59.9 77.9 44.7 88.1 59.4
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 26, 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 : 296,730: 84,887 84,767 60,292 120,672 119,387 265,851 264,446: 30,879 32,284
Old : 290,001: 83,277 84,759 58,249 118,979 116,351 260,505 259,359: 29,496 30,642
Other: 6,729: 3,252 1,650 401 1,693 3,036 5,346 5,087: 1,383 1,642
: : :
: : Changes in Commitments from: November 19, 2019 :
: 2,247: -2,126 5,896 3,845 -151 -8,762 1,568 979: 679 1,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 28.6 20.3 40.7 40.2 89.6 89.1: 10.4 10.9
Old : 100.0: 28.7 29.2 20.1 41.0 40.1 89.8 89.4: 10.2 10.6
Other: 100.0: 48.3 24.5 6.0 25.2 45.1 79.4 75.6: 20.6 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 117 105 119 69 87 253 261:
Old : 350: 124 105 118 63 87 244 261:
Other: 73: 14 20 7 19 30 39 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 18.4 26.2 24.8 14.2 13.6 22.9 19.3
Old : 17.3 18.7 26.6 25.2 14.5 13.9 22.9 19.9
Other: 39.2 36.6 52.5 47.4 36.4 35.3 47.7 43.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 26, 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 : 384,203: 139,209 59,757 78,980 135,947 192,916 354,136 331,653: 30,067 52,550
Old : 384,203: 139,209 59,757 78,980 135,947 192,916 354,136 331,653: 30,067 52,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 14,457: 3,701 3,486 3,950 4,038 3,798 11,689 11,234: 2,768 3,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 15.6 20.6 35.4 50.2 92.2 86.3: 7.8 13.7
Old : 100.0: 36.2 15.6 20.6 35.4 50.2 92.2 86.3: 7.8 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 125 83 127 118 172 315 333:
Old : 426: 125 83 127 118 172 315 333:
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 16.4 23.9 27.9 13.2 16.1 21.4 24.4
Old : 14.1 16.4 23.9 27.9 13.2 16.1 21.4 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 26, 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 : 3,317: 1,599 624 215 537 1,688 2,351 2,527: 966 790
Old : 3,317: 1,599 624 215 537 1,688 2,351 2,527: 966 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 269: 114 89 114 9 32 237 235: 32 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 18.8 6.5 16.2 50.9 70.9 76.2: 29.1 23.8
Old : 100.0: 48.2 18.8 6.5 16.2 50.9 70.9 76.2: 29.1 23.8
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 : 50: 20 8 4 11 18 34 29:
Old : 50: 20 8 4 11 18 34 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 : 28.4 32.9 42.7 47.2 27.8 32.9 40.6 45.6
Old : 28.4 32.9 42.7 47.2 27.8 32.9 40.6 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 - Futures Only, November 26, 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 : 45,333: 16,768 12,230 11,845 9,719 9,967 38,332 34,042: 7,001 11,291
Old : 45,333: 16,768 12,230 11,845 9,719 9,967 38,332 34,042: 7,001 11,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 469: -125 461 1,445 -688 -321 632 1,585: -163 -1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 27.0 26.1 21.4 22.0 84.6 75.1: 15.4 24.9
Old : 100.0: 37.0 27.0 26.1 21.4 22.0 84.6 75.1: 15.4 24.9
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 : 179: 44 48 54 41 53 124 132:
Old : 179: 44 48 54 41 53 124 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 14.9 33.7 24.3 21.6 12.3 28.4 17.5
Old : 24.1 14.9 33.7 24.3 21.6 12.3 28.4 17.5
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 26, 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 : 20,382: 2,859 2,802 1,559 15,361 14,432 19,779 18,793: 603 1,589
Old : 20,382: 2,859 2,802 1,559 15,361 14,432 19,779 18,793: 603 1,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 580: -9 382 51 579 80 621 513: -41 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 13.7 7.6 75.4 70.8 97.0 92.2: 3.0 7.8
Old : 100.0: 14.0 13.7 7.6 75.4 70.8 97.0 92.2: 3.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 17 11 13 28 25 51 43:
Old : 66: 17 11 13 28 25 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 : 51.3 49.8 70.0 64.9 51.0 49.7 67.0 64.7
Old : 51.3 49.8 70.0 64.9 51.0 49.7 67.0 64.7
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 26, 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 : 54,239: 31,924 4,590 0 20,457 48,553 52,381 53,143: 1,858 1,096
Old : 54,239: 31,924 4,590 0 20,457 48,553 52,381 53,143: 1,858 1,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -959: 972 -609 0 -1,739 -281 -767 -890: -192 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 8.5 0.0 37.7 89.5 96.6 98.0: 3.4 2.0
Old : 100.0: 58.9 8.5 0.0 37.7 89.5 96.6 98.0: 3.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 23 8 0 10 6 33 14:
Old : 45: 23 8 0 10 6 33 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 : 73.9 82.1 83.7 96.6 73.9 82.1 83.6 96.6
Old : 73.9 82.1 83.7 96.6 73.9 82.1 83.6 96.6
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 26, 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 : 167,350: 60,930 40,586 3,784 67,607 99,823 132,321 144,193: 35,029 23,157
Old : 167,350: 60,930 40,586 3,784 67,607 99,823 132,321 144,193: 35,029 23,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -5,409: -4,110 4,411 349 -1,094 -10,520 -4,855 -5,760: -554 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 24.3 2.3 40.4 59.6 79.1 86.2: 20.9 13.8
Old : 100.0: 36.4 24.3 2.3 40.4 59.6 79.1 86.2: 20.9 13.8
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 : 113: 30 27 14 41 31 77 66:
Old : 113: 30 27 14 41 31 77 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 : 27.6 48.1 39.8 57.5 27.4 47.3 37.9 56.7
Old : 27.6 48.1 39.8 57.5 27.4 47.3 37.9 56.7
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 26, 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 : 77,318: 14,767 35,742 104 52,354 18,126 67,225 53,972: 10,093 23,346
Old : 77,318: 14,767 35,742 104 52,354 18,126 67,225 53,972: 10,093 23,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 9,095: 3,194 7,977 19 4,799 707 8,012 8,703: 1,083 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 46.2 0.1 67.7 23.4 86.9 69.8: 13.1 30.2
Old : 100.0: 19.1 46.2 0.1 67.7 23.4 86.9 69.8: 13.1 30.2
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 : 68: 7 27 2 17 20 25 48:
Old : 68: 7 27 2 17 20 25 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 26.3 66.7 37.4 51.7 26.3 66.6 37.4
Old : 51.7 26.3 66.7 37.4 51.7 26.3 66.6 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 26, 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 : 292,397: 202,534 66,885 4,267 79,931 217,734 286,732 288,886: 5,665 3,511
Old : 292,397: 202,534 66,885 4,267 79,931 217,734 286,732 288,886: 5,665 3,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -2,015: -11,404 -7,232 2,531 7,171 2,947 -1,702 -1,754: -313 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 22.9 1.5 27.3 74.5 98.1 98.8: 1.9 1.2
Old : 100.0: 69.3 22.9 1.5 27.3 74.5 98.1 98.8: 1.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 79 38 11 26 33 113 75:
Old : 171: 79 38 11 26 33 113 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 : 42.9 48.0 57.7 70.6 42.9 48.0 57.7 69.3
Old : 42.9 48.0 57.7 70.6 42.9 48.0 57.7 69.3
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 26, 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 : 223,181: 38,646 75,222 6,201 149,337 109,855 194,184 191,278: 28,997 31,903
Old : 223,181: 38,646 75,222 6,201 149,337 109,855 194,184 191,278: 28,997 31,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 5,139: -559 4,114 -23 8,049 -1,290 7,467 2,801: -2,328 2,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 33.7 2.8 66.9 49.2 87.0 85.7: 13.0 14.3
Old : 100.0: 17.3 33.7 2.8 66.9 49.2 87.0 85.7: 13.0 14.3
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 : 113: 20 28 12 38 45 63 80:
Old : 113: 20 28 12 38 45 63 80:
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 : 47.2 24.4 62.6 40.3 46.1 24.2 61.5 40.1
Old : 47.2 24.4 62.6 40.3 46.1 24.2 61.5 40.1
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 26, 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 : 196,894: 49,278 88,869 4,482 115,116 68,413 168,876 161,764: 28,018 35,130
Old : 196,894: 49,278 88,869 4,482 115,116 68,413 168,876 161,764: 28,018 35,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 14,449: 3,855 8,415 1,774 12,124 912 17,753 11,101: -3,304 3,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 45.1 2.3 58.5 34.7 85.8 82.2: 14.2 17.8
Old : 100.0: 25.0 45.1 2.3 58.5 34.7 85.8 82.2: 14.2 17.8
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 : 119: 28 33 13 37 37 69 79:
Old : 119: 28 33 13 37 37 69 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 34.5 51.6 45.5 39.7 34.5 51.5 45.5
Old : 39.8 34.5 51.6 45.5 39.7 34.5 51.5 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 26, 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 : 578,450: 169,916 231,332 10,906 308,994 277,623 489,816 519,861: 88,634 58,589
Old : 578,450: 169,916 231,332 10,906 308,994 277,623 489,816 519,861: 88,634 58,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 761: 6,018 4,931 -5,114 -1,297 -459 -393 -642: 1,154 1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 40.0 1.9 53.4 48.0 84.7 89.9: 15.3 10.1
Old : 100.0: 29.4 40.0 1.9 53.4 48.0 84.7 89.9: 15.3 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 : 283: 80 62 32 105 86 193 172:
Old : 283: 80 62 32 105 86 193 172:
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 : 17.1 32.9 28.5 48.2 16.6 32.0 27.5 47.3
Old : 17.1 32.9 28.5 48.2 16.6 32.0 27.5 47.3
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 26, 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 : 26,805: 4,921 3,726 353 10,215 15,928 15,489 20,007: 11,316 6,798
Old : 26,805: 4,921 3,726 353 10,215 15,928 15,489 20,007: 11,316 6,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 675: -586 888 -331 1,598 54 681 611: -6 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 13.9 1.3 38.1 59.4 57.8 74.6: 42.2 25.4
Old : 100.0: 18.4 13.9 1.3 38.1 59.4 57.8 74.6: 42.2 25.4
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 : 26: 6 4 2 13 10 21 14:
Old : 26: 6 4 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 : 22.1 50.0 36.6 66.5 21.6 46.1 34.8 61.0
Old : 22.1 50.0 36.6 66.5 21.6 46.1 34.8 61.0
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 26, 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 : 22,562: 1,340 3,733 21 13,799 13,859 15,160 17,613: 7,402 4,949
Old : 22,562: 1,340 3,733 21 13,799 13,859 15,160 17,613: 7,402 4,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 81: 0 -146 6 -143 -161 -137 -301: 218 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 16.5 0.1 61.2 61.4 67.2 78.1: 32.8 21.9
Old : 100.0: 5.9 16.5 0.1 61.2 61.4 67.2 78.1: 32.8 21.9
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 : 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 : 38.7 45.2 54.3 61.6 36.0 38.8 51.0 54.5
Old : 38.7 45.2 54.3 61.6 36.0 38.8 51.0 54.5
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 26, 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 : 69,259: 7,408 52,022 388 58,445 14,565 66,241 66,975: 3,018 2,284
Old : 69,259: 7,408 52,022 388 58,445 14,565 66,241 66,975: 3,018 2,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 12,119: 1,027 2,778 -229 11,656 9,482 12,454 12,031: -335 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 75.1 0.6 84.4 21.0 95.6 96.7: 4.4 3.3
Old : 100.0: 10.7 75.1 0.6 84.4 21.0 95.6 96.7: 4.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 18 24 3 10 8 29 34:
Old : 57: 18 24 3 10 8 29 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 76.9 87.9 83.9 68.3 63.4 72.7 69.5
Old : 81.5 76.9 87.9 83.9 68.3 63.4 72.7 69.5
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 - Futures Only, November 26, 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 : 70,840: 10,626 46,452 476 56,770 18,354 67,872 65,282: 2,968 5,558
Old : 70,840: 10,626 46,452 476 56,770 18,354 67,872 65,282: 2,968 5,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -2,233: -1,723 -996 -290 -426 -922 -2,439 -2,208: 206 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 65.6 0.7 80.1 25.9 95.8 92.2: 4.2 7.8
Old : 100.0: 15.0 65.6 0.7 80.1 25.9 95.8 92.2: 4.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 22 49 8 19 14 45 67:
Old : 100: 22 49 8 19 14 45 67:
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 : 65.5 32.5 73.9 50.8 65.4 32.2 73.9 50.3
Old : 65.5 32.5 73.9 50.8 65.4 32.2 73.9 50.3
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 - Futures Only, November 26, 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 : 15,336: 13,372 6,544 7 1,204 6,975 14,583 13,526: 753 1,810
Old : 15,336: 13,372 6,544 7 1,204 6,975 14,583 13,526: 753 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 44: -28 -155 7 65 208 44 60: 0 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 42.7 0.0 7.9 45.5 95.1 88.2: 4.9 11.8
Old : 100.0: 87.2 42.7 0.0 7.9 45.5 95.1 88.2: 4.9 11.8
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: 6 13 1 3 5 10 18:
Old : 26: 6 13 1 3 5 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 : 87.5 50.6 94.7 76.9 87.5 50.3 94.7 76.6
Old : 87.5 50.6 94.7 76.9 87.5 50.3 94.7 76.6
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 26, 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 :12,359,263: 3,145,523 932,801 2,858,150 5,652,572 7,626,568 11,656,245 11,417,519: 703,018 941,744
Old :12,359,263: 3,145,523 932,801 2,858,150 5,652,572 7,626,568 11,656,245 11,417,519: 703,018 941,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 452,643: 199,743 99,329 142,366 64,962 175,881 407,071 417,576: 45,572 35,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 7.5 23.1 45.7 61.7 94.3 92.4: 5.7 7.6
Old : 100.0: 25.5 7.5 23.1 45.7 61.7 94.3 92.4: 5.7 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 : 241: 67 50 93 105 109 217 213:
Old : 241: 67 50 93 105 109 217 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 30.0 29.8 39.4 14.2 25.3 21.2 29.1
Old : 18.9 30.0 29.8 39.4 14.2 25.3 21.2 29.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,554: 1,583 2,593 302 0 0 1,885 2,895: 1,669 659
Old : 3,554: 1,583 2,593 302 0 0 1,885 2,895: 1,669 659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 397: -47 53 177 0 0 130 230: 267 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 73.0 8.5 0.0 0.0 53.0 81.5: 47.0 18.5
Old : 100.0: 44.5 73.0 8.5 0.0 0.0 53.0 81.5: 47.0 18.5
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 : 41: 22 19 8 0 0 25 24:
Old : 41: 22 19 8 0 0 25 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 : 25.8 47.8 35.9 61.9 23.1 47.8 30.7 59.6
Old : 25.8 47.8 35.9 61.9 23.1 47.8 30.7 59.6
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 26, 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 : 182,646: 31,426 17,777 43,585 106,386 121,194 181,397 182,556: 1,249 90
Old : 182,646: 31,426 17,777 43,585 106,386 121,194 181,397 182,556: 1,249 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 10,216: 4,085 271 4,543 1,713 6,081 10,341 10,895: -125 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.7 23.9 58.2 66.4 99.3 100.0: 0.7 0.0
Old : 100.0: 17.2 9.7 23.9 58.2 66.4 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 16 15 21 10 20 36 46:
Old : 55: 16 15 21 10 20 36 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 46.2 86.8 62.0 54.4 36.6 58.8 48.3
Old : 70.8 46.2 86.8 62.0 54.4 36.6 58.8 48.3
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 26, 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 : 381,497: 66,599 142,384 56,441 258,189 179,283 381,229 378,108: 268 3,389
Old : 381,497: 66,599 142,384 56,441 258,189 179,283 381,229 378,108: 268 3,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 72,702: 19,912 23,786 8,176 44,690 40,022 72,778 71,984: -76 718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 37.3 14.8 67.7 47.0 99.9 99.1: 0.1 0.9
Old : 100.0: 17.5 37.3 14.8 67.7 47.0 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 : 97: 23 35 34 25 34 63 89:
Old : 97: 23 35 34 25 34 63 89:
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 : 64.3 38.9 79.5 55.6 57.3 35.8 66.1 48.1
Old : 64.3 38.9 79.5 55.6 57.3 35.8 66.1 48.1
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 26, 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 : 605,622: 84,581 84,577 18,601 430,992 434,933 534,173 538,112: 71,449 67,510
Old : 605,622: 84,581 84,577 18,601 430,992 434,933 534,173 538,112: 71,449 67,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 19,659: 5,268 6,436 -500 12,318 13,460 17,086 19,396: 2,574 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.0 3.1 71.2 71.8 88.2 88.9: 11.8 11.1
Old : 100.0: 14.0 14.0 3.1 71.2 71.8 88.2 88.9: 11.8 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 576: 116 106 67 250 249 392 398:
Old : 576: 116 106 67 250 249 392 398:
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 : 12.9 21.9 21.7 30.9 10.0 16.5 17.0 25.3
Old : 12.9 21.9 21.7 30.9 10.0 16.5 17.0 25.3
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 - Futures Only, November 26, 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 : 28,188: 5,250 1,882 499 9,620 13,149 15,369 15,530: 12,819 12,658
Old : 28,188: 5,250 1,882 499 9,620 13,149 15,369 15,530: 12,819 12,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,037: 1,029 513 383 -203 725 1,209 1,621: -172 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 6.7 1.8 34.1 46.6 54.5 55.1: 45.5 44.9
Old : 100.0: 18.6 6.7 1.8 34.1 46.6 54.5 55.1: 45.5 44.9
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 : 28: 8 4 3 6 10 15 16:
Old : 28: 8 4 3 6 10 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 35.7 50.4 50.8 38.9 35.7 50.1 49.4
Old : 39.2 35.7 50.4 50.8 38.9 35.7 50.1 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 11,560: 402 203 500 7,336 9,802 8,238 10,505: 3,322 1,055
Old : 11,560: 402 203 500 7,336 9,802 8,238 10,505: 3,322 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.8 4.3 63.5 84.8 71.3 90.9: 28.7 9.1
Old : 100.0: 3.5 1.8 4.3 63.5 84.8 71.3 90.9: 28.7 9.1
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 : 20: 2 1 1 7 11 9 13:
Old : 20: 2 1 1 7 11 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 57.0 69.0 77.9 54.3 57.0 64.4 77.1
Old : 54.3 57.0 69.0 77.9 54.3 57.0 64.4 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 26, 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 : 2,887,170: 421,948 438,771 65,216 2,106,858 2,108,922 2,594,022 2,612,909: 293,148 274,261
Old : 2,887,170: 421,948 438,771 65,216 2,106,858 2,108,922 2,594,022 2,612,909: 293,148 274,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 93,112: 29,847 38,266 -13,067 62,604 63,675 79,384 88,874: 13,728 4,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 15.2 2.3 73.0 73.0 89.8 90.5: 10.2 9.5
Old : 100.0: 14.6 15.2 2.3 73.0 73.0 89.8 90.5: 10.2 9.5
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 : 575: 116 106 63 247 248 386 396:
Old : 575: 116 106 63 247 248 386 396:
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 : 13.6 22.3 22.6 31.7 10.4 17.8 17.7 26.8
Old : 13.6 22.3 22.6 31.7 10.4 17.8 17.7 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, November 26, 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 : 25,704: 489 1,267 0 22,238 21,354 22,727 22,621: 2,977 3,083
Old : 25,704: 489 1,267 0 22,238 21,354 22,727 22,621: 2,977 3,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,861: 234 0 0 1,595 1,910 1,829 1,910: 32 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.9 0.0 86.5 83.1 88.4 88.0: 11.6 12.0
Old : 100.0: 1.9 4.9 0.0 86.5 83.1 88.4 88.0: 11.6 12.0
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 : 22: 1 1 0 9 14 10 15:
Old : 22: 1 1 0 9 14 10 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 : 76.7 59.0 86.1 77.8 68.5 51.3 75.9 69.7
Old : 76.7 59.0 86.1 77.8 68.5 51.3 75.9 69.7
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 26, 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 : 22,271: 2,145 0 3 17,489 12,723 19,637 12,726: 2,634 9,545
Old : 22,271: 2,145 0 3 17,489 12,723 19,637 12,726: 2,634 9,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 44: -18 0 3 9 40 -6 43: 50 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 78.5 57.1 88.2 57.1: 11.8 42.9
Old : 100.0: 9.6 0.0 0.0 78.5 57.1 88.2 57.1: 11.8 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 1 9 8 13 9:
Old : 20: 4 0 1 9 8 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 46.9 82.0 57.1 67.6 43.1 79.8 53.4
Old : 67.6 46.9 82.0 57.1 67.6 43.1 79.8 53.4
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 26, 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 : 11,644: 2,366 1,316 0 7,903 9,443 10,269 10,759: 1,375 885
Old : 11,644: 2,366 1,316 0 7,903 9,443 10,269 10,759: 1,375 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 508: 616 0 0 -212 351 404 351: 104 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 11.3 0.0 67.9 81.1 88.2 92.4: 11.8 7.6
Old : 100.0: 20.3 11.3 0.0 67.9 81.1 88.2 92.4: 11.8 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 : 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 : 61.9 60.1 79.7 83.9 61.9 60.1 79.7 83.9
Old : 61.9 60.1 79.7 83.9 61.9 60.1 79.7 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 271,022: 0 11,750 0 271,022 258,872 271,022 270,622: 0 400
Old : 271,022: 0 11,750 0 271,022 258,872 271,022 270,622: 0 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 100.0 95.5 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 4.3 0.0 100.0 95.5 100.0 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 : 20: 0 1 0 15 14 15 15:
Old : 20: 0 1 0 15 14 15 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 : 74.8 74.9 89.3 92.6 56.0 53.3 63.6 63.2
Old : 74.8 74.9 89.3 92.6 56.0 53.3 63.6 63.2
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 26, 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 : 75,719: 16,684 4,012 743 47,548 67,216 64,975 71,971: 10,744 3,748
Old : 75,719: 16,684 4,012 743 47,548 67,216 64,975 71,971: 10,744 3,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 2,135: 1,159 -515 -6 1,275 2,882 2,428 2,361: -293 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 5.3 1.0 62.8 88.8 85.8 95.1: 14.2 4.9
Old : 100.0: 22.0 5.3 1.0 62.8 88.8 85.8 95.1: 14.2 4.9
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 : 93: 17 7 5 42 41 60 52:
Old : 93: 17 7 5 42 41 60 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 : 31.9 37.9 45.6 56.8 31.7 37.5 45.0 56.4
Old : 31.9 37.9 45.6 56.8 31.7 37.5 45.0 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, November 26, 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 : 44,884: 18,029 11,378 1,058 18,909 23,344 37,995 35,779: 6,889 9,105
Old : 44,884: 18,029 11,378 1,058 18,909 23,344 37,995 35,779: 6,889 9,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -1,705: -4 261 -185 -1,692 -1,705 -1,880 -1,629: 176 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 25.3 2.4 42.1 52.0 84.7 79.7: 15.3 20.3
Old : 100.0: 40.2 25.3 2.4 42.1 52.0 84.7 79.7: 15.3 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 : 251: 59 54 20 88 80 157 144:
Old : 251: 59 54 20 88 80 157 144:
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 : 23.0 23.1 34.5 32.7 23.0 21.4 34.0 31.0
Old : 23.0 23.1 34.5 32.7 23.0 21.4 34.0 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 26, 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 : 224,422: 90,143 56,890 5,288 94,546 116,718 189,977 178,896: 34,445 45,526
Old : 224,422: 90,143 56,890 5,288 94,546 116,718 189,977 178,896: 34,445 45,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -8,523: -18 1,303 -926 -8,458 -8,523 -9,402 -8,146: 879 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 25.3 2.4 42.1 52.0 84.7 79.7: 15.3 20.3
Old : 100.0: 40.2 25.3 2.4 42.1 52.0 84.7 79.7: 15.3 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 : 251: 59 54 20 88 80 157 144:
Old : 251: 59 54 20 88 80 157 144:
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 : 23.0 23.1 34.5 32.7 23.0 21.4 34.0 31.0
Old : 23.0 23.1 34.5 32.7 23.0 21.4 34.0 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 26, 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 : 184,471: 52,639 97,994 4,063 100,068 51,305 156,770 153,362: 27,701 31,109
Old : 184,471: 52,639 97,994 4,063 100,068 51,305 156,770 153,362: 27,701 31,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 12,046: 8,768 6,883 2,228 1,373 5,071 12,369 14,182: -323 -2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 53.1 2.2 54.2 27.8 85.0 83.1: 15.0 16.9
Old : 100.0: 28.5 53.1 2.2 54.2 27.8 85.0 83.1: 15.0 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 24 36 12 23 34 51 78:
Old : 103: 24 36 12 23 34 51 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 : 45.2 25.9 58.9 38.8 45.0 25.7 58.5 38.7
Old : 45.2 25.9 58.9 38.8 45.0 25.7 58.5 38.7
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 26, 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 : 484,052: 112,209 105,420 13,392 335,428 347,943 461,029 466,755: 23,023 17,297
Old : 484,052: 112,209 105,420 13,392 335,428 347,943 461,029 466,755: 23,023 17,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 8,957: 8,249 -2,333 3,577 -1,045 9,264 10,781 10,508: -1,824 -1,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 21.8 2.8 69.3 71.9 95.2 96.4: 4.8 3.6
Old : 100.0: 23.2 21.8 2.8 69.3 71.9 95.2 96.4: 4.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 68 51 23 128 113 209 174:
Old : 312: 68 51 23 128 113 209 174:
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 : 17.8 20.8 29.8 36.4 16.6 19.6 28.5 34.3
Old : 17.8 20.8 29.8 36.4 16.6 19.6 28.5 34.3
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 26, 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 : 34,628: 15,619 22,711 448 12,963 7,548 29,030 30,707: 5,598 3,921
Old : 34,628: 15,619 22,711 448 12,963 7,548 29,030 30,707: 5,598 3,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 123: -180 482 5 61 -11 -114 476: 237 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 65.6 1.3 37.4 21.8 83.8 88.7: 16.2 11.3
Old : 100.0: 45.1 65.6 1.3 37.4 21.8 83.8 88.7: 16.2 11.3
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 : 37: 13 6 2 14 6 28 13:
Old : 37: 13 6 2 14 6 28 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 : 45.4 79.0 61.0 85.3 45.4 78.9 61.0 85.2
Old : 45.4 79.0 61.0 85.3 45.4 78.9 61.0 85.2
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 26, 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 : 71,077: 37,296 20,999 698 25,341 38,132 63,335 59,829: 7,742 11,248
Old : 71,077: 37,296 20,999 698 25,341 38,132 63,335 59,829: 7,742 11,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 644: 913 -77 -36 1,297 -1,522 2,174 -1,635: -1,530 2,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 29.5 1.0 35.7 53.6 89.1 84.2: 10.9 15.8
Old : 100.0: 52.5 29.5 1.0 35.7 53.6 89.1 84.2: 10.9 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 22 15 4 26 26 50 43:
Old : 80: 22 15 4 26 26 50 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 : 42.0 43.3 55.9 56.2 41.9 43.2 55.7 56.0
Old : 42.0 43.3 55.9 56.2 41.9 43.2 55.7 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, November 26, 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 : 126,844: 19,934 6,478 1,024 104,589 118,014 125,547 125,516: 1,297 1,328
Old : 126,844: 19,934 6,478 1,024 104,589 118,014 125,547 125,516: 1,297 1,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 4,898: 402 100 -8 3,237 3,539 3,631 3,631: 1,267 1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.1 0.8 82.5 93.0 99.0 99.0: 1.0 1.0
Old : 100.0: 15.7 5.1 0.8 82.5 93.0 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 2 4 25 22 37 27:
Old : 44: 11 2 4 25 22 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 58.6 79.2 81.1 50.1 53.8 60.7 66.9
Old : 61.6 58.6 79.2 81.1 50.1 53.8 60.7 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 02, 2019