BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 9,200: 0 2,995 285 8,282 5,360 8,567 8,640: 633 560
Old : 9,200: 0 2,995 285 8,282 5,360 8,567 8,640: 633 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -753: 0 95 -62 -641 -666 -703 -633: -50 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 32.6 3.1 90.0 58.3 93.1 93.9: 6.9 6.1
Old : 100.0: 0.0 32.6 3.1 90.0 58.3 93.1 93.9: 6.9 6.1
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 : 45: 0 11 4 23 23 27 34:
Old : 45: 0 11 4 23 23 27 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 42.3 75.2 61.1 52.4 42.3 70.8 56.2
Old : 54.7 42.3 75.2 61.1 52.4 42.3 70.8 56.2
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,149: 6,802 2,655 1,597 8,412 10,046 16,811 14,298: 3,338 5,851
Old : 20,149: 6,802 2,655 1,597 8,412 10,046 16,811 14,298: 3,338 5,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,255: -1,819 -71 -798 -1,666 -3,000 -4,283 -3,869: 28 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 13.2 7.9 41.7 49.9 83.4 71.0: 16.6 29.0
Old : 100.0: 33.8 13.2 7.9 41.7 49.9 83.4 71.0: 16.6 29.0
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 : 82: 28 13 19 22 31 58 55:
Old : 82: 28 13 19 22 31 58 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 : 33.3 25.1 46.6 39.9 31.3 23.7 43.9 36.9
Old : 33.3 25.1 46.6 39.9 31.3 23.7 43.9 36.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 7,792: 483 1,657 359 5,872 5,299 6,714 7,315: 1,078 477
Old : 7,792: 483 1,657 359 5,872 5,299 6,714 7,315: 1,078 477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -829: -24 82 -157 -588 -851 -769 -926: -60 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 21.3 4.6 75.4 68.0 86.2 93.9: 13.8 6.1
Old : 100.0: 6.2 21.3 4.6 75.4 68.0 86.2 93.9: 13.8 6.1
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 : 45: 6 7 6 27 14 37 23:
Old : 45: 6 7 6 27 14 37 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 : 32.0 59.3 50.5 79.7 30.2 57.8 46.9 73.7
Old : 32.0 59.3 50.5 79.7 30.2 57.8 46.9 73.7
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,339: 4,225 645 185 2,736 4,771 7,146 5,601: 193 1,738
Old : 7,339: 4,225 645 185 2,736 4,771 7,146 5,601: 193 1,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -454: 486 -30 -243 -672 -195 -429 -468: -25 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 8.8 2.5 37.3 65.0 97.4 76.3: 2.6 23.7
Old : 100.0: 57.6 8.8 2.5 37.3 65.0 97.4 76.3: 2.6 23.7
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 : 26: 5 3 5 7 14 13 21:
Old : 26: 5 3 5 7 14 13 21:
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 : 86.6 48.4 94.5 61.6 86.1 48.4 92.8 61.3
Old : 86.6 48.4 94.5 61.6 86.1 48.4 92.8 61.3
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 294,761: 84,199 90,385 61,090 121,032 115,505 266,321 266,980: 28,440 27,781
Old : 287,338: 82,204 90,435 59,037 119,084 111,764 260,325 261,236: 27,013 26,102
Other: 7,423: 3,534 1,489 514 1,948 3,741 5,996 5,744: 1,427 1,679
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,009: -428 4,191 -1,366 -1,498 -3,591 -3,292 -766: 283 -2,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 30.7 20.7 41.1 39.2 90.4 90.6: 9.6 9.4
Old : 100.0: 28.6 31.5 20.5 41.4 38.9 90.6 90.9: 9.4 9.1
Other: 100.0: 47.6 20.1 6.9 26.2 50.4 80.8 77.4: 19.2 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 110 109 118 69 84 254 257:
Old : 350: 113 111 118 63 84 246 257:
Other: 81: 21 16 7 20 35 45 54:
:----------------------------------------------------------------------------------------------------
: 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 17.8 26.1 24.4 14.9 13.6 23.2 19.4
Old : 17.2 18.0 26.7 24.7 15.2 13.9 23.6 19.8
Other: 37.0 38.4 50.7 48.3 33.2 32.4 43.8 40.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 377,113: 142,277 58,673 69,674 134,288 196,743 346,239 325,090: 30,874 52,023
Old : 377,113: 142,277 58,673 69,674 134,288 196,743 346,239 325,090: 30,874 52,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -5,470: 2,241 -3,036 -5,836 -5,178 1,079 -8,773 -7,793: 3,303 2,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 15.6 18.5 35.6 52.2 91.8 86.2: 8.2 13.8
Old : 100.0: 37.7 15.6 18.5 35.6 52.2 91.8 86.2: 8.2 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 : 420: 123 90 114 104 166 291 323:
Old : 420: 123 90 114 104 166 291 323:
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 : 13.8 16.4 23.2 27.5 13.8 16.1 22.3 25.1
Old : 13.8 16.4 23.2 27.5 13.8 16.1 22.3 25.1
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,260: 1,511 602 226 613 1,827 2,350 2,655: 910 605
Old : 3,260: 1,511 602 226 613 1,827 2,350 2,655: 910 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 35: -124 30 92 98 130 66 252: -31 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 18.5 6.9 18.8 56.0 72.1 81.4: 27.9 18.6
Old : 100.0: 46.3 18.5 6.9 18.8 56.0 72.1 81.4: 27.9 18.6
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 : 49: 16 10 6 11 19 31 33:
Old : 49: 16 10 6 11 19 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 36.3 43.7 48.0 27.1 36.2 40.6 47.9
Old : 28.9 36.3 43.7 48.0 27.1 36.2 40.6 47.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 48,327: 16,466 12,480 14,131 9,526 9,503 40,123 36,114: 8,204 12,213
Old : 48,327: 16,466 12,480 14,131 9,526 9,503 40,123 36,114: 8,204 12,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,000: -448 -453 1,153 -773 -445 -68 255: 1,068 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 25.8 29.2 19.7 19.7 83.0 74.7: 17.0 25.3
Old : 100.0: 34.1 25.8 29.2 19.7 19.7 83.0 74.7: 17.0 25.3
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 : 183: 38 51 62 48 56 132 142:
Old : 183: 38 51 62 48 56 132 142:
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 14.6 33.9 23.6 20.5 11.1 26.8 16.9
Old : 22.1 14.6 33.9 23.6 20.5 11.1 26.8 16.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 17,881: 2,246 3,042 1,214 13,895 12,154 17,355 16,410: 526 1,471
Old : 17,881: 2,246 3,042 1,214 13,895 12,154 17,355 16,410: 526 1,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,909: -578 89 -414 -1,850 -2,461 -2,842 -2,786: -67 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 17.0 6.8 77.7 68.0 97.1 91.8: 2.9 8.2
Old : 100.0: 12.6 17.0 6.8 77.7 68.0 97.1 91.8: 2.9 8.2
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 : 60: 13 12 11 21 24 42 39:
Old : 60: 13 12 11 21 24 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 49.3 75.1 64.7 55.6 49.2 73.1 63.6
Old : 56.2 49.3 75.1 64.7 55.6 49.2 73.1 63.6
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 66,686: 33,175 5,985 737 30,543 58,814 64,455 65,536: 2,231 1,150
Old : 66,686: 33,175 5,985 737 30,543 58,814 64,455 65,536: 2,231 1,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 6,518: -21 746 726 5,346 4,975 6,051 6,447: 467 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 9.0 1.1 45.8 88.2 96.7 98.3: 3.3 1.7
Old : 100.0: 49.7 9.0 1.1 45.8 88.2 96.7 98.3: 3.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 23 8 1 10 9 34 17:
Old : 45: 23 8 1 10 9 34 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 71.8 81.5 93.5 61.7 66.9 70.1 81.3
Old : 66.5 71.8 81.5 93.5 61.7 66.9 70.1 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 169,219: 55,285 34,544 7,929 69,682 101,534 132,896 144,007: 36,323 25,212
Old : 169,219: 55,285 34,544 7,929 69,682 101,534 132,896 144,007: 36,323 25,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -14,841: -8,755 -8,025 1,069 -10,284 -8,660 -17,970 -15,616: 3,129 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 20.4 4.7 41.2 60.0 78.5 85.1: 21.5 14.9
Old : 100.0: 32.7 20.4 4.7 41.2 60.0 78.5 85.1: 21.5 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 33 18 14 36 31 73 59:
Old : 102: 33 18 14 36 31 73 59:
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 : 23.9 44.2 33.7 55.6 23.6 41.7 31.9 51.8
Old : 23.9 44.2 33.7 55.6 23.6 41.7 31.9 51.8
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 75,650: 10,182 31,047 4,782 49,590 18,718 64,554 54,547: 11,096 21,103
Old : 75,650: 10,182 31,047 4,782 49,590 18,718 64,554 54,547: 11,096 21,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,533: -4,937 -6,359 4,205 -3,209 1,364 -3,941 -790: 408 -2,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 41.0 6.3 65.6 24.7 85.3 72.1: 14.7 27.9
Old : 100.0: 13.5 41.0 6.3 65.6 24.7 85.3 72.1: 14.7 27.9
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 : 60: 9 18 6 16 20 28 42:
Old : 60: 9 18 6 16 20 28 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 28.9 66.6 39.1 50.7 28.9 65.6 38.4
Old : 50.7 28.9 66.6 39.1 50.7 28.9 65.6 38.4
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 304,848: 196,673 66,032 8,144 92,830 227,495 297,647 301,671: 7,201 3,177
Old : 304,848: 196,673 66,032 8,144 92,830 227,495 297,647 301,671: 7,201 3,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 13,868: 621 107 4,315 8,266 9,755 13,202 14,177: 666 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 21.7 2.7 30.5 74.6 97.6 99.0: 2.4 1.0
Old : 100.0: 64.5 21.7 2.7 30.5 74.6 97.6 99.0: 2.4 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 : 175: 84 33 12 28 37 117 77:
Old : 175: 84 33 12 28 37 117 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 51.0 56.1 72.1 39.1 45.4 53.0 66.5
Old : 40.4 51.0 56.1 72.1 39.1 45.4 53.0 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 256,553: 51,920 74,559 15,439 154,988 138,534 222,347 228,532: 34,206 28,021
Old : 256,553: 51,920 74,559 15,439 154,988 138,534 222,347 228,532: 34,206 28,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 19,839: 4,165 -3,246 8,598 3,453 17,301 16,216 22,653: 3,623 -2,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 29.1 6.0 60.4 54.0 86.7 89.1: 13.3 10.9
Old : 100.0: 20.2 29.1 6.0 60.4 54.0 86.7 89.1: 13.3 10.9
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 : 124: 27 28 17 42 51 78 87:
Old : 124: 27 28 17 42 51 78 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 30.0 52.5 42.1 38.9 27.7 51.3 39.0
Old : 39.9 30.0 52.5 42.1 38.9 27.7 51.3 39.0
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 198,700: 41,843 85,525 7,135 122,108 70,477 171,086 163,137: 27,614 35,563
Old : 198,700: 41,843 85,525 7,135 122,108 70,477 171,086 163,137: 27,614 35,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -15,523: -6,469 -10,610 358 -4,226 -6,504 -10,337 -16,756: -5,186 1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 43.0 3.6 61.5 35.5 86.1 82.1: 13.9 17.9
Old : 100.0: 21.1 43.0 3.6 61.5 35.5 86.1 82.1: 13.9 17.9
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 : 116: 20 40 13 37 37 65 82:
Old : 116: 20 40 13 37 37 65 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 : 38.1 31.3 52.9 41.3 37.0 31.3 50.7 41.0
Old : 38.1 31.3 52.9 41.3 37.0 31.3 50.7 41.0
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 646,417: 164,732 232,375 22,164 363,680 325,511 550,576 580,050: 95,841 66,367
Old : 646,417: 164,732 232,375 22,164 363,680 325,511 550,576 580,050: 95,841 66,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 56,293: 340 -1,066 6,158 42,522 39,805 49,020 44,897: 7,273 11,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 35.9 3.4 56.3 50.4 85.2 89.7: 14.8 10.3
Old : 100.0: 25.5 35.9 3.4 56.3 50.4 85.2 89.7: 14.8 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 80 61 42 104 86 193 181:
Old : 279: 80 61 42 104 86 193 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 33.4 31.1 49.0 14.4 28.5 23.9 42.1
Old : 20.3 33.4 31.1 49.0 14.4 28.5 23.9 42.1
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 30,344: 5,687 4,415 1,193 10,737 16,045 17,617 21,653: 12,727 8,691
Old : 30,344: 5,687 4,415 1,193 10,737 16,045 17,617 21,653: 12,727 8,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,769: 37 397 662 437 97 1,136 1,156: 1,633 1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 14.5 3.9 35.4 52.9 58.1 71.4: 41.9 28.6
Old : 100.0: 18.7 14.5 3.9 35.4 52.9 58.1 71.4: 41.9 28.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 5 5 14 10 23 18:
Old : 28: 7 5 5 14 10 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 42.6 36.0 57.2 20.3 38.8 31.8 52.3
Old : 22.1 42.6 36.0 57.2 20.3 38.8 31.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 27,942: 886 6,379 1,191 17,483 16,278 19,560 23,848: 8,382 4,094
Old : 27,942: 886 6,379 1,191 17,483 16,278 19,560 23,848: 8,382 4,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 4,208: -423 356 1,107 2,511 2,741 3,195 4,204: 1,013 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 22.8 4.3 62.6 58.3 70.0 85.3: 30.0 14.7
Old : 100.0: 3.2 22.8 4.3 62.6 58.3 70.0 85.3: 30.0 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 6 4 15 13 20 19:
Old : 24: 1 6 4 15 13 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 42.5 55.6 62.7 31.0 32.8 42.8 46.4
Old : 40.7 42.5 55.6 62.7 31.0 32.8 42.8 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 58,221: 7,004 53,999 400 47,877 2,059 55,281 56,458: 2,940 1,763
Old : 58,221: 7,004 53,999 400 47,877 2,059 55,281 56,458: 2,940 1,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,499: 824 -3,455 54 -4,244 -111 -3,366 -3,512: -133 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 92.7 0.7 82.2 3.5 95.0 97.0: 5.0 3.0
Old : 100.0: 12.0 92.7 0.7 82.2 3.5 95.0 97.0: 5.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 18 25 3 8 10 27 38:
Old : 58: 18 25 3 8 10 27 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 79.0 87.0 84.9 79.3 79.0 86.4 84.9
Old : 79.4 79.0 87.0 84.9 79.3 79.0 86.4 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 75,194: 14,433 39,773 3,226 54,033 26,624 71,692 69,623: 3,502 5,571
Old : 75,194: 14,433 39,773 3,226 54,033 26,624 71,692 69,623: 3,502 5,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 3,299: -2,034 -3,686 1,880 3,337 4,991 3,183 3,185: 116 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 52.9 4.3 71.9 35.4 95.3 92.6: 4.7 7.4
Old : 100.0: 19.2 52.9 4.3 71.9 35.4 95.3 92.6: 4.7 7.4
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 : 95: 26 41 9 17 18 49 63:
Old : 95: 26 41 9 17 18 49 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 31.4 72.5 49.1 57.2 29.0 64.5 44.2
Old : 63.2 31.4 72.5 49.1 57.2 29.0 64.5 44.2
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 22,569: 11,039 5,072 370 10,279 15,087 21,688 20,529: 881 2,040
Old : 22,569: 11,039 5,072 370 10,279 15,087 21,688 20,529: 881 2,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 8,113: -1,594 -1,293 271 9,300 9,051 7,977 8,029: 136 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 22.5 1.6 45.5 66.8 96.1 91.0: 3.9 9.0
Old : 100.0: 48.9 22.5 1.6 45.5 66.8 96.1 91.0: 3.9 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 9 1 2 8 7 17:
Old : 21: 4 9 1 2 8 7 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.4 64.1 96.1 82.4 51.7 33.1 53.2 42.7
Old : 91.4 64.1 96.1 82.4 51.7 33.1 53.2 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,352,459: 3,043,501 794,136 2,951,955 5,722,571 7,723,096 11,718,027 11,469,187: 634,432 883,272
Old :12,352,459: 3,043,501 794,136 2,951,955 5,722,571 7,723,096 11,718,027 11,469,187: 634,432 883,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 76,415: 47,978 -15,165 32,168 70,107 74,655 150,253 91,658: -73,838 -15,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.4 23.9 46.3 62.5 94.9 92.8: 5.1 7.2
Old : 100.0: 24.6 6.4 23.9 46.3 62.5 94.9 92.8: 5.1 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 69 51 94 106 111 223 215:
Old : 248: 69 51 94 106 111 223 215:
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 : 18.8 30.1 29.4 39.5 13.5 25.6 20.2 29.9
Old : 18.8 30.1 29.4 39.5 13.5 25.6 20.2 29.9
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,232: 1,566 2,447 122 0 0 1,688 2,569: 1,544 663
Old : 3,232: 1,566 2,447 122 0 0 1,688 2,569: 1,544 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 249: 141 296 50 0 0 191 346: 58 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 75.7 3.8 0.0 0.0 52.2 79.5: 47.8 20.5
Old : 100.0: 48.5 75.7 3.8 0.0 0.0 52.2 79.5: 47.8 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 24 19 4 0 0 24 23:
Old : 43: 24 19 4 0 0 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 41.2 32.3 58.3 22.1 41.2 30.6 58.1
Old : 22.8 41.2 32.3 58.3 22.1 41.2 30.6 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 175,468: 31,920 13,734 40,858 101,439 120,802 174,217 175,394: 1,251 74
Old : 175,468: 31,920 13,734 40,858 101,439 120,802 174,217 175,394: 1,251 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,617: 425 -1,301 -2,178 -2,914 -1,180 -4,667 -4,659: 50 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.8 23.3 57.8 68.8 99.3 100.0: 0.7 0.0
Old : 100.0: 18.2 7.8 23.3 57.8 68.8 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 14 19 25 10 20 39 49:
Old : 57: 14 19 25 10 20 39 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 48.3 88.1 65.7 55.6 38.9 59.4 50.7
Old : 72.7 48.3 88.1 65.7 55.6 38.9 59.4 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 343,069: 67,846 127,381 38,650 236,383 173,994 342,879 340,025: 190 3,044
Old : 343,069: 67,846 127,381 38,650 236,383 173,994 342,879 340,025: 190 3,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 15,642: 7,589 8,406 -8,785 16,880 16,146 15,684 15,767: -42 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 37.1 11.3 68.9 50.7 99.9 99.1: 0.1 0.9
Old : 100.0: 19.8 37.1 11.3 68.9 50.7 99.9 99.1: 0.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 23 43 31 20 34 59 93:
Old : 104: 23 43 31 20 34 59 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 35.0 82.5 55.8 59.7 34.2 72.5 52.0
Old : 67.4 35.0 82.5 55.8 59.7 34.2 72.5 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 622,140: 76,112 78,191 21,223 453,875 457,074 551,210 556,489: 70,930 65,651
Old : 622,140: 76,112 78,191 21,223 453,875 457,074 551,210 556,489: 70,930 65,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 15,577: -619 -4,490 1,455 14,007 17,568 14,843 14,534: 734 1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.6 3.4 73.0 73.5 88.6 89.4: 11.4 10.6
Old : 100.0: 12.2 12.6 3.4 73.0 73.5 88.6 89.4: 11.4 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 580: 117 106 77 263 258 412 412:
Old : 580: 117 106 77 263 258 412 412:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 24.5 24.0 32.9 10.4 17.0 17.5 24.7
Old : 15.3 24.5 24.0 32.9 10.4 17.0 17.5 24.7
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 29,371: 6,989 5,338 16 11,041 11,260 18,046 16,614: 11,325 12,757
Old : 29,371: 6,989 5,338 16 11,041 11,260 18,046 16,614: 11,325 12,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,528: 2,372 2,570 -1,083 393 -529 1,682 958: -154 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 18.2 0.1 37.6 38.3 61.4 56.6: 38.6 43.4
Old : 100.0: 23.8 18.2 0.1 37.6 38.3 61.4 56.6: 38.6 43.4
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 : 29: 6 6 1 7 10 13 17:
Old : 29: 6 6 1 7 10 13 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 : 41.6 27.1 55.8 44.7 41.6 27.1 55.8 44.7
Old : 41.6 27.1 55.8 44.7 41.6 27.1 55.8 44.7
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 12,268: 779 0 500 8,449 10,629 9,728 11,129: 2,540 1,139
Old : 12,268: 779 0 500 8,449 10,629 9,728 11,129: 2,540 1,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,407: 241 -203 0 1,102 1,657 1,343 1,454: 64 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 4.1 68.9 86.6 79.3 90.7: 20.7 9.3
Old : 100.0: 6.3 0.0 4.1 68.9 86.6 79.3 90.7: 20.7 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 1 9 11 12 12:
Old : 20: 3 0 1 9 11 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 63.2 70.8 82.6 49.9 55.5 60.5 74.1
Old : 54.1 63.2 70.8 82.6 49.9 55.5 60.5 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,963,845: 383,377 402,030 68,273 2,214,172 2,229,072 2,665,822 2,699,375: 298,023 264,470
Old : 2,963,845: 383,377 402,030 68,273 2,214,172 2,229,072 2,665,822 2,699,375: 298,023 264,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 70,243: -1,103 -21,445 -1,162 68,068 90,487 65,803 67,880: 4,440 2,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.6 2.3 74.7 75.2 89.9 91.1: 10.1 8.9
Old : 100.0: 12.9 13.6 2.3 74.7 75.2 89.9 91.1: 10.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 118 105 75 260 258 408 411:
Old : 579: 118 105 75 260 258 408 411:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 25.3 25.0 34.1 10.8 18.3 17.9 26.3
Old : 15.9 25.3 25.0 34.1 10.8 18.3 17.9 26.3
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 30,372: 239 1,267 0 26,895 26,415 27,134 27,682: 3,238 2,690
Old : 30,372: 239 1,267 0 26,895 26,415 27,134 27,682: 3,238 2,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 3,056: -243 -202 0 3,039 3,613 2,796 3,411: 260 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.2 0.0 88.6 87.0 89.3 91.1: 10.7 8.9
Old : 100.0: 0.8 4.2 0.0 88.6 87.0 89.3 91.1: 10.7 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 9 15 10 16:
Old : 22: 1 1 0 9 15 10 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.2 60.4 87.8 78.0 57.9 42.0 63.4 59.0
Old : 80.2 60.4 87.8 78.0 57.9 42.0 63.4 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Industrial Ind :
: : :
All : 11,174: 2,069 1,316 0 7,195 9,144 9,264 10,460: 1,910 714
Old : 11,174: 2,069 1,316 0 7,195 9,144 9,264 10,460: 1,910 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -663: -387 0 0 -818 -334 -1,205 -334: 542 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.8 0.0 64.4 81.8 82.9 93.6: 17.1 6.4
Old : 100.0: 18.5 11.8 0.0 64.4 81.8 82.9 93.6: 17.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 2 0 6 10 9 12:
Old : 21: 3 2 0 6 10 9 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 59.0 81.1 83.0 63.3 59.0 81.1 83.0
Old : 63.3 59.0 81.1 83.0 63.3 59.0 81.1 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 11,253: 586 733 0 9,015 9,950 9,601 10,683: 1,652 570
Old : 11,253: 586 733 0 9,015 9,950 9,601 10,683: 1,652 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.5 0.0 80.1 88.4 85.3 94.9: 14.7 5.1
Old : 100.0: 5.2 6.5 0.0 80.1 88.4 85.3 94.9: 14.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 3 0 10 11 11 14:
Old : 22: 1 3 0 10 11 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 71.4 75.8 85.5 50.7 71.4 74.8 84.2
Old : 51.7 71.4 75.8 85.5 50.7 71.4 74.8 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 16,522: 1,421 905 512 12,464 12,967 14,397 14,384: 2,125 2,138
Old : 16,522: 1,421 905 512 12,464 12,967 14,397 14,384: 2,125 2,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,064: 120 617 12 2,267 1,506 2,399 2,135: -335 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.5 3.1 75.4 78.5 87.1 87.1: 12.9 12.9
Old : 100.0: 8.6 5.5 3.1 75.4 78.5 87.1 87.1: 12.9 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 3 2 11 10 14 14:
Old : 22: 2 3 2 11 10 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 59.9 77.7 76.7 49.1 45.4 59.7 54.9
Old : 58.2 59.9 77.7 76.7 49.1 45.4 59.7 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 77,074: 16,629 3,631 378 47,893 69,595 64,900 73,604: 12,174 3,470
Old : 77,074: 16,629 3,631 378 47,893 69,595 64,900 73,604: 12,174 3,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,980: 386 891 -162 2,009 1,662 2,233 2,391: 747 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 4.7 0.5 62.1 90.3 84.2 95.5: 15.8 4.5
Old : 100.0: 21.6 4.7 0.5 62.1 90.3 84.2 95.5: 15.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 15 5 3 41 42 57 49:
Old : 88: 15 5 3 41 42 57 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 40.0 44.8 58.3 31.3 39.7 44.3 58.0
Old : 31.5 40.0 44.8 58.3 31.3 39.7 44.3 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 42,601: 13,101 10,661 1,983 20,577 21,212 35,661 33,856: 6,940 8,745
Old : 42,601: 13,101 10,661 1,983 20,577 21,212 35,661 33,856: 6,940 8,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 455: -994 987 577 643 -1,374 226 189: 229 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 25.0 4.7 48.3 49.8 83.7 79.5: 16.3 20.5
Old : 100.0: 30.8 25.0 4.7 48.3 49.8 83.7 79.5: 16.3 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 63 48 16 89 87 159 144:
Old : 254: 63 48 16 89 87 159 144:
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 : 16.7 17.7 27.8 27.4 16.7 17.6 25.9 26.4
Old : 16.7 17.7 27.8 27.4 16.7 17.6 25.9 26.4
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 213,003: 65,503 53,303 9,915 102,886 106,060 178,304 169,278: 34,699 43,725
Old : 213,003: 65,503 53,303 9,915 102,886 106,060 178,304 169,278: 34,699 43,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,273: -4,972 4,934 2,883 3,217 -6,870 1,128 947: 1,145 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 25.0 4.7 48.3 49.8 83.7 79.5: 16.3 20.5
Old : 100.0: 30.8 25.0 4.7 48.3 49.8 83.7 79.5: 16.3 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 63 48 16 89 87 159 144:
Old : 254: 63 48 16 89 87 159 144:
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 : 16.7 17.7 27.8 27.4 16.7 17.6 25.9 26.4
Old : 16.7 17.7 27.8 27.4 16.7 17.6 25.9 26.4
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 181,496: 46,614 83,422 4,587 101,174 62,265 152,375 150,274: 29,121 31,222
Old : 181,496: 46,614 83,422 4,587 101,174 62,265 152,375 150,274: 29,121 31,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,332: -10,936 -10,561 555 6,451 6,120 -3,930 -3,886: -402 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 46.0 2.5 55.7 34.3 84.0 82.8: 16.0 17.2
Old : 100.0: 25.7 46.0 2.5 55.7 34.3 84.0 82.8: 16.0 17.2
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 : 98: 23 33 12 25 36 53 76:
Old : 98: 23 33 12 25 36 53 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 : 45.3 24.5 59.5 36.9 44.6 24.3 57.2 36.7
Old : 45.3 24.5 59.5 36.9 44.6 24.3 57.2 36.7
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 500,868: 111,673 74,323 12,917 351,840 391,549 476,430 478,789: 24,438 22,079
Old : 500,868: 111,673 74,323 12,917 351,840 391,549 476,430 478,789: 24,438 22,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 22,259: 6,640 132 -135 14,849 22,101 21,354 22,098: 905 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.8 2.6 70.2 78.2 95.1 95.6: 4.9 4.4
Old : 100.0: 22.3 14.8 2.6 70.2 78.2 95.1 95.6: 4.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 70 47 24 133 116 216 174:
Old : 313: 70 47 24 133 116 216 174:
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 21.0 30.4 36.4 16.7 19.7 28.9 33.2
Old : 17.8 21.0 30.4 36.4 16.7 19.7 28.9 33.2
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, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 46,177: 19,222 28,720 2,583 16,284 10,517 38,089 41,820: 8,088 4,357
Old : 46,177: 19,222 28,720 2,583 16,284 10,517 38,089 41,820: 8,088 4,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 6,555: 1,685 2,224 2,338 2,209 3,187 6,232 7,749: 323 -1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 62.2 5.6 35.3 22.8 82.5 90.6: 17.5 9.4
Old : 100.0: 41.6 62.2 5.6 35.3 22.8 82.5 90.6: 17.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 17 8 7 15 7 37 17:
Old : 44: 17 8 7 15 7 37 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 68.8 50.0 83.4 34.8 68.8 47.8 76.7
Old : 35.0 68.8 50.0 83.4 34.8 68.8 47.8 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 98,981: 42,861 24,623 3,496 32,366 41,192 78,723 69,311: 20,258 29,670
Old : 98,981: 42,861 24,623 3,496 32,366 41,192 78,723 69,311: 20,258 29,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 22,776: 1,798 2,792 2,002 6,736 976 10,536 5,770: 12,240 17,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 24.9 3.5 32.7 41.6 79.5 70.0: 20.5 30.0
Old : 100.0: 43.3 24.9 3.5 32.7 41.6 79.5 70.0: 20.5 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 20 18 10 31 31 55 55:
Old : 81: 20 18 10 31 31 55 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 30.9 46.9 42.3 35.8 30.6 46.7 41.0
Old : 36.0 30.9 46.9 42.3 35.8 30.6 46.7 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 128,356: 19,896 6,478 1,026 107,404 120,791 128,326 128,295: 30 61
Old : 128,356: 19,896 6,478 1,026 107,404 120,791 128,326 128,295: 30 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,394: -447 0 -15 -932 -1,379 -1,394 -1,394: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 5.0 0.8 83.7 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 15.5 5.0 0.8 83.7 94.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 2 4 25 22 38 27:
Old : 45: 12 2 4 25 22 38 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 58.7 78.6 81.1 47.9 53.6 57.9 66.1
Old : 61.0 58.7 78.6 81.1 47.9 53.6 57.9 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 13, 2019