BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 17, 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 : 9,861: 0 3,573 265 8,940 5,493 9,205 9,331: 656 530
Old : 9,861: 0 3,573 265 8,940 5,493 9,205 9,331: 656 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 661: 0 578 -20 658 133 638 691: 23 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 36.2 2.7 90.7 55.7 93.3 94.6: 6.7 5.4
Old : 100.0: 0.0 36.2 2.7 90.7 55.7 93.3 94.6: 6.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 0 11 4 24 23 28 34:
Old : 46: 0 11 4 24 23 28 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 : 54.9 43.1 73.3 62.7 52.9 43.1 69.1 58.1
Old : 54.9 43.1 73.3 62.7 52.9 43.1 69.1 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 17, 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 : 20,480: 6,876 2,663 1,571 8,748 10,722 17,195 14,956: 3,285 5,524
Old : 20,480: 6,876 2,663 1,571 8,748 10,722 17,195 14,956: 3,285 5,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 331: 74 8 -26 336 676 384 658: -53 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 13.0 7.7 42.7 52.4 84.0 73.0: 16.0 27.0
Old : 100.0: 33.6 13.0 7.7 42.7 52.4 84.0 73.0: 16.0 27.0
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 : 87: 32 12 18 23 31 61 55:
Old : 87: 32 12 18 23 31 61 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 : 34.8 25.8 47.3 41.0 32.7 24.2 44.5 38.7
Old : 34.8 25.8 47.3 41.0 32.7 24.2 44.5 38.7
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 17, 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 : 8,345: 574 1,908 341 6,410 5,526 7,325 7,775: 1,020 570
Old : 8,345: 574 1,908 341 6,410 5,526 7,325 7,775: 1,020 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 553: 91 251 -18 538 227 611 460: -58 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 22.9 4.1 76.8 66.2 87.8 93.2: 12.2 6.8
Old : 100.0: 6.9 22.9 4.1 76.8 66.2 87.8 93.2: 12.2 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 7 6 28 17 38 26:
Old : 46: 6 7 6 28 17 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 57.9 52.3 79.6 31.9 56.4 49.0 72.1
Old : 33.0 57.9 52.3 79.6 31.9 56.4 49.0 72.1
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 17, 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 : 8,001: 4,812 658 175 2,943 5,310 7,930 6,143: 71 1,858
Old : 8,001: 4,812 658 175 2,943 5,310 7,930 6,143: 71 1,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 662: 587 13 -10 207 539 784 542: -122 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 8.2 2.2 36.8 66.4 99.1 76.8: 0.9 23.2
Old : 100.0: 60.1 8.2 2.2 36.8 66.4 99.1 76.8: 0.9 23.2
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 : 28: 5 3 5 8 15 14 22:
Old : 28: 5 3 5 8 15 14 22:
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 : 86.2 48.3 95.0 61.5 85.9 48.3 93.5 61.4
Old : 86.2 48.3 95.0 61.5 85.9 48.3 93.5 61.4
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, December 17, 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 : 289,396: 81,576 83,973 57,332 120,084 118,105 258,992 259,410: 30,404 29,986
Old : 281,257: 79,425 84,080 55,094 117,988 113,921 252,507 253,095: 28,750 28,162
Other: 8,139: 3,722 1,464 667 2,096 4,184 6,485 6,315: 1,654 1,824
: : :
: : Changes in Commitments from: December 10, 2019 :
: -5,365: -2,623 -6,412 -3,758 -948 2,600 -7,329 -7,570: 1,964 2,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 29.0 19.8 41.5 40.8 89.5 89.6: 10.5 10.4
Old : 100.0: 28.2 29.9 19.6 42.0 40.5 89.8 90.0: 10.2 10.0
Other: 100.0: 45.7 18.0 8.2 25.8 51.4 79.7 77.6: 20.3 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 113 103 116 67 77 253 242:
Old : 338: 113 106 115 61 77 244 242:
Other: 84: 24 16 11 22 33 52 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 18.9 25.7 25.3 14.7 15.2 23.0 21.0
Old : 17.3 19.0 26.2 25.6 15.0 15.4 23.7 21.4
Other: 33.8 35.8 46.5 47.0 30.4 30.2 40.2 40.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 17, 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 : 386,538: 151,165 58,343 70,962 137,341 207,679 359,468 336,984: 27,070 49,554
Old : 386,538: 151,165 58,343 70,962 137,341 207,679 359,468 336,984: 27,070 49,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 9,425: 8,888 -330 1,288 3,053 10,936 13,229 11,894: -3,804 -2,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 15.1 18.4 35.5 53.7 93.0 87.2: 7.0 12.8
Old : 100.0: 39.1 15.1 18.4 35.5 53.7 93.0 87.2: 7.0 12.8
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 : 423: 126 87 111 109 172 295 326:
Old : 423: 126 87 111 109 172 295 326:
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 16.6 23.3 27.8 13.6 16.4 22.0 25.2
Old : 13.6 16.6 23.3 27.8 13.6 16.4 22.0 25.2
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 17, 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 : 3,158: 1,521 638 129 539 1,756 2,189 2,523: 969 635
Old : 3,158: 1,521 638 129 539 1,756 2,189 2,523: 969 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -102: 10 36 -97 -74 -71 -161 -132: 59 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 20.2 4.1 17.1 55.6 69.3 79.9: 30.7 20.1
Old : 100.0: 48.2 20.2 4.1 17.1 55.6 69.3 79.9: 30.7 20.1
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 : 48: 17 10 7 11 17 32 31:
Old : 48: 17 10 7 11 17 32 31:
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 37.0 43.7 49.3 27.1 36.9 40.2 49.3
Old : 28.9 37.0 43.7 49.3 27.1 36.9 40.2 49.3
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 17, 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 : 50,343: 17,602 11,898 15,858 9,348 9,442 42,808 37,198: 7,535 13,145
Old : 50,343: 17,602 11,898 15,858 9,348 9,442 42,808 37,198: 7,535 13,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 2,016: 1,136 -582 1,727 -178 -61 2,685 1,084: -669 932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 23.6 31.5 18.6 18.8 85.0 73.9: 15.0 26.1
Old : 100.0: 35.0 23.6 31.5 18.6 18.8 85.0 73.9: 15.0 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 49 44 59 45 57 134 139:
Old : 188: 49 44 59 45 57 134 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 15.2 33.1 24.0 19.0 9.8 25.0 14.8
Old : 21.3 15.2 33.1 24.0 19.0 9.8 25.0 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 2,203: 283 487 243 874 1,222 1,400 1,952: 803 251
Old : 2,203: 283 487 243 874 1,222 1,400 1,952: 803 251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 22.1 11.0 39.7 55.5 63.5 88.6: 36.5 11.4
Old : 100.0: 12.8 22.1 11.0 39.7 55.5 63.5 88.6: 36.5 11.4
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 : 20: 2 7 7 10 7 17 16:
Old : 20: 2 7 7 10 7 17 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 : 41.6 56.7 53.7 75.5 35.5 54.6 46.0 68.6
Old : 41.6 56.7 53.7 75.5 35.5 54.6 46.0 68.6
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 19,014: 1,802 2,973 1,486 15,201 13,033 18,489 17,492: 525 1,522
Old : 19,014: 1,802 2,973 1,486 15,201 13,033 18,489 17,492: 525 1,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,133: -444 -69 272 1,306 879 1,134 1,082: -1 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 15.6 7.8 79.9 68.5 97.2 92.0: 2.8 8.0
Old : 100.0: 9.5 15.6 7.8 79.9 68.5 97.2 92.0: 2.8 8.0
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 : 60: 9 14 12 24 25 43 41:
Old : 60: 9 14 12 24 25 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 47.8 75.0 63.2 56.9 47.7 72.9 62.3
Old : 57.4 47.8 75.0 63.2 56.9 47.7 72.9 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 56,317: 34,098 3,757 0 19,846 51,726 53,944 55,483: 2,373 834
Old : 56,317: 34,098 3,757 0 19,846 51,726 53,944 55,483: 2,373 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -10,369: 923 -2,228 -737 -10,697 -7,088 -10,511 -10,053: 142 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 6.7 0.0 35.2 91.8 95.8 98.5: 4.2 1.5
Old : 100.0: 60.5 6.7 0.0 35.2 91.8 95.8 98.5: 4.2 1.5
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 : 45: 27 5 0 7 8 34 13:
Old : 45: 27 5 0 7 8 34 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 : 72.4 80.5 82.9 97.2 72.4 80.5 82.9 97.1
Old : 72.4 80.5 82.9 97.2 72.4 80.5 82.9 97.1
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 17, 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 : 189,458: 47,523 36,332 10,749 85,984 121,501 144,256 168,582: 45,202 20,876
Old : 189,458: 47,523 36,332 10,749 85,984 121,501 144,256 168,582: 45,202 20,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 20,239: -7,762 1,788 2,820 16,302 19,967 11,360 24,575: 8,879 -4,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 19.2 5.7 45.4 64.1 76.1 89.0: 23.9 11.0
Old : 100.0: 25.1 19.2 5.7 45.4 64.1 76.1 89.0: 23.9 11.0
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 : 104: 29 19 21 39 34 78 66:
Old : 104: 29 19 21 39 34 78 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 : 27.8 50.9 37.6 61.8 20.2 40.5 26.6 49.7
Old : 27.8 50.9 37.6 61.8 20.2 40.5 26.6 49.7
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 61,630: 13,762 24,836 18 36,839 15,995 50,619 40,849: 11,011 20,781
Old : 61,630: 13,762 24,836 18 36,839 15,995 50,619 40,849: 11,011 20,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -14,020: 3,580 -6,211 -4,764 -12,751 -2,723 -13,935 -13,698: -85 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 40.3 0.0 59.8 26.0 82.1 66.3: 17.9 33.7
Old : 100.0: 22.3 40.3 0.0 59.8 26.0 82.1 66.3: 17.9 33.7
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 : 51: 8 14 1 11 19 19 34:
Old : 51: 8 14 1 11 19 19 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 : 61.0 30.9 69.7 41.3 61.0 30.9 69.7 41.3
Old : 61.0 30.9 69.7 41.3 61.0 30.9 69.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, December 17, 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 : 288,786: 211,650 59,390 1,049 69,343 225,825 282,042 286,264: 6,744 2,522
Old : 288,786: 211,650 59,390 1,049 69,343 225,825 282,042 286,264: 6,744 2,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -16,062: 14,977 -6,642 -7,095 -23,487 -1,670 -15,605 -15,407: -457 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 20.6 0.4 24.0 78.2 97.7 99.1: 2.3 0.9
Old : 100.0: 73.3 20.6 0.4 24.0 78.2 97.7 99.1: 2.3 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 : 179: 87 38 10 27 33 118 77:
Old : 179: 87 38 10 27 33 118 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 : 41.4 69.4 55.9 80.1 41.4 69.4 55.5 80.0
Old : 41.4 69.4 55.9 80.1 41.4 69.4 55.5 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 17, 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 : 201,586: 59,311 65,091 5,301 104,881 105,273 169,493 175,665: 32,093 25,921
Old : 201,586: 59,311 65,091 5,301 104,881 105,273 169,493 175,665: 32,093 25,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -54,967: 7,391 -9,468 -10,138 -50,107 -33,261 -52,854 -52,867: -2,113 -2,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 32.3 2.6 52.0 52.2 84.1 87.1: 15.9 12.9
Old : 100.0: 29.4 32.3 2.6 52.0 52.2 84.1 87.1: 15.9 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 : 122: 26 30 10 41 38 70 75:
Old : 122: 26 30 10 41 38 70 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 : 29.9 29.1 45.2 40.3 29.8 28.9 43.9 39.0
Old : 29.9 29.1 45.2 40.3 29.8 28.9 43.9 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 17, 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 : 178,529: 43,418 85,480 4,601 102,748 54,004 150,767 144,085: 27,762 34,444
Old : 178,529: 43,418 85,480 4,601 102,748 54,004 150,767 144,085: 27,762 34,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -20,171: 1,575 -45 -2,534 -19,360 -16,473 -20,319 -19,052: 148 -1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 47.9 2.6 57.6 30.2 84.4 80.7: 15.6 19.3
Old : 100.0: 24.3 47.9 2.6 57.6 30.2 84.4 80.7: 15.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 26 40 13 35 34 66 82:
Old : 122: 26 40 13 35 34 66 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 : 43.0 26.8 56.3 37.5 41.5 26.8 54.9 37.5
Old : 43.0 26.8 56.3 37.5 41.5 26.8 54.9 37.5
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, December 17, 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 : 542,923: 165,355 231,049 11,485 288,313 244,275 465,153 486,809: 77,770 56,114
Old : 542,923: 165,355 231,049 11,485 288,313 244,275 465,153 486,809: 77,770 56,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -103,494: 623 -1,326 -10,679 -75,367 -81,236 -85,423 -93,241: -18,071 -10,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 42.6 2.1 53.1 45.0 85.7 89.7: 14.3 10.3
Old : 100.0: 30.5 42.6 2.1 53.1 45.0 85.7 89.7: 14.3 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 : 277: 85 59 39 95 78 186 170:
Old : 277: 85 59 39 95 78 186 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 35.9 28.5 50.4 17.0 35.9 27.5 50.3
Old : 17.7 35.9 28.5 50.4 17.0 35.9 27.5 50.3
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 23,804: 3,991 4,305 741 8,215 12,122 12,947 17,168: 10,857 6,636
Old : 23,804: 3,991 4,305 741 8,215 12,122 12,947 17,168: 10,857 6,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -6,540: -1,696 -110 -452 -2,522 -3,923 -4,670 -4,485: -1,870 -2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.1 3.1 34.5 50.9 54.4 72.1: 45.6 27.9
Old : 100.0: 16.8 18.1 3.1 34.5 50.9 54.4 72.1: 45.6 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 : 25: 6 4 1 13 10 19 15:
Old : 25: 6 4 1 13 10 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 38.1 34.8 58.9 19.0 34.0 30.3 54.2
Old : 20.2 38.1 34.8 58.9 19.0 34.0 30.3 54.2
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 17, 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 : 28,753: 909 7,765 180 18,746 17,146 19,835 25,091: 8,918 3,662
Old : 28,753: 909 7,765 180 18,746 17,146 19,835 25,091: 8,918 3,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 811: 23 1,386 -1,011 1,263 868 275 1,243: 536 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 27.0 0.6 65.2 59.6 69.0 87.3: 31.0 12.7
Old : 100.0: 3.2 27.0 0.6 65.2 59.6 69.0 87.3: 31.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 7 2 14 12 17 19:
Old : 24: 1 7 2 14 12 17 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 : 43.0 41.1 60.0 61.0 29.9 33.4 41.6 46.9
Old : 43.0 41.1 60.0 61.0 29.9 33.4 41.6 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 54,328: 5,944 48,634 394 45,338 3,854 51,676 52,882: 2,652 1,446
Old : 54,328: 5,944 48,634 394 45,338 3,854 51,676 52,882: 2,652 1,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -3,893: -1,060 -5,365 -6 -2,539 1,795 -3,605 -3,576: -288 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 89.5 0.7 83.5 7.1 95.1 97.3: 4.9 2.7
Old : 100.0: 10.9 89.5 0.7 83.5 7.1 95.1 97.3: 4.9 2.7
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 : 54: 15 22 4 12 9 28 34:
Old : 54: 15 22 4 12 9 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 77.5 88.1 83.7 77.7 76.6 84.3 82.2
Old : 80.9 77.5 88.1 83.7 77.7 76.6 84.3 82.2
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 17, 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 : 44,340: 16,160 24,377 763 24,157 13,594 41,080 38,734: 3,260 5,606
Old : 44,340: 16,160 24,377 763 24,157 13,594 41,080 38,734: 3,260 5,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -30,854: 1,727 -15,396 -2,463 -29,876 -13,030 -30,612 -30,889: -242 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 55.0 1.7 54.5 30.7 92.6 87.4: 7.4 12.6
Old : 100.0: 36.4 55.0 1.7 54.5 30.7 92.6 87.4: 7.4 12.6
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 : 97: 32 37 6 19 11 55 50:
Old : 97: 32 37 6 19 11 55 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 40.1 53.3 58.3 38.4 40.1 53.3 57.9
Old : 38.4 40.1 53.3 58.3 38.4 40.1 53.3 57.9
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 17, 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 : 17,805: 15,272 3,986 28 1,220 12,331 16,520 16,345: 1,285 1,460
Old : 17,805: 15,272 3,986 28 1,220 12,331 16,520 16,345: 1,285 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -4,764: 4,233 -1,086 -342 -9,059 -2,756 -5,168 -4,184: 404 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 22.4 0.2 6.9 69.3 92.8 91.8: 7.2 8.2
Old : 100.0: 85.8 22.4 0.2 6.9 69.3 92.8 91.8: 7.2 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 : 29: 11 9 1 3 7 15 16:
Old : 29: 11 9 1 3 7 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 : 74.7 69.4 85.6 82.8 74.7 69.4 85.6 82.8
Old : 74.7 69.4 85.6 82.8 74.7 69.4 85.6 82.8
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 17, 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 :10,881,197: 2,164,669 608,248 2,742,570 5,368,343 6,721,959 10,275,582 10,072,777: 605,615 808,420
Old :10,881,197: 2,164,669 608,248 2,742,570 5,368,343 6,721,959 10,275,582 10,072,777: 605,615 808,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
:-1,471,262: -878,832 -185,888 -209,385 -354,228 -1,001,137 -1,442,445 -1,396,410: -28,817 -74,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 5.6 25.2 49.3 61.8 94.4 92.6: 5.6 7.4
Old : 100.0: 19.9 5.6 25.2 49.3 61.8 94.4 92.6: 5.6 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 : 221: 65 42 90 97 97 203 195:
Old : 221: 65 42 90 97 97 203 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 31.8 31.1 40.5 14.9 25.3 20.4 29.4
Old : 19.8 31.8 31.1 40.5 14.9 25.3 20.4 29.4
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,840: 2,045 3,221 137 0 0 2,182 3,358: 1,658 482
Old : 3,840: 2,045 3,221 137 0 0 2,182 3,358: 1,658 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 608: 479 774 15 0 0 494 789: 114 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 83.9 3.6 0.0 0.0 56.8 87.4: 43.2 12.6
Old : 100.0: 53.3 83.9 3.6 0.0 0.0 56.8 87.4: 43.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 21 24 6 0 0 24 27:
Old : 45: 21 24 6 0 0 24 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 : 33.6 38.5 41.9 56.8 32.6 38.0 40.9 55.3
Old : 33.6 38.5 41.9 56.8 32.6 38.0 40.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, December 17, 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 : 175,263: 34,143 14,170 38,652 101,258 122,343 174,053 175,165: 1,210 98
Old : 175,263: 34,143 14,170 38,652 101,258 122,343 174,053 175,165: 1,210 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -205: 2,223 436 -2,206 -181 1,541 -164 -229: -41 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 8.1 22.1 57.8 69.8 99.3 99.9: 0.7 0.1
Old : 100.0: 19.5 8.1 22.1 57.8 69.8 99.3 99.9: 0.7 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 : 58: 14 20 26 10 20 39 51:
Old : 58: 14 20 26 10 20 39 51:
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 : 73.8 49.1 87.5 65.8 56.7 39.8 60.5 51.6
Old : 73.8 49.1 87.5 65.8 56.7 39.8 60.5 51.6
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 17, 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 : 368,080: 45,212 130,970 57,631 265,175 176,152 368,018 364,753: 62 3,327
Old : 368,080: 45,212 130,970 57,631 265,175 176,152 368,018 364,753: 62 3,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 25,011: -22,634 3,589 18,981 28,792 2,158 25,139 24,728: -128 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 35.6 15.7 72.0 47.9 100.0 99.1: 0.0 0.9
Old : 100.0: 12.3 35.6 15.7 72.0 47.9 100.0 99.1: 0.0 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 : 99: 16 43 27 23 37 57 90:
Old : 99: 16 43 27 23 37 57 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 31.6 81.4 54.6 61.5 29.8 69.4 47.0
Old : 67.9 31.6 81.4 54.6 61.5 29.8 69.4 47.0
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 17, 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 : 675,130: 80,214 78,385 27,808 474,885 497,091 582,907 603,284: 92,223 71,846
Old : 675,130: 80,214 78,385 27,808 474,885 497,091 582,907 603,284: 92,223 71,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 52,990: 4,102 193 6,585 21,010 40,016 31,697 46,795: 21,293 6,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.6 4.1 70.3 73.6 86.3 89.4: 13.7 10.6
Old : 100.0: 11.9 11.6 4.1 70.3 73.6 86.3 89.4: 13.7 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 : 569: 116 103 84 267 258 418 411:
Old : 569: 116 103 84 267 258 418 411:
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 : 12.2 18.9 20.4 28.1 9.4 16.6 16.2 23.9
Old : 12.2 18.9 20.4 28.1 9.4 16.6 16.2 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 17, 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 : 35,182: 7,997 3,463 1,037 15,543 18,322 24,577 22,822: 10,605 12,360
Old : 35,182: 7,997 3,463 1,037 15,543 18,322 24,577 22,822: 10,605 12,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 5,811: 1,008 -1,875 1,021 4,502 7,062 6,531 6,208: -720 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 9.8 2.9 44.2 52.1 69.9 64.9: 30.1 35.1
Old : 100.0: 22.7 9.8 2.9 44.2 52.1 69.9 64.9: 30.1 35.1
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 : 34: 7 5 3 14 15 22 22:
Old : 34: 7 5 3 14 15 22 22:
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 : 33.0 26.8 49.4 41.7 30.6 24.9 43.1 37.7
Old : 33.0 26.8 49.4 41.7 30.6 24.9 43.1 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, December 17, 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 Consumer Stapl :
: : :
All : 11,430: 2,900 560 104 5,766 9,578 8,770 10,242: 2,660 1,188
Old : 11,430: 2,900 560 104 5,766 9,578 8,770 10,242: 2,660 1,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 4.9 0.9 50.4 83.8 76.7 89.6: 23.3 10.4
Old : 100.0: 25.4 4.9 0.9 50.4 83.8 76.7 89.6: 23.3 10.4
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: 2 2 2 10 12 13 15:
Old : 21: 2 2 2 10 12 13 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 : 43.9 51.8 65.5 72.4 39.7 44.8 54.1 64.1
Old : 43.9 51.8 65.5 72.4 39.7 44.8 54.1 64.1
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,199,738: 396,797 410,322 98,143 2,296,710 2,393,844 2,791,650 2,902,309: 408,088 297,429
Old : 3,199,738: 396,797 410,322 98,143 2,296,710 2,393,844 2,791,650 2,902,309: 408,088 297,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 235,893: 13,420 8,292 29,870 82,538 164,772 125,828 202,934: 110,065 32,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 12.8 3.1 71.8 74.8 87.2 90.7: 12.8 9.3
Old : 100.0: 12.4 12.8 3.1 71.8 74.8 87.2 90.7: 12.8 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 : 568: 115 104 82 264 258 414 410:
Old : 568: 115 104 82 264 258 414 410:
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 : 12.8 19.7 21.0 28.4 9.8 17.7 16.6 25.0
Old : 12.8 19.7 21.0 28.4 9.8 17.7 16.6 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, December 17, 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 : 41,397: 227 1,790 837 33,868 33,084 34,932 35,711: 6,465 5,686
Old : 41,397: 227 1,790 837 33,868 33,084 34,932 35,711: 6,465 5,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 11,025: -12 523 837 6,973 6,669 7,798 8,029: 3,227 2,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.3 2.0 81.8 79.9 84.4 86.3: 15.6 13.7
Old : 100.0: 0.5 4.3 2.0 81.8 79.9 84.4 86.3: 15.6 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 : 27: 1 2 2 15 16 18 19:
Old : 27: 1 2 2 15 16 18 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 : 64.6 52.7 77.3 71.0 46.1 34.5 50.3 47.3
Old : 64.6 52.7 77.3 71.0 46.1 34.5 50.3 47.3
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, December 17, 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 : 27,729: 1,637 0 0 21,632 17,703 23,269 17,703: 4,460 10,026
Old : 27,729: 1,637 0 0 21,632 17,703 23,269 17,703: 4,460 10,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 0.0 78.0 63.8 83.9 63.8: 16.1 36.2
Old : 100.0: 5.9 0.0 0.0 78.0 63.8 83.9 63.8: 16.1 36.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 0 14 13 16 13:
Old : 23: 2 0 0 14 13 16 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 : 63.9 46.2 75.8 59.1 54.0 35.7 63.4 44.8
Old : 63.9 46.2 75.8 59.1 54.0 35.7 63.4 44.8
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 17, 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 : 11,515: 1,593 1,316 26 7,511 9,029 9,130 10,371: 2,385 1,144
Old : 11,515: 1,593 1,316 26 7,511 9,029 9,130 10,371: 2,385 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 341: -476 0 26 316 -115 -134 -89: 475 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.4 0.2 65.2 78.4 79.3 90.1: 20.7 9.9
Old : 100.0: 13.8 11.4 0.2 65.2 78.4 79.3 90.1: 20.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 1 7 9 10 12:
Old : 20: 3 2 1 7 9 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 57.2 75.6 81.8 57.2 57.2 73.4 79.2
Old : 57.2 57.2 75.6 81.8 57.2 57.2 73.4 79.2
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 17, 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 : 12,984: 453 722 0 9,910 11,437 10,363 12,159: 2,621 825
Old : 12,984: 453 722 0 9,910 11,437 10,363 12,159: 2,621 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,731: -133 -11 0 895 1,487 762 1,476: 969 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 5.6 0.0 76.3 88.1 79.8 93.6: 20.2 6.4
Old : 100.0: 3.5 5.6 0.0 76.3 88.1 79.8 93.6: 20.2 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: 1 3 0 10 14 11 17:
Old : 21: 1 3 0 10 14 11 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 : 50.0 64.2 71.1 77.2 42.1 62.0 61.0 73.1
Old : 50.0 64.2 71.1 77.2 42.1 62.0 61.0 73.1
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 17, 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 : 19,738: 1,861 288 865 14,753 16,334 17,479 17,487: 2,259 2,251
Old : 19,738: 1,861 288 865 14,753 16,334 17,479 17,487: 2,259 2,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 3,216: 440 -617 353 2,289 3,367 3,082 3,103: 134 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.5 4.4 74.7 82.8 88.6 88.6: 11.4 11.4
Old : 100.0: 9.4 1.5 4.4 74.7 82.8 88.6 88.6: 11.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 15 13 18 16:
Old : 24: 2 1 2 15 13 18 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 : 49.3 54.8 71.9 74.7 39.2 36.3 48.0 45.6
Old : 49.3 54.8 71.9 74.7 39.2 36.3 48.0 45.6
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 17, 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 : 89,544: 16,297 4,998 394 60,842 80,661 77,533 86,053: 12,011 3,491
Old : 89,544: 16,297 4,998 394 60,842 80,661 77,533 86,053: 12,011 3,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 12,470: -332 1,367 16 12,949 11,066 12,633 12,449: -163 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.6 0.4 67.9 90.1 86.6 96.1: 13.4 3.9
Old : 100.0: 18.2 5.6 0.4 67.9 90.1 86.6 96.1: 13.4 3.9
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 : 90: 16 6 6 46 42 64 52:
Old : 90: 16 6 6 46 42 64 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 : 29.3 33.2 45.0 53.4 29.2 32.5 42.7 50.2
Old : 29.3 33.2 45.0 53.4 29.2 32.5 42.7 50.2
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 17, 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 : 55,265: 13,105 11,526 2,979 31,947 31,842 48,031 46,347: 7,234 8,918
Old : 55,265: 13,105 11,526 2,979 31,947 31,842 48,031 46,347: 7,234 8,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 12,664: 5 865 996 11,370 10,630 12,370 12,491: 294 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 20.9 5.4 57.8 57.6 86.9 83.9: 13.1 16.1
Old : 100.0: 23.7 20.9 5.4 57.8 57.6 86.9 83.9: 13.1 16.1
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 : 261: 68 50 29 103 91 186 157:
Old : 261: 68 50 29 103 91 186 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 23.4 32.9 34.2 17.4 16.5 25.5 23.5
Old : 21.2 23.4 32.9 34.2 17.4 16.5 25.5 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 17, 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 : 276,325: 65,526 57,629 14,896 159,734 159,208 240,156 231,733: 36,169 44,592
Old : 276,325: 65,526 57,629 14,896 159,734 159,208 240,156 231,733: 36,169 44,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 63,322: 23 4,326 4,981 56,848 53,148 61,852 62,455: 1,470 867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 20.9 5.4 57.8 57.6 86.9 83.9: 13.1 16.1
Old : 100.0: 23.7 20.9 5.4 57.8 57.6 86.9 83.9: 13.1 16.1
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 : 261: 68 50 29 103 91 186 157:
Old : 261: 68 50 29 103 91 186 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 23.4 32.9 34.2 17.4 16.5 25.5 23.5
Old : 21.2 23.4 32.9 34.2 17.4 16.5 25.5 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 17, 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 : 153,504: 33,294 79,872 3,844 90,892 41,782 128,030 125,498: 25,474 28,006
Old : 153,504: 33,294 79,872 3,844 90,892 41,782 128,030 125,498: 25,474 28,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -27,992: -13,320 -3,550 -743 -10,282 -20,483 -24,345 -24,776: -3,647 -3,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 52.0 2.5 59.2 27.2 83.4 81.8: 16.6 18.2
Old : 100.0: 21.7 52.0 2.5 59.2 27.2 83.4 81.8: 16.6 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 15 38 10 19 28 43 67:
Old : 91: 15 38 10 19 28 43 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 : 49.0 26.9 66.1 39.4 48.2 26.7 65.1 38.9
Old : 49.0 26.9 66.1 39.4 48.2 26.7 65.1 38.9
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 17, 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 : 541,935: 115,982 73,373 15,657 385,672 419,319 517,311 508,349: 24,624 33,586
Old : 541,935: 115,982 73,373 15,657 385,672 419,319 517,311 508,349: 24,624 33,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 41,067: 4,309 -950 2,740 33,832 27,770 40,881 29,560: 186 11,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 13.5 2.9 71.2 77.4 95.5 93.8: 4.5 6.2
Old : 100.0: 21.4 13.5 2.9 71.2 77.4 95.5 93.8: 4.5 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 73 49 24 144 116 229 178:
Old : 318: 73 49 24 144 116 229 178:
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 : 17.4 20.8 29.0 34.3 16.5 19.6 28.1 32.4
Old : 17.4 20.8 29.0 34.3 16.5 19.6 28.1 32.4
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 22,787: 5,715 11,547 35 10,740 7,596 16,490 19,178: 6,297 3,609
Old : 22,787: 5,715 11,547 35 10,740 7,596 16,490 19,178: 6,297 3,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -23,390: -13,507 -17,173 -2,548 -5,544 -2,921 -21,599 -22,642: -1,791 -748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 50.7 0.2 47.1 33.3 72.4 84.2: 27.6 15.8
Old : 100.0: 25.1 50.7 0.2 47.1 33.3 72.4 84.2: 27.6 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 : 33: 10 8 2 11 6 23 14:
Old : 33: 10 8 2 11 6 23 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 : 36.7 61.6 53.1 77.7 36.7 61.6 53.1 77.6
Old : 36.7 61.6 53.1 77.7 36.7 61.6 53.1 77.6
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 17, 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 : 57,867: 22,660 6,947 408 26,751 11,510 49,819 18,865: 8,048 39,002
Old : 57,867: 22,660 6,947 408 26,751 11,510 49,819 18,865: 8,048 39,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -41,114: -20,201 -17,676 -3,088 -5,615 -29,682 -28,904 -50,446: -12,210 9,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 12.0 0.7 46.2 19.9 86.1 32.6: 13.9 67.4
Old : 100.0: 39.2 12.0 0.7 46.2 19.9 86.1 32.6: 13.9 67.4
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 : 64: 17 12 1 23 19 41 31:
Old : 64: 17 12 1 23 19 41 31:
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 : 30.7 11.3 49.2 19.1 30.6 11.3 47.9 19.1
Old : 30.7 11.3 49.2 19.1 30.6 11.3 47.9 19.1
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 17, 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 : 130,227: 20,731 6,478 1,031 108,435 122,657 130,197 130,166: 30 61
Old : 130,227: 20,731 6,478 1,031 108,435 122,657 130,197 130,166: 30 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,871: 835 0 5 1,031 1,866 1,871 1,871: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.0 0.8 83.3 94.2 100.0 100.0: 0.0 0.0
Old : 100.0: 15.9 5.0 0.8 83.3 94.2 100.0 100.0: 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 : 59.9 58.9 78.0 80.9 48.2 54.5 58.5 67.0
Old : 59.9 58.9 78.0 80.9 48.2 54.5 58.5 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2019