BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 24, 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 : 10,208: 0 3,821 269 9,230 5,593 9,499 9,683: 709 525
Old : 10,208: 0 3,821 269 9,230 5,593 9,499 9,683: 709 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 347: 0 248 4 290 100 294 352: 53 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 37.4 2.6 90.4 54.8 93.1 94.9: 6.9 5.1
Old : 100.0: 0.0 37.4 2.6 90.4 54.8 93.1 94.9: 6.9 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 : 46: 0 11 3 25 23 28 34:
Old : 46: 0 11 3 25 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 : 55.6 44.6 73.2 64.3 53.9 44.6 69.2 59.3
Old : 55.6 44.6 73.2 64.3 53.9 44.6 69.2 59.3
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 24, 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 : 20,422: 6,420 2,654 1,549 9,190 10,660 17,159 14,863: 3,263 5,559
Old : 20,422: 6,420 2,654 1,549 9,190 10,660 17,159 14,863: 3,263 5,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -58: -456 -9 -22 442 -62 -36 -93: -22 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 13.0 7.6 45.0 52.2 84.0 72.8: 16.0 27.2
Old : 100.0: 31.4 13.0 7.6 45.0 52.2 84.0 72.8: 16.0 27.2
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 : 88: 28 15 18 25 32 59 59:
Old : 88: 28 15 18 25 32 59 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 : 33.7 25.6 46.7 39.5 31.6 23.9 43.5 37.3
Old : 33.7 25.6 46.7 39.5 31.6 23.9 43.5 37.3
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 24, 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 : 8,645: 544 2,101 312 6,835 5,660 7,691 8,073: 954 572
Old : 8,645: 544 2,101 312 6,835 5,660 7,691 8,073: 954 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 300: -30 193 -29 425 134 366 298: -66 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 24.3 3.6 79.1 65.5 89.0 93.4: 11.0 6.6
Old : 100.0: 6.3 24.3 3.6 79.1 65.5 89.0 93.4: 11.0 6.6
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 : 47: 5 7 6 30 18 39 27:
Old : 47: 5 7 6 30 18 39 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 : 31.8 57.4 50.4 79.8 31.3 56.1 48.2 71.9
Old : 31.8 57.4 50.4 79.8 31.3 56.1 48.2 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, December 24, 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 : 8,205: 5,002 663 171 2,920 5,404 8,093 6,238: 112 1,967
Old : 8,205: 5,002 663 171 2,920 5,404 8,093 6,238: 112 1,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 204: 190 5 -4 -23 94 163 95: 41 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 8.1 2.1 35.6 65.9 98.6 76.0: 1.4 24.0
Old : 100.0: 61.0 8.1 2.1 35.6 65.9 98.6 76.0: 1.4 24.0
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 : 27: 5 3 5 7 14 13 21:
Old : 27: 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 : 86.3 47.2 94.9 61.1 86.1 47.2 93.5 61.0
Old : 86.3 47.2 94.9 61.1 86.1 47.2 93.5 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 24, 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 : 279,346: 81,738 76,774 51,542 117,398 121,814 250,678 250,130: 28,668 29,216
Old : 270,407: 79,497 76,857 49,382 114,815 116,751 243,694 242,990: 26,713 27,417
Other: 8,939: 3,868 1,544 533 2,583 5,063 6,984 7,140: 1,955 1,799
: : :
: : Changes in Commitments from: December 17, 2019 :
: -10,050: 162 -7,199 -5,790 -2,686 3,709 -8,314 -9,280: -1,736 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 27.5 18.5 42.0 43.6 89.7 89.5: 10.3 10.5
Old : 100.0: 29.4 28.4 18.3 42.5 43.2 90.1 89.9: 9.9 10.1
Other: 100.0: 43.3 17.3 6.0 28.9 56.6 78.1 79.9: 21.9 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 111 93 102 70 80 244 228:
Old : 325: 112 96 100 61 80 231 228:
Other: 82: 21 16 8 24 35 50 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 : 17.7 20.0 26.7 26.5 15.3 16.9 23.9 23.0
Old : 18.2 20.1 27.4 26.8 15.7 17.2 24.6 23.4
Other: 30.8 34.1 43.6 44.8 27.6 28.9 37.9 38.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 24, 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 : 382,290: 147,389 56,168 72,195 136,461 205,882 356,045 334,245: 26,245 48,045
Old : 382,290: 147,389 56,168 72,195 136,461 205,882 356,045 334,245: 26,245 48,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -4,248: -3,776 -2,175 1,233 -880 -1,797 -3,423 -2,739: -825 -1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 14.7 18.9 35.7 53.9 93.1 87.4: 6.9 12.6
Old : 100.0: 38.6 14.7 18.9 35.7 53.9 93.1 87.4: 6.9 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 : 418: 126 81 112 105 166 291 321:
Old : 418: 126 81 112 105 166 291 321:
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 : 13.9 16.5 23.5 27.8 13.8 16.4 22.3 25.2
Old : 13.9 16.5 23.5 27.8 13.8 16.4 22.3 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 24, 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 : 3,210: 1,616 662 121 516 1,673 2,253 2,456: 957 754
Old : 3,210: 1,616 662 121 516 1,673 2,253 2,456: 957 754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 52: 95 24 -8 -23 -83 64 -67: -12 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 20.6 3.8 16.1 52.1 70.2 76.5: 29.8 23.5
Old : 100.0: 50.3 20.6 3.8 16.1 52.1 70.2 76.5: 29.8 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 16 11 6 11 16 31 30:
Old : 47: 16 11 6 11 16 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 35.5 45.0 48.0 29.0 35.5 43.4 47.8
Old : 30.2 35.5 45.0 48.0 29.0 35.5 43.4 47.8
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 24, 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 : 50,844: 16,806 12,479 16,290 10,203 9,035 43,299 37,804: 7,545 13,040
Old : 50,844: 16,806 12,479 16,290 10,203 9,035 43,299 37,804: 7,545 13,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 501: -796 581 432 855 -407 491 606: 10 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 24.5 32.0 20.1 17.8 85.2 74.4: 14.8 25.6
Old : 100.0: 33.1 24.5 32.0 20.1 17.8 85.2 74.4: 14.8 25.6
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 : 195: 50 48 60 48 53 141 138:
Old : 195: 50 48 60 48 53 141 138:
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 32.4 23.6 18.1 10.0 24.8 14.8
Old : 21.3 15.2 32.4 23.6 18.1 10.0 24.8 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 24, 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 : 2,223: 274 478 252 895 1,255 1,421 1,985: 802 238
Old : 2,223: 274 478 252 895 1,255 1,421 1,985: 802 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 20: -9 -9 9 21 33 21 33: -1 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 21.5 11.3 40.3 56.5 63.9 89.3: 36.1 10.7
Old : 100.0: 12.3 21.5 11.3 40.3 56.5 63.9 89.3: 36.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 6 7 10 7 17 16:
Old : 20: 2 6 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 : 40.8 57.8 53.4 76.2 34.9 55.5 45.7 68.7
Old : 40.8 57.8 53.4 76.2 34.9 55.5 45.7 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, December 24, 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 : 19,436: 1,636 2,985 1,638 15,619 13,290 18,893 17,913: 543 1,523
Old : 19,436: 1,636 2,985 1,638 15,619 13,290 18,893 17,913: 543 1,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 422: -166 12 152 418 257 404 421: 18 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 15.4 8.4 80.4 68.4 97.2 92.2: 2.8 7.8
Old : 100.0: 8.4 15.4 8.4 80.4 68.4 97.2 92.2: 2.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 11 13 12 25 26 44 43:
Old : 61: 11 13 12 25 26 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 48.9 74.2 63.9 57.3 48.8 72.2 63.0
Old : 57.5 48.9 74.2 63.9 57.3 48.8 72.2 63.0
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 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 55,278: 33,084 3,873 0 19,977 50,503 53,061 54,376: 2,217 902
Old : 55,278: 33,084 3,873 0 19,977 50,503 53,061 54,376: 2,217 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -1,039: -1,014 116 0 131 -1,223 -883 -1,107: -156 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 7.0 0.0 36.1 91.4 96.0 98.4: 4.0 1.6
Old : 100.0: 59.9 7.0 0.0 36.1 91.4 96.0 98.4: 4.0 1.6
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 : 47: 27 5 0 8 9 35 14:
Old : 47: 27 5 0 8 9 35 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 : 71.6 82.1 82.9 97.0 71.6 82.0 82.8 97.0
Old : 71.6 82.1 82.9 97.0 71.6 82.0 82.8 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 24, 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 : 158,666: 51,478 42,981 3,234 65,276 95,855 119,988 142,070: 38,678 16,596
Old : 158,666: 51,478 42,981 3,234 65,276 95,855 119,988 142,070: 38,678 16,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -30,792: 3,955 6,649 -7,515 -20,708 -25,646 -24,268 -26,512: -6,524 -4,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 27.1 2.0 41.1 60.4 75.6 89.5: 24.4 10.5
Old : 100.0: 32.4 27.1 2.0 41.1 60.4 75.6 89.5: 24.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 31 20 14 36 34 73 64:
Old : 110: 31 20 14 36 34 73 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 47.9 32.6 60.0 20.4 47.4 30.3 59.6
Old : 20.9 47.9 32.6 60.0 20.4 47.4 30.3 59.6
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 24, 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 : 60,450: 14,516 24,195 2 35,919 16,060 50,437 40,257: 10,013 20,193
Old : 60,450: 14,516 24,195 2 35,919 16,060 50,437 40,257: 10,013 20,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -1,180: 754 -641 -16 -920 65 -182 -592: -998 -588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 40.0 0.0 59.4 26.6 83.4 66.6: 16.6 33.4
Old : 100.0: 24.0 40.0 0.0 59.4 26.6 83.4 66.6: 16.6 33.4
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 : 55: 8 15 1 13 20 21 36:
Old : 55: 8 15 1 13 20 21 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 22.7 69.3 32.9 59.5 22.7 69.3 32.9
Old : 59.5 22.7 69.3 32.9 59.5 22.7 69.3 32.9
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 24, 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 : 274,987: 202,097 43,881 1,169 65,565 226,855 268,831 271,905: 6,156 3,082
Old : 274,987: 202,097 43,881 1,169 65,565 226,855 268,831 271,905: 6,156 3,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -13,799: -9,553 -15,509 120 -3,778 1,030 -13,211 -14,359: -588 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 16.0 0.4 23.8 82.5 97.8 98.9: 2.2 1.1
Old : 100.0: 73.5 16.0 0.4 23.8 82.5 97.8 98.9: 2.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 92 32 8 27 34 121 73:
Old : 181: 92 32 8 27 34 121 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 72.3 52.8 81.2 37.9 72.3 52.6 81.1
Old : 37.9 72.3 52.8 81.2 37.9 72.3 52.6 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 24, 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 : 206,283: 68,574 59,877 5,842 98,829 117,972 173,245 183,691: 33,038 22,592
Old : 206,283: 68,574 59,877 5,842 98,829 117,972 173,245 183,691: 33,038 22,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 4,697: 9,263 -5,214 541 -6,052 12,699 3,752 8,026: 945 -3,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 29.0 2.8 47.9 57.2 84.0 89.0: 16.0 11.0
Old : 100.0: 33.2 29.0 2.8 47.9 57.2 84.0 89.0: 16.0 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 : 117: 24 27 11 36 44 66 77:
Old : 117: 24 27 11 36 44 66 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 : 30.7 31.2 47.0 43.3 30.6 31.0 46.8 41.5
Old : 30.7 31.2 47.0 43.3 30.6 31.0 46.8 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, December 24, 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 : 173,142: 40,592 74,134 3,349 99,923 61,911 143,864 139,394: 29,278 33,748
Old : 173,142: 40,592 74,134 3,349 99,923 61,911 143,864 139,394: 29,278 33,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -5,387: -2,826 -11,346 -1,252 -2,825 7,907 -6,903 -4,691: 1,516 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 42.8 1.9 57.7 35.8 83.1 80.5: 16.9 19.5
Old : 100.0: 23.4 42.8 1.9 57.7 35.8 83.1 80.5: 16.9 19.5
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 : 120: 22 39 12 35 38 62 84:
Old : 120: 22 39 12 35 38 62 84:
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 : 43.8 22.3 56.7 33.8 41.6 22.2 54.5 33.8
Old : 43.8 22.3 56.7 33.8 41.6 22.2 54.5 33.8
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 24, 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 : 540,395: 160,263 233,206 13,131 282,401 241,064 455,795 487,401: 84,600 52,994
Old : 540,395: 160,263 233,206 13,131 282,401 241,064 455,795 487,401: 84,600 52,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -2,528: -5,092 2,157 1,646 -5,912 -3,211 -9,358 592: 6,830 -3,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 43.2 2.4 52.3 44.6 84.3 90.2: 15.7 9.8
Old : 100.0: 29.7 43.2 2.4 52.3 44.6 84.3 90.2: 15.7 9.8
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 : 277: 77 67 37 93 78 182 170:
Old : 277: 77 67 37 93 78 182 170:
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 : 17.0 36.8 27.9 50.2 16.3 36.7 26.6 50.2
Old : 17.0 36.8 27.9 50.2 16.3 36.7 26.6 50.2
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 24, 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 : 23,580: 3,488 4,134 741 8,220 12,003 12,449 16,878: 11,131 6,702
Old : 23,580: 3,488 4,134 741 8,220 12,003 12,449 16,878: 11,131 6,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -224: -503 -171 0 5 -119 -498 -290: 274 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.5 3.1 34.9 50.9 52.8 71.6: 47.2 28.4
Old : 100.0: 14.8 17.5 3.1 34.9 50.9 52.8 71.6: 47.2 28.4
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: 5 4 1 13 10 18 15:
Old : 24: 5 4 1 13 10 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 38.2 35.1 58.9 19.6 33.9 30.9 53.9
Old : 20.5 38.2 35.1 58.9 19.6 33.9 30.9 53.9
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 24, 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 : 53,904: 5,441 45,419 177 45,525 6,702 51,143 52,298: 2,761 1,606
Old : 53,904: 5,441 45,419 177 45,525 6,702 51,143 52,298: 2,761 1,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -424: -503 -3,215 -217 187 2,848 -533 -584: 109 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 84.3 0.3 84.5 12.4 94.9 97.0: 5.1 3.0
Old : 100.0: 10.1 84.3 0.3 84.5 12.4 94.9 97.0: 5.1 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 : 53: 12 23 3 13 10 27 34:
Old : 53: 12 23 3 13 10 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 : 81.8 77.8 88.5 84.3 79.0 74.2 83.9 80.1
Old : 81.8 77.8 88.5 84.3 79.0 74.2 83.9 80.1
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 24, 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 : 46,630: 18,651 26,447 202 24,538 14,326 43,391 40,975: 3,239 5,655
Old : 46,630: 18,651 26,447 202 24,538 14,326 43,391 40,975: 3,239 5,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 2,290: 2,491 2,070 -561 381 732 2,311 2,241: -21 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 56.7 0.4 52.6 30.7 93.1 87.9: 6.9 12.1
Old : 100.0: 40.0 56.7 0.4 52.6 30.7 93.1 87.9: 6.9 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 34 33 5 20 11 56 47:
Old : 95: 34 33 5 20 11 56 47:
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 : 35.1 39.2 50.4 58.1 35.1 39.1 50.0 58.0
Old : 35.1 39.2 50.4 58.1 35.1 39.1 50.0 58.0
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 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 18,206: 14,928 4,367 43 1,933 12,420 16,904 16,830: 1,302 1,376
Old : 18,206: 14,928 4,367 43 1,933 12,420 16,904 16,830: 1,302 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 401: -344 381 15 713 89 384 485: 17 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 24.0 0.2 10.6 68.2 92.8 92.4: 7.2 7.6
Old : 100.0: 82.0 24.0 0.2 10.6 68.2 92.8 92.4: 7.2 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 10 1 4 8 17 18:
Old : 33: 12 10 1 4 8 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 67.6 85.9 81.3 73.0 67.5 85.9 81.2
Old : 73.0 67.6 85.9 81.3 73.0 67.5 85.9 81.2
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 24, 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 :10,877,555: 2,214,218 559,508 2,711,433 5,371,194 6,777,135 10,296,845 10,048,076: 580,710 829,479
Old :10,877,555: 2,214,218 559,508 2,711,433 5,371,194 6,777,135 10,296,845 10,048,076: 580,710 829,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -3,642: 49,549 -48,740 -31,137 2,851 55,176 21,263 -24,701: -24,905 21,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 5.1 24.9 49.4 62.3 94.7 92.4: 5.3 7.6
Old : 100.0: 20.4 5.1 24.9 49.4 62.3 94.7 92.4: 5.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 65 37 87 103 103 205 197:
Old : 222: 65 37 87 103 103 205 197:
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 31.6 31.6 40.8 15.0 25.5 21.5 29.6
Old : 19.8 31.6 31.6 40.8 15.0 25.5 21.5 29.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,541: 1,725 3,053 126 0 0 1,851 3,179: 1,690 362
Old : 3,541: 1,725 3,053 126 0 0 1,851 3,179: 1,690 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -299: -320 -168 -11 0 0 -331 -179: 32 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 86.2 3.6 0.0 0.0 52.3 89.8: 47.7 10.2
Old : 100.0: 48.7 86.2 3.6 0.0 0.0 52.3 89.8: 47.7 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 24 21 8 0 0 30 23:
Old : 45: 24 21 8 0 0 30 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 : 21.0 44.4 30.2 66.1 21.0 42.6 30.0 63.3
Old : 21.0 44.4 30.2 66.1 21.0 42.6 30.0 63.3
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 24, 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 : 131,195: 27,860 12,702 32,358 69,752 86,041 129,970 131,101: 1,225 94
Old : 131,195: 27,860 12,702 32,358 69,752 86,041 129,970 131,101: 1,225 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -44,068: -6,283 -1,468 -6,294 -31,506 -36,302 -44,083 -44,064: 15 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 9.7 24.7 53.2 65.6 99.1 99.9: 0.9 0.1
Old : 100.0: 21.2 9.7 24.7 53.2 65.6 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 12 20 22 9 14 35 42:
Old : 51: 12 20 22 9 14 35 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 : 71.7 57.1 87.8 74.4 54.6 46.9 59.6 54.9
Old : 71.7 57.1 87.8 74.4 54.6 46.9 59.6 54.9
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 24, 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 : 370,622: 40,405 128,543 53,096 276,125 185,881 369,626 367,520: 996 3,102
Old : 370,622: 40,405 128,543 53,096 276,125 185,881 369,626 367,520: 996 3,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 2,542: -4,807 -2,427 -4,535 10,950 9,729 1,608 2,767: 934 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 34.7 14.3 74.5 50.2 99.7 99.2: 0.3 0.8
Old : 100.0: 10.9 34.7 14.3 74.5 50.2 99.7 99.2: 0.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 18 42 28 21 34 56 87:
Old : 95: 18 42 28 21 34 56 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 : 67.9 30.5 80.8 53.7 61.9 28.0 68.7 44.8
Old : 67.9 30.5 80.8 53.7 61.9 28.0 68.7 44.8
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 24, 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 : 556,980: 79,420 73,245 12,169 400,285 415,816 491,874 501,230: 65,106 55,750
Old : 556,980: 79,420 73,245 12,169 400,285 415,816 491,874 501,230: 65,106 55,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -118,150: -793 -5,140 -15,640 -74,600 -81,275 -91,033 -102,054: -27,116 -16,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.2 2.2 71.9 74.7 88.3 90.0: 11.7 10.0
Old : 100.0: 14.3 13.2 2.2 71.9 74.7 88.3 90.0: 11.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 555: 115 101 58 229 239 362 380:
Old : 555: 115 101 58 229 239 362 380:
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 : 15.1 19.4 23.9 29.8 14.3 19.2 22.0 29.7
Old : 15.1 19.4 23.9 29.8 14.3 19.2 22.0 29.7
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 24, 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 : 2,716,155: 395,868 368,801 49,698 1,996,968 2,045,871 2,442,534 2,464,370: 273,621 251,785
Old : 2,716,155: 395,868 368,801 49,698 1,996,968 2,045,871 2,442,534 2,464,370: 273,621 251,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -483,583: -929 -41,521 -48,445 -299,742 -347,973 -349,116 -437,939: -134,467 -45,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 13.6 1.8 73.5 75.3 89.9 90.7: 10.1 9.3
Old : 100.0: 14.6 13.6 1.8 73.5 75.3 89.9 90.7: 10.1 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 : 554: 116 100 56 227 238 359 378:
Old : 554: 116 100 56 227 238 359 378:
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 : 15.5 19.9 24.5 29.5 14.7 19.7 22.6 29.4
Old : 15.5 19.9 24.5 29.5 14.7 19.7 22.6 29.4
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 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 28,610: 239 2,433 0 25,304 20,809 25,543 23,242: 3,067 5,368
Old : 28,610: 239 2,433 0 25,304 20,809 25,543 23,242: 3,067 5,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -12,787: 12 643 -837 -8,564 -12,275 -9,389 -12,469: -3,398 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 8.5 0.0 88.4 72.7 89.3 81.2: 10.7 18.8
Old : 100.0: 0.8 8.5 0.0 88.4 72.7 89.3 81.2: 10.7 18.8
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 : 23: 1 2 0 11 11 12 13:
Old : 23: 1 2 0 11 11 12 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 : 73.4 63.3 85.7 76.1 72.3 63.3 82.3 74.8
Old : 73.4 63.3 85.7 76.1 72.3 63.3 82.3 74.8
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 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 11,221: 689 788 0 8,504 9,402 9,193 10,190: 2,028 1,031
Old : 11,221: 689 788 0 8,504 9,402 9,193 10,190: 2,028 1,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -8,517: -1,172 500 -865 -6,249 -6,932 -8,286 -7,297: -231 -1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.0 0.0 75.8 83.8 81.9 90.8: 18.1 9.2
Old : 100.0: 6.1 7.0 0.0 75.8 83.8 81.9 90.8: 18.1 9.2
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 : 22: 2 2 0 9 11 11 13:
Old : 22: 2 2 0 9 11 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 60.4 74.6 79.4 54.0 52.8 68.7 71.8
Old : 58.1 60.4 74.6 79.4 54.0 52.8 68.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 78,647: 15,919 4,156 809 50,725 70,833 67,453 75,798: 11,194 2,849
Old : 78,647: 15,919 4,156 809 50,725 70,833 67,453 75,798: 11,194 2,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -10,897: -378 -842 415 -10,117 -9,828 -10,080 -10,255: -817 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.3 1.0 64.5 90.1 85.8 96.4: 14.2 3.6
Old : 100.0: 20.2 5.3 1.0 64.5 90.1 85.8 96.4: 14.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 14 7 7 43 36 59 48:
Old : 87: 14 7 7 43 36 59 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 36.6 48.0 56.8 31.8 36.5 47.5 56.7
Old : 31.9 36.6 48.0 56.8 31.8 36.5 47.5 56.7
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 24, 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 : 42,219: 12,661 9,965 2,031 20,936 23,001 35,628 34,997: 6,590 7,222
Old : 42,219: 12,661 9,965 2,031 20,936 23,001 35,628 34,997: 6,590 7,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -13,046: -444 -1,561 -948 -11,011 -8,841 -12,403 -11,350: -643 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 23.6 4.8 49.6 54.5 84.4 82.9: 15.6 17.1
Old : 100.0: 30.0 23.6 4.8 49.6 54.5 84.4 82.9: 15.6 17.1
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 : 240: 65 44 21 76 80 149 137:
Old : 240: 65 44 21 76 80 149 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 24.1 33.1 33.4 23.8 21.5 32.4 30.5
Old : 23.8 24.1 33.1 33.4 23.8 21.5 32.4 30.5
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 24, 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 : 211,094: 63,307 49,825 10,155 104,680 115,004 178,142 174,984: 32,952 36,110
Old : 211,094: 63,307 49,825 10,155 104,680 115,004 178,142 174,984: 32,952 36,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -65,231: -2,219 -7,804 -4,741 -55,054 -44,204 -62,014 -56,749: -3,217 -8,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 23.6 4.8 49.6 54.5 84.4 82.9: 15.6 17.1
Old : 100.0: 30.0 23.6 4.8 49.6 54.5 84.4 82.9: 15.6 17.1
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 : 240: 65 44 21 76 80 149 137:
Old : 240: 65 44 21 76 80 149 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 24.1 33.1 33.4 23.8 21.5 32.4 30.5
Old : 23.8 24.1 33.1 33.4 23.8 21.5 32.4 30.5
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 24, 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 : 155,810: 39,526 85,690 3,587 89,022 39,846 132,135 129,123: 23,675 26,687
Old : 155,810: 39,526 85,690 3,587 89,022 39,846 132,135 129,123: 23,675 26,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 2,306: 6,232 5,818 -257 -1,870 -1,936 4,105 3,625: -1,799 -1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 55.0 2.3 57.1 25.6 84.8 82.9: 15.2 17.1
Old : 100.0: 25.4 55.0 2.3 57.1 25.6 84.8 82.9: 15.2 17.1
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 : 93: 21 30 9 20 32 47 65:
Old : 93: 21 30 9 20 32 47 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 25.4 63.5 39.6 46.1 25.2 62.7 38.8
Old : 46.8 25.4 63.5 39.6 46.1 25.2 62.7 38.8
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 24, 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 : 477,320: 115,130 74,398 12,930 325,426 374,743 453,486 462,071: 23,834 15,249
Old : 477,320: 115,130 74,398 12,930 325,426 374,743 453,486 462,071: 23,834 15,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -64,615: -852 1,025 -2,727 -60,246 -44,576 -63,825 -46,278: -790 -18,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 15.6 2.7 68.2 78.5 95.0 96.8: 5.0 3.2
Old : 100.0: 24.1 15.6 2.7 68.2 78.5 95.0 96.8: 5.0 3.2
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 : 309: 72 49 21 129 103 211 163:
Old : 309: 72 49 21 129 103 211 163:
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 : 18.3 22.3 30.4 38.3 17.4 22.0 29.5 37.9
Old : 18.3 22.3 30.4 38.3 17.4 22.0 29.5 37.9
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 24, 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 : 22,457: 5,767 11,048 33 10,901 7,584 16,701 18,665: 5,756 3,792
Old : 22,457: 5,767 11,048 33 10,901 7,584 16,701 18,665: 5,756 3,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -330: 52 -499 -2 161 -12 211 -513: -541 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 49.2 0.1 48.5 33.8 74.4 83.1: 25.6 16.9
Old : 100.0: 25.7 49.2 0.1 48.5 33.8 74.4 83.1: 25.6 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 7 2 12 6 24 13:
Old : 33: 10 7 2 12 6 24 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 : 37.4 61.2 53.7 77.9 37.4 61.2 53.7 77.8
Old : 37.4 61.2 53.7 77.9 37.4 61.2 53.7 77.8
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 24, 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 : 59,413: 22,740 7,147 808 27,156 8,929 50,704 16,884: 8,709 42,529
Old : 59,413: 22,740 7,147 808 27,156 8,929 50,704 16,884: 8,709 42,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 1,546: 80 200 400 405 -2,581 885 -1,981: 661 3,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 12.0 1.4 45.7 15.0 85.3 28.4: 14.7 71.6
Old : 100.0: 38.3 12.0 1.4 45.7 15.0 85.3 28.4: 14.7 71.6
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 : 59: 18 9 1 24 14 43 23:
Old : 59: 18 9 1 24 14 43 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 : 29.5 11.7 46.6 18.3 29.0 11.6 45.4 18.2
Old : 29.5 11.7 46.6 18.3 29.0 11.6 45.4 18.2
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 24, 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 : 79,546: 18,637 4,031 994 59,891 74,460 79,522 79,485: 24 61
Old : 79,546: 18,637 4,031 994 59,891 74,460 79,522 79,485: 24 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -50,681: -2,094 -2,447 -37 -48,544 -48,197 -50,675 -50,681: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.1 1.2 75.3 93.6 100.0 99.9: 0.0 0.1
Old : 100.0: 23.4 5.1 1.2 75.3 93.6 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 12 2 4 25 19 38 24:
Old : 46: 12 2 4 25 19 38 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 58.3 72.2 83.4 32.1 49.6 47.0 61.3
Old : 47.5 58.3 72.2 83.4 32.1 49.6 47.0 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2019