BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 10,189: 147 2,317 1,080 8,035 5,914 9,262 9,311: 927 878
Old : 10,189: 147 2,317 1,080 8,035 5,914 9,262 9,311: 927 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,469: -6 -316 -154 -1,204 -978 -1,364 -1,448: -105 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 22.7 10.6 78.9 58.0 90.9 91.4: 9.1 8.6
Old : 100.0: 1.4 22.7 10.6 78.9 58.0 90.9 91.4: 9.1 8.6
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 : 36: 1 9 8 23 20 31 30:
Old : 36: 1 9 8 23 20 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 : 45.6 33.2 65.1 52.1 42.4 30.2 58.7 45.8
Old : 45.6 33.2 65.1 52.1 42.4 30.2 58.7 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 45,831: 7,529 1,504 14,688 17,758 19,759 39,975 35,951: 5,856 9,880
Old : 45,831: 7,529 1,504 14,688 17,758 19,759 39,975 35,951: 5,856 9,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -3,523: -1,017 281 -1,369 -870 -2,112 -3,256 -3,200: -267 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 3.3 32.0 38.7 43.1 87.2 78.4: 12.8 21.6
Old : 100.0: 16.4 3.3 32.0 38.7 43.1 87.2 78.4: 12.8 21.6
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 : 99: 35 14 32 39 44 87 77:
Old : 99: 35 14 32 39 44 87 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 : 24.3 27.8 36.5 42.0 15.2 14.5 21.4 19.9
Old : 24.3 27.8 36.5 42.0 15.2 14.5 21.4 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 10,934: 596 1,344 1,615 7,524 7,293 9,735 10,253: 1,199 681
Old : 10,934: 596 1,344 1,615 7,524 7,293 9,735 10,253: 1,199 681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,220: -300 -305 16 -999 -785 -1,283 -1,074: 63 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.3 14.8 68.8 66.7 89.0 93.8: 11.0 6.2
Old : 100.0: 5.4 12.3 14.8 68.8 66.7 89.0 93.8: 11.0 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 : 44: 6 6 8 28 22 39 31:
Old : 44: 6 6 8 28 22 39 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 : 29.7 47.0 47.0 70.3 20.7 40.2 34.3 51.3
Old : 29.7 47.0 47.0 70.3 20.7 40.2 34.3 51.3
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 9,665: 3,654 443 1,710 3,758 4,876 9,123 7,029: 542 2,636
Old : 9,665: 3,654 443 1,710 3,758 4,876 9,123 7,029: 542 2,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -586: -109 -164 -70 -368 -275 -547 -509: -39 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 4.6 17.7 38.9 50.5 94.4 72.7: 5.6 27.3
Old : 100.0: 37.8 4.6 17.7 38.9 50.5 94.4 72.7: 5.6 27.3
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 : 31: 8 3 9 17 17 27 27:
Old : 31: 8 3 9 17 17 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 36.0 82.8 51.7 58.3 31.8 67.8 41.1
Old : 61.3 36.0 82.8 51.7 58.3 31.8 67.8 41.1
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 394,670: 92,857 49,554 127,119 138,782 173,398 358,758 350,071: 35,912 44,599
Old : 388,703: 91,434 49,494 125,525 137,153 170,335 354,111 345,354: 34,592 43,349
Other: 5,967: 2,275 911 743 1,629 3,063 4,647 4,717: 1,320 1,250
: : :
: : Changes in Commitments from: October 29, 2019 :
: 7,315: 2,761 5,903 1,517 3,474 -14 7,752 7,406: -436 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 12.6 32.2 35.2 43.9 90.9 88.7: 9.1 11.3
Old : 100.0: 23.5 12.7 32.3 35.3 43.8 91.1 88.8: 8.9 11.2
Other: 100.0: 38.1 15.3 12.5 27.3 51.3 77.9 79.1: 22.1 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 163 92 154 97 106 329 300:
Old : 392: 167 91 154 97 106 327 300:
Other: 69: 17 14 13 17 32 41 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 16.8 23.0 25.1 10.2 11.8 16.3 16.3
Old : 14.5 16.9 23.3 25.4 10.3 12.0 16.5 16.6
Other: 36.8 31.8 50.5 43.2 32.6 31.2 44.5 39.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 408,427: 121,002 39,538 116,168 138,105 200,424 375,275 356,130: 33,151 52,297
Old : 408,427: 121,002 39,538 116,168 138,105 200,424 375,275 356,130: 33,151 52,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 31,488: 14,671 -6,487 9,316 7,571 22,600 31,559 25,430: -71 6,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 9.7 28.4 33.8 49.1 91.9 87.2: 8.1 12.8
Old : 100.0: 29.6 9.7 28.4 33.8 49.1 91.9 87.2: 8.1 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 : 460: 153 84 157 151 181 384 363:
Old : 460: 153 84 157 151 181 384 363:
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 : 12.0 15.4 19.9 25.2 11.5 15.0 18.2 22.0
Old : 12.0 15.4 19.9 25.2 11.5 15.0 18.2 22.0
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 3,450: 1,464 512 392 683 1,801 2,539 2,704: 912 746
Old : 3,450: 1,464 512 392 683 1,801 2,539 2,704: 912 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -300: 198 -48 -181 -167 28 -151 -201: -149 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 14.8 11.4 19.8 52.2 73.6 78.4: 26.4 21.6
Old : 100.0: 42.4 14.8 11.4 19.8 52.2 73.6 78.4: 26.4 21.6
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 : 53: 22 11 12 10 17 39 34:
Old : 53: 22 11 12 10 17 39 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 : 24.9 28.2 37.9 43.2 22.8 27.1 34.7 38.6
Old : 24.9 28.2 37.9 43.2 22.8 27.1 34.7 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 47,028: 15,764 12,042 11,695 12,338 10,053 39,796 33,789: 7,232 13,239
Old : 47,028: 15,764 12,042 11,695 12,338 10,053 39,796 33,789: 7,232 13,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -271: 1,642 624 -712 -780 -702 150 -790: -421 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 25.6 24.9 26.2 21.4 84.6 71.8: 15.4 28.2
Old : 100.0: 33.5 25.6 24.9 26.2 21.4 84.6 71.8: 15.4 28.2
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 : 188: 58 41 56 57 52 146 130:
Old : 188: 58 41 56 57 52 146 130:
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 13.3 28.0 21.3 16.8 11.5 25.4 17.1
Old : 17.7 13.3 28.0 21.3 16.8 11.5 25.4 17.1
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 28,468: 2,533 2,557 5,744 19,095 17,677 27,372 25,978: 1,096 2,490
Old : 28,468: 2,533 2,557 5,744 19,095 17,677 27,372 25,978: 1,096 2,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -3,273: 187 -169 -1,092 -2,282 -1,775 -3,187 -3,036: -85 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 9.0 20.2 67.1 62.1 96.2 91.3: 3.8 8.7
Old : 100.0: 8.9 9.0 20.2 67.1 62.1 96.2 91.3: 3.8 8.7
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 : 68: 15 12 15 33 30 57 48:
Old : 68: 15 12 15 33 30 57 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 : 40.4 36.6 61.1 53.3 39.8 32.8 50.0 42.5
Old : 40.4 36.6 61.1 53.3 39.8 32.8 50.0 42.5
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 55,423: 30,666 4,961 0 22,607 49,337 53,273 54,298: 2,150 1,125
Old : 55,423: 30,666 4,961 0 22,607 49,337 53,273 54,298: 2,150 1,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 541: 463 534 0 183 216 646 750: -105 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 9.0 0.0 40.8 89.0 96.1 98.0: 3.9 2.0
Old : 100.0: 55.3 9.0 0.0 40.8 89.0 96.1 98.0: 3.9 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 23 8 0 8 8 31 16:
Old : 46: 23 8 0 8 8 31 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 : 74.5 81.0 84.5 95.9 74.5 81.0 84.5 95.9
Old : 74.5 81.0 84.5 95.9 74.5 81.0 84.5 95.9
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 206,023: 87,347 34,015 6,340 71,303 143,909 164,990 184,263: 41,033 21,760
Old : 206,023: 87,347 34,015 6,340 71,303 143,909 164,990 184,263: 41,033 21,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,643: 5,613 -3,789 -3,007 376 9,469 2,983 2,673: -1,340 -1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 16.5 3.1 34.6 69.9 80.1 89.4: 19.9 10.6
Old : 100.0: 42.4 16.5 3.1 34.6 69.9 80.1 89.4: 19.9 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 : 116: 37 21 18 41 39 86 71:
Old : 116: 37 21 18 41 39 86 71:
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 : 27.4 52.0 39.2 62.8 27.4 52.0 38.1 62.8
Old : 27.4 52.0 39.2 62.8 27.4 52.0 38.1 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 69,976: 14,042 28,713 809 45,565 17,005 60,416 46,527: 9,560 23,448
Old : 69,976: 14,042 28,713 809 45,565 17,005 60,416 46,527: 9,560 23,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 2,719: -111 1,661 156 2,926 1,051 2,972 2,868: -253 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 41.0 1.2 65.1 24.3 86.3 66.5: 13.7 33.5
Old : 100.0: 20.1 41.0 1.2 65.1 24.3 86.3 66.5: 13.7 33.5
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 : 61: 9 22 4 16 19 26 44:
Old : 61: 9 22 4 16 19 26 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 25.1 67.2 35.2 50.5 25.1 67.1 35.2
Old : 50.5 25.1 67.2 35.2 50.5 25.1 67.1 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 299,933: 232,912 91,986 1,609 58,214 202,741 292,736 296,336: 7,197 3,597
Old : 299,933: 232,912 91,986 1,609 58,214 202,741 292,736 296,336: 7,197 3,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 17,653: 16,550 5,555 145 679 12,007 17,373 17,707: 280 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 30.7 0.5 19.4 67.6 97.6 98.8: 2.4 1.2
Old : 100.0: 77.7 30.7 0.5 19.4 67.6 97.6 98.8: 2.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 88 36 14 23 32 115 78:
Old : 175: 88 36 14 23 32 115 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 46.9 55.7 69.1 41.5 46.9 55.7 69.1
Old : 41.5 46.9 55.7 69.1 41.5 46.9 55.7 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 243,846: 38,127 68,987 24,703 151,506 118,507 214,336 212,197: 29,510 31,649
Old : 243,846: 38,127 68,987 24,703 151,506 118,507 214,336 212,197: 29,510 31,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -8,935: -2,392 -6,985 734 -8,048 -752 -9,706 -7,002: 771 -1,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 28.3 10.1 62.1 48.6 87.9 87.0: 12.1 13.0
Old : 100.0: 15.6 28.3 10.1 62.1 48.6 87.9 87.0: 12.1 13.0
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 : 120: 22 35 20 38 48 71 92:
Old : 120: 22 35 20 38 48 71 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 22.1 55.6 34.6 42.1 22.0 53.6 31.5
Old : 42.4 22.1 55.6 34.6 42.1 22.0 53.6 31.5
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 207,243: 40,624 70,992 23,245 114,743 77,261 178,612 171,498: 28,631 35,745
Old : 207,243: 40,624 70,992 23,245 114,743 77,261 178,612 171,498: 28,631 35,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 17,100: 2,463 13,095 4,125 11,101 -1,536 17,689 15,684: -589 1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 34.3 11.2 55.4 37.3 86.2 82.8: 13.8 17.2
Old : 100.0: 19.6 34.3 11.2 55.4 37.3 86.2 82.8: 13.8 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 27 39 19 41 40 77 89:
Old : 123: 27 39 19 41 40 77 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 29.0 44.3 39.5 33.5 28.5 41.5 36.6
Old : 33.6 29.0 44.3 39.5 33.5 28.5 41.5 36.6
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 624,202: 164,265 225,556 44,777 325,862 293,845 534,903 564,177: 89,299 60,025
Old : 624,202: 164,265 225,556 44,777 325,862 293,845 534,903 564,177: 89,299 60,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 24,950: -4,844 3,297 7,452 20,613 14,128 23,221 24,877: 1,729 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 36.1 7.2 52.2 47.1 85.7 90.4: 14.3 9.6
Old : 100.0: 26.3 36.1 7.2 52.2 47.1 85.7 90.4: 14.3 9.6
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 : 298: 82 72 52 108 92 206 200:
Old : 298: 82 72 52 108 92 206 200:
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 : 15.7 31.3 25.7 44.2 15.1 30.8 24.8 43.7
Old : 15.7 31.3 25.7 44.2 15.1 30.8 24.8 43.7
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 with Delta-adjusted Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 27,200: 6,279 3,160 686 8,788 16,063 15,753 19,909: 11,447 7,291
Old : 27,200: 6,279 3,160 686 8,788 16,063 15,753 19,909: 11,447 7,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 359: 25 -14 0 195 51 220 37: 139 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 11.6 2.5 32.3 59.1 57.9 73.2: 42.1 26.8
Old : 100.0: 23.1 11.6 2.5 32.3 59.1 57.9 73.2: 42.1 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 4 3 13 10 22 15:
Old : 27: 7 4 3 13 10 22 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 : 21.4 52.0 35.4 64.1 18.0 48.1 31.1 59.6
Old : 21.4 52.0 35.4 64.1 18.0 48.1 31.1 59.6
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 21,866: 881 3,838 39 14,003 13,388 14,923 17,265: 6,943 4,601
Old : 21,866: 881 3,838 39 14,003 13,388 14,923 17,265: 6,943 4,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -181: 404 780 -118 -132 47 154 709: -335 -890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 17.6 0.2 64.0 61.2 68.2 79.0: 31.8 21.0
Old : 100.0: 4.0 17.6 0.2 64.0 61.2 68.2 79.0: 31.8 21.0
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 : 23: 1 4 1 15 12 17 16:
Old : 23: 1 4 1 15 12 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 : 41.9 46.4 57.3 60.8 39.1 40.1 53.7 53.5
Old : 41.9 46.4 57.3 60.8 39.1 40.1 53.7 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 54,193: 4,480 48,020 161 46,568 4,549 51,210 52,730: 2,983 1,463
Old : 54,193: 4,480 48,020 161 46,568 4,549 51,210 52,730: 2,983 1,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -11,924: -1,072 -1,252 -681 -10,306 -9,465 -12,059 -11,398: 135 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 88.6 0.3 85.9 8.4 94.5 97.3: 5.5 2.7
Old : 100.0: 8.3 88.6 0.3 85.9 8.4 94.5 97.3: 5.5 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 : 44: 10 23 1 8 4 18 28:
Old : 44: 10 23 1 8 4 18 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.6 78.1 90.5 84.9 86.6 78.1 90.2 84.9
Old : 86.6 78.1 90.5 84.9 86.6 78.1 90.2 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 75,812: 14,312 53,398 997 57,310 15,707 72,619 70,102: 3,193 5,710
Old : 75,812: 14,312 53,398 997 57,310 15,707 72,619 70,102: 3,193 5,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 2,897: 2,742 1,379 8 161 1,657 2,911 3,044: -15 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 70.4 1.3 75.6 20.7 95.8 92.5: 4.2 7.5
Old : 100.0: 18.9 70.4 1.3 75.6 20.7 95.8 92.5: 4.2 7.5
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 : 108: 28 52 12 19 12 54 69:
Old : 108: 28 52 12 19 12 54 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 29.2 70.9 46.9 62.1 28.7 70.8 46.4
Old : 62.1 29.2 70.9 46.9 62.1 28.7 70.8 46.4
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 13,322: 11,443 4,488 0 1,143 6,869 12,586 11,357: 736 1,965
Old : 13,322: 11,443 4,488 0 1,143 6,869 12,586 11,357: 736 1,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 2,839: 2,880 1,679 0 -34 1,030 2,846 2,709: -7 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 33.7 0.0 8.6 51.6 94.5 85.2: 5.5 14.8
Old : 100.0: 85.9 33.7 0.0 8.6 51.6 94.5 85.2: 5.5 14.8
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 : 21: 3 12 0 2 5 5 17:
Old : 21: 3 12 0 2 5 5 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 : 93.2 58.1 94.5 75.6 93.2 58.1 94.3 75.6
Old : 93.2 58.1 94.5 75.6 93.2 58.1 94.3 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 :23,550,182: 1,681,729 381,435 12,008,364 9,139,343 10,274,670 22,829,435 22,664,469: 720,747 885,713
Old :23,550,182: 1,681,729 381,435 12,008,364 9,139,343 10,274,670 22,829,435 22,664,469: 720,747 885,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -56,241: -202,910 421 -32,551 190,226 -22,751 -45,234 -54,880: -11,006 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 1.6 51.0 38.8 43.6 96.9 96.2: 3.1 3.8
Old : 100.0: 7.1 1.6 51.0 38.8 43.6 96.9 96.2: 3.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 83 64 119 120 122 262 250:
Old : 282: 83 64 119 120 122 262 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 24.8 34.9 38.6 8.3 13.5 11.0 15.4
Old : 23.0 24.8 34.9 38.6 8.3 13.5 11.0 15.4
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 with Delta-adjusted Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,520: 2,036 2,951 187 0 0 2,223 3,138: 1,297 382
Old : 3,520: 2,036 2,951 187 0 0 2,223 3,138: 1,297 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 365: 218 404 35 0 0 253 439: 112 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 83.8 5.3 0.0 0.0 63.2 89.1: 36.8 10.9
Old : 100.0: 57.8 83.8 5.3 0.0 0.0 63.2 89.1: 36.8 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 31 16 6 0 0 32 21:
Old : 47: 31 16 6 0 0 32 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 : 24.2 59.8 35.0 73.6 23.7 59.8 32.8 73.2
Old : 24.2 59.8 35.0 73.6 23.7 59.8 32.8 73.2
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 164,296: 27,104 18,609 37,053 98,750 108,004 162,907 163,666: 1,389 630
Old : 164,296: 27,104 18,609 37,053 98,750 108,004 162,907 163,666: 1,389 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,812: 1,271 -2,823 4,355 -3,593 286 2,033 1,818: -221 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 11.3 22.6 60.1 65.7 99.2 99.6: 0.8 0.4
Old : 100.0: 16.5 11.3 22.6 60.1 65.7 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 13 18 19 8 19 33 44:
Old : 52: 13 18 19 8 19 33 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 47.2 87.5 63.4 55.0 37.0 59.8 48.5
Old : 72.3 47.2 87.5 63.4 55.0 37.0 59.8 48.5
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 264,296: 49,675 101,073 33,489 180,838 127,684 264,002 262,246: 294 2,050
Old : 264,296: 49,675 101,073 33,489 180,838 127,684 264,002 262,246: 294 2,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -74,033: -4,994 -31,230 -9,237 -59,768 -33,445 -73,999 -73,912: -34 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 38.2 12.7 68.4 48.3 99.9 99.2: 0.1 0.8
Old : 100.0: 18.8 38.2 12.7 68.4 48.3 99.9 99.2: 0.1 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 : 88: 18 36 27 24 27 56 76:
Old : 88: 18 36 27 24 27 56 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 37.2 76.3 53.2 56.6 34.6 66.3 48.6
Old : 60.1 37.2 76.3 53.2 56.6 34.6 66.3 48.6
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 768,132: 74,439 71,397 153,502 455,477 461,578 683,418 686,477: 84,713 81,655
Old : 768,132: 74,439 71,397 153,502 455,477 461,578 683,418 686,477: 84,713 81,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 21,438: -1,783 3,593 4,066 18,385 10,601 20,668 18,260: 770 3,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.3 20.0 59.3 60.1 89.0 89.4: 11.0 10.6
Old : 100.0: 9.7 9.3 20.0 59.3 60.1 89.0 89.4: 11.0 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 : 624: 146 116 138 279 271 491 460:
Old : 624: 146 116 138 279 271 491 460:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 19.2 23.0 32.6 8.8 13.8 13.6 20.7
Old : 14.7 19.2 23.0 32.6 8.8 13.8 13.6 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 57,847: 3,622 783 15,722 15,955 21,809 35,299 38,314: 22,548 19,533
Old : 57,847: 3,622 783 15,722 15,955 21,809 35,299 38,314: 22,548 19,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 5,744: 2,063 -759 2,556 3,339 463 7,958 2,260: -2,215 3,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.4 27.2 27.6 37.7 61.0 66.2: 39.0 33.8
Old : 100.0: 6.3 1.4 27.2 27.6 37.7 61.0 66.2: 39.0 33.8
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 : 43: 13 10 18 18 16 41 34:
Old : 43: 13 10 18 18 16 41 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 : 24.5 25.7 40.5 40.2 13.2 15.7 17.6 21.2
Old : 24.5 25.7 40.5 40.2 13.2 15.7 17.6 21.2
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 3,551,423: 362,602 361,587 680,382 2,197,612 2,198,843 3,240,596 3,240,812: 310,827 310,611
Old : 3,551,423: 362,602 361,587 680,382 2,197,612 2,198,843 3,240,596 3,240,812: 310,827 310,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 78,471: -17,370 23,617 5,689 75,231 50,691 63,550 79,997: 14,921 -1,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 10.2 19.2 61.9 61.9 91.2 91.3: 8.8 8.7
Old : 100.0: 10.2 10.2 19.2 61.9 61.9 91.2 91.3: 8.8 8.7
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 : 612: 142 111 132 274 268 477 451:
Old : 612: 142 111 132 274 268 477 451:
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 19.8 23.9 33.7 9.5 14.8 14.6 22.1
Old : 15.1 19.8 23.9 33.7 9.5 14.8 14.6 22.1
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 22,022: 0 1,267 0 19,149 18,225 19,149 19,492: 2,873 2,530
Old : 22,022: 0 1,267 0 19,149 18,225 19,149 19,492: 2,873 2,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,100: -228 -150 0 1,478 1,036 1,250 886: -150 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 0.0 87.0 82.8 87.0 88.5: 13.0 11.5
Old : 100.0: 0.0 5.8 0.0 87.0 82.8 87.0 88.5: 13.0 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 9 15 9 16:
Old : 22: 0 1 0 9 15 9 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 : 77.8 53.8 85.9 75.3 74.4 53.8 80.5 74.6
Old : 77.8 53.8 85.9 75.3 74.4 53.8 80.5 74.6
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 9,905: 1,416 1,316 0 7,221 7,910 8,637 9,226: 1,268 679
Old : 9,905: 1,416 1,316 0 7,221 7,910 8,637 9,226: 1,268 679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -404: -504 -229 0 -61 -40 -565 -269: 161 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.3 0.0 72.9 79.9 87.2 93.1: 12.8 6.9
Old : 100.0: 14.3 13.3 0.0 72.9 79.9 87.2 93.1: 12.8 6.9
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: 2 2 0 6 10 8 12:
Old : 20: 2 2 0 6 10 8 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 : 71.0 63.6 87.2 82.2 71.0 63.6 87.2 82.2
Old : 71.0 63.6 87.2 82.2 71.0 63.6 87.2 82.2
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 10,147: 570 842 0 7,834 8,820 8,404 9,662: 1,743 485
Old : 10,147: 570 842 0 7,834 8,820 8,404 9,662: 1,743 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1: -5 -9 0 146 62 141 53: -140 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.3 0.0 77.2 86.9 82.8 95.2: 17.2 4.8
Old : 100.0: 5.6 8.3 0.0 77.2 86.9 82.8 95.2: 17.2 4.8
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 : 20: 1 3 0 8 9 9 12:
Old : 20: 1 3 0 8 9 9 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 72.6 80.3 87.2 51.7 72.6 79.7 87.2
Old : 52.3 72.6 80.3 87.2 51.7 72.6 79.7 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 12,796: 1,319 675 0 8,449 10,586 9,768 11,261: 3,028 1,535
Old : 12,796: 1,319 675 0 8,449 10,586 9,768 11,261: 3,028 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 596: 23 -167 -17 633 1,535 639 1,351: -43 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 5.3 0.0 66.0 82.7 76.3 88.0: 23.7 12.0
Old : 100.0: 10.3 5.3 0.0 66.0 82.7 76.3 88.0: 23.7 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 0 9 13 12 15:
Old : 24: 3 2 0 9 13 12 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 : 56.5 54.1 70.4 70.9 52.4 47.3 63.7 63.3
Old : 56.5 54.1 70.4 70.9 52.4 47.3 63.7 63.3
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 72,038: 15,303 4,034 296 45,734 63,968 61,333 68,298: 10,705 3,740
Old : 72,038: 15,303 4,034 296 45,734 63,968 61,333 68,298: 10,705 3,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 3,656: 803 1,090 156 2,621 2,504 3,580 3,750: 76 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 5.6 0.4 63.5 88.8 85.1 94.8: 14.9 5.2
Old : 100.0: 21.2 5.6 0.4 63.5 88.8 85.1 94.8: 14.9 5.2
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 : 82: 15 5 4 38 36 54 44:
Old : 82: 15 5 4 38 36 54 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 38.7 46.0 58.8 31.6 38.4 45.5 58.5
Old : 31.8 38.7 46.0 58.8 31.6 38.4 45.5 58.5
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 49,187: 18,488 10,024 3,203 20,570 26,276 42,261 39,503: 6,926 9,684
Old : 49,187: 18,488 10,024 3,203 20,570 26,276 42,261 39,503: 6,926 9,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -283: -679 -895 399 43 -487 -237 -983: -47 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 20.4 6.5 41.8 53.4 85.9 80.3: 14.1 19.7
Old : 100.0: 37.6 20.4 6.5 41.8 53.4 85.9 80.3: 14.1 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 62 57 35 90 85 166 163:
Old : 255: 62 57 35 90 85 166 163:
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 : 25.7 24.6 36.8 34.3 25.7 21.7 36.6 30.5
Old : 25.7 24.6 36.8 34.3 25.7 21.7 36.6 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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 245,935: 92,442 50,121 16,014 102,849 131,381 211,305 197,516: 34,631 48,419
Old : 245,935: 92,442 50,121 16,014 102,849 131,381 211,305 197,516: 34,631 48,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,417: -3,396 -4,477 1,997 215 -2,435 -1,183 -4,915: -234 3,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 20.4 6.5 41.8 53.4 85.9 80.3: 14.1 19.7
Old : 100.0: 37.6 20.4 6.5 41.8 53.4 85.9 80.3: 14.1 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 62 57 35 90 85 166 163:
Old : 255: 62 57 35 90 85 166 163:
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 : 25.7 24.6 36.8 34.3 25.7 21.7 36.6 30.5
Old : 25.7 24.6 36.8 34.3 25.7 21.7 36.6 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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 182,254: 47,314 76,839 12,094 89,929 53,421 149,337 142,354: 32,917 39,901
Old : 182,254: 47,314 76,839 12,094 89,929 53,421 149,337 142,354: 32,917 39,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 9,097: 11,849 -1,610 117 -3,553 8,030 8,414 6,537: 683 2,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 42.2 6.6 49.3 29.3 81.9 78.1: 18.1 21.9
Old : 100.0: 26.0 42.2 6.6 49.3 29.3 81.9 78.1: 18.1 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 19 37 11 24 35 51 75:
Old : 95: 19 37 11 24 35 51 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 20.0 56.9 32.8 40.7 19.7 54.2 32.6
Old : 42.8 20.0 56.9 32.8 40.7 19.7 54.2 32.6
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 469,133: 101,532 112,793 13,665 330,309 325,565 445,505 452,022: 23,628 17,111
Old : 469,133: 101,532 112,793 13,665 330,309 325,565 445,505 452,022: 23,628 17,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 14,058: 4,287 111 1,634 7,635 12,633 13,555 14,378: 502 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 24.0 2.9 70.4 69.4 95.0 96.4: 5.0 3.6
Old : 100.0: 21.6 24.0 2.9 70.4 69.4 95.0 96.4: 5.0 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 : 310: 64 53 30 126 122 205 190:
Old : 310: 64 53 30 126 122 205 190:
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 21.8 30.0 38.0 16.7 21.5 28.7 36.8
Old : 17.7 21.8 30.0 38.0 16.7 21.5 28.7 36.8
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 with Delta-adjusted Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 34,272: 15,174 20,943 299 12,766 7,572 28,239 28,814: 6,033 5,458
Old : 34,272: 15,174 20,943 299 12,766 7,572 28,239 28,814: 6,033 5,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 5,870: 5,927 1,106 -299 528 3,076 6,156 3,883: -286 1,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 61.1 0.9 37.2 22.1 82.4 84.1: 17.6 15.9
Old : 100.0: 44.3 61.1 0.9 37.2 22.1 82.4 84.1: 17.6 15.9
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 : 37: 13 6 3 14 6 29 13:
Old : 37: 13 6 3 14 6 29 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 75.6 61.4 81.3 45.6 75.4 61.4 81.0
Old : 45.6 75.6 61.4 81.3 45.6 75.4 61.4 81.0
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 72,660: 31,051 23,887 508 24,126 43,240 55,685 67,635: 16,975 5,025
Old : 72,660: 31,051 23,887 508 24,126 43,240 55,685 67,635: 16,975 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 10,497: 1,818 8,257 -343 6,403 2,390 7,878 10,304: 2,619 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 32.9 0.7 33.2 59.5 76.6 93.1: 23.4 6.9
Old : 100.0: 42.7 32.9 0.7 33.2 59.5 76.6 93.1: 23.4 6.9
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 : 86: 20 19 6 28 29 51 51:
Old : 86: 20 19 6 28 29 51 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 : 40.6 47.5 51.5 61.7 40.6 47.5 51.5 61.6
Old : 40.6 47.5 51.5 61.7 40.6 47.5 51.5 61.6
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 with Delta-adjusted Options and Futures Combined, November 05, 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 : 120,740: 20,905 5,778 1,030 98,275 113,371 120,210 120,179: 530 561
Old : 120,740: 20,905 5,778 1,030 98,275 113,371 120,210 120,179: 530 561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 3,960: 405 -24 3 3,052 3,480 3,460 3,459: 500 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 4.8 0.9 81.4 93.9 99.6 99.5: 0.4 0.5
Old : 100.0: 17.3 4.8 0.9 81.4 93.9 99.6 99.5: 0.4 0.5
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 : 42: 10 2 4 24 21 35 26:
Old : 42: 10 2 4 24 21 35 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 : 64.3 59.2 77.2 81.3 54.5 51.5 63.2 65.6
Old : 64.3 59.2 77.2 81.3 54.5 51.5 63.2 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 08, 2019