BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 12,526: 5 3,063 1,573 10,148 7,313 11,726 11,949: 800 576
Old : 12,526: 5 3,063 1,573 10,148 7,313 11,726 11,949: 800 576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 795: 1 502 54 715 271 770 826: 25 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.5 12.6 81.0 58.4 93.6 95.4: 6.4 4.6
Old : 100.0: 0.0 24.5 12.6 81.0 58.4 93.6 95.4: 6.4 4.6
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: 2 9 7 31 27 38 38:
Old : 47: 2 9 7 31 27 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 38.1 62.6 58.1 41.0 36.2 55.7 51.7
Old : 43.4 38.1 62.6 58.1 41.0 36.2 55.7 51.7
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 41,251: 6,110 2,151 11,887 17,954 17,547 35,951 31,585: 5,300 9,666
Old : 41,251: 6,110 2,151 11,887 17,954 17,547 35,951 31,585: 5,300 9,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,089: -83 794 37 1,414 316 1,368 1,147: -279 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 5.2 28.8 43.5 42.5 87.2 76.6: 12.8 23.4
Old : 100.0: 14.8 5.2 28.8 43.5 42.5 87.2 76.6: 12.8 23.4
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 : 93: 27 18 29 40 42 82 74:
Old : 93: 27 18 29 40 42 82 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 24.9 42.8 41.0 17.3 13.0 23.1 19.4
Old : 28.9 24.9 42.8 41.0 17.3 13.0 23.1 19.4
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 11,778: 600 1,889 1,750 8,079 7,388 10,429 11,027: 1,349 751
Old : 11,778: 600 1,889 1,750 8,079 7,388 10,429 11,027: 1,349 751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 697: 110 199 84 543 292 738 575: -41 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 16.0 14.9 68.6 62.7 88.5 93.6: 11.5 6.4
Old : 100.0: 5.1 16.0 14.9 68.6 62.7 88.5 93.6: 11.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 4 8 31 25 43 35:
Old : 49: 10 4 8 31 25 43 35:
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 : 26.8 50.8 43.9 73.0 20.2 43.8 32.1 55.4
Old : 26.8 50.8 43.9 73.0 20.2 43.8 32.1 55.4
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,255: 5,072 229 1,384 3,432 5,772 9,888 7,385: 367 2,870
Old : 10,255: 5,072 229 1,384 3,432 5,772 9,888 7,385: 367 2,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 567: 495 4 -6 232 516 721 514: -154 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 2.2 13.5 33.5 56.3 96.4 72.0: 3.6 28.0
Old : 100.0: 49.5 2.2 13.5 33.5 56.3 96.4 72.0: 3.6 28.0
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 : 33: 8 2 8 17 19 27 27:
Old : 33: 8 2 8 17 19 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 : 68.9 40.5 87.4 52.5 67.7 35.7 75.1 44.6
Old : 68.9 40.5 87.4 52.5 67.7 35.7 75.1 44.6
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 372,255: 84,608 63,111 116,704 135,395 152,876 336,707 332,691: 35,549 39,564
Old : 363,033: 82,451 63,131 113,977 132,749 148,332 329,178 325,440: 33,855 37,593
Other: 9,223: 3,519 1,342 1,365 2,645 4,544 7,529 7,251: 1,694 1,971
: : :
: : Changes in Commitments from: December 10, 2019 :
: -22,533: 377 -2,960 -19,978 -4,178 -331 -23,779 -23,268: 1,246 736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 17.0 31.4 36.4 41.1 90.5 89.4: 9.5 10.6
Old : 100.0: 22.7 17.4 31.4 36.6 40.9 90.7 89.6: 9.3 10.4
Other: 100.0: 38.2 14.6 14.8 28.7 49.3 81.6 78.6: 18.4 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 144 97 143 92 94 308 277:
Old : 366: 145 100 143 92 94 306 277:
Other: 90: 26 16 20 27 37 62 64:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 17.2 22.4 24.6 11.5 12.6 17.9 17.5
Old : 14.2 17.2 22.8 24.9 11.7 12.8 18.3 17.8
Other: 29.9 33.1 41.4 43.9 26.8 26.8 36.8 34.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 434,442: 153,519 42,436 105,792 144,700 225,664 404,011 373,892: 30,430 60,550
Old : 434,442: 153,519 42,436 105,792 144,700 225,664 404,011 373,892: 30,430 60,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 13,846: 9,963 36 3,680 3,731 12,237 17,373 15,954: -3,527 -2,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 9.8 24.4 33.3 51.9 93.0 86.1: 7.0 13.9
Old : 100.0: 35.3 9.8 24.4 33.3 51.9 93.0 86.1: 7.0 13.9
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 : 444: 149 79 143 144 182 365 347:
Old : 444: 149 79 143 144 182 365 347:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 15.3 20.8 25.3 12.2 14.9 19.6 22.9
Old : 12.2 15.3 20.8 25.3 12.2 14.9 19.6 22.9
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,583: 1,414 522 486 681 1,907 2,581 2,915: 1,001 667
Old : 3,583: 1,414 522 486 681 1,907 2,581 2,915: 1,001 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -45: -32 9 1 -64 -63 -95 -54: 50 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 14.6 13.6 19.0 53.2 72.0 81.4: 28.0 18.6
Old : 100.0: 39.5 14.6 13.6 19.0 53.2 72.0 81.4: 28.0 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 19 9 10 13 18 36 34:
Old : 50: 19 9 10 13 18 36 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 : 25.6 34.4 40.8 47.6 22.0 34.1 33.7 44.4
Old : 25.6 34.4 40.8 47.6 22.0 34.1 33.7 44.4
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 56,313: 17,615 9,887 20,118 10,344 10,864 48,077 40,869: 8,237 15,444
Old : 56,313: 17,615 9,887 20,118 10,344 10,864 48,077 40,869: 8,237 15,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 2,429: 1,040 -1,288 2,362 -310 376 3,092 1,450: -663 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 17.6 35.7 18.4 19.3 85.4 72.6: 14.6 27.4
Old : 100.0: 31.3 17.6 35.7 18.4 19.3 85.4 72.6: 14.6 27.4
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 : 199: 54 43 69 58 63 157 149:
Old : 199: 54 43 69 58 63 157 149:
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 : 19.1 13.6 29.7 21.8 17.0 8.6 22.3 12.9
Old : 19.1 13.6 29.7 21.8 17.0 8.6 22.3 12.9
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 with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 2,738: 288 460 392 1,155 1,505 1,836 2,357: 901 381
Old : 2,738: 288 460 392 1,155 1,505 1,836 2,357: 901 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 10: 62 23 39 -22 -1 78 60: -69 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 16.8 14.3 42.2 55.0 67.1 86.1: 32.9 13.9
Old : 100.0: 10.5 16.8 14.3 42.2 55.0 67.1 86.1: 32.9 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 7 7 12 8 19 18:
Old : 23: 3 7 7 12 8 19 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 : 35.4 51.2 52.2 67.4 32.3 49.6 41.2 60.6
Old : 35.4 51.2 52.2 67.4 32.3 49.6 41.2 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 27,920: 2,383 3,064 5,200 19,473 17,375 27,056 25,638: 865 2,282
Old : 27,920: 2,383 3,064 5,200 19,473 17,375 27,056 25,638: 865 2,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,568: -131 189 215 1,527 1,084 1,610 1,488: -42 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.0 18.6 69.7 62.2 96.9 91.8: 3.1 8.2
Old : 100.0: 8.5 11.0 18.6 69.7 62.2 96.9 91.8: 3.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 12 12 16 34 31 57 49:
Old : 68: 12 12 16 34 31 57 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 35.9 64.0 50.2 43.0 32.2 56.3 42.9
Old : 44.4 35.9 64.0 50.2 43.0 32.2 56.3 42.9
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 56,317: 34,098 3,757 0 19,846 51,726 53,944 55,483: 2,373 834
Old : 56,317: 34,098 3,757 0 19,846 51,726 53,944 55,483: 2,373 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -10,369: 923 -2,228 -737 -10,697 -7,088 -10,511 -10,053: 142 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 6.7 0.0 35.2 91.8 95.8 98.5: 4.2 1.5
Old : 100.0: 60.5 6.7 0.0 35.2 91.8 95.8 98.5: 4.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 27 5 0 7 8 34 13:
Old : 45: 27 5 0 7 8 34 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 80.5 82.9 97.2 72.4 80.5 82.9 97.1
Old : 72.4 80.5 82.9 97.2 72.4 80.5 82.9 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 204,852: 48,046 36,213 16,252 94,261 129,606 158,560 182,072: 46,292 22,780
Old : 204,852: 48,046 36,213 16,252 94,261 129,606 158,560 182,072: 46,292 22,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 22,682: -7,680 1,763 3,656 17,987 21,311 13,963 26,729: 8,719 -4,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 17.7 7.9 46.0 63.3 77.4 88.9: 22.6 11.1
Old : 100.0: 23.5 17.7 7.9 46.0 63.3 77.4 88.9: 22.6 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 29 19 22 41 37 80 70:
Old : 104: 29 19 22 41 37 80 70:
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 : 25.9 47.2 35.4 57.3 18.7 37.5 24.7 46.0
Old : 25.9 47.2 35.4 57.3 18.7 37.5 24.7 46.0
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 62,924: 13,900 24,996 659 36,919 16,018 51,478 41,673: 11,446 21,250
Old : 62,924: 13,900 24,996 659 36,919 16,018 51,478 41,673: 11,446 21,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -13,975: 3,669 -6,080 -4,769 -13,046 -3,096 -14,146 -13,946: 172 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 39.7 1.0 58.7 25.5 81.8 66.2: 18.2 33.8
Old : 100.0: 22.1 39.7 1.0 58.7 25.5 81.8 66.2: 18.2 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 : 53: 10 14 3 11 20 21 37:
Old : 53: 10 14 3 11 20 21 37:
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 : 59.7 30.3 68.3 40.4 59.7 30.3 68.2 40.4
Old : 59.7 30.3 68.3 40.4 59.7 30.3 68.2 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 289,147: 211,720 59,405 1,198 69,460 225,941 282,379 286,544: 6,768 2,602
Old : 289,147: 211,720 59,405 1,198 69,460 225,941 282,379 286,544: 6,768 2,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -15,985: 15,092 -6,627 -7,095 -23,489 -1,621 -15,491 -15,343: -494 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 20.5 0.4 24.0 78.1 97.7 99.1: 2.3 0.9
Old : 100.0: 73.2 20.5 0.4 24.0 78.1 97.7 99.1: 2.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 88 37 13 28 33 121 78:
Old : 179: 88 37 13 28 33 121 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 : 41.4 69.3 55.9 80.0 41.4 69.3 55.5 79.9
Old : 41.4 69.3 55.9 80.0 41.4 69.3 55.5 79.9
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 226,820: 60,646 62,478 16,204 114,877 120,307 191,727 198,989: 35,093 27,831
Old : 226,820: 60,646 62,478 16,204 114,877 120,307 191,727 198,989: 35,093 27,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -53,954: 8,052 -11,907 -9,191 -50,628 -29,759 -51,767 -50,857: -2,187 -3,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 27.5 7.1 50.6 53.0 84.5 87.7: 15.5 12.3
Old : 100.0: 26.7 27.5 7.1 50.6 53.0 84.5 87.7: 15.5 12.3
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 : 134: 32 33 18 44 50 81 96:
Old : 134: 32 33 18 44 50 81 96:
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 : 26.8 26.8 40.6 36.9 26.7 26.5 39.2 35.5
Old : 26.8 26.8 40.6 36.9 26.7 26.5 39.2 35.5
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 198,907: 42,150 87,067 14,039 112,788 62,064 168,977 163,170: 29,931 35,738
Old : 198,907: 42,150 87,067 14,039 112,788 62,064 168,977 163,170: 29,931 35,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -19,326: 1,517 1,615 -2,625 -18,523 -16,722 -19,631 -17,732: 305 -1,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 43.8 7.1 56.7 31.2 85.0 82.0: 15.0 18.0
Old : 100.0: 21.2 43.8 7.1 56.7 31.2 85.0 82.0: 15.0 18.0
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 : 127: 27 43 21 38 39 76 92:
Old : 127: 27 43 21 38 39 76 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 : 38.8 24.2 50.8 34.7 37.5 23.9 49.3 33.3
Old : 38.8 24.2 50.8 34.7 37.5 23.9 49.3 33.3
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 591,708: 163,703 231,564 36,384 309,165 262,937 509,252 530,884: 82,456 60,823
Old : 591,708: 163,703 231,564 36,384 309,165 262,937 509,252 530,884: 82,456 60,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -98,726: -2,360 -3,534 -5,699 -72,599 -79,232 -80,658 -88,466: -18,069 -10,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 39.1 6.1 52.2 44.4 86.1 89.7: 13.9 10.3
Old : 100.0: 27.7 39.1 6.1 52.2 44.4 86.1 89.7: 13.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 85 64 52 102 85 199 189:
Old : 287: 85 64 52 102 85 199 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 32.9 26.6 46.3 15.6 32.9 25.7 46.1
Old : 16.3 32.9 26.6 46.3 15.6 32.9 25.7 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 23,804: 3,991 4,305 741 8,215 12,122 12,947 17,168: 10,857 6,636
Old : 23,804: 3,991 4,305 741 8,215 12,122 12,947 17,168: 10,857 6,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -6,540: -1,696 -110 -452 -2,522 -3,923 -4,670 -4,485: -1,870 -2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.1 3.1 34.5 50.9 54.4 72.1: 45.6 27.9
Old : 100.0: 16.8 18.1 3.1 34.5 50.9 54.4 72.1: 45.6 27.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 4 1 13 10 19 15:
Old : 25: 6 4 1 13 10 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 38.1 34.8 58.9 19.0 34.0 30.3 54.2
Old : 20.2 38.1 34.8 58.9 19.0 34.0 30.3 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 28,753: 909 7,765 180 18,746 17,146 19,835 25,091: 8,918 3,662
Old : 28,753: 909 7,765 180 18,746 17,146 19,835 25,091: 8,918 3,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 811: 23 1,386 -1,011 1,263 868 275 1,243: 536 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 27.0 0.6 65.2 59.6 69.0 87.3: 31.0 12.7
Old : 100.0: 3.2 27.0 0.6 65.2 59.6 69.0 87.3: 31.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 7 2 14 12 17 19:
Old : 24: 1 7 2 14 12 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 41.1 60.0 61.0 29.9 33.4 41.6 46.9
Old : 43.0 41.1 60.0 61.0 29.9 33.4 41.6 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 54,328: 5,944 48,634 394 45,338 3,854 51,676 52,882: 2,652 1,446
Old : 54,328: 5,944 48,634 394 45,338 3,854 51,676 52,882: 2,652 1,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -3,893: -1,060 -5,365 -6 -2,539 1,795 -3,605 -3,576: -288 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 89.5 0.7 83.5 7.1 95.1 97.3: 4.9 2.7
Old : 100.0: 10.9 89.5 0.7 83.5 7.1 95.1 97.3: 4.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 15 22 4 12 9 28 34:
Old : 54: 15 22 4 12 9 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 77.5 88.1 83.7 77.7 76.6 84.3 82.2
Old : 80.9 77.5 88.1 83.7 77.7 76.6 84.3 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 44,945: 16,363 24,503 1,059 24,246 13,664 41,668 39,226: 3,278 5,719
Old : 44,945: 16,363 24,503 1,059 24,246 13,664 41,668 39,226: 3,278 5,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -30,773: 1,850 -15,294 -2,511 -29,822 -12,976 -30,483 -30,781: -290 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 54.5 2.4 53.9 30.4 92.7 87.3: 7.3 12.7
Old : 100.0: 36.4 54.5 2.4 53.9 30.4 92.7 87.3: 7.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 32 38 9 19 12 56 54:
Old : 98: 32 38 9 19 12 56 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 39.5 52.7 57.5 38.0 39.5 52.7 57.2
Old : 38.0 39.5 52.7 57.5 38.0 39.5 52.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 17,805: 15,272 3,986 28 1,220 12,331 16,520 16,345: 1,285 1,460
Old : 17,805: 15,272 3,986 28 1,220 12,331 16,520 16,345: 1,285 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -4,764: 4,233 -1,086 -342 -9,059 -2,756 -5,168 -4,184: 404 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 22.4 0.2 6.9 69.3 92.8 91.8: 7.2 8.2
Old : 100.0: 85.8 22.4 0.2 6.9 69.3 92.8 91.8: 7.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 9 1 3 7 15 16:
Old : 29: 11 9 1 3 7 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 69.4 85.6 82.8 74.7 69.4 85.6 82.8
Old : 74.7 69.4 85.6 82.8 74.7 69.4 85.6 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :19,209,442: 1,401,318 411,241 9,494,940 7,652,363 8,469,385 18,548,622 18,375,567: 660,820 833,875
Old :19,209,442: 1,401,318 411,241 9,494,940 7,652,363 8,469,385 18,548,622 18,375,567: 660,820 833,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
:-4,594,511: -308,828 -28,960 -2,697,337 -1,553,745 -1,783,850 -4,559,910 -4,510,147: -34,601 -84,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.1 49.4 39.8 44.1 96.6 95.7: 3.4 4.3
Old : 100.0: 7.3 2.1 49.4 39.8 44.1 96.6 95.7: 3.4 4.3
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 : 254: 79 52 112 112 112 243 227:
Old : 254: 79 52 112 112 112 243 227:
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 24.8 34.0 37.5 8.8 13.9 12.1 15.9
Old : 20.5 24.8 34.0 37.5 8.8 13.9 12.1 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 3,840: 2,045 3,221 137 0 0 2,182 3,358: 1,658 482
Old : 3,840: 2,045 3,221 137 0 0 2,182 3,358: 1,658 482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 608: 479 774 15 0 0 494 789: 114 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 83.9 3.6 0.0 0.0 56.8 87.4: 43.2 12.6
Old : 100.0: 53.3 83.9 3.6 0.0 0.0 56.8 87.4: 43.2 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 21 24 6 0 0 24 27:
Old : 45: 21 24 6 0 0 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 38.5 41.9 56.8 32.6 38.0 40.9 55.3
Old : 33.6 38.5 41.9 56.8 32.6 38.0 40.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 175,263: 34,143 14,170 38,652 101,258 122,343 174,053 175,165: 1,210 98
Old : 175,263: 34,143 14,170 38,652 101,258 122,343 174,053 175,165: 1,210 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -205: 2,223 436 -2,206 -181 1,541 -164 -229: -41 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 8.1 22.1 57.8 69.8 99.3 99.9: 0.7 0.1
Old : 100.0: 19.5 8.1 22.1 57.8 69.8 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 14 20 26 10 20 39 51:
Old : 58: 14 20 26 10 20 39 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 49.1 87.5 65.8 56.7 39.8 60.5 51.6
Old : 73.8 49.1 87.5 65.8 56.7 39.8 60.5 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 368,080: 45,212 130,970 57,631 265,175 176,152 368,018 364,753: 62 3,327
Old : 368,080: 45,212 130,970 57,631 265,175 176,152 368,018 364,753: 62 3,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 25,011: -22,634 3,589 18,981 28,792 2,158 25,139 24,728: -128 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 35.6 15.7 72.0 47.9 100.0 99.1: 0.0 0.9
Old : 100.0: 12.3 35.6 15.7 72.0 47.9 100.0 99.1: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 16 43 27 23 37 57 90:
Old : 99: 16 43 27 23 37 57 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 31.6 81.4 54.6 61.5 29.8 69.4 47.0
Old : 67.9 31.6 81.4 54.6 61.5 29.8 69.4 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 928,026: 79,933 81,337 190,436 543,825 562,089 814,194 833,861: 113,832 94,165
Old : 928,026: 79,933 81,337 190,436 543,825 562,089 814,194 833,861: 113,832 94,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 81,979: 5,119 3,371 23,795 30,906 47,683 59,821 74,848: 22,158 7,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.8 20.5 58.6 60.6 87.7 89.9: 12.3 10.1
Old : 100.0: 8.6 8.8 20.5 58.6 60.6 87.7 89.9: 12.3 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 624: 141 124 156 285 290 503 494:
Old : 624: 141 124 156 285 290 503 494:
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 : 14.3 17.5 22.4 29.3 6.8 12.1 11.7 18.0
Old : 14.3 17.5 22.4 29.3 6.8 12.1 11.7 18.0
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 91,713: 8,122 3,750 30,665 30,123 32,854 68,911 67,270: 22,802 24,443
Old : 91,713: 8,122 3,750 30,665 30,123 32,854 68,911 67,270: 22,802 24,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 17,834: 1,088 -2,064 9,242 7,786 10,582 18,115 17,759: -282 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 4.1 33.4 32.8 35.8 75.1 73.3: 24.9 26.7
Old : 100.0: 8.9 4.1 33.4 32.8 35.8 75.1 73.3: 24.9 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 16 11 21 22 23 47 46:
Old : 54: 16 11 21 22 23 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 25.8 40.5 40.7 11.7 9.6 16.4 14.5
Old : 25.8 25.8 40.5 40.7 11.7 9.6 16.4 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 11,430: 2,900 560 104 5,766 9,578 8,770 10,242: 2,660 1,188
Old : 11,430: 2,900 560 104 5,766 9,578 8,770 10,242: 2,660 1,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 4.9 0.9 50.4 83.8 76.7 89.6: 23.3 10.4
Old : 100.0: 25.4 4.9 0.9 50.4 83.8 76.7 89.6: 23.3 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 2 10 12 13 15:
Old : 21: 2 2 2 10 12 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 51.8 65.5 72.4 39.7 44.8 54.1 64.1
Old : 43.9 51.8 65.5 72.4 39.7 44.8 54.1 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,181,566: 398,390 427,270 759,517 2,568,511 2,646,171 3,726,418 3,832,958: 455,148 348,608
Old : 4,181,566: 398,390 427,270 759,517 2,568,511 2,646,171 3,726,418 3,832,958: 455,148 348,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 320,726: 15,283 22,298 77,642 115,602 185,506 208,527 285,445: 112,199 35,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.2 18.2 61.4 63.3 89.1 91.7: 10.9 8.3
Old : 100.0: 9.5 10.2 18.2 61.4 63.3 89.1 91.7: 10.9 8.3
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 : 609: 133 120 148 280 287 487 482:
Old : 609: 133 120 148 280 287 487 482:
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 : 14.4 18.2 22.7 30.6 7.5 13.5 12.7 19.8
Old : 14.4 18.2 22.7 30.6 7.5 13.5 12.7 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 41,397: 227 1,790 837 33,868 33,084 34,932 35,711: 6,465 5,686
Old : 41,397: 227 1,790 837 33,868 33,084 34,932 35,711: 6,465 5,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 11,025: -12 523 837 6,973 6,669 7,798 8,029: 3,227 2,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.3 2.0 81.8 79.9 84.4 86.3: 15.6 13.7
Old : 100.0: 0.5 4.3 2.0 81.8 79.9 84.4 86.3: 15.6 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 2 15 16 18 19:
Old : 27: 1 2 2 15 16 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 52.7 77.3 71.0 46.1 34.5 50.3 47.3
Old : 64.6 52.7 77.3 71.0 46.1 34.5 50.3 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 27,729: 1,637 0 0 21,632 17,703 23,269 17,703: 4,460 10,026
Old : 27,729: 1,637 0 0 21,632 17,703 23,269 17,703: 4,460 10,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 0.0 78.0 63.8 83.9 63.8: 16.1 36.2
Old : 100.0: 5.9 0.0 0.0 78.0 63.8 83.9 63.8: 16.1 36.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 0 14 13 16 13:
Old : 23: 2 0 0 14 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 46.2 75.8 59.1 54.0 35.7 63.4 44.8
Old : 63.9 46.2 75.8 59.1 54.0 35.7 63.4 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Industrial Ind :
: : :
All : 11,515: 1,593 1,316 26 7,511 9,029 9,130 10,371: 2,385 1,144
Old : 11,515: 1,593 1,316 26 7,511 9,029 9,130 10,371: 2,385 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 341: -476 0 26 316 -115 -134 -89: 475 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.4 0.2 65.2 78.4 79.3 90.1: 20.7 9.9
Old : 100.0: 13.8 11.4 0.2 65.2 78.4 79.3 90.1: 20.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 1 7 9 10 12:
Old : 20: 3 2 1 7 9 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 57.2 75.6 81.8 57.2 57.2 73.4 79.2
Old : 57.2 57.2 75.6 81.8 57.2 57.2 73.4 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 12,984: 453 722 0 9,910 11,437 10,363 12,159: 2,621 825
Old : 12,984: 453 722 0 9,910 11,437 10,363 12,159: 2,621 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,731: -133 -11 0 895 1,487 762 1,476: 969 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 5.6 0.0 76.3 88.1 79.8 93.6: 20.2 6.4
Old : 100.0: 3.5 5.6 0.0 76.3 88.1 79.8 93.6: 20.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 0 10 14 11 17:
Old : 21: 1 3 0 10 14 11 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 64.2 71.1 77.2 42.1 62.0 61.0 73.1
Old : 50.0 64.2 71.1 77.2 42.1 62.0 61.0 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 19,738: 1,861 288 865 14,753 16,334 17,479 17,487: 2,259 2,251
Old : 19,738: 1,861 288 865 14,753 16,334 17,479 17,487: 2,259 2,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 3,216: 440 -617 353 2,289 3,367 3,082 3,103: 134 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.5 4.4 74.7 82.8 88.6 88.6: 11.4 11.4
Old : 100.0: 9.4 1.5 4.4 74.7 82.8 88.6 88.6: 11.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 15 13 18 16:
Old : 24: 2 1 2 15 13 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 54.8 71.9 74.7 39.2 36.3 48.0 45.6
Old : 49.3 54.8 71.9 74.7 39.2 36.3 48.0 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 89,544: 16,297 4,998 394 60,842 80,661 77,533 86,053: 12,011 3,491
Old : 89,544: 16,297 4,998 394 60,842 80,661 77,533 86,053: 12,011 3,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 12,470: -332 1,367 16 12,949 11,066 12,633 12,449: -163 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.6 0.4 67.9 90.1 86.6 96.1: 13.4 3.9
Old : 100.0: 18.2 5.6 0.4 67.9 90.1 86.6 96.1: 13.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 16 6 6 46 42 64 52:
Old : 90: 16 6 6 46 42 64 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 33.2 45.0 53.4 29.2 32.5 42.7 50.2
Old : 29.3 33.2 45.0 53.4 29.2 32.5 42.7 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 59,510: 13,167 11,185 6,002 32,782 32,698 51,950 49,885: 7,560 9,625
Old : 59,510: 13,167 11,185 6,002 32,782 32,698 51,950 49,885: 7,560 9,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 13,409: 71 870 1,522 11,533 10,835 13,127 13,227: 283 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 18.8 10.1 55.1 54.9 87.3 83.8: 12.7 16.2
Old : 100.0: 22.1 18.8 10.1 55.1 54.9 87.3 83.8: 12.7 16.2
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 : 267: 69 54 37 109 93 197 167:
Old : 267: 69 54 37 109 93 197 167:
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 : 19.7 21.8 30.5 33.1 16.1 15.4 23.7 21.4
Old : 19.7 21.8 30.5 33.1 16.1 15.4 23.7 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 297,548: 65,833 55,924 30,008 163,909 163,492 259,750 249,425: 37,798 48,124
Old : 297,548: 65,833 55,924 30,008 163,909 163,492 259,750 249,425: 37,798 48,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 67,047: 355 4,349 7,612 57,667 54,174 65,634 66,135: 1,413 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 18.8 10.1 55.1 54.9 87.3 83.8: 12.7 16.2
Old : 100.0: 22.1 18.8 10.1 55.1 54.9 87.3 83.8: 12.7 16.2
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 : 267: 69 54 37 109 93 197 167:
Old : 267: 69 54 37 109 93 197 167:
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 : 19.7 21.8 30.5 33.1 16.1 15.4 23.7 21.4
Old : 19.7 21.8 30.5 33.1 16.1 15.4 23.7 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 169,088: 31,583 79,661 12,917 97,242 46,511 141,742 139,088: 27,346 29,999
Old : 169,088: 31,583 79,661 12,917 97,242 46,511 141,742 139,088: 27,346 29,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -25,881: -14,187 -3,810 828 -9,080 -20,101 -22,439 -23,083: -3,442 -2,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 47.1 7.6 57.5 27.5 83.8 82.3: 16.2 17.7
Old : 100.0: 18.7 47.1 7.6 57.5 27.5 83.8 82.3: 16.2 17.7
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 : 97: 15 42 15 23 34 50 79:
Old : 97: 15 42 15 23 34 50 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 24.4 62.4 36.5 43.9 24.2 60.2 35.3
Old : 44.6 24.4 62.4 36.5 43.9 24.2 60.2 35.3
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 550,976: 115,571 72,706 22,625 387,692 421,403 525,889 516,735: 25,087 34,240
Old : 550,976: 115,571 72,706 22,625 387,692 421,403 525,889 516,735: 25,087 34,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 41,506: 4,048 -1,931 3,746 33,611 28,119 41,405 29,934: 101 11,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 13.2 4.1 70.4 76.5 95.4 93.8: 4.6 6.2
Old : 100.0: 21.0 13.2 4.1 70.4 76.5 95.4 93.8: 4.6 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 : 320: 73 50 30 146 117 236 181:
Old : 320: 73 50 30 146 117 236 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 20.5 28.5 33.7 16.2 19.3 27.7 31.9
Old : 17.1 20.5 28.5 33.7 16.2 19.3 27.7 31.9
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 with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 22,787: 5,715 11,547 35 10,740 7,596 16,490 19,178: 6,297 3,609
Old : 22,787: 5,715 11,547 35 10,740 7,596 16,490 19,178: 6,297 3,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -23,390: -13,507 -17,173 -2,548 -5,544 -2,921 -21,599 -22,642: -1,791 -748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 50.7 0.2 47.1 33.3 72.4 84.2: 27.6 15.8
Old : 100.0: 25.1 50.7 0.2 47.1 33.3 72.4 84.2: 27.6 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 8 2 11 6 23 14:
Old : 33: 10 8 2 11 6 23 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 61.6 53.1 77.7 36.7 61.6 53.1 77.6
Old : 36.7 61.6 53.1 77.7 36.7 61.6 53.1 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 57,867: 22,660 6,947 408 26,751 11,510 49,819 18,865: 8,048 39,002
Old : 57,867: 22,660 6,947 408 26,751 11,510 49,819 18,865: 8,048 39,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -41,114: -20,201 -17,676 -3,088 -5,615 -29,682 -28,904 -50,446: -12,210 9,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 12.0 0.7 46.2 19.9 86.1 32.6: 13.9 67.4
Old : 100.0: 39.2 12.0 0.7 46.2 19.9 86.1 32.6: 13.9 67.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 17 12 1 23 19 41 31:
Old : 64: 17 12 1 23 19 41 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 11.3 49.2 19.1 30.6 11.3 47.9 19.1
Old : 30.7 11.3 49.2 19.1 30.6 11.3 47.9 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 130,227: 20,731 6,478 1,031 108,435 122,657 130,197 130,166: 30 61
Old : 130,227: 20,731 6,478 1,031 108,435 122,657 130,197 130,166: 30 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,871: 835 0 5 1,031 1,866 1,871 1,871: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.0 0.8 83.3 94.2 100.0 100.0: 0.0 0.0
Old : 100.0: 15.9 5.0 0.8 83.3 94.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 2 4 25 22 38 27:
Old : 45: 12 2 4 25 22 38 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 58.9 78.0 80.9 48.2 54.5 58.5 67.0
Old : 59.9 58.9 78.0 80.9 48.2 54.5 58.5 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2019