USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE Code-037021
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 43,570: 2,560 1,872 7,620 33,290 34,058 43,470 43,550: 100 20
Old : 43,570: 2,560 1,872 7,620 33,290 34,058 43,470 43,550: 100 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 1,190: 90 400 -600 1,600 1,370 1,090 1,170: 100 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 4.3 17.5 76.4 78.2 99.8 100.0: 0.2 0.0
Old : 100.0: 5.9 4.3 17.5 76.4 78.2 99.8 100.0: 0.2 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 : 27: 5 6 3 14 13 21 20:
Old : 27: 5 6 3 14 13 21 20:
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 : 76.8 60.3 89.5 82.7 56.8 46.4 60.8 58.2
Old : 76.8 60.3 89.5 82.7 56.8 46.4 60.8 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE Code-047745
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 X CONTRACT GRADE IMM INDEX) :
: : :
All : 34,482: 8,941 4,061 7,376 18,070 22,900 34,387 34,337: 95 145
Old : 34,482: 8,941 4,061 7,376 18,070 22,900 34,387 34,337: 95 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 1,884: 166 1,071 -1,004 2,672 1,779 1,834 1,846: 50 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.8 21.4 52.4 66.4 99.7 99.6: 0.3 0.4
Old : 100.0: 25.9 11.8 21.4 52.4 66.4 99.7 99.6: 0.3 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 : 41: 9 11 13 17 16 35 33:
Old : 41: 9 11 13 17 16 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 66.3 76.1 79.5 43.4 44.3 49.4 48.7
Old : 59.2 66.3 76.1 79.5 43.4 44.3 49.4 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,820: 172 2,088 1,302 10,146 8,936 11,620 12,327: 1,199 493
Old : 12,820: 172 2,088 1,302 10,146 8,936 11,620 12,327: 1,199 493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 1,490: 65 -101 515 917 1,093 1,496 1,507: -7 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 16.3 10.2 79.1 69.7 90.6 96.2: 9.4 3.8
Old : 100.0: 1.3 16.3 10.2 79.1 69.7 90.6 96.2: 9.4 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 : 44: 3 6 5 26 27 33 34:
Old : 44: 3 6 5 26 27 33 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 : 38.6 47.1 54.8 65.7 38.5 39.0 50.3 54.4
Old : 38.6 47.1 54.8 65.7 38.5 39.0 50.3 54.4
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 63,464: 5,960 18,082 17,667 35,596 20,687 59,222 56,435: 4,242 7,029
Old : 63,464: 5,960 18,082 17,667 35,596 20,687 59,222 56,435: 4,242 7,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -3,492: 446 54 -2,359 -1,512 -528 -3,425 -2,834: -67 -658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 28.5 27.8 56.1 32.6 93.3 88.9: 6.7 11.1
Old : 100.0: 9.4 28.5 27.8 56.1 32.6 93.3 88.9: 6.7 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 : 91: 8 34 21 43 29 65 70:
Old : 91: 8 34 21 43 29 65 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 : 40.8 41.1 60.6 55.2 28.1 22.3 35.7 27.6
Old : 40.8 41.1 60.6 55.2 28.1 22.3 35.7 27.6
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,196: 829 2,455 2,117 10,057 9,021 13,003 13,593: 1,192 603
Old : 14,196: 829 2,455 2,117 10,057 9,021 13,003 13,593: 1,192 603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 256: -14 -214 41 116 465 143 291: 114 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 17.3 14.9 70.8 63.6 91.6 95.8: 8.4 4.2
Old : 100.0: 5.8 17.3 14.9 70.8 63.6 91.6 95.8: 8.4 4.2
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 : 51: 2 8 7 39 26 47 35:
Old : 51: 2 8 7 39 26 47 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 : 25.3 37.6 42.4 60.3 22.9 28.6 38.2 44.9
Old : 25.3 37.6 42.4 60.3 22.9 28.6 38.2 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,907: 4,224 2,338 2,261 9,965 10,513 16,449 15,111: 458 1,796
Old : 16,907: 4,224 2,338 2,261 9,965 10,513 16,449 15,111: 458 1,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -766: 116 -726 -726 -130 654 -740 -798: -26 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 13.8 13.4 58.9 62.2 97.3 89.4: 2.7 10.6
Old : 100.0: 25.0 13.8 13.4 58.9 62.2 97.3 89.4: 2.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 2 6 21 20 29 26:
Old : 32: 6 2 6 21 20 29 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 : 59.2 65.6 81.0 74.9 51.6 58.2 69.0 63.3
Old : 59.2 65.6 81.0 74.9 51.6 58.2 69.0 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 332,956: 74,423 36,646 133,546 103,466 131,297 311,435 301,489: 21,521 31,467
Old : 319,802: 72,543 39,897 125,779 101,848 124,179 300,171 289,855: 19,631 29,947
Other: 13,154: 5,265 133 4,383 1,617 7,118 11,264 11,634: 1,890 1,520
: : :
: : Changes in Commitments from: January 23, 2024 :
: 33,019: 12,052 -14,817 15,538 4,343 27,844 31,933 28,565: 1,086 4,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 11.0 40.1 31.1 39.4 93.5 90.5: 6.5 9.5
Old : 100.0: 22.7 12.5 39.3 31.8 38.8 93.9 90.6: 6.1 9.4
Other: 100.0: 40.0 1.0 33.3 12.3 54.1 85.6 88.4: 14.4 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 115 89 131 89 96 269 260:
Old : 321: 108 100 131 88 96 267 260:
Other: 76: 28 11 19 18 32 49 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 20.9 30.0 32.6 11.8 13.4 18.4 18.4
Old : 18.3 20.3 30.1 32.4 12.3 13.3 19.1 17.8
Other: 42.9 40.6 55.0 58.3 25.2 31.6 33.0 37.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 388,943: 82,412 31,470 129,640 140,085 183,038 352,137 344,148: 36,806 44,796
Old : 388,943: 82,412 31,470 129,640 140,085 183,038 352,137 344,148: 36,806 44,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 12,001: 9,252 -4,543 7,897 -1,723 7,333 15,426 10,686: -3,425 1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 8.1 33.3 36.0 47.1 90.5 88.5: 9.5 11.5
Old : 100.0: 21.2 8.1 33.3 36.0 47.1 90.5 88.5: 9.5 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 : 394: 126 69 129 155 169 338 322:
Old : 394: 126 69 129 155 169 338 322:
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 16.6 24.2 26.7 9.8 11.1 14.6 15.7
Old : 14.3 16.6 24.2 26.7 9.8 11.1 14.6 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058644
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 27,500 BOARD FEET) :
: : :
All : 7,886: 4,027 557 159 2,997 6,444 7,182 7,159: 704 727
Old : 7,886: 4,027 557 159 2,997 6,444 7,182 7,159: 704 727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 602: 691 -503 -28 -64 994 599 463: 3 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 7.1 2.0 38.0 81.7 91.1 90.8: 8.9 9.2
Old : 100.0: 51.1 7.1 2.0 38.0 81.7 91.1 90.8: 8.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 30 8 5 21 26 53 39:
Old : 79: 30 8 5 21 26 53 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 49.7 49.1 62.1 32.7 46.9 49.1 59.1
Old : 32.7 49.7 49.1 62.1 32.7 46.9 49.1 59.1
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,586: 13,399 11,185 24,265 18,373 15,568 56,037 51,018: 12,549 17,567
Old : 68,586: 13,399 11,185 24,265 18,373 15,568 56,037 51,018: 12,549 17,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -8,825: 712 -3,660 -5,090 -2,164 -1,430 -6,542 -10,180: -2,283 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 16.3 35.4 26.8 22.7 81.7 74.4: 18.3 25.6
Old : 100.0: 19.5 16.3 35.4 26.8 22.7 81.7 74.4: 18.3 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 78 58 92 87 79 214 192:
Old : 249: 78 58 92 87 79 214 192:
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 15.9 23.8 25.0 7.8 8.9 12.5 12.4
Old : 14.7 15.9 23.8 25.0 7.8 8.9 12.5 12.4
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,499: 430 9,268 4,378 25,725 16,011 30,532 29,657: 967 1,843
Old : 31,499: 430 9,268 4,378 25,725 16,011 30,532 29,657: 967 1,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 925: 174 -112 126 675 1,055 975 1,070: -50 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 29.4 13.9 81.7 50.8 96.9 94.1: 3.1 5.9
Old : 100.0: 1.4 29.4 13.9 81.7 50.8 96.9 94.1: 3.1 5.9
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 : 67: 5 23 9 33 27 44 53:
Old : 67: 5 23 9 33 27 44 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 36.5 61.0 56.5 37.4 28.8 52.2 40.7
Old : 39.7 36.5 61.0 56.5 37.4 28.8 52.2 40.7
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 173,508: 38,919 42,209 7,745 92,729 97,242 139,393 147,196: 34,115 26,312
Old : 173,508: 38,919 42,209 7,745 92,729 97,242 139,393 147,196: 34,115 26,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 5,872: 5,298 -1,304 -208 -279 7,502 4,812 5,990: 1,060 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 24.3 4.5 53.4 56.0 80.3 84.8: 19.7 15.2
Old : 100.0: 22.4 24.3 4.5 53.4 56.0 80.3 84.8: 19.7 15.2
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 : 106: 23 27 12 34 42 63 75:
Old : 106: 23 27 12 34 42 63 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 : 42.1 26.7 51.4 37.6 42.0 26.7 49.9 36.9
Old : 42.1 26.7 51.4 37.6 42.0 26.7 49.9 36.9
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,569: 10,273 15,232 2,462 28,362 20,086 41,096 37,779: 12,472 15,789
Old : 53,569: 10,273 15,232 2,462 28,362 20,086 41,096 37,779: 12,472 15,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -2,859: -780 -2,983 -19 -352 -416 -1,152 -3,418: -1,707 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 28.4 4.6 52.9 37.5 76.7 70.5: 23.3 29.5
Old : 100.0: 19.2 28.4 4.6 52.9 37.5 76.7 70.5: 23.3 29.5
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 : 50: 14 9 3 17 16 31 28:
Old : 50: 14 9 3 17 16 31 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 : 37.6 23.4 49.0 39.2 35.9 23.4 43.7 38.0
Old : 37.6 23.4 49.0 39.2 35.9 23.4 43.7 38.0
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 251,356: 132,826 51,206 6,769 103,951 190,894 243,547 248,869: 7,809 2,487
Old : 251,356: 132,826 51,206 6,769 103,951 190,894 243,547 248,869: 7,809 2,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 139: 5,333 -75 -1,682 -4,388 2,048 -737 291: 875 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 20.4 2.7 41.4 75.9 96.9 99.0: 3.1 1.0
Old : 100.0: 52.8 20.4 2.7 41.4 75.9 96.9 99.0: 3.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 79 24 12 43 33 126 65:
Old : 168: 79 24 12 43 33 126 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 68.8 49.6 82.2 34.6 68.7 49.6 81.1
Old : 34.6 68.8 49.6 82.2 34.6 68.7 49.6 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 224,457: 78,535 46,513 30,558 84,899 119,313 193,991 196,384: 30,465 28,073
Old : 224,457: 78,535 46,513 30,558 84,899 119,313 193,991 196,384: 30,465 28,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 8,379: 4,911 2,483 3,063 236 3,000 8,211 8,546: 169 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 20.7 13.6 37.8 53.2 86.4 87.5: 13.6 12.5
Old : 100.0: 35.0 20.7 13.6 37.8 53.2 86.4 87.5: 13.6 12.5
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 : 111: 21 28 22 32 48 66 86:
Old : 111: 21 28 22 32 48 66 86:
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 : 23.1 21.8 42.0 36.2 22.2 19.1 37.8 29.7
Old : 23.1 21.8 42.0 36.2 22.2 19.1 37.8 29.7
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 273,372: 42,482 127,225 22,579 163,955 80,574 229,016 230,378: 44,356 42,995
Old : 273,372: 42,482 127,225 22,579 163,955 80,574 229,016 230,378: 44,356 42,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -5,060: -5,050 4,753 -6,223 4,468 928 -6,805 -542: 1,745 -4,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 46.5 8.3 60.0 29.5 83.8 84.3: 16.2 15.7
Old : 100.0: 15.5 46.5 8.3 60.0 29.5 83.8 84.3: 16.2 15.7
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 : 160: 33 47 17 55 52 96 108:
Old : 160: 33 47 17 55 52 96 108:
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 : 26.2 23.8 37.7 36.4 26.0 23.8 35.9 34.6
Old : 26.2 23.8 37.7 36.4 26.0 23.8 35.9 34.6
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 818,717: 209,943 115,592 53,769 473,708 595,504 737,420 764,865: 81,297 53,852
Old : 818,717: 209,943 115,592 53,769 473,708 595,504 737,420 764,865: 81,297 53,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 14,015: 3,839 4,098 7,311 4,549 2,156 15,698 13,565: -1,684 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 14.1 6.6 57.9 72.7 90.1 93.4: 9.9 6.6
Old : 100.0: 25.6 14.1 6.6 57.9 72.7 90.1 93.4: 9.9 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 84 52 40 130 99 229 176:
Old : 300: 84 52 40 130 99 229 176:
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 : 17.6 39.7 29.1 57.0 17.1 38.4 27.3 55.0
Old : 17.6 39.7 29.1 57.0 17.1 38.4 27.3 55.0
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,186: 5,600 9,572 0 12,331 12,388 17,931 21,960: 11,255 7,226
Old : 29,186: 5,600 9,572 0 12,331 12,388 17,931 21,960: 11,255 7,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 356: 359 673 -330 2 -7 31 336: 325 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 32.8 0.0 42.2 42.4 61.4 75.2: 38.6 24.8
Old : 100.0: 19.2 32.8 0.0 42.2 42.4 61.4 75.2: 38.6 24.8
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 : 24: 7 5 0 10 7 17 12:
Old : 24: 7 5 0 10 7 17 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 : 27.1 60.4 42.4 72.0 26.6 60.4 40.5 70.3
Old : 27.1 60.4 42.4 72.0 26.6 60.4 40.5 70.3
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,396: 37,248 18,950 7,305 29,454 49,878 74,007 76,133: 3,389 1,263
Old : 77,396: 37,248 18,950 7,305 29,454 49,878 74,007 76,133: 3,389 1,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 18,190: 335 5,787 4,460 13,538 8,051 18,333 18,298: -143 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 24.5 9.4 38.1 64.4 95.6 98.4: 4.4 1.6
Old : 100.0: 48.1 24.5 9.4 38.1 64.4 95.6 98.4: 4.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 34 15 5 24 13 62 30:
Old : 83: 34 15 5 24 13 62 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 : 34.5 59.5 56.3 85.0 33.0 49.3 47.2 66.6
Old : 34.5 59.5 56.3 85.0 33.0 49.3 47.2 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,982: 14,114 15,154 1,595 16,682 16,971 32,391 33,720: 4,591 3,262
Old : 36,982: 14,114 15,154 1,595 16,682 16,971 32,391 33,720: 4,591 3,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 346: 331 -372 -92 149 764 388 300: -42 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 41.0 4.3 45.1 45.9 87.6 91.2: 12.4 8.8
Old : 100.0: 38.2 41.0 4.3 45.1 45.9 87.6 91.2: 12.4 8.8
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 : 78: 23 23 7 19 18 46 44:
Old : 78: 23 23 7 19 18 46 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 : 34.1 44.0 51.1 62.5 34.1 40.7 50.6 59.1
Old : 34.1 44.0 51.1 62.5 34.1 40.7 50.6 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,249: 5,466 5,040 77 5,367 5,373 10,910 10,490: 1,339 1,759
Old : 12,249: 5,466 5,040 77 5,367 5,373 10,910 10,490: 1,339 1,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 2,346: -2,101 2,451 -50 4,336 -160 2,185 2,241: 161 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 41.1 0.6 43.8 43.9 89.1 85.6: 10.9 14.4
Old : 100.0: 44.6 41.1 0.6 43.8 43.9 89.1 85.6: 10.9 14.4
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 : 30: 10 7 1 3 10 13 18:
Old : 30: 10 7 1 3 10 13 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 : 74.8 41.8 83.8 65.0 74.2 41.8 83.2 65.0
Old : 74.8 41.8 83.8 65.0 74.2 41.8 83.2 65.0
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 22,479: 16,490 18,451 3,103 1,360 239 20,953 21,792: 1,526 687
Old : 22,479: 16,490 18,451 3,103 1,360 239 20,953 21,792: 1,526 687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -2,533: 319 358 -2,580 -37 -101 -2,297 -2,322: -236 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 82.1 13.8 6.1 1.1 93.2 96.9: 6.8 3.1
Old : 100.0: 73.4 82.1 13.8 6.1 1.1 93.2 96.9: 6.8 3.1
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 : 120: 62 51 35 4 3 87 69:
Old : 120: 62 51 35 4 3 87 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 : 54.1 41.1 62.1 61.9 53.3 39.6 59.8 57.0
Old : 54.1 41.1 62.1 61.9 53.3 39.6 59.8 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Bitcoin X $0.10) :
: : :
All : 13,274: 7,666 10,072 1,492 286 800 9,443 12,363: 3,830 910
Old : 13,274: 7,666 10,072 1,492 286 800 9,443 12,363: 3,830 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -13,577: -8,879 -9,861 -4,294 73 800 -13,100 -13,355: -477 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 75.9 11.2 2.2 6.0 71.1 93.1: 28.9 6.9
Old : 100.0: 57.8 75.9 11.2 2.2 6.0 71.1 93.1: 28.9 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 : 98: 68 26 20 4 1 79 40:
Old : 98: 68 26 20 4 1 79 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 73.6 45.3 83.1 32.8 70.1 39.0 76.8
Old : 34.9 73.6 45.3 83.1 32.8 70.1 39.0 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOFR-3M - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 :21,235,244: 1,538,550 1,180,379 11,055,489 8,608,846 8,964,567 21,202,885 21,200,435: 32,358 34,809
Old :21,235,244: 1,538,550 1,180,379 11,055,489 8,608,846 8,964,567 21,202,885 21,200,435: 32,358 34,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 423,954: -83,837 -30,611 199,351 311,902 266,301 427,417 435,041: -3,463 -11,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 5.6 52.1 40.5 42.2 99.8 99.8: 0.2 0.2
Old : 100.0: 7.2 5.6 52.1 40.5 42.2 99.8 99.8: 0.2 0.2
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 : 1,087: 335 337 406 305 335 850 901:
Old : 1,087: 335 337 406 305 335 850 901:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 19.0 31.6 32.4 4.6 7.4 6.9 9.8
Old : 18.5 19.0 31.6 32.4 4.6 7.4 6.9 9.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOFR-1M - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,158,710: 342,121 259,028 181,246 634,647 718,214 1,158,014 1,158,488: 696 222
Old : 1,158,710: 342,121 259,028 181,246 634,647 718,214 1,158,014 1,158,488: 696 222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 60,388: -3,469 26,662 4,805 59,099 28,892 60,435 60,359: -47 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 22.4 15.6 54.8 62.0 99.9 100.0: 0.1 0.0
Old : 100.0: 29.5 22.4 15.6 54.8 62.0 99.9 100.0: 0.1 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 : 198: 35 60 53 73 92 139 175:
Old : 198: 35 60 53 73 92 139 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 31.9 48.8 43.5 26.2 26.5 38.2 33.9
Old : 31.9 31.9 48.8 43.5 26.2 26.5 38.2 33.9
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 $50.00) :
: : :
All : 3,354,841: 281,447 502,311 770,152 1,981,786 1,830,622 3,033,385 3,103,085: 321,456 251,757
Old : 3,354,841: 281,447 502,311 770,152 1,981,786 1,830,622 3,033,385 3,103,085: 321,456 251,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 133,589: 5,022 41,316 71,272 52,898 22,429 129,192 135,016: 4,397 -1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 15.0 23.0 59.1 54.6 90.4 92.5: 9.6 7.5
Old : 100.0: 8.4 15.0 23.0 59.1 54.6 90.4 92.5: 9.6 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 : 596: 144 100 150 284 249 495 436:
Old : 596: 144 100 150 284 249 495 436:
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 : 16.4 27.5 24.4 38.8 6.4 17.3 10.6 23.7
Old : 16.4 27.5 24.4 38.8 6.4 17.3 10.6 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,806: 1,531 345 0 15,675 17,240 17,206 17,585: 1,600 1,221
Old : 18,806: 1,531 345 0 15,675 17,240 17,206 17,585: 1,600 1,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -1,780: -489 -23 0 -1,152 1,061 -1,641 1,038: -139 -2,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.8 0.0 83.4 91.7 91.5 93.5: 8.5 6.5
Old : 100.0: 8.1 1.8 0.0 83.4 91.7 91.5 93.5: 8.5 6.5
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 : 26: 3 1 0 13 10 16 11:
Old : 26: 3 1 0 13 10 16 11:
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 : 62.3 80.3 80.6 88.9 62.3 80.3 80.6 88.9
Old : 62.3 80.3 80.6 88.9 62.3 80.3 80.6 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 24,154: 2,577 242 0 19,499 22,212 22,076 22,454: 2,078 1,700
Old : 24,154: 2,577 242 0 19,499 22,212 22,076 22,454: 2,078 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 1,019: 1,444 -80 0 87 657 1,531 577: -512 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 1.0 0.0 80.7 92.0 91.4 93.0: 8.6 7.0
Old : 100.0: 10.7 1.0 0.0 80.7 92.0 91.4 93.0: 8.6 7.0
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 : 36: 3 1 0 20 14 23 15:
Old : 36: 3 1 0 20 14 23 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 : 44.0 68.7 65.6 85.0 44.0 68.7 65.6 85.0
Old : 44.0 68.7 65.6 85.0 44.0 68.7 65.6 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,334,615: 281,122 503,998 761,095 1,976,755 1,829,001 3,018,971 3,094,094: 315,644 240,521
Old : 3,334,615: 281,122 503,998 761,095 1,976,755 1,829,001 3,018,971 3,094,094: 315,644 240,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 132,352: 5,804 40,517 71,106 51,548 22,826 128,458 134,449: 3,894 -2,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 15.1 22.8 59.3 54.8 90.5 92.8: 9.5 7.2
Old : 100.0: 8.4 15.1 22.8 59.3 54.8 90.5 92.8: 9.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 141 97 146 281 247 486 429:
Old : 586: 141 97 146 281 247 486 429:
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 27.6 24.4 38.9 6.4 17.4 10.7 23.9
Old : 16.3 27.6 24.4 38.9 6.4 17.4 10.7 23.9
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,590: 312 976 0 36,578 37,170 36,890 38,146: 2,700 1,444
Old : 39,590: 312 976 0 36,578 37,170 36,890 38,146: 2,700 1,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 2,518: -59 271 0 2,381 1,816 2,322 2,087: 196 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.5 0.0 92.4 93.9 93.2 96.4: 6.8 3.6
Old : 100.0: 0.8 2.5 0.0 92.4 93.9 93.2 96.4: 6.8 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 : 26: 1 3 0 13 9 14 12:
Old : 26: 1 3 0 13 9 14 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 : 80.7 85.2 89.1 93.6 80.7 85.2 89.1 93.6
Old : 80.7 85.2 89.1 93.6 80.7 85.2 89.1 93.6
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,019: 2,193 1,382 0 30,890 32,832 33,083 34,214: 2,936 1,805
Old : 36,019: 2,193 1,382 0 30,890 32,832 33,083 34,214: 2,936 1,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -3,195: -908 125 0 329 -3,571 -579 -3,446: -2,616 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 3.8 0.0 85.8 91.2 91.8 95.0: 8.2 5.0
Old : 100.0: 6.1 3.8 0.0 85.8 91.2 91.8 95.0: 8.2 5.0
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 : 34: 4 1 0 15 16 19 17:
Old : 34: 4 1 0 15 16 19 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 : 58.0 71.7 80.8 86.3 58.0 71.7 80.3 86.3
Old : 58.0 71.7 80.8 86.3 58.0 71.7 80.3 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Real Estate Select Sector In :
: : :
All : 25,908: 12,572 1,428 0 11,990 23,417 24,562 24,845: 1,346 1,063
Old : 25,908: 12,572 1,428 0 11,990 23,417 24,562 24,845: 1,346 1,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 5.5 0.0 46.3 90.4 94.8 95.9: 5.2 4.1
Old : 100.0: 48.5 5.5 0.0 46.3 90.4 94.8 95.9: 5.2 4.1
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 : 21: 2 2 0 9 8 11 10:
Old : 21: 2 2 0 9 8 11 10:
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 : 84.2 71.0 92.2 93.3 84.2 71.0 92.2 93.3
Old : 84.2 71.0 92.2 93.3 84.2 71.0 92.2 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 202,261: 67,506 47,385 26,318 50,317 16,204 144,142 89,908: 58,120 112,353
Old : 202,261: 67,506 47,385 26,318 50,317 16,204 144,142 89,908: 58,120 112,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 12,363: -7,337 8,474 1,171 13,500 -3,973 7,334 5,672: 5,029 6,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 23.4 13.0 24.9 8.0 71.3 44.5: 28.7 55.5
Old : 100.0: 33.4 23.4 13.0 24.9 8.0 71.3 44.5: 28.7 55.5
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 : 37: 11 9 8 17 8 32 21:
Old : 37: 11 9 8 17 8 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 : 38.2 30.3 52.5 39.9 26.1 19.9 37.4 23.3
Old : 38.2 30.3 52.5 39.9 26.1 19.9 37.4 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE Code-13874W
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 386,304: 22,292 16,565 18,975 342,514 347,861 383,781 383,401: 2,523 2,903
Old : 386,304: 22,292 16,565 18,975 342,514 347,861 383,781 383,401: 2,523 2,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 12,522: 790 -250 1,839 9,882 11,451 12,511 13,040: 11 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 4.3 4.9 88.7 90.0 99.3 99.2: 0.7 0.8
Old : 100.0: 5.8 4.3 4.9 88.7 90.0 99.3 99.2: 0.7 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 : 39: 5 4 8 22 25 31 35:
Old : 39: 5 4 8 22 25 31 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 : 54.3 34.1 77.3 55.3 38.5 32.1 47.5 45.9
Old : 54.3 34.1 77.3 55.3 38.5 32.1 47.5 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,178: 5,860 3,867 28 26,848 33,620 32,736 37,515: 8,442 3,663
Old : 41,178: 5,860 3,867 28 26,848 33,620 32,736 37,515: 8,442 3,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -113: 0 144 -3 -947 97 -950 238: 837 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 9.4 0.1 65.2 81.6 79.5 91.1: 20.5 8.9
Old : 100.0: 14.2 9.4 0.1 65.2 81.6 79.5 91.1: 20.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 7 6 4 41 24 49 33:
Old : 69: 7 6 4 41 24 49 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 48.9 33.8 62.9 21.9 48.6 33.8 62.6
Old : 21.9 48.9 33.8 62.9 21.9 48.6 33.8 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (50 Index Points) :
: : :
All : 5,968: 4,144 4,976 684 323 76 5,151 5,736: 817 233
Old : 5,968: 4,144 4,976 684 323 76 5,151 5,736: 817 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -947: -148 -169 -421 -166 -144 -735 -734: -212 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 83.4 11.5 5.4 1.3 86.3 96.1: 13.7 3.9
Old : 100.0: 69.4 83.4 11.5 5.4 1.3 86.3 96.1: 13.7 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 : 79: 43 29 18 4 3 56 42:
Old : 79: 43 29 18 4 3 56 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 33.7 33.9 58.2 18.8 32.7 31.7 56.0
Old : 19.5 33.7 33.9 58.2 18.8 32.7 31.7 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE Code-146022
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (0.1 Index Points) :
: : :
All : 21,016: 13,049 14,013 6,792 72 0 19,912 20,804: 1,103 211
Old : 21,016: 13,049 14,013 6,792 72 0 19,912 20,804: 1,103 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -25,378: -16,922 -16,873 -8,422 17 0 -25,327 -25,295: -51 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 66.7 32.3 0.3 0.0 94.7 99.0: 5.3 1.0
Old : 100.0: 62.1 66.7 32.3 0.3 0.0 94.7 99.0: 5.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 78 24 14 1 0 87 30:
Old : 103: 78 24 14 1 0 87 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 : 40.8 64.7 55.5 84.6 21.5 42.5 31.1 57.0
Old : 40.8 64.7 55.5 84.6 21.5 42.5 31.1 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $20) :
: : :
All : 358,179: 86,949 46,607 52,601 169,226 216,456 308,776 315,664: 49,403 42,515
Old : 358,179: 86,949 46,607 52,601 169,226 216,456 308,776 315,664: 49,403 42,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 8,701: 2,436 -3,003 5,377 -1,543 8,275 6,270 10,649: 2,431 -1,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 13.0 14.7 47.2 60.4 86.2 88.1: 13.8 11.9
Old : 100.0: 24.3 13.0 14.7 47.2 60.4 86.2 88.1: 13.8 11.9
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 : 330: 83 69 65 124 107 243 206:
Old : 330: 83 69 65 124 107 243 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 24.2 28.9 39.9 15.4 22.4 24.2 34.9
Old : 17.4 24.2 28.9 39.9 15.4 22.4 24.2 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 343,177: 94,273 54,039 34,614 168,756 216,167 297,643 304,821: 45,534 38,356
Old : 343,177: 94,273 54,039 34,614 168,756 216,167 297,643 304,821: 45,534 38,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 6,984: 5,622 -369 658 -1,556 8,158 4,725 8,447: 2,260 -1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 15.7 10.1 49.2 63.0 86.7 88.8: 13.3 11.2
Old : 100.0: 27.5 15.7 10.1 49.2 63.0 86.7 88.8: 13.3 11.2
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 : 306: 78 57 57 120 104 227 189:
Old : 306: 78 57 57 120 104 227 189:
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 : 16.1 25.2 27.9 41.6 16.1 23.3 25.3 37.0
Old : 16.1 25.2 27.9 41.6 16.1 23.3 25.3 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 $2) :
: : :
All : 150,025: 103,740 102,655 2,886 4,705 2,891 111,331 108,432: 38,694 41,594
Old : 150,025: 103,740 102,655 2,886 4,705 2,891 111,331 108,432: 38,694 41,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 17,163: 15,037 20,556 289 127 1,179 15,453 22,024: 1,709 -4,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 68.4 1.9 3.1 1.9 74.2 72.3: 25.8 27.7
Old : 100.0: 69.1 68.4 1.9 3.1 1.9 74.2 72.3: 25.8 27.7
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 : 42: 16 17 13 7 5 28 30:
Old : 42: 16 17 13 7 5 28 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 : 64.2 63.3 68.8 67.2 63.9 63.3 67.4 66.8
Old : 64.2 63.3 68.8 67.2 63.9 63.3 67.4 66.8
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 181,221: 35,069 94,121 21,292 101,927 42,658 158,288 158,071: 22,932 23,150
Old : 181,221: 35,069 94,121 21,292 101,927 42,658 158,288 158,071: 22,932 23,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 8,409: -6,344 -2,212 6,299 10,559 4,112 10,515 8,199: -2,106 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 51.9 11.7 56.2 23.5 87.3 87.2: 12.7 12.8
Old : 100.0: 19.4 51.9 11.7 56.2 23.5 87.3 87.2: 12.7 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 : 101: 34 27 23 32 26 76 66:
Old : 101: 34 27 23 32 26 76 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 46.4 48.7 56.7 37.7 46.1 48.6 54.9
Old : 37.7 46.4 48.7 56.7 37.7 46.1 48.6 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 529,573: 83,315 93,612 20,416 389,905 391,520 493,636 505,548: 35,937 24,025
Old : 529,573: 83,315 93,612 20,416 389,905 391,520 493,636 505,548: 35,937 24,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 6,898: -1,842 2,590 2,160 3,475 -522 3,793 4,229: 3,106 2,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.7 3.9 73.6 73.9 93.2 95.5: 6.8 4.5
Old : 100.0: 15.7 17.7 3.9 73.6 73.9 93.2 95.5: 6.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 60 53 24 175 132 250 194:
Old : 358: 60 53 24 175 132 250 194:
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 : 12.9 22.5 23.0 32.7 12.8 22.4 22.6 32.6
Old : 12.9 22.5 23.0 32.7 12.8 22.4 22.6 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 30,462: 3,324 659 0 26,022 28,905 29,346 29,564: 1,116 898
Old : 30,462: 3,324 659 0 26,022 28,905 29,346 29,564: 1,116 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: -885: -1,020 348 -248 350 -1,101 -918 -1,001: 33 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 2.2 0.0 85.4 94.9 96.3 97.1: 3.7 2.9
Old : 100.0: 10.9 2.2 0.0 85.4 94.9 96.3 97.1: 3.7 2.9
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 : 26: 3 2 0 8 13 11 15:
Old : 26: 3 2 0 8 13 11 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 : 76.7 79.8 93.4 89.2 76.7 79.8 93.4 89.2
Old : 76.7 79.8 93.4 89.2 76.7 79.8 93.4 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,800: 1,931 5,799 0 10,736 8,879 12,667 14,678: 4,133 2,122
Old : 16,800: 1,931 5,799 0 10,736 8,879 12,667 14,678: 4,133 2,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 120: 153 328 0 -277 -89 -124 239: 244 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 34.5 0.0 63.9 52.9 75.4 87.4: 24.6 12.6
Old : 100.0: 11.5 34.5 0.0 63.9 52.9 75.4 87.4: 24.6 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 : 26: 6 5 0 9 7 15 12:
Old : 26: 6 5 0 9 7 15 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 : 53.5 57.5 63.1 81.2 53.5 57.5 63.1 81.2
Old : 53.5 57.5 63.1 81.2 53.5 57.5 63.1 81.2
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,670: 19,624 6,198 348 20,462 22,208 40,434 28,754: 8,236 19,916
Old : 48,670: 19,624 6,198 348 20,462 22,208 40,434 28,754: 8,236 19,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 1,996: 2,273 -632 -73 -1,294 -229 906 -934: 1,090 2,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 12.7 0.7 42.0 45.6 83.1 59.1: 16.9 40.9
Old : 100.0: 40.3 12.7 0.7 42.0 45.6 83.1 59.1: 16.9 40.9
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 : 63: 21 8 4 22 18 44 29:
Old : 63: 21 8 4 22 18 44 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 37.7 39.7 45.8 22.6 35.2 37.6 43.3
Old : 23.8 37.7 39.7 45.8 22.6 35.2 37.6 43.3
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, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 204,478: 93,407 9,892 13,838 94,684 180,211 201,928 203,941: 2,549 537
Old : 204,478: 93,407 9,892 13,838 94,684 180,211 201,928 203,941: 2,549 537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: 5,366: 2,010 -1,268 1,163 2,169 5,469 5,341 5,364: 24 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 4.8 6.8 46.3 88.1 98.8 99.7: 1.2 0.3
Old : 100.0: 45.7 4.8 6.8 46.3 88.1 98.8 99.7: 1.2 0.3
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 : 77: 28 6 9 34 26 65 39:
Old : 77: 28 6 9 34 26 65 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 46.6 43.5 70.3 23.4 44.7 35.1 62.0
Old : 28.3 46.6 43.5 70.3 23.4 44.7 35.1 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 QUARTERLY DIVIDEND IND - CHICAGO MERCANTILE EXCHANGE Code-43874Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 QUARTERLY DIVIDEND INDEX X $100 :
: : :
All : 55,447: 900 21,747 10 54,535 33,690 55,445 55,447: 2 0
Old : 55,447: 900 21,747 10 54,535 33,690 55,445 55,447: 2 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 39.2 0.0 98.4 60.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 39.2 0.0 98.4 60.8 100.0 100.0: 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 : 20: 3 3 1 10 11 14 14:
Old : 20: 3 3 1 10 11 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.6 74.9 99.0 95.5 90.4 73.5 91.4 88.5
Old : 94.6 74.9 99.0 95.5 90.4 73.5 91.4 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2024