BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 9,591: 0 3,458 183 8,448 5,371 8,631 9,012: 960 579
Old : 9,591: 0 3,458 183 8,448 5,371 8,631 9,012: 960 579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -612: 0 -282 -99 -742 -278 -841 -659: 229 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 36.1 1.9 88.1 56.0 90.0 94.0: 10.0 6.0
Old : 100.0: 0.0 36.1 1.9 88.1 56.0 90.0 94.0: 10.0 6.0
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 : 41: 0 9 3 21 24 24 33:
Old : 41: 0 9 3 21 24 24 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 : 55.2 43.8 73.5 64.7 52.8 43.8 70.8 60.7
Old : 55.2 43.8 73.5 64.7 52.8 43.8 70.8 60.7
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 - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,850: 4,282 1,773 1,015 7,952 7,587 13,249 10,375: 2,601 5,475
Old : 15,850: 4,282 1,773 1,015 7,952 7,587 13,249 10,375: 2,601 5,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -4,522: -1,876 -701 -554 -1,434 -2,942 -3,864 -4,197: -658 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 11.2 6.4 50.2 47.9 83.6 65.5: 16.4 34.5
Old : 100.0: 27.0 11.2 6.4 50.2 47.9 83.6 65.5: 16.4 34.5
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 : 64: 23 11 14 18 18 45 39:
Old : 64: 23 11 14 18 18 45 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 : 35.9 27.2 49.7 40.8 35.4 25.6 48.3 38.6
Old : 35.9 27.2 49.7 40.8 35.4 25.6 48.3 38.6
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 - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,542: 492 1,884 247 5,945 4,785 6,684 6,916: 858 626
Old : 7,542: 492 1,884 247 5,945 4,785 6,684 6,916: 858 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,087: -32 -176 -111 -929 -810 -1,072 -1,097: -15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 25.0 3.3 78.8 63.4 88.6 91.7: 11.4 8.3
Old : 100.0: 6.5 25.0 3.3 78.8 63.4 88.6 91.7: 11.4 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 : 40: 4 5 5 27 17 34 24:
Old : 40: 4 5 5 27 17 34 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 58.2 55.2 81.0 34.1 57.0 51.8 72.0
Old : 34.8 58.2 55.2 81.0 34.1 57.0 51.8 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,711: 4,746 590 126 2,755 4,950 7,627 5,666: 84 2,045
Old : 7,711: 4,746 590 126 2,755 4,950 7,627 5,666: 84 2,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -502: -209 -85 -75 -166 -393 -450 -553: -52 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 7.7 1.6 35.7 64.2 98.9 73.5: 1.1 26.5
Old : 100.0: 61.5 7.7 1.6 35.7 64.2 98.9 73.5: 1.1 26.5
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 : 27: 5 3 4 7 13 13 19:
Old : 27: 5 3 4 7 13 13 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 : 86.1 46.1 95.4 59.7 86.1 46.1 94.3 59.7
Old : 86.1 46.1 95.4 59.7 86.1 46.1 94.3 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 288,334: 82,796 76,018 56,121 121,155 125,518 260,072 257,657: 28,262 30,677
Old : 278,370: 80,430 76,207 54,132 118,375 119,531 252,937 249,870: 25,433 28,500
Other: 9,964: 3,958 1,403 397 2,780 5,987 7,135 7,787: 2,829 2,177
: : :
: : Changes in Commitments from: December 31, 2019 :
: 5,976: 93 2,323 3,909 2,421 -994 6,423 5,238: -447 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 26.4 19.5 42.0 43.5 90.2 89.4: 9.8 10.6
Old : 100.0: 28.9 27.4 19.4 42.5 42.9 90.9 89.8: 9.1 10.2
Other: 100.0: 39.7 14.1 4.0 27.9 60.1 71.6 78.2: 28.4 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 103 95 114 68 77 243 238:
Old : 325: 105 100 111 59 77 230 238:
Other: 82: 22 14 8 25 34 51 52:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 20.3 26.6 27.0 14.6 17.1 23.5 23.0
Old : 17.8 20.4 27.4 27.2 15.0 17.3 24.3 23.3
Other: 27.6 37.4 39.4 48.6 25.0 33.1 34.6 43.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 381,118: 142,231 57,231 72,462 140,647 204,893 355,340 334,586: 25,778 46,532
Old : 381,118: 142,231 57,231 72,462 140,647 204,893 355,340 334,586: 25,778 46,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 2,152: -756 730 -827 2,337 1,111 754 1,014: 1,398 1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 15.0 19.0 36.9 53.8 93.2 87.8: 6.8 12.2
Old : 100.0: 37.3 15.0 19.0 36.9 53.8 93.2 87.8: 6.8 12.2
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 : 418: 124 78 111 111 174 296 323:
Old : 418: 124 78 111 111 174 296 323:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 16.4 23.6 27.3 13.9 16.2 22.5 24.7
Old : 13.9 16.4 23.6 27.3 13.9 16.2 22.5 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,330: 1,638 627 188 506 1,633 2,332 2,448: 998 882
Old : 3,330: 1,638 627 188 506 1,633 2,332 2,448: 998 882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 53: 11 85 16 0 12 27 113: 26 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 18.8 5.6 15.2 49.0 70.0 73.5: 30.0 26.5
Old : 100.0: 49.2 18.8 5.6 15.2 49.0 70.0 73.5: 30.0 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 9 5 9 14 28 25:
Old : 42: 14 9 5 9 14 28 25:
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 : 29.4 34.7 46.1 48.5 27.9 34.1 43.6 46.5
Old : 29.4 34.7 46.1 48.5 27.9 34.1 43.6 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,424: 18,587 12,505 17,153 9,324 9,237 45,064 38,895: 6,360 12,529
Old : 51,424: 18,587 12,505 17,153 9,324 9,237 45,064 38,895: 6,360 12,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,745: 1,682 14 1,093 -637 516 2,138 1,623: -393 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 24.3 33.4 18.1 18.0 87.6 75.6: 12.4 24.4
Old : 100.0: 36.1 24.3 33.4 18.1 18.0 87.6 75.6: 12.4 24.4
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 : 195: 50 50 65 42 53 141 142:
Old : 195: 50 50 65 42 53 141 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 13.6 33.0 21.8 18.5 10.4 25.0 15.7
Old : 21.2 13.6 33.0 21.8 18.5 10.4 25.0 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,479: 1,444 2,791 1,385 13,215 11,217 16,044 15,393: 435 1,086
Old : 16,479: 1,444 2,791 1,385 13,215 11,217 16,044 15,393: 435 1,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,315: -240 -463 -204 -2,784 -2,303 -3,228 -2,970: -87 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.9 8.4 80.2 68.1 97.4 93.4: 2.6 6.6
Old : 100.0: 8.8 16.9 8.4 80.2 68.1 97.4 93.4: 2.6 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 : 54: 12 10 9 20 23 38 36:
Old : 54: 12 10 9 20 23 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 49.4 75.3 64.0 59.4 49.2 74.1 63.0
Old : 59.7 49.4 75.3 64.0 59.4 49.2 74.1 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 55,490: 32,995 4,205 0 20,079 50,325 53,074 54,530: 2,416 960
Old : 55,490: 32,995 4,205 0 20,079 50,325 53,074 54,530: 2,416 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,300: -891 -674 0 -363 -590 -1,254 -1,264: -46 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 7.6 0.0 36.2 90.7 95.6 98.3: 4.4 1.7
Old : 100.0: 59.5 7.6 0.0 36.2 90.7 95.6 98.3: 4.4 1.7
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 : 48: 27 4 0 9 10 36 14:
Old : 48: 27 4 0 9 10 36 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 : 70.5 81.7 82.3 96.4 70.5 81.7 82.2 96.3
Old : 70.5 81.7 82.3 96.4 70.5 81.7 82.2 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 189,996: 68,756 42,389 6,735 70,831 120,354 146,322 169,478: 43,674 20,518
Old : 189,996: 68,756 42,389 6,735 70,831 120,354 146,322 169,478: 43,674 20,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 14,330: 4,795 -9,659 3,331 9,278 18,752 17,404 12,424: -3,074 1,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 22.3 3.5 37.3 63.3 77.0 89.2: 23.0 10.8
Old : 100.0: 36.2 22.3 3.5 37.3 63.3 77.0 89.2: 23.0 10.8
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 : 121: 35 24 14 37 37 80 68:
Old : 121: 35 24 14 37 37 80 68:
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 50.3 31.3 61.2 20.4 50.0 30.7 60.7
Old : 20.5 50.3 31.3 61.2 20.4 50.0 30.7 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,365: 11,298 15,767 10 25,815 14,588 37,123 30,365: 12,242 19,000
Old : 49,365: 11,298 15,767 10 25,815 14,588 37,123 30,365: 12,242 19,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -6,149: -3,251 -4,507 -444 -4,052 -781 -7,747 -5,732: 1,598 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 31.9 0.0 52.3 29.6 75.2 61.5: 24.8 38.5
Old : 100.0: 22.9 31.9 0.0 52.3 29.6 75.2 61.5: 24.8 38.5
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: 6 12 1 14 20 21 32:
Old : 50: 6 12 1 14 20 21 32:
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 17.2 63.2 28.8 54.1 17.2 63.2 28.8
Old : 54.1 17.2 63.2 28.8 54.1 17.2 63.2 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 283,332: 203,580 46,262 1,725 71,014 232,233 276,319 280,220: 7,013 3,112
Old : 283,332: 203,580 46,262 1,725 71,014 232,233 276,319 280,220: 7,013 3,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 5,386: 10,511 3,459 -4 4,372 1,882 14,879 5,337: -9,493 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 16.3 0.6 25.1 82.0 97.5 98.9: 2.5 1.1
Old : 100.0: 71.9 16.3 0.6 25.1 82.0 97.5 98.9: 2.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 96 31 7 27 34 125 70:
Old : 181: 96 31 7 27 34 125 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 : 35.8 71.7 49.8 80.1 35.8 71.7 49.6 80.0
Old : 35.8 71.7 49.8 80.1 35.8 71.7 49.6 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 197,490: 67,403 50,893 7,527 88,398 116,133 163,328 174,553: 34,162 22,937
Old : 197,490: 67,403 50,893 7,527 88,398 116,133 163,328 174,553: 34,162 22,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -9,294: 2,829 -1,288 -4,509 -9,307 -2,122 -10,987 -7,919: 1,693 -1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 25.8 3.8 44.8 58.8 82.7 88.4: 17.3 11.6
Old : 100.0: 34.1 25.8 3.8 44.8 58.8 82.7 88.4: 17.3 11.6
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 : 114: 27 25 11 33 41 66 71:
Old : 114: 27 25 11 33 41 66 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 32.6 48.0 43.0 32.9 32.4 47.9 42.7
Old : 33.0 32.6 48.0 43.0 32.9 32.4 47.9 42.7
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 - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 162,094: 47,846 60,094 3,966 82,055 64,595 133,867 128,655: 28,227 33,439
Old : 162,094: 47,846 60,094 3,966 82,055 64,595 133,867 128,655: 28,227 33,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -12,872: 4,178 -8,876 -2,170 -15,471 2,235 -13,463 -8,811: 591 -4,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 37.1 2.4 50.6 39.9 82.6 79.4: 17.4 20.6
Old : 100.0: 29.5 37.1 2.4 50.6 39.9 82.6 79.4: 17.4 20.6
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 : 118: 25 38 15 31 40 67 83:
Old : 118: 25 38 15 31 40 67 83:
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 23.8 52.7 33.1 37.1 23.7 50.6 31.7
Old : 38.6 23.8 52.7 33.1 37.1 23.7 50.6 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 555,940: 164,813 226,477 12,802 288,408 263,100 466,023 502,379: 89,917 53,561
Old : 555,940: 164,813 226,477 12,802 288,408 263,100 466,023 502,379: 89,917 53,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,645: -4,039 -16,720 -721 2,918 17,560 -1,842 119: 197 -1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 40.7 2.3 51.9 47.3 83.8 90.4: 16.2 9.6
Old : 100.0: 29.6 40.7 2.3 51.9 47.3 83.8 90.4: 16.2 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 80 67 37 94 76 186 168:
Old : 279: 80 67 37 94 76 186 168:
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 : 17.2 34.0 28.2 47.8 16.4 33.8 27.1 47.7
Old : 17.2 34.0 28.2 47.8 16.4 33.8 27.1 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,493: 3,495 2,523 741 7,058 12,259 11,294 15,523: 11,199 6,970
Old : 22,493: 3,495 2,523 741 7,058 12,259 11,294 15,523: 11,199 6,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -997: 7 -1,022 0 -1,172 1 -1,165 -1,021: 168 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.2 3.3 31.4 54.5 50.2 69.0: 49.8 31.0
Old : 100.0: 15.5 11.2 3.3 31.4 54.5 50.2 69.0: 49.8 31.0
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 : 22: 5 3 1 12 10 17 14:
Old : 22: 5 3 1 12 10 17 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 : 21.1 40.1 34.5 56.5 19.2 35.4 29.6 51.2
Old : 21.1 40.1 34.5 56.5 19.2 35.4 29.6 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,229: 3,791 1,851 586 10,878 16,873 15,255 19,310: 7,974 3,919
Old : 23,229: 3,791 1,851 586 10,878 16,873 15,255 19,310: 7,974 3,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 397: 581 0 0 72 0 653 0: -256 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 8.0 2.5 46.8 72.6 65.7 83.1: 34.3 16.9
Old : 100.0: 16.3 8.0 2.5 46.8 72.6 65.7 83.1: 34.3 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 2 13 11 19 14:
Old : 22: 4 3 2 13 11 19 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 : 37.0 57.5 50.9 73.0 36.5 51.5 49.9 63.9
Old : 37.0 57.5 50.9 73.0 36.5 51.5 49.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,290: 6,016 25,639 14 26,490 8,537 32,520 34,190: 2,770 1,100
Old : 35,290: 6,016 25,639 14 26,490 8,537 32,520 34,190: 2,770 1,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -18,816: 756 -18,351 -225 -18,968 961 -18,437 -17,615: -379 -1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 72.7 0.0 75.1 24.2 92.2 96.9: 7.8 3.1
Old : 100.0: 17.0 72.7 0.0 75.1 24.2 92.2 96.9: 7.8 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 : 54: 15 22 2 13 9 28 33:
Old : 54: 15 22 2 13 9 28 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 : 74.8 72.8 82.4 81.6 74.4 68.7 79.6 77.4
Old : 74.8 72.8 82.4 81.6 74.4 68.7 79.6 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,802: 27,369 28,857 571 18,862 16,373 46,802 45,801: 4,000 5,001
Old : 50,802: 27,369 28,857 571 18,862 16,373 46,802 45,801: 4,000 5,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 2,058: 3,476 -94 -80 10 2,444 3,406 2,270: -1,348 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 56.8 1.1 37.1 32.2 92.1 90.2: 7.9 9.8
Old : 100.0: 53.9 56.8 1.1 37.1 32.2 92.1 90.2: 7.9 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 40 30 4 20 13 60 47:
Old : 101: 40 30 4 20 13 60 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 39.5 42.5 57.4 27.1 39.5 42.5 57.3
Old : 27.1 39.5 42.5 57.4 27.1 39.5 42.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 18,327: 15,011 3,637 59 1,500 13,337 16,570 17,033: 1,757 1,294
Old : 18,327: 15,011 3,637 59 1,500 13,337 16,570 17,033: 1,757 1,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -186: -219 -218 -2 -148 73 -369 -147: 183 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 19.8 0.3 8.2 72.8 90.4 92.9: 9.6 7.1
Old : 100.0: 81.9 19.8 0.3 8.2 72.8 90.4 92.9: 9.6 7.1
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 : 30: 10 9 1 5 8 16 17:
Old : 30: 10 9 1 5 8 16 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 : 78.0 66.0 85.6 82.7 78.0 65.8 85.6 82.5
Old : 78.0 66.0 85.6 82.7 78.0 65.8 85.6 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,988,558: 2,213,320 620,289 2,647,053 5,554,876 6,878,529 10,415,249 10,145,871: 573,309 842,687
Old :10,988,558: 2,213,320 620,289 2,647,053 5,554,876 6,878,529 10,415,249 10,145,871: 573,309 842,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 48,599: 60,493 29,150 -87,131 80,260 94,459 53,622 36,478: -5,023 12,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 5.6 24.1 50.6 62.6 94.8 92.3: 5.2 7.7
Old : 100.0: 20.1 5.6 24.1 50.6 62.6 94.8 92.3: 5.2 7.7
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 : 223: 59 45 87 103 105 205 200:
Old : 223: 59 45 87 103 105 205 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 30.7 33.3 41.2 15.8 25.2 22.5 29.7
Old : 20.8 30.7 33.3 41.2 15.8 25.2 22.5 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 5,400: 3,385 4,820 258 0 0 3,643 5,078: 1,757 322
Old : 5,400: 3,385 4,820 258 0 0 3,643 5,078: 1,757 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 2,214: 1,686 2,092 125 0 0 1,811 2,217: 403 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 89.3 4.8 0.0 0.0 67.5 94.0: 32.5 6.0
Old : 100.0: 62.7 89.3 4.8 0.0 0.0 67.5 94.0: 32.5 6.0
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 : 58: 33 25 7 0 0 37 28:
Old : 58: 33 25 7 0 0 37 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 : 29.5 54.4 39.5 70.4 29.5 54.1 38.9 68.4
Old : 29.5 54.4 39.5 70.4 29.5 54.1 38.9 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 131,476: 28,614 12,197 30,787 70,814 88,437 130,215 131,421: 1,261 55
Old : 131,476: 28,614 12,197 30,787 70,814 88,437 130,215 131,421: 1,261 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 950: 647 -726 -789 1,055 2,541 913 1,026: 37 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.3 23.4 53.9 67.3 99.0 100.0: 1.0 0.0
Old : 100.0: 21.8 9.3 23.4 53.9 67.3 99.0 100.0: 1.0 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 : 51: 16 13 23 10 16 36 43:
Old : 51: 16 13 23 10 16 36 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 56.3 87.7 73.3 55.7 46.8 60.4 56.0
Old : 72.7 56.3 87.7 73.3 55.7 46.8 60.4 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 208,807: 54,623 48,514 41,070 113,035 118,533 208,728 208,117: 79 690
Old : 208,807: 54,623 48,514 41,070 113,035 118,533 208,728 208,117: 79 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -166,425: 15,165 -72,825 -16,394 -165,190 -74,889 -166,419 -164,108: -6 -2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 23.2 19.7 54.1 56.8 100.0 99.7: 0.0 0.3
Old : 100.0: 26.2 23.2 19.7 54.1 56.8 100.0 99.7: 0.0 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 : 84: 21 27 22 19 32 47 74:
Old : 84: 21 27 22 19 32 47 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 : 49.5 30.1 71.0 49.5 40.8 26.2 54.3 35.4
Old : 49.5 30.1 71.0 49.5 40.8 26.2 54.3 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 567,613: 80,900 75,358 15,831 404,426 415,691 501,156 506,880: 66,456 60,733
Old : 567,613: 80,900 75,358 15,831 404,426 415,691 501,156 506,880: 66,456 60,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 685: -2,287 2,240 425 3,208 -5,818 1,346 -3,153: -662 3,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.3 2.8 71.3 73.2 88.3 89.3: 11.7 10.7
Old : 100.0: 14.3 13.3 2.8 71.3 73.2 88.3 89.3: 11.7 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 113 103 62 245 249 383 389:
Old : 565: 113 103 62 245 249 383 389:
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 : 14.5 16.8 23.0 27.9 13.9 16.3 20.9 26.3
Old : 14.5 16.8 23.0 27.9 13.9 16.3 20.9 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,696: 3,194 5,817 85 9,473 12,942 12,752 18,844: 12,944 6,852
Old : 25,696: 3,194 5,817 85 9,473 12,942 12,752 18,844: 12,944 6,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 2,825: 591 1,213 85 763 264 1,439 1,562: 1,386 1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 22.6 0.3 36.9 50.4 49.6 73.3: 50.4 26.7
Old : 100.0: 12.4 22.6 0.3 36.9 50.4 49.6 73.3: 50.4 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 : 21: 4 6 1 6 6 11 12:
Old : 21: 4 6 1 6 6 11 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 : 37.2 46.9 48.8 68.3 36.9 46.9 48.5 68.3
Old : 37.2 46.9 48.8 68.3 36.9 46.9 48.5 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,709,583: 419,123 378,302 48,134 1,974,765 2,013,743 2,442,022 2,440,179: 267,561 269,404
Old : 2,709,583: 419,123 378,302 48,134 1,974,765 2,013,743 2,442,022 2,440,179: 267,561 269,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -10,701: -7,943 11,579 -4,747 12,227 -30,408 -463 -23,576: -10,238 12,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.0 1.8 72.9 74.3 90.1 90.1: 9.9 9.9
Old : 100.0: 15.5 14.0 1.8 72.9 74.3 90.1 90.1: 9.9 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 : 564: 115 101 59 241 247 377 386:
Old : 564: 115 101 59 241 247 377 386:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 17.1 24.1 28.1 14.5 16.7 21.9 27.6
Old : 15.2 17.1 24.1 28.1 14.5 16.7 21.9 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,480: 235 2,224 0 22,953 20,033 23,188 22,257: 3,292 4,223
Old : 26,480: 235 2,224 0 22,953 20,033 23,188 22,257: 3,292 4,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,202: 1 -488 0 -2,115 -726 -2,114 -1,214: -88 -988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 8.4 0.0 86.7 75.7 87.6 84.1: 12.4 15.9
Old : 100.0: 0.9 8.4 0.0 86.7 75.7 87.6 84.1: 12.4 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 9 11 10 12:
Old : 20: 1 1 0 9 11 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 : 78.1 68.8 85.8 79.6 75.3 68.8 82.1 78.1
Old : 78.1 68.8 85.8 79.6 75.3 68.8 82.1 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,654: 280 1,213 0 6,611 6,468 6,891 7,681: 1,763 973
Old : 8,654: 280 1,213 0 6,611 6,468 6,891 7,681: 1,763 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -6: -29 503 0 208 -764 179 -261: -185 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 14.0 0.0 76.4 74.7 79.6 88.8: 20.4 11.2
Old : 100.0: 3.2 14.0 0.0 76.4 74.7 79.6 88.8: 20.4 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 : 21: 1 4 0 10 7 11 11:
Old : 21: 1 4 0 10 7 11 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 : 53.6 66.0 70.9 81.7 52.4 66.0 69.7 81.7
Old : 53.6 66.0 70.9 81.7 52.4 66.0 69.7 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 12,111: 1,116 500 2 8,106 10,493 9,224 10,995: 2,887 1,116
Old : 12,111: 1,116 500 2 8,106 10,493 9,224 10,995: 2,887 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 731: 430 -288 2 -496 1,091 -64 805: 795 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 4.1 0.0 66.9 86.6 76.2 90.8: 23.8 9.2
Old : 100.0: 9.2 4.1 0.0 66.9 86.6 76.2 90.8: 23.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 1 9 11 12 13:
Old : 22: 3 1 1 9 11 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 62.1 65.7 82.6 46.0 56.5 60.5 75.5
Old : 49.7 62.1 65.7 82.6 46.0 56.5 60.5 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,324: 16,512 6,153 524 48,095 67,863 65,131 74,540: 12,193 2,784
Old : 77,324: 16,512 6,153 524 48,095 67,863 65,131 74,540: 12,193 2,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -688: -1,012 1,777 -219 449 -2,863 -782 -1,305: 94 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 8.0 0.7 62.2 87.8 84.2 96.4: 15.8 3.6
Old : 100.0: 21.4 8.0 0.7 62.2 87.8 84.2 96.4: 15.8 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 : 83: 15 7 7 40 34 57 46:
Old : 83: 15 7 7 40 34 57 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 : 31.0 37.4 44.8 58.8 30.9 37.3 44.3 58.7
Old : 31.0 37.4 44.8 58.8 30.9 37.3 44.3 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 42,058: 12,833 9,498 1,996 20,084 22,554 34,913 34,049: 7,144 8,009
Old : 42,058: 12,833 9,498 1,996 20,084 22,554 34,913 34,049: 7,144 8,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,289: -1,469 324 264 115 -2,674 -1,090 -2,086: -199 797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 22.6 4.7 47.8 53.6 83.0 81.0: 17.0 19.0
Old : 100.0: 30.5 22.6 4.7 47.8 53.6 83.0 81.0: 17.0 19.0
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 : 245: 66 48 22 74 85 148 147:
Old : 245: 66 48 22 74 85 148 147:
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 : 22.4 20.3 32.5 30.3 22.0 17.7 30.7 26.8
Old : 22.4 20.3 32.5 30.3 22.0 17.7 30.7 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 210,289: 64,167 47,492 9,981 100,419 112,771 174,567 170,244: 35,722 40,045
Old : 210,289: 64,167 47,492 9,981 100,419 112,771 174,567 170,244: 35,722 40,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -6,445: -7,343 1,618 1,319 573 -13,369 -5,451 -10,432: -994 3,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 22.6 4.7 47.8 53.6 83.0 81.0: 17.0 19.0
Old : 100.0: 30.5 22.6 4.7 47.8 53.6 83.0 81.0: 17.0 19.0
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 : 245: 66 48 22 74 85 148 147:
Old : 245: 66 48 22 74 85 148 147:
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 : 22.4 20.3 32.5 30.3 22.0 17.7 30.7 26.8
Old : 22.4 20.3 32.5 30.3 22.0 17.7 30.7 26.8
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 - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 157,739: 52,063 79,312 3,853 66,191 50,531 122,107 133,696: 35,632 24,043
Old : 157,739: 52,063 79,312 3,853 66,191 50,531 122,107 133,696: 35,632 24,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -6,566: 2,633 -8,457 552 -18,441 2,307 -15,256 -5,598: 8,690 -968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 50.3 2.4 42.0 32.0 77.4 84.8: 22.6 15.2
Old : 100.0: 33.0 50.3 2.4 42.0 32.0 77.4 84.8: 22.6 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 : 87: 24 23 8 24 31 55 55:
Old : 87: 24 23 8 24 31 55 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 26.4 54.3 43.2 37.6 24.6 52.4 41.4
Old : 38.8 26.4 54.3 43.2 37.6 24.6 52.4 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 487,072: 119,058 73,147 16,545 326,367 381,441 461,970 471,133: 25,102 15,939
Old : 487,072: 119,058 73,147 16,545 326,367 381,441 461,970 471,133: 25,102 15,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,420: -602 5,347 1,788 1,234 -6,882 2,420 253: -1,000 1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.0 3.4 67.0 78.3 94.8 96.7: 5.2 3.3
Old : 100.0: 24.4 15.0 3.4 67.0 78.3 94.8 96.7: 5.2 3.3
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 : 306: 69 43 26 136 107 217 164:
Old : 306: 69 43 26 136 107 217 164:
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 : 18.1 21.0 30.2 37.1 17.2 20.7 29.2 36.6
Old : 18.1 21.0 30.2 37.1 17.2 20.7 29.2 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,507: 3,046 11,008 30 9,976 7,579 13,052 18,617: 7,455 1,890
Old : 20,507: 3,046 11,008 30 9,976 7,579 13,052 18,617: 7,455 1,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,937: -1,818 -809 2 -783 -6 -2,599 -813: 662 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 53.7 0.1 48.6 37.0 63.6 90.8: 36.4 9.2
Old : 100.0: 14.9 53.7 0.1 48.6 37.0 63.6 90.8: 36.4 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 : 26: 5 6 1 11 6 17 12:
Old : 26: 5 6 1 11 6 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 : 41.0 73.1 53.5 86.8 41.0 73.0 53.5 86.6
Old : 41.0 73.1 53.5 86.8 41.0 73.0 53.5 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,196: 19,982 11,357 325 28,721 6,595 49,028 18,277: 9,168 39,919
Old : 58,196: 19,982 11,357 325 28,721 6,595 49,028 18,277: 9,168 39,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,323: -2,035 3,122 -21 -665 -407 -2,721 2,694: 398 -5,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 19.5 0.6 49.4 11.3 84.2 31.4: 15.8 68.6
Old : 100.0: 34.3 19.5 0.6 49.4 11.3 84.2 31.4: 15.8 68.6
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 : 65: 18 12 2 27 14 47 26:
Old : 65: 18 12 2 27 14 47 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 : 31.1 17.4 47.1 23.4 31.1 17.3 46.8 23.3
Old : 31.1 17.4 47.1 23.4 31.1 17.3 46.8 23.3
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 - Futures Only, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 77,755: 21,498 4,031 1,008 55,225 72,655 77,731 77,694: 24 61
Old : 77,755: 21,498 4,031 1,008 55,225 72,655 77,731 77,694: 24 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,781: 1,291 0 4 -4,076 -2,785 -2,781 -2,781: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 5.2 1.3 71.0 93.4 100.0 99.9: 0.0 0.1
Old : 100.0: 27.6 5.2 1.3 71.0 93.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 2 4 25 19 39 24:
Old : 47: 13 2 4 25 19 39 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 57.2 70.1 83.0 34.4 52.1 49.1 64.2
Old : 47.3 57.2 70.1 83.0 34.4 52.1 49.1 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2020