BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 21, 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 : 10,889: 0 3,938 196 9,922 6,063 10,118 10,197: 771 692
Old : 10,889: 0 3,938 196 9,922 6,063 10,118 10,197: 771 692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 653: 0 448 -15 842 127 827 560: -174 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 36.2 1.8 91.1 55.7 92.9 93.6: 7.1 6.4
Old : 100.0: 0.0 36.2 1.8 91.1 55.7 92.9 93.6: 7.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 0 10 2 25 24 27 34:
Old : 45: 0 10 2 25 24 27 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 41.5 71.8 64.0 48.2 41.5 67.7 60.0
Old : 50.7 41.5 71.8 64.0 48.2 41.5 67.7 60.0
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 21, 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 : 17,364: 4,040 1,598 1,389 9,203 8,663 14,632 11,650: 2,732 5,714
Old : 17,364: 4,040 1,598 1,389 9,203 8,663 14,632 11,650: 2,732 5,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 763: -72 -205 258 395 573 581 626: 182 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 9.2 8.0 53.0 49.9 84.3 67.1: 15.7 32.9
Old : 100.0: 23.3 9.2 8.0 53.0 49.9 84.3 67.1: 15.7 32.9
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 : 65: 20 13 17 21 19 48 42:
Old : 65: 20 13 17 21 19 48 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 : 36.9 27.9 49.4 41.4 36.3 26.3 48.5 38.5
Old : 36.9 27.9 49.4 41.4 36.3 26.3 48.5 38.5
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 21, 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 : 8,533: 690 2,020 295 6,612 5,737 7,597 8,052: 936 481
Old : 8,533: 690 2,020 295 6,612 5,737 7,597 8,052: 936 481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 704: 57 33 85 463 746 605 864: 99 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 23.7 3.5 77.5 67.2 89.0 94.4: 11.0 5.6
Old : 100.0: 8.1 23.7 3.5 77.5 67.2 89.0 94.4: 11.0 5.6
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 : 43: 5 5 6 30 17 38 25:
Old : 43: 5 5 6 30 17 38 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 : 32.8 57.9 51.9 82.6 32.7 56.9 47.9 74.1
Old : 32.8 57.9 51.9 82.6 32.7 56.9 47.9 74.1
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 21, 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 : 8,653: 5,084 582 259 3,225 5,809 8,568 6,650: 85 2,003
Old : 8,653: 5,084 582 259 3,225 5,809 8,568 6,650: 85 2,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 559: 187 -19 71 301 406 559 458: 0 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 6.7 3.0 37.3 67.1 99.0 76.9: 1.0 23.1
Old : 100.0: 58.8 6.7 3.0 37.3 67.1 99.0 76.9: 1.0 23.1
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 : 29: 6 2 5 7 15 15 20:
Old : 29: 6 2 5 7 15 15 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 : 84.1 43.6 95.7 59.1 84.1 43.6 94.2 59.0
Old : 84.1 43.6 95.7 59.1 84.1 43.6 94.2 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 21, 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 : 302,016: 88,795 80,847 63,636 121,317 125,545 273,748 270,028: 28,268 31,988
Old : 287,237: 85,018 82,518 59,594 117,523 115,226 262,135 257,338: 25,102 29,899
Other: 14,779: 6,513 1,065 1,306 3,794 10,319 11,613 12,690: 3,166 2,089
: : :
: : Changes in Commitments from: January 14, 2020 :
: 6,242: 2,874 1,454 3,597 573 15 7,044 5,066: -802 1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 26.8 21.1 40.2 41.6 90.6 89.4: 9.4 10.6
Old : 100.0: 29.6 28.7 20.7 40.9 40.1 91.3 89.6: 8.7 10.4
Other: 100.0: 44.1 7.2 8.8 25.7 69.8 78.6 85.9: 21.4 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 106 107 118 71 89 254 260:
Old : 346: 104 119 118 60 88 242 259:
Other: 104: 34 16 14 29 39 67 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 19.5 25.7 25.9 14.9 16.9 23.5 22.2
Old : 17.8 18.8 27.1 25.3 15.7 16.2 24.8 21.7
Other: 21.3 45.1 32.6 55.6 19.6 41.2 28.4 49.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 21, 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 : 400,533: 148,073 56,434 79,399 147,194 215,230 374,666 351,063: 25,867 49,470
Old : 400,533: 148,073 56,434 79,399 147,194 215,230 374,666 351,063: 25,867 49,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 6,098: 2,484 -2,466 2,787 1,609 5,303 6,880 5,624: -782 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 14.1 19.8 36.7 53.7 93.5 87.6: 6.5 12.4
Old : 100.0: 37.0 14.1 19.8 36.7 53.7 93.5 87.6: 6.5 12.4
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 : 430: 134 78 113 119 177 312 326:
Old : 430: 134 78 113 119 177 312 326:
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 : 15.0 16.5 24.9 27.7 14.0 15.6 22.7 23.5
Old : 15.0 16.5 24.9 27.7 14.0 15.6 22.7 23.5
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 21, 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 : 3,236: 1,553 674 132 486 1,627 2,171 2,433: 1,065 803
Old : 3,236: 1,553 674 132 486 1,627 2,171 2,433: 1,065 803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -24: 65 94 -79 -63 -35 -77 -20: 53 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 20.8 4.1 15.0 50.3 67.1 75.2: 32.9 24.8
Old : 100.0: 48.0 20.8 4.1 15.0 50.3 67.1 75.2: 32.9 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 : 41: 14 10 7 8 14 29 25:
Old : 41: 14 10 7 8 14 29 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 : 28.3 33.8 45.8 48.5 27.1 33.2 42.5 46.8
Old : 28.3 33.8 45.8 48.5 27.1 33.2 42.5 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 21, 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 : 53,479: 20,056 12,744 17,277 9,481 9,650 46,814 39,671: 6,665 13,808
Old : 53,479: 20,056 12,744 17,277 9,481 9,650 46,814 39,671: 6,665 13,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -1,230: 51 -80 -842 -637 -351 -1,428 -1,273: 198 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 23.8 32.3 17.7 18.0 87.5 74.2: 12.5 25.8
Old : 100.0: 37.5 23.8 32.3 17.7 18.0 87.5 74.2: 12.5 25.8
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 : 193: 56 46 63 42 55 139 140:
Old : 193: 56 46 63 42 55 139 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 11.4 32.3 19.7 19.5 9.8 26.2 14.7
Old : 21.0 11.4 32.3 19.7 19.5 9.8 26.2 14.7
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 21, 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 : 16,909: 1,364 3,021 1,447 13,614 11,295 16,425 15,763: 484 1,146
Old : 16,909: 1,364 3,021 1,447 13,614 11,295 16,425 15,763: 484 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 231: 18 71 -18 168 137 168 190: 63 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 17.9 8.6 80.5 66.8 97.1 93.2: 2.9 6.8
Old : 100.0: 8.1 17.9 8.6 80.5 66.8 97.1 93.2: 2.9 6.8
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 : 56: 11 14 11 21 22 40 39:
Old : 56: 11 14 11 21 22 40 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 : 60.8 47.7 76.3 63.6 60.6 47.2 75.7 61.5
Old : 60.8 47.7 76.3 63.6 60.6 47.2 75.7 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, January 21, 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 : 57,135: 34,599 4,909 0 20,629 50,658 55,228 55,567: 1,907 1,568
Old : 57,135: 34,599 4,909 0 20,629 50,658 55,228 55,567: 1,907 1,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 2,114: 2,094 1,286 0 139 406 2,233 1,692: -119 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 8.6 0.0 36.1 88.7 96.7 97.3: 3.3 2.7
Old : 100.0: 60.6 8.6 0.0 36.1 88.7 96.7 97.3: 3.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 27 6 0 10 9 37 15:
Old : 49: 27 6 0 10 9 37 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 : 70.1 79.4 81.6 95.3 70.1 79.3 81.6 95.2
Old : 70.1 79.4 81.6 95.3 70.1 79.3 81.6 95.2
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 21, 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 : 188,596: 74,399 36,105 2,976 68,338 129,088 145,713 168,169: 42,883 20,427
Old : 188,596: 74,399 36,105 2,976 68,338 129,088 145,713 168,169: 42,883 20,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -1,633: 3,971 -1,471 -1,216 -1,590 -940 1,165 -3,627: -2,798 1,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 19.1 1.6 36.2 68.4 77.3 89.2: 22.7 10.8
Old : 100.0: 39.4 19.1 1.6 36.2 68.4 77.3 89.2: 22.7 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 : 112: 33 18 12 37 36 74 64:
Old : 112: 33 18 12 37 36 74 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 54.7 36.9 66.2 26.6 54.6 36.7 66.1
Old : 26.7 54.7 36.9 66.2 26.6 54.6 36.7 66.1
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 21, 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 : 50,368: 12,375 10,839 75 22,764 21,619 35,214 32,533: 15,154 17,835
Old : 50,368: 12,375 10,839 75 22,764 21,619 35,214 32,533: 15,154 17,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,250: -42 -1,770 75 -1,320 3,406 -1,287 1,711: 2,537 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 21.5 0.1 45.2 42.9 69.9 64.6: 30.1 35.4
Old : 100.0: 24.6 21.5 0.1 45.2 42.9 69.9 64.6: 30.1 35.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 11 2 17 21 23 33:
Old : 49: 5 11 2 17 21 23 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 : 44.3 25.3 55.4 35.0 44.3 25.3 55.4 35.0
Old : 44.3 25.3 55.4 35.0 44.3 25.3 55.4 35.0
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 - Futures Only, January 21, 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 : 299,980: 211,681 41,710 1,277 78,831 253,303 291,789 296,290: 8,191 3,690
Old : 299,980: 211,681 41,710 1,277 78,831 253,303 291,789 296,290: 8,191 3,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 5,941: 4,554 223 176 689 5,311 5,419 5,710: 522 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 13.9 0.4 26.3 84.4 97.3 98.8: 2.7 1.2
Old : 100.0: 70.6 13.9 0.4 26.3 84.4 97.3 98.8: 2.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 90 35 11 28 35 121 78:
Old : 182: 90 35 11 28 35 121 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 68.6 50.4 76.2 36.0 68.6 50.4 76.1
Old : 36.0 68.6 50.4 76.2 36.0 68.6 50.4 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 21, 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 : 194,625: 64,256 39,334 6,275 91,212 123,849 161,743 169,458: 32,882 25,167
Old : 194,625: 64,256 39,334 6,275 91,212 123,849 161,743 169,458: 32,882 25,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -1,911: -4,560 2,050 -26 1,280 -3,360 -3,306 -1,336: 1,395 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 20.2 3.2 46.9 63.6 83.1 87.1: 16.9 12.9
Old : 100.0: 33.0 20.2 3.2 46.9 63.6 83.1 87.1: 16.9 12.9
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 : 116: 27 23 11 39 43 72 71:
Old : 116: 27 23 11 39 43 72 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 : 29.8 33.0 43.5 43.7 29.7 32.8 43.4 43.0
Old : 29.8 33.0 43.5 43.7 29.7 32.8 43.4 43.0
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 21, 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 : 203,579: 50,596 95,297 3,462 117,694 65,587 171,752 164,346: 31,827 39,233
Old : 203,579: 50,596 95,297 3,462 117,694 65,587 171,752 164,346: 31,827 39,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 19,716: 876 14,147 -420 17,468 3,877 17,924 17,604: 1,792 2,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 46.8 1.7 57.8 32.2 84.4 80.7: 15.6 19.3
Old : 100.0: 24.9 46.8 1.7 57.8 32.2 84.4 80.7: 15.6 19.3
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 : 123: 27 40 11 31 38 62 85:
Old : 123: 27 40 11 31 38 62 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 24.0 55.7 34.7 45.4 24.0 54.5 34.7
Old : 45.6 24.0 55.7 34.7 45.4 24.0 54.5 34.7
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 21, 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 : 582,164: 168,216 215,235 17,943 302,385 295,283 488,544 528,461: 93,620 53,703
Old : 582,164: 168,216 215,235 17,943 302,385 295,283 488,544 528,461: 93,620 53,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 10,925: 4,335 3,172 -141 4,966 6,429 9,160 9,460: 1,765 1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 37.0 3.1 51.9 50.7 83.9 90.8: 16.1 9.2
Old : 100.0: 28.9 37.0 3.1 51.9 50.7 83.9 90.8: 16.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 87 66 36 101 81 198 173:
Old : 293: 87 66 36 101 81 198 173:
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 : 16.8 32.9 27.9 47.8 15.9 32.9 26.8 47.4
Old : 16.8 32.9 27.9 47.8 15.9 32.9 26.8 47.4
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 21, 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 : 23,148: 3,613 4,005 662 7,349 11,844 11,624 16,511: 11,524 6,637
Old : 23,148: 3,613 4,005 662 7,349 11,844 11,624 16,511: 11,524 6,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 563: 76 1,322 -79 284 -511 281 732: 282 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.3 2.9 31.7 51.2 50.2 71.3: 49.8 28.7
Old : 100.0: 15.6 17.3 2.9 31.7 51.2 50.2 71.3: 49.8 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 5 1 11 10 16 16:
Old : 24: 5 5 1 11 10 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 37.4 35.6 56.8 20.0 36.4 31.1 52.3
Old : 21.6 37.4 35.6 56.8 20.0 36.4 31.1 52.3
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 - Futures Only, January 21, 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 : 40,843: 8,379 29,714 1,099 28,675 8,683 38,153 39,496: 2,690 1,347
Old : 40,843: 8,379 29,714 1,099 28,675 8,683 38,153 39,496: 2,690 1,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 4,301: 1,686 3,566 1,083 1,558 -553 4,327 4,096: -26 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 72.8 2.7 70.2 21.3 93.4 96.7: 6.6 3.3
Old : 100.0: 20.5 72.8 2.7 70.2 21.3 93.4 96.7: 6.6 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 : 60: 20 23 4 14 8 35 34:
Old : 60: 20 23 4 14 8 35 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 : 69.2 72.3 78.1 80.2 64.7 62.6 70.8 70.1
Old : 69.2 72.3 78.1 80.2 64.7 62.6 70.8 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 21, 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 : 48,300: 24,112 22,279 1,257 19,043 20,207 44,412 43,743: 3,888 4,557
Old : 48,300: 24,112 22,279 1,257 19,043 20,207 44,412 43,743: 3,888 4,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -351: 27 -2,167 364 -446 1,752 -55 -51: -296 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 46.1 2.6 39.4 41.8 92.0 90.6: 8.0 9.4
Old : 100.0: 49.9 46.1 2.6 39.4 41.8 92.0 90.6: 8.0 9.4
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 : 102: 36 32 9 22 12 64 48:
Old : 102: 36 32 9 22 12 64 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 40.2 44.1 58.9 27.5 40.2 44.1 58.7
Old : 27.5 40.2 44.1 58.9 27.5 40.2 44.1 58.7
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 21, 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 : 18,049: 15,438 3,282 59 1,077 13,225 16,574 16,566: 1,475 1,483
Old : 18,049: 15,438 3,282 59 1,077 13,225 16,574 16,566: 1,475 1,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -632: -275 -416 -5 -352 -208 -632 -629: 0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 18.2 0.3 6.0 73.3 91.8 91.8: 8.2 8.2
Old : 100.0: 85.5 18.2 0.3 6.0 73.3 91.8 91.8: 8.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 9 1 4 8 13 17:
Old : 27: 8 9 1 4 8 13 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 : 82.8 66.2 89.7 81.5 82.8 66.0 89.7 81.2
Old : 82.8 66.2 89.7 81.5 82.8 66.0 89.7 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 21, 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 :10,981,621: 2,216,355 690,933 2,595,915 5,581,266 6,836,012 10,393,536 10,122,860: 588,085 858,761
Old :10,981,621: 2,216,355 690,933 2,595,915 5,581,266 6,836,012 10,393,536 10,122,860: 588,085 858,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 152,497: 33,631 42,795 23,122 125,537 119,336 182,290 185,253: -29,793 -32,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 6.3 23.6 50.8 62.2 94.6 92.2: 5.4 7.8
Old : 100.0: 20.2 6.3 23.6 50.8 62.2 94.6 92.2: 5.4 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 61 49 89 104 108 209 207:
Old : 230: 61 49 89 104 108 209 207:
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 31.2 33.0 41.4 15.8 25.1 23.3 29.8
Old : 20.8 31.2 33.0 41.4 15.8 25.1 23.3 29.8
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 5,139: 2,992 4,390 345 0 0 3,337 4,735: 1,802 404
Old : 5,139: 2,992 4,390 345 0 0 3,337 4,735: 1,802 404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -266: -376 -338 82 0 0 -294 -256: 28 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 85.4 6.7 0.0 0.0 64.9 92.1: 35.1 7.9
Old : 100.0: 58.2 85.4 6.7 0.0 0.0 64.9 92.1: 35.1 7.9
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 : 56: 38 18 7 0 0 39 24:
Old : 56: 38 18 7 0 0 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 : 21.3 54.8 31.6 73.3 21.0 53.9 29.9 72.5
Old : 21.3 54.8 31.6 73.3 21.0 53.9 29.9 72.5
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 21, 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 : 141,405: 27,607 16,761 30,682 81,846 92,659 140,135 140,102: 1,270 1,303
Old : 141,405: 27,607 16,761 30,682 81,846 92,659 140,135 140,102: 1,270 1,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 5,501: -540 2,928 -2,349 8,350 4,786 5,461 5,365: 40 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 11.9 21.7 57.9 65.5 99.1 99.1: 0.9 0.9
Old : 100.0: 19.5 11.9 21.7 57.9 65.5 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 16 18 24 10 18 40 47:
Old : 58: 16 18 24 10 18 40 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 : 75.2 53.1 87.4 69.6 59.1 44.1 63.2 54.2
Old : 75.2 53.1 87.4 69.6 59.1 44.1 63.2 54.2
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 21, 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 : 216,868: 52,869 55,896 43,239 120,644 116,610 216,752 215,745: 116 1,123
Old : 216,868: 52,869 55,896 43,239 120,644 116,610 216,752 215,745: 116 1,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -826: 129 5,172 -676 -312 -4,397 -859 99: 33 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 25.8 19.9 55.6 53.8 99.9 99.5: 0.1 0.5
Old : 100.0: 24.4 25.8 19.9 55.6 53.8 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 15 33 26 21 34 51 79:
Old : 87: 15 33 26 21 34 51 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 26.6 71.8 44.4 40.1 22.0 55.9 29.5
Old : 50.0 26.6 71.8 44.4 40.1 22.0 55.9 29.5
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 21, 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 : 587,888: 85,531 80,955 17,292 416,421 430,884 519,244 529,131: 68,644 58,757
Old : 587,888: 85,531 80,955 17,292 416,421 430,884 519,244 529,131: 68,644 58,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 19,577: 5,276 9,205 3,331 10,399 7,266 19,006 19,802: 571 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 13.8 2.9 70.8 73.3 88.3 90.0: 11.7 10.0
Old : 100.0: 14.5 13.8 2.9 70.8 73.3 88.3 90.0: 11.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 110 108 65 250 250 383 400:
Old : 569: 110 108 65 250 250 383 400:
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 : 13.7 16.4 22.6 27.5 13.2 15.3 20.9 25.1
Old : 13.7 16.4 22.6 27.5 13.2 15.3 20.9 25.1
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 21, 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 : 33,303: 6,886 3,228 78 14,732 20,255 21,696 23,561: 11,607 9,742
Old : 33,303: 6,886 3,228 78 14,732 20,255 21,696 23,561: 11,607 9,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 5,592: 2,722 966 -482 3,821 4,104 6,061 4,588: -469 1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 9.7 0.2 44.2 60.8 65.1 70.7: 34.9 29.3
Old : 100.0: 20.7 9.7 0.2 44.2 60.8 65.1 70.7: 34.9 29.3
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 : 30: 7 4 1 7 13 14 18:
Old : 30: 7 4 1 7 13 14 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 : 40.8 38.1 57.6 57.3 40.5 38.1 57.2 57.3
Old : 40.8 38.1 57.6 57.3 40.5 38.1 57.2 57.3
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 - Futures Only, January 21, 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 Consumer Stapl :
: : :
All : 14,484: 1,675 240 17 10,327 13,017 12,019 13,274: 2,465 1,210
Old : 14,484: 1,675 240 17 10,327 13,017 12,019 13,274: 2,465 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 1.7 0.1 71.3 89.9 83.0 91.6: 17.0 8.4
Old : 100.0: 11.6 1.7 0.1 71.3 89.9 83.0 91.6: 17.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 8 11 11 12:
Old : 21: 2 1 1 8 11 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 : 67.5 66.5 79.3 83.7 65.9 66.5 77.8 83.7
Old : 67.5 66.5 79.3 83.7 65.9 66.5 77.8 83.7
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 - Futures Only, January 21, 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 Energy Index p :
: : :
All : 16,611: 468 217 0 13,580 13,990 14,048 14,207: 2,563 2,404
Old : 16,611: 468 217 0 13,580 13,990 14,048 14,207: 2,563 2,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,006: -5 -1 0 1,535 1,529 1,530 1,528: -524 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.3 0.0 81.8 84.2 84.6 85.5: 15.4 14.5
Old : 100.0: 2.8 1.3 0.0 81.8 84.2 84.6 85.5: 15.4 14.5
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 : 21: 2 1 0 9 10 11 11:
Old : 21: 2 1 0 9 10 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 : 63.2 75.1 80.2 81.7 63.2 75.1 80.2 81.5
Old : 63.2 75.1 80.2 81.7 63.2 75.1 80.2 81.5
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 21, 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 : 2,772,927: 428,833 424,242 50,464 2,008,444 2,053,145 2,487,741 2,527,851: 285,186 245,076
Old : 2,772,927: 428,833 424,242 50,464 2,008,444 2,053,145 2,487,741 2,527,851: 285,186 245,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 69,925: 26,472 54,899 5,363 32,891 15,810 64,726 76,072: 5,199 -6,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 15.3 1.8 72.4 74.0 89.7 91.2: 10.3 8.8
Old : 100.0: 15.5 15.3 1.8 72.4 74.0 89.7 91.2: 10.3 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 : 566: 112 105 61 248 247 378 395:
Old : 566: 112 105 61 248 247 378 395:
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 : 14.6 16.7 23.9 27.8 14.0 15.9 22.2 27.0
Old : 14.6 16.7 23.9 27.8 14.0 15.9 22.2 27.0
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 21, 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 : 28,981: 0 2,538 0 25,576 23,177 25,576 25,715: 3,405 3,266
Old : 28,981: 0 2,538 0 25,576 23,177 25,576 25,715: 3,405 3,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 500: 0 314 0 623 153 623 467: -123 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 0.0 88.3 80.0 88.3 88.7: 11.7 11.3
Old : 100.0: 0.0 8.8 0.0 88.3 80.0 88.3 88.7: 11.7 11.3
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 : 22: 0 2 0 10 12 10 14:
Old : 22: 0 2 0 10 12 10 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 : 78.1 67.0 85.9 82.0 75.6 67.0 82.5 81.0
Old : 78.1 67.0 85.9 82.0 75.6 67.0 82.5 81.0
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 21, 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 : 9,531: 259 905 0 7,237 7,911 7,496 8,816: 2,035 715
Old : 9,531: 259 905 0 7,237 7,911 7,496 8,816: 2,035 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 291: 0 0 0 62 743 62 743: 229 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 9.5 0.0 75.9 83.0 78.6 92.5: 21.4 7.5
Old : 100.0: 2.7 9.5 0.0 75.9 83.0 78.6 92.5: 21.4 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 : 23: 1 3 0 12 10 13 13:
Old : 23: 1 3 0 12 10 13 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 : 51.7 68.8 68.6 84.0 50.6 68.8 67.5 84.0
Old : 51.7 68.8 68.6 84.0 50.6 68.8 67.5 84.0
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 21, 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 : 13,242: 754 835 0 8,935 11,215 9,689 12,050: 3,553 1,192
Old : 13,242: 754 835 0 8,935 11,215 9,689 12,050: 3,553 1,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -6: -362 81 -103 471 -237 6 -259: -12 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.3 0.0 67.5 84.7 73.2 91.0: 26.8 9.0
Old : 100.0: 5.7 6.3 0.0 67.5 84.7 73.2 91.0: 26.8 9.0
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 : 21: 2 2 0 9 10 11 12:
Old : 21: 2 2 0 9 10 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 : 48.2 59.9 65.8 82.8 47.1 57.7 61.7 76.6
Old : 48.2 59.9 65.8 82.8 47.1 57.7 61.7 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 21, 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 : 78,590: 15,997 7,188 610 50,875 68,032 67,482 75,830: 11,108 2,760
Old : 78,590: 15,997 7,188 610 50,875 68,032 67,482 75,830: 11,108 2,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,091: -1,126 492 89 1,942 850 905 1,431: 186 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 9.1 0.8 64.7 86.6 85.9 96.5: 14.1 3.5
Old : 100.0: 20.4 9.1 0.8 64.7 86.6 85.9 96.5: 14.1 3.5
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 : 87: 13 9 5 43 35 58 47:
Old : 87: 13 9 5 43 35 58 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 : 32.7 41.9 48.2 58.8 32.6 41.8 47.7 58.7
Old : 32.7 41.9 48.2 58.8 32.6 41.8 47.7 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 21, 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 : 43,385: 13,847 12,048 1,506 20,950 21,622 36,303 35,177: 7,082 8,208
Old : 43,385: 13,847 12,048 1,506 20,950 21,622 36,303 35,177: 7,082 8,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 211: 26 1,572 -287 688 -1,562 427 -277: -216 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 27.8 3.5 48.3 49.8 83.7 81.1: 16.3 18.9
Old : 100.0: 31.9 27.8 3.5 48.3 49.8 83.7 81.1: 16.3 18.9
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 : 260: 66 57 21 82 84 158 152:
Old : 260: 66 57 21 82 84 158 152:
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 17.2 28.9 26.6 18.0 15.3 27.9 24.7
Old : 18.1 17.2 28.9 26.6 18.0 15.3 27.9 24.7
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 21, 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 : 216,925: 69,236 60,242 7,530 104,748 108,111 181,514 175,883: 35,411 41,042
Old : 216,925: 69,236 60,242 7,530 104,748 108,111 181,514 175,883: 35,411 41,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,054: 130 7,862 -1,436 3,441 -7,810 2,135 -1,384: -1,081 2,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 27.8 3.5 48.3 49.8 83.7 81.1: 16.3 18.9
Old : 100.0: 31.9 27.8 3.5 48.3 49.8 83.7 81.1: 16.3 18.9
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 : 260: 66 57 21 82 84 158 152:
Old : 260: 66 57 21 82 84 158 152:
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 17.2 28.9 26.6 18.0 15.3 27.9 24.7
Old : 18.1 17.2 28.9 26.6 18.0 15.3 27.9 24.7
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 21, 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 : 139,478: 42,359 61,660 2,686 65,728 46,445 110,773 110,791: 28,705 28,687
Old : 139,478: 42,359 61,660 2,686 65,728 46,445 110,773 110,791: 28,705 28,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -5,090: -1,410 -2,658 -1,225 1,815 -2,425 -820 -6,308: -4,270 1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 44.2 1.9 47.1 33.3 79.4 79.4: 20.6 20.6
Old : 100.0: 30.4 44.2 1.9 47.1 33.3 79.4 79.4: 20.6 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 : 89: 25 22 8 25 30 53 57:
Old : 89: 25 22 8 25 30 53 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 26.1 58.1 42.5 42.4 25.9 56.4 42.3
Old : 42.8 26.1 58.1 42.5 42.4 25.9 56.4 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, January 21, 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 : 506,630: 132,851 78,539 11,678 336,134 399,745 480,663 489,962: 25,967 16,668
Old : 506,630: 132,851 78,539 11,678 336,134 399,745 480,663 489,962: 25,967 16,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 11,544: 6,014 406 -2,447 9,834 14,031 13,401 11,990: -1,857 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 15.5 2.3 66.3 78.9 94.9 96.7: 5.1 3.3
Old : 100.0: 26.2 15.5 2.3 66.3 78.9 94.9 96.7: 5.1 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 : 308: 72 44 22 132 106 212 164:
Old : 308: 72 44 22 132 106 212 164:
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 : 18.4 20.4 31.7 35.9 17.5 20.1 29.9 35.4
Old : 18.4 20.4 31.7 35.9 17.5 20.1 29.9 35.4
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 21, 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 : 20,912: 3,722 11,237 20 9,953 7,561 13,695 18,818: 7,217 2,094
Old : 20,912: 3,722 11,237 20 9,953 7,561 13,695 18,818: 7,217 2,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 201: 19 250 -1 816 0 834 249: -633 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 53.7 0.1 47.6 36.2 65.5 90.0: 34.5 10.0
Old : 100.0: 17.8 53.7 0.1 47.6 36.2 65.5 90.0: 34.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 6 1 11 6 19 12:
Old : 28: 7 6 1 11 6 19 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 72.6 52.4 86.2 41.0 72.5 52.4 86.1
Old : 41.0 72.6 52.4 86.2 41.0 72.5 52.4 86.1
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 21, 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 : 57,886: 19,665 6,076 317 28,861 7,641 48,843 14,034: 9,043 43,852
Old : 57,886: 19,665 6,076 317 28,861 7,641 48,843 14,034: 9,043 43,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -843: -3,743 -3,633 58 2,209 -1,491 -1,476 -5,066: 633 4,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 10.5 0.5 49.9 13.2 84.4 24.2: 15.6 75.8
Old : 100.0: 34.0 10.5 0.5 49.9 13.2 84.4 24.2: 15.6 75.8
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 : 62: 14 9 2 29 17 44 27:
Old : 62: 14 9 2 29 17 44 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 8.8 47.7 14.8 32.0 8.7 47.6 14.7
Old : 32.0 8.8 47.7 14.8 32.0 8.7 47.6 14.7
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 21, 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 : 83,360: 25,010 4,331 1,038 57,288 77,730 83,336 83,099: 24 261
Old : 83,360: 25,010 4,331 1,038 57,288 77,730 83,336 83,099: 24 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 6,365: 5,837 150 15 713 6,000 6,565 6,165: -200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 5.2 1.2 68.7 93.2 100.0 99.7: 0.0 0.3
Old : 100.0: 30.0 5.2 1.2 68.7 93.2 100.0 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 : 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 : 43.1 56.7 64.5 83.5 32.2 50.1 47.2 64.7
Old : 43.1 56.7 64.5 83.5 32.2 50.1 47.2 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2020