BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 28, 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 : 11,552: 0 4,394 192 10,571 6,336 10,763 10,922: 789 630
Old : 11,552: 0 4,394 192 10,571 6,336 10,763 10,922: 789 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 663: 0 456 -4 649 273 645 725: 18 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.0 1.7 91.5 54.8 93.2 94.5: 6.8 5.5
Old : 100.0: 0.0 38.0 1.7 91.5 54.8 93.2 94.5: 6.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 0 10 3 26 23 29 33:
Old : 45: 0 10 3 26 23 29 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 : 48.8 42.9 69.9 65.1 48.0 42.9 65.5 61.3
Old : 48.8 42.9 69.9 65.1 48.0 42.9 65.5 61.3
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 28, 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 : 18,908: 4,730 2,030 1,721 9,627 9,268 16,078 13,019: 2,830 5,889
Old : 18,908: 4,730 2,030 1,721 9,627 9,268 16,078 13,019: 2,830 5,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,544: 690 432 332 424 605 1,446 1,369: 98 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 10.7 9.1 50.9 49.0 85.0 68.9: 15.0 31.1
Old : 100.0: 25.0 10.7 9.1 50.9 49.0 85.0 68.9: 15.0 31.1
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 : 66: 21 13 16 19 19 48 40:
Old : 66: 21 13 16 19 19 48 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 27.6 49.9 41.4 36.7 26.2 49.4 38.8
Old : 37.1 27.6 49.9 41.4 36.7 26.2 49.4 38.8
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 28, 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 : 9,015: 642 2,160 393 7,036 5,949 8,071 8,502: 944 513
Old : 9,015: 642 2,160 393 7,036 5,949 8,071 8,502: 944 513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 482: -48 140 98 424 212 474 450: 8 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 24.0 4.4 78.0 66.0 89.5 94.3: 10.5 5.7
Old : 100.0: 7.1 24.0 4.4 78.0 66.0 89.5 94.3: 10.5 5.7
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 : 45: 6 5 7 30 20 39 29:
Old : 45: 6 5 7 30 20 39 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 57.0 51.7 80.6 31.8 56.6 47.3 72.1
Old : 31.9 57.0 51.7 80.6 31.8 56.6 47.3 72.1
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 28, 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 : 8,869: 5,104 623 264 3,385 5,948 8,753 6,835: 116 2,034
Old : 8,869: 5,104 623 264 3,385 5,948 8,753 6,835: 116 2,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 216: 20 41 5 160 139 185 185: 31 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 7.0 3.0 38.2 67.1 98.7 77.1: 1.3 22.9
Old : 100.0: 57.5 7.0 3.0 38.2 67.1 98.7 77.1: 1.3 22.9
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 : 30: 6 2 5 8 16 15 22:
Old : 30: 6 2 5 8 16 15 22:
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 : 82.4 48.5 94.6 61.7 82.4 48.5 93.1 61.7
Old : 82.4 48.5 94.6 61.7 82.4 48.5 93.1 61.7
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 28, 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 : 299,824: 88,683 82,859 63,107 121,714 123,985 273,504 269,951: 26,320 29,873
Old : 281,502: 84,697 84,520 57,160 116,936 112,142 258,793 253,822: 22,709 27,680
Other: 18,322: 7,293 1,646 2,640 4,778 11,843 14,711 16,129: 3,611 2,193
: : :
: : Changes in Commitments from: January 21, 2020 :
: -2,192: -112 2,012 -529 397 -1,560 -244 -77: -1,948 -2,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 27.6 21.0 40.6 41.4 91.2 90.0: 8.8 10.0
Old : 100.0: 30.1 30.0 20.3 41.5 39.8 91.9 90.2: 8.1 9.8
Other: 100.0: 39.8 9.0 14.4 26.1 64.6 80.3 88.0: 19.7 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 105 99 121 68 86 251 257:
Old : 339: 105 112 118 57 85 237 254:
Other: 108: 33 19 22 25 41 68 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 19.7 26.4 26.1 15.3 17.1 23.8 22.9
Old : 18.1 19.2 27.9 25.7 16.1 16.6 25.3 22.5
Other: 21.7 40.4 33.7 49.6 20.0 35.4 29.1 43.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 28, 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 : 370,156: 131,644 52,393 72,621 142,274 200,206 346,539 325,220: 23,617 44,936
Old : 370,156: 131,644 52,393 72,621 142,274 200,206 346,539 325,220: 23,617 44,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -30,377: -16,429 -4,041 -6,778 -4,920 -15,024 -28,127 -25,843: -2,250 -4,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 14.2 19.6 38.4 54.1 93.6 87.9: 6.4 12.1
Old : 100.0: 35.6 14.2 19.6 38.4 54.1 93.6 87.9: 6.4 12.1
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 : 412: 124 85 116 113 166 300 319:
Old : 412: 124 85 116 113 166 300 319:
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 24.7 27.4 15.2 16.5 23.9 24.7
Old : 15.2 17.1 24.7 27.4 15.2 16.5 23.9 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 28, 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 : 3,267: 1,619 706 148 522 1,649 2,289 2,503: 978 764
Old : 3,267: 1,619 706 148 522 1,649 2,289 2,503: 978 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 31: 66 32 16 36 22 118 70: -87 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 21.6 4.5 16.0 50.5 70.1 76.6: 29.9 23.4
Old : 100.0: 49.6 21.6 4.5 16.0 50.5 70.1 76.6: 29.9 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 15 11 6 11 15 32 26:
Old : 44: 15 11 6 11 15 32 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 : 28.6 35.5 44.6 50.7 27.7 34.6 43.2 47.7
Old : 28.6 35.5 44.6 50.7 27.7 34.6 43.2 47.7
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 28, 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 : 53,468: 17,496 14,695 18,402 10,199 8,168 46,097 41,265: 7,371 12,203
Old : 53,468: 17,496 14,695 18,402 10,199 8,168 46,097 41,265: 7,371 12,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -11: -2,560 1,951 1,125 718 -1,482 -717 1,594: 706 -1,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 27.5 34.4 19.1 15.3 86.2 77.2: 13.8 22.8
Old : 100.0: 32.7 27.5 34.4 19.1 15.3 86.2 77.2: 13.8 22.8
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 : 200: 57 53 69 50 51 148 147:
Old : 200: 57 53 69 50 51 148 147:
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 : 20.4 13.7 32.1 21.4 17.8 10.1 23.5 15.1
Old : 20.4 13.7 32.1 21.4 17.8 10.1 23.5 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, January 28, 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 : 18,058: 1,967 2,938 1,722 13,854 12,319 17,543 16,979: 515 1,079
Old : 18,058: 1,967 2,938 1,722 13,854 12,319 17,543 16,979: 515 1,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,149: 603 -83 275 240 1,024 1,118 1,216: 31 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 16.3 9.5 76.7 68.2 97.1 94.0: 2.9 6.0
Old : 100.0: 10.9 16.3 9.5 76.7 68.2 97.1 94.0: 2.9 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 : 60: 13 13 12 20 24 42 41:
Old : 60: 13 13 12 20 24 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 46.0 73.8 62.4 57.9 45.5 72.5 61.6
Old : 58.5 46.0 73.8 62.4 57.9 45.5 72.5 61.6
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 28, 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 : 53,747: 31,697 2,550 0 20,292 49,600 51,989 52,150: 1,758 1,597
Old : 53,747: 31,697 2,550 0 20,292 49,600 51,989 52,150: 1,758 1,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -3,388: -2,902 -2,359 0 -337 -1,058 -3,239 -3,417: -149 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 4.7 0.0 37.8 92.3 96.7 97.0: 3.3 3.0
Old : 100.0: 59.0 4.7 0.0 37.8 92.3 96.7 97.0: 3.3 3.0
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 : 48: 25 8 0 10 8 35 16:
Old : 48: 25 8 0 10 8 35 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 : 69.1 84.4 81.9 95.1 69.0 84.2 81.8 94.9
Old : 69.1 84.4 81.9 95.1 69.0 84.2 81.8 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 28, 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 : 185,499: 76,299 41,709 2,973 68,537 119,269 147,809 163,951: 37,690 21,548
Old : 185,499: 76,299 41,709 2,973 68,537 119,269 147,809 163,951: 37,690 21,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -3,097: 1,900 5,604 -3 199 -9,819 2,096 -4,218: -5,193 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 22.5 1.6 36.9 64.3 79.7 88.4: 20.3 11.6
Old : 100.0: 41.1 22.5 1.6 36.9 64.3 79.7 88.4: 20.3 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: 34 19 14 37 37 76 66:
Old : 114: 34 19 14 37 37 76 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 50.7 36.8 64.6 26.5 50.6 36.3 64.5
Old : 26.6 50.7 36.8 64.6 26.5 50.6 36.3 64.5
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 28, 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 : 51,440: 12,969 9,472 6 24,449 21,140 37,424 30,618: 14,016 20,822
Old : 51,440: 12,969 9,472 6 24,449 21,140 37,424 30,618: 14,016 20,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,072: 594 -1,367 -69 1,685 -479 2,210 -1,915: -1,138 2,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 18.4 0.0 47.5 41.1 72.8 59.5: 27.2 40.5
Old : 100.0: 25.2 18.4 0.0 47.5 41.1 72.8 59.5: 27.2 40.5
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 : 46: 6 8 1 16 22 22 31:
Old : 46: 6 8 1 16 22 22 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 26.3 57.9 35.7 45.9 26.3 57.9 35.7
Old : 45.9 26.3 57.9 35.7 45.9 26.3 57.9 35.7
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 28, 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 : 305,928: 207,336 36,970 1,683 88,754 263,340 297,773 301,993: 8,155 3,935
Old : 305,928: 207,336 36,970 1,683 88,754 263,340 297,773 301,993: 8,155 3,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 5,948: -4,345 -4,740 406 9,923 10,037 5,984 5,703: -36 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 12.1 0.6 29.0 86.1 97.3 98.7: 2.7 1.3
Old : 100.0: 67.8 12.1 0.6 29.0 86.1 97.3 98.7: 2.7 1.3
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 : 186: 93 36 8 27 38 123 79:
Old : 186: 93 36 8 27 38 123 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 : 36.6 70.8 50.9 78.6 36.2 70.1 50.5 77.8
Old : 36.6 70.8 50.9 78.6 36.2 70.1 50.5 77.8
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 28, 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 : 203,169: 61,887 44,198 6,650 104,061 123,497 172,598 174,345: 30,571 28,824
Old : 203,169: 61,887 44,198 6,650 104,061 123,497 172,598 174,345: 30,571 28,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 8,544: -2,369 4,864 375 12,849 -352 10,855 4,887: -2,311 3,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 21.8 3.3 51.2 60.8 85.0 85.8: 15.0 14.2
Old : 100.0: 30.5 21.8 3.3 51.2 60.8 85.0 85.8: 15.0 14.2
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 : 120: 26 25 9 43 42 73 72:
Old : 120: 26 25 9 43 42 73 72:
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 : 27.8 31.2 40.5 41.9 27.7 31.1 40.4 41.2
Old : 27.8 31.2 40.5 41.9 27.7 31.1 40.4 41.2
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 28, 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 : 184,919: 45,676 81,701 2,658 110,412 63,226 158,746 147,585: 26,173 37,334
Old : 184,919: 45,676 81,701 2,658 110,412 63,226 158,746 147,585: 26,173 37,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -18,660: -4,920 -13,596 -804 -7,282 -2,361 -13,006 -16,761: -5,654 -1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 44.2 1.4 59.7 34.2 85.8 79.8: 14.2 20.2
Old : 100.0: 24.7 44.2 1.4 59.7 34.2 85.8 79.8: 14.2 20.2
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 : 125: 25 42 12 34 37 66 84:
Old : 125: 25 42 12 34 37 66 84:
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 : 49.8 25.4 60.3 36.6 49.6 25.4 58.9 36.2
Old : 49.8 25.4 60.3 36.6 49.6 25.4 58.9 36.2
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 28, 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 : 598,793: 180,653 239,515 13,248 311,346 291,195 505,247 543,958: 93,546 54,835
Old : 598,793: 180,653 239,515 13,248 311,346 291,195 505,247 543,958: 93,546 54,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 16,629: 12,437 24,280 -4,695 8,961 -4,088 16,703 15,497: -74 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 40.0 2.2 52.0 48.6 84.4 90.8: 15.6 9.2
Old : 100.0: 30.2 40.0 2.2 52.0 48.6 84.4 90.8: 15.6 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 : 303: 88 72 34 103 82 200 179:
Old : 303: 88 72 34 103 82 200 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 32.5 27.6 45.9 15.6 32.4 26.5 45.9
Old : 16.4 32.5 27.6 45.9 15.6 32.4 26.5 45.9
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 28, 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 : 23,569: 3,675 4,100 662 7,210 11,935 11,547 16,697: 12,022 6,872
Old : 23,569: 3,675 4,100 662 7,210 11,935 11,547 16,697: 12,022 6,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 421: 62 95 0 -139 91 -77 186: 498 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.4 2.8 30.6 50.6 49.0 70.8: 51.0 29.2
Old : 100.0: 15.6 17.4 2.8 30.6 50.6 49.0 70.8: 51.0 29.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 4 1 11 10 16 15:
Old : 23: 5 4 1 11 10 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 35.7 35.2 56.8 19.8 34.3 30.8 53.4
Old : 21.6 35.7 35.2 56.8 19.8 34.3 30.8 53.4
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 28, 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 : 25,127: 4,919 1,940 586 11,367 18,336 16,872 20,862: 8,255 4,265
Old : 25,127: 4,919 1,940 586 11,367 18,336 16,872 20,862: 8,255 4,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.7 2.3 45.2 73.0 67.1 83.0: 32.9 17.0
Old : 100.0: 19.6 7.7 2.3 45.2 73.0 67.1 83.0: 32.9 17.0
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 2 12 10 19 13:
Old : 22: 5 3 2 12 10 19 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 : 37.3 59.0 52.9 73.3 36.8 53.6 52.4 65.3
Old : 37.3 59.0 52.9 73.3 36.8 53.6 52.4 65.3
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 28, 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 : 51,245: 13,321 36,945 748 34,445 11,254 48,514 48,947: 2,731 2,298
Old : 51,245: 13,321 36,945 748 34,445 11,254 48,514 48,947: 2,731 2,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 10,402: 4,942 7,231 -351 5,770 2,571 10,361 9,451: 41 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 72.1 1.5 67.2 22.0 94.7 95.5: 5.3 4.5
Old : 100.0: 26.0 72.1 1.5 67.2 22.0 94.7 95.5: 5.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 21 23 5 11 8 35 36:
Old : 64: 21 23 5 11 8 35 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 : 72.3 71.1 81.7 78.4 60.3 61.2 69.8 67.9
Old : 72.3 71.1 81.7 78.4 60.3 61.2 69.8 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 28, 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 : 46,500: 22,882 20,822 1,141 18,675 19,547 42,698 41,510: 3,802 4,990
Old : 46,500: 22,882 20,822 1,141 18,675 19,547 42,698 41,510: 3,802 4,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -1,800: -1,230 -1,457 -116 -368 -660 -1,714 -2,233: -86 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 44.8 2.5 40.2 42.0 91.8 89.3: 8.2 10.7
Old : 100.0: 49.2 44.8 2.5 40.2 42.0 91.8 89.3: 8.2 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 : 91: 28 30 7 23 13 55 47:
Old : 91: 28 30 7 23 13 55 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 : 28.1 42.0 44.4 62.0 28.1 42.0 44.4 61.8
Old : 28.1 42.0 44.4 62.0 28.1 42.0 44.4 61.8
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 28, 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 : 18,019: 15,623 2,737 68 900 13,753 16,591 16,558: 1,428 1,461
Old : 18,019: 15,623 2,737 68 900 13,753 16,591 16,558: 1,428 1,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -30: 185 -545 9 -177 528 17 -8: -47 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 15.2 0.4 5.0 76.3 92.1 91.9: 7.9 8.1
Old : 100.0: 86.7 15.2 0.4 5.0 76.3 92.1 91.9: 7.9 8.1
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 : 28: 11 8 1 3 8 15 16:
Old : 28: 11 8 1 3 8 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 66.3 88.5 83.1 81.8 65.9 88.5 82.8
Old : 81.8 66.3 88.5 83.1 81.8 65.9 88.5 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 28, 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 :11,246,856: 2,500,371 739,685 2,603,513 5,491,773 7,070,270 10,595,657 10,413,468: 651,199 833,388
Old :11,246,856: 2,500,371 739,685 2,603,513 5,491,773 7,070,270 10,595,657 10,413,468: 651,199 833,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 265,235: 284,016 48,752 7,598 -89,493 234,258 202,121 290,608: 63,114 -25,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 6.6 23.1 48.8 62.9 94.2 92.6: 5.8 7.4
Old : 100.0: 22.2 6.6 23.1 48.8 62.9 94.2 92.6: 5.8 7.4
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 : 243: 69 46 92 106 110 219 213:
Old : 243: 69 46 92 106 110 219 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 30.6 31.4 40.8 14.7 25.0 22.4 30.2
Old : 19.3 30.6 31.4 40.8 14.7 25.0 22.4 30.2
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 4,917: 2,623 4,156 327 0 0 2,950 4,483: 1,967 434
Old : 4,917: 2,623 4,156 327 0 0 2,950 4,483: 1,967 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -222: -369 -234 -18 0 0 -387 -252: 165 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 84.5 6.7 0.0 0.0 60.0 91.2: 40.0 8.8
Old : 100.0: 53.3 84.5 6.7 0.0 0.0 60.0 91.2: 40.0 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 : 55: 37 18 7 0 0 38 24:
Old : 55: 37 18 7 0 0 38 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 : 18.0 55.4 29.2 73.8 17.9 53.9 27.9 72.3
Old : 18.0 55.4 29.2 73.8 17.9 53.9 27.9 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, January 28, 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 : 154,530: 27,616 19,906 32,464 93,229 100,821 153,309 153,191: 1,221 1,339
Old : 154,530: 27,616 19,906 32,464 93,229 100,821 153,309 153,191: 1,221 1,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 13,125: 9 3,145 1,782 11,383 8,162 13,174 13,089: -49 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 12.9 21.0 60.3 65.2 99.2 99.1: 0.8 0.9
Old : 100.0: 17.9 12.9 21.0 60.3 65.2 99.2 99.1: 0.8 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 : 59: 19 17 24 10 17 41 47:
Old : 59: 19 17 24 10 17 41 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 : 76.3 54.0 87.6 69.6 61.3 45.4 64.6 56.1
Old : 76.3 54.0 87.6 69.6 61.3 45.4 64.6 56.1
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 28, 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 : 239,246: 62,227 57,066 49,003 127,961 132,016 239,191 238,085: 55 1,161
Old : 239,246: 62,227 57,066 49,003 127,961 132,016 239,191 238,085: 55 1,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 22,378: 9,358 1,170 5,764 7,317 15,406 22,439 22,340: -61 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 23.9 20.5 53.5 55.2 100.0 99.5: 0.0 0.5
Old : 100.0: 26.0 23.9 20.5 53.5 55.2 100.0 99.5: 0.0 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 : 88: 17 32 28 21 35 53 80:
Old : 88: 17 32 28 21 35 53 80:
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 25.5 73.1 43.4 40.5 20.6 53.4 29.3
Old : 50.7 25.5 73.1 43.4 40.5 20.6 53.4 29.3
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 28, 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 : 583,370: 85,798 78,896 15,037 413,395 426,045 514,230 519,978: 69,139 63,392
Old : 583,370: 85,798 78,896 15,037 413,395 426,045 514,230 519,978: 69,139 63,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -4,519: 267 -2,059 -2,256 -3,026 -4,839 -5,014 -9,154: 495 4,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 13.5 2.6 70.9 73.0 88.1 89.1: 11.9 10.9
Old : 100.0: 14.7 13.5 2.6 70.9 73.0 88.1 89.1: 11.9 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 584: 118 109 62 249 258 391 405:
Old : 584: 118 109 62 249 258 391 405:
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 : 13.5 16.2 22.1 25.9 13.0 14.6 20.4 23.2
Old : 13.5 16.2 22.1 25.9 13.0 14.6 20.4 23.2
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 28, 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 : 35,021: 6,282 2,732 325 16,782 21,353 23,389 24,410: 11,632 10,611
Old : 35,021: 6,282 2,732 325 16,782 21,353 23,389 24,410: 11,632 10,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,718: -604 -496 247 2,050 1,098 1,693 849: 25 869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 7.8 0.9 47.9 61.0 66.8 69.7: 33.2 30.3
Old : 100.0: 17.9 7.8 0.9 47.9 61.0 66.8 69.7: 33.2 30.3
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 : 33: 6 6 1 8 14 14 21:
Old : 33: 6 6 1 8 14 14 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 35.6 58.6 55.1 40.6 35.6 58.3 55.1
Old : 40.8 35.6 58.6 55.1 40.6 35.6 58.3 55.1
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 28, 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 : 15,015: 0 0 0 12,332 14,101 12,332 14,101: 2,683 914
Old : 15,015: 0 0 0 12,332 14,101 12,332 14,101: 2,683 914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -1,596: -468 -217 0 -1,248 111 -1,716 -106: 120 -1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 82.1 93.9 82.1 93.9: 17.9 6.1
Old : 100.0: 0.0 0.0 0.0 82.1 93.9 82.1 93.9: 17.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 11 11 11 11:
Old : 21: 0 0 0 11 11 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 : 61.0 80.8 77.7 89.7 61.0 80.8 77.7 88.7
Old : 61.0 80.8 77.7 89.7 61.0 80.8 77.7 88.7
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 28, 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 : 2,741,743: 426,210 409,449 44,930 1,983,066 2,023,459 2,454,206 2,477,838: 287,537 263,905
Old : 2,741,743: 426,210 409,449 44,930 1,983,066 2,023,459 2,454,206 2,477,838: 287,537 263,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -31,184: -2,623 -14,793 -5,534 -25,378 -29,686 -33,535 -50,013: 2,351 18,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.9 1.6 72.3 73.8 89.5 90.4: 10.5 9.6
Old : 100.0: 15.5 14.9 1.6 72.3 73.8 89.5 90.4: 10.5 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 : 580: 119 107 59 248 255 388 400:
Old : 580: 119 107 59 248 255 388 400:
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 : 14.3 16.8 23.5 26.3 13.9 16.0 21.7 25.3
Old : 14.3 16.8 23.5 26.3 13.9 16.0 21.7 25.3
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 28, 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 : 30,254: 844 3,025 0 26,241 23,982 27,085 27,007: 3,169 3,247
Old : 30,254: 844 3,025 0 26,241 23,982 27,085 27,007: 3,169 3,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,273: 844 487 0 665 805 1,509 1,292: -236 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 10.0 0.0 86.7 79.3 89.5 89.3: 10.5 10.7
Old : 100.0: 2.8 10.0 0.0 86.7 79.3 89.5 89.3: 10.5 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 : 26: 3 4 0 9 12 12 16:
Old : 26: 3 4 0 9 12 12 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 : 76.0 64.1 85.7 81.2 73.6 64.1 82.5 80.3
Old : 76.0 64.1 85.7 81.2 73.6 64.1 82.5 80.3
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 28, 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 : 10,991: 239 835 0 8,963 9,650 9,202 10,485: 1,789 506
Old : 10,991: 239 835 0 8,963 9,650 9,202 10,485: 1,789 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,460: -20 -70 0 1,726 1,739 1,706 1,669: -246 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 7.6 0.0 81.5 87.8 83.7 95.4: 16.3 4.6
Old : 100.0: 2.2 7.6 0.0 81.5 87.8 83.7 95.4: 16.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 0 11 11 12 14:
Old : 23: 1 3 0 11 11 12 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 : 63.6 71.6 77.2 86.0 62.6 71.6 76.2 86.0
Old : 63.6 71.6 77.2 86.0 62.6 71.6 76.2 86.0
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 28, 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 : 13,416: 1,303 792 0 9,032 11,552 10,335 12,344: 3,081 1,072
Old : 13,416: 1,303 792 0 9,032 11,552 10,335 12,344: 3,081 1,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 174: 549 -43 0 97 337 646 294: -472 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.9 0.0 67.3 86.1 77.0 92.0: 23.0 8.0
Old : 100.0: 9.7 5.9 0.0 67.3 86.1 77.0 92.0: 23.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 0 12 12 15 14:
Old : 27: 3 2 0 12 12 15 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 : 43.6 59.1 61.8 80.6 41.5 57.0 57.8 74.6
Old : 43.6 59.1 61.8 80.6 41.5 57.0 57.8 74.6
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 28, 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 : 76,890: 16,651 4,228 1,081 47,373 68,157 65,105 73,466: 11,785 3,424
Old : 76,890: 16,651 4,228 1,081 47,373 68,157 65,105 73,466: 11,785 3,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -1,700: 654 -2,960 471 -3,502 125 -2,377 -2,364: 677 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 5.5 1.4 61.6 88.6 84.7 95.5: 15.3 4.5
Old : 100.0: 21.7 5.5 1.4 61.6 88.6 84.7 95.5: 15.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 14 6 6 38 35 54 45:
Old : 80: 14 6 6 38 35 54 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 41.7 46.6 61.6 30.5 41.6 46.1 61.4
Old : 30.7 41.7 46.6 61.6 30.5 41.6 46.1 61.4
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 28, 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 : 41,234: 14,353 9,477 1,324 18,396 21,871 34,073 32,672: 7,160 8,562
Old : 41,234: 14,353 9,477 1,324 18,396 21,871 34,073 32,672: 7,160 8,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -2,151: 506 -2,572 -182 -2,553 249 -2,230 -2,505: 78 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 23.0 3.2 44.6 53.0 82.6 79.2: 17.4 20.8
Old : 100.0: 34.8 23.0 3.2 44.6 53.0 82.6 79.2: 17.4 20.8
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 : 266: 70 53 19 87 83 165 148:
Old : 266: 70 53 19 87 83 165 148:
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 : 13.6 15.0 22.5 25.0 12.9 15.0 21.4 25.0
Old : 13.6 15.0 22.5 25.0 12.9 15.0 21.4 25.0
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 28, 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 : 206,168: 71,765 47,384 6,620 91,981 109,356 170,366 163,360: 35,802 42,808
Old : 206,168: 71,765 47,384 6,620 91,981 109,356 170,366 163,360: 35,802 42,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -10,757: 2,529 -12,858 -910 -12,767 1,245 -11,148 -12,523: 391 1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 23.0 3.2 44.6 53.0 82.6 79.2: 17.4 20.8
Old : 100.0: 34.8 23.0 3.2 44.6 53.0 82.6 79.2: 17.4 20.8
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 : 266: 70 53 19 87 83 165 148:
Old : 266: 70 53 19 87 83 165 148:
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 : 13.6 15.0 22.5 25.0 12.9 15.0 21.4 25.0
Old : 13.6 15.0 22.5 25.0 12.9 15.0 21.4 25.0
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 28, 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 : 156,721: 44,662 72,182 3,878 77,258 45,879 125,798 121,939: 30,923 34,782
Old : 156,721: 44,662 72,182 3,878 77,258 45,879 125,798 121,939: 30,923 34,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 17,243: 2,303 10,522 1,192 11,530 -566 15,025 11,148: 2,218 6,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 46.1 2.5 49.3 29.3 80.3 77.8: 19.7 22.2
Old : 100.0: 28.5 46.1 2.5 49.3 29.3 80.3 77.8: 19.7 22.2
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 : 95: 23 26 8 25 35 53 65:
Old : 95: 23 26 8 25 35 53 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 26.6 58.9 37.6 43.4 26.4 57.1 37.4
Old : 44.9 26.6 58.9 37.6 43.4 26.4 57.1 37.4
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 28, 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 : 502,044: 131,869 73,547 13,535 331,585 400,001 476,989 487,083: 25,055 14,961
Old : 502,044: 131,869 73,547 13,535 331,585 400,001 476,989 487,083: 25,055 14,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -4,586: -982 -4,992 1,857 -4,549 256 -3,674 -2,879: -912 -1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 14.6 2.7 66.0 79.7 95.0 97.0: 5.0 3.0
Old : 100.0: 26.3 14.6 2.7 66.0 79.7 95.0 97.0: 5.0 3.0
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 : 309: 68 47 23 135 112 211 174:
Old : 309: 68 47 23 135 112 211 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 20.7 30.0 36.0 16.8 20.3 28.7 35.4
Old : 17.6 20.7 30.0 36.0 16.8 20.3 28.7 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 28, 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 : 20,981: 4,334 10,417 35 10,743 7,250 15,112 17,702: 5,869 3,279
Old : 20,981: 4,334 10,417 35 10,743 7,250 15,112 17,702: 5,869 3,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 69: 612 -820 15 790 -311 1,417 -1,116: -1,348 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 49.6 0.2 51.2 34.6 72.0 84.4: 28.0 15.6
Old : 100.0: 20.7 49.6 0.2 51.2 34.6 72.0 84.4: 28.0 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 8 1 12 5 22 13:
Old : 32: 9 8 1 12 5 22 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 : 40.5 59.5 54.7 76.3 40.5 59.4 54.7 76.1
Old : 40.5 59.5 54.7 76.3 40.5 59.4 54.7 76.1
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 28, 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 : 57,655: 20,619 7,486 367 28,376 9,333 49,362 17,186: 8,293 40,469
Old : 57,655: 20,619 7,486 367 28,376 9,333 49,362 17,186: 8,293 40,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -231: 954 1,410 50 -485 1,692 519 3,152: -750 -3,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 13.0 0.6 49.2 16.2 85.6 29.8: 14.4 70.2
Old : 100.0: 35.8 13.0 0.6 49.2 16.2 85.6 29.8: 14.4 70.2
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 : 76: 17 14 5 35 15 54 32:
Old : 76: 17 14 5 35 15 54 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 : 25.3 10.2 40.8 16.2 25.3 10.2 40.7 16.2
Old : 25.3 10.2 40.8 16.2 25.3 10.2 40.7 16.2
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 28, 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 : 88,271: 27,254 4,481 956 60,037 82,773 88,247 88,210: 24 61
Old : 88,271: 27,254 4,481 956 60,037 82,773 88,247 88,210: 24 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 4,911: 2,244 150 -82 2,749 5,043 4,911 5,111: 0 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 5.1 1.1 68.0 93.8 100.0 99.9: 0.0 0.1
Old : 100.0: 30.9 5.1 1.1 68.0 93.8 100.0 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 : 50: 15 2 4 27 19 43 24:
Old : 50: 15 2 4 27 19 43 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 : 41.6 57.4 61.3 84.7 34.1 50.6 50.2 65.8
Old : 41.6 57.4 61.3 84.7 34.1 50.6 50.2 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2020