NFX CS5TC CAPESIZE 5T/C AVG - NASDAQ FUTURES Code-261P05 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 ------------------------------------------------------------------------------------------------------------------- : : (1 Day) : : : : All : 5,299: 1,861 2,770 225 2,014 2,223 4,100 5,218: 1,199 81 Old : 5,299: 1,861 2,770 225 2,014 2,223 4,100 5,218: 1,199 81 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 14, 2020 : : -1,681: -655 -1,040 45 -1,035 -731 -1,645 -1,726: -36 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.1 52.3 4.2 38.0 42.0 77.4 98.5: 22.6 1.5 Old : 100.0: 35.1 52.3 4.2 38.0 42.0 77.4 98.5: 22.6 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 10 2 2 6 7 17 10: Old : 20: 10 2 2 6 7 17 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 88.4 64.7 98.0 25.8 67.0 36.5 67.0 Old : 47.9 88.4 64.7 98.0 25.8 67.0 36.5 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2020