BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 11,670: 0 3,119 1,144 9,296 6,773 10,440 11,035: 1,230 635
Old : 11,670: 0 3,119 1,144 9,296 6,773 10,440 11,035: 1,230 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,203: -5 -125 -443 -1,102 -691 -1,550 -1,260: 347 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 26.7 9.8 79.7 58.0 89.5 94.6: 10.5 5.4
Old : 100.0: 0.0 26.7 9.8 79.7 58.0 89.5 94.6: 10.5 5.4
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 : 42: 0 9 4 26 25 30 34:
Old : 42: 0 9 4 26 25 30 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 : 45.4 39.8 64.4 60.4 42.5 38.3 59.3 55.3
Old : 45.4 39.8 64.4 60.4 42.5 38.3 59.3 55.3
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 with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,608: 4,159 995 8,438 14,579 13,031 27,175 22,463: 4,433 9,144
Old : 31,608: 4,159 995 8,438 14,579 13,031 27,175 22,463: 4,433 9,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -10,358: -1,266 -923 -3,617 -4,483 -5,279 -9,366 -9,818: -993 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 3.1 26.7 46.1 41.2 86.0 71.1: 14.0 28.9
Old : 100.0: 13.2 3.1 26.7 46.1 41.2 86.0 71.1: 14.0 28.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 23 12 24 30 27 62 54:
Old : 69: 23 12 24 30 27 62 54:
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 : 31.7 27.1 47.2 42.3 19.7 13.8 26.6 19.3
Old : 31.7 27.1 47.2 42.3 19.7 13.8 26.6 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 10,804: 470 1,856 1,620 7,528 6,597 9,618 10,073: 1,186 731
Old : 10,804: 470 1,856 1,620 7,528 6,597 9,618 10,073: 1,186 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,552: -42 -116 -337 -1,147 -1,027 -1,526 -1,481: -26 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 17.2 15.0 69.7 61.1 89.0 93.2: 11.0 6.8
Old : 100.0: 4.3 17.2 15.0 69.7 61.1 89.0 93.2: 11.0 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 : 44: 7 3 7 31 26 40 34:
Old : 44: 7 3 7 31 26 40 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 : 28.8 50.6 45.9 75.4 23.0 43.5 34.5 55.9
Old : 28.8 50.6 45.9 75.4 23.0 43.5 34.5 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,850: 5,144 289 1,141 3,197 5,346 9,482 6,776: 368 3,074
Old : 9,850: 5,144 289 1,141 3,197 5,346 9,482 6,776: 368 3,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -626: -191 -26 -214 -178 -445 -583 -685: -43 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 2.9 11.6 32.5 54.3 96.3 68.8: 3.7 31.2
Old : 100.0: 52.2 2.9 11.6 32.5 54.3 96.3 68.8: 3.7 31.2
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 : 30: 7 2 6 14 16 22 23:
Old : 30: 7 2 6 14 16 22 23:
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 : 69.6 38.5 87.9 50.5 68.6 34.9 77.2 43.6
Old : 69.6 38.5 87.9 50.5 68.6 34.9 77.2 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 369,859: 84,274 54,930 116,768 135,873 158,080 336,915 329,779: 32,944 40,080
Old : 358,163: 82,090 55,387 113,589 132,410 151,467 328,090 320,444: 30,073 37,719
Other: 11,696: 3,988 1,347 1,374 3,463 6,614 8,825 9,335: 2,870 2,361
: : :
: : Changes in Commitments from: December 31, 2019 :
: 5,334: -815 1,896 4,205 2,423 -1,644 5,814 4,457: -480 877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 14.9 31.6 36.7 42.7 91.1 89.2: 8.9 10.8
Old : 100.0: 22.9 15.5 31.7 37.0 42.3 91.6 89.5: 8.4 10.5
Other: 100.0: 34.1 11.5 11.8 29.6 56.5 75.5 79.8: 24.5 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 142 83 144 90 91 296 269:
Old : 347: 143 89 143 89 91 293 269:
Other: 88: 26 13 17 30 37 62 61:
:----------------------------------------------------------------------------------------------------
: 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 18.1 23.0 26.0 11.6 14.7 18.5 19.7
Old : 14.5 18.1 23.5 26.0 11.9 14.7 19.1 19.8
Other: 23.5 35.3 33.5 45.4 21.3 29.7 29.8 37.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 431,544: 144,530 40,972 108,666 149,409 224,580 402,605 374,218: 28,939 57,326
Old : 431,544: 144,530 40,972 108,666 149,409 224,580 402,605 374,218: 28,939 57,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 3,758: -739 878 -132 3,433 1,930 2,563 2,677: 1,195 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 9.5 25.2 34.6 52.0 93.3 86.7: 6.7 13.3
Old : 100.0: 33.5 9.5 25.2 34.6 52.0 93.3 86.7: 6.7 13.3
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 : 441: 142 76 141 143 187 357 350:
Old : 441: 142 76 141 143 187 357 350:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 14.9 20.9 24.9 12.3 14.7 19.9 22.4
Old : 12.3 14.9 20.9 24.9 12.3 14.7 19.9 22.4
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 with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,578: 1,594 472 435 527 1,735 2,556 2,642: 1,022 937
Old : 3,578: 1,594 472 435 527 1,735 2,556 2,642: 1,022 937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 96: 26 65 38 10 32 74 135: 23 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 13.2 12.2 14.7 48.5 71.4 73.8: 28.6 26.2
Old : 100.0: 44.6 13.2 12.2 14.7 48.5 71.4 73.8: 28.6 26.2
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 : 43: 16 7 10 10 15 32 28:
Old : 43: 16 7 10 10 15 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 33.3 43.9 47.2 24.7 33.3 38.8 44.0
Old : 27.5 33.3 43.9 47.2 24.7 33.3 38.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 58,319: 18,610 9,880 22,110 10,459 11,405 51,179 43,396: 7,140 14,923
Old : 58,319: 18,610 9,880 22,110 10,459 11,405 51,179 43,396: 7,140 14,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,989: 1,703 -141 1,247 -569 661 2,382 1,767: -392 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 16.9 37.9 17.9 19.6 87.8 74.4: 12.2 25.6
Old : 100.0: 31.9 16.9 37.9 17.9 19.6 87.8 74.4: 12.2 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 59 47 75 53 64 164 157:
Old : 213: 59 47 75 53 64 164 157:
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 : 18.7 12.0 29.1 20.0 16.3 9.2 22.1 13.4
Old : 18.7 12.0 29.1 20.0 16.3 9.2 22.1 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 23,142: 1,758 2,916 4,214 16,437 14,259 22,409 21,389: 733 1,753
Old : 23,142: 1,758 2,916 4,214 16,437 14,259 22,409 21,389: 733 1,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -5,714: -48 -284 -1,276 -4,184 -3,737 -5,508 -5,296: -206 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 12.6 18.2 71.0 61.6 96.8 92.4: 3.2 7.6
Old : 100.0: 7.6 12.6 18.2 71.0 61.6 96.8 92.4: 3.2 7.6
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 : 62: 13 11 12 28 27 48 43:
Old : 62: 13 11 12 28 27 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 37.4 67.0 52.0 47.1 34.6 59.4 46.0
Old : 47.3 37.4 67.0 52.0 47.1 34.6 59.4 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 55,490: 32,995 4,205 0 20,079 50,325 53,074 54,530: 2,416 960
Old : 55,490: 32,995 4,205 0 20,079 50,325 53,074 54,530: 2,416 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,300: -891 -674 0 -363 -590 -1,254 -1,264: -46 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 7.6 0.0 36.2 90.7 95.6 98.3: 4.4 1.7
Old : 100.0: 59.5 7.6 0.0 36.2 90.7 95.6 98.3: 4.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 27 4 0 9 10 36 14:
Old : 48: 27 4 0 9 10 36 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 81.7 82.3 96.4 70.5 81.7 82.2 96.3
Old : 70.5 81.7 82.3 96.4 70.5 81.7 82.2 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 203,289: 68,673 41,478 11,995 77,402 127,535 158,070 181,008: 45,219 22,280
Old : 203,289: 68,673 41,478 11,995 77,402 127,535 158,070 181,008: 45,219 22,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 9,586: 6,857 -10,747 1,065 4,670 17,709 12,592 8,028: -3,006 1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 20.4 5.9 38.1 62.7 77.8 89.0: 22.2 11.0
Old : 100.0: 33.8 20.4 5.9 38.1 62.7 77.8 89.0: 22.2 11.0
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 : 121: 36 23 17 41 39 87 70:
Old : 121: 36 23 17 41 39 87 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 47.2 30.2 58.1 19.1 46.9 28.9 57.1
Old : 19.2 47.2 30.2 58.1 19.1 46.9 28.9 57.1
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 with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 51,075: 11,442 16,072 793 26,480 15,059 38,715 31,925: 12,360 19,150
Old : 51,075: 11,442 16,072 793 26,480 15,059 38,715 31,925: 12,360 19,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -5,971: -2,991 -3,933 -826 -3,749 -687 -7,566 -5,445: 1,595 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 31.5 1.6 51.8 29.5 75.8 62.5: 24.2 37.5
Old : 100.0: 22.4 31.5 1.6 51.8 29.5 75.8 62.5: 24.2 37.5
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 : 53: 7 14 3 15 21 24 36:
Old : 53: 7 14 3 15 21 24 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 : 52.3 16.6 61.1 27.8 52.3 16.6 61.1 27.8
Old : 52.3 16.6 61.1 27.8 52.3 16.6 61.1 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 283,539: 203,546 46,265 1,867 71,086 232,276 276,500 280,408: 7,039 3,131
Old : 283,539: 203,546 46,265 1,867 71,086 232,276 276,500 280,408: 7,039 3,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 5,207: 10,418 3,474 -32 4,324 1,803 14,710 5,245: -9,502 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 16.3 0.7 25.1 81.9 97.5 98.9: 2.5 1.1
Old : 100.0: 71.8 16.3 0.7 25.1 81.9 97.5 98.9: 2.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 96 31 10 28 34 127 72:
Old : 181: 96 31 10 28 34 127 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 : 35.7 71.7 49.7 80.0 35.7 71.6 49.6 80.0
Old : 35.7 71.7 49.7 80.0 35.7 71.6 49.6 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 214,984: 67,083 50,275 14,797 96,502 125,658 178,382 190,731: 36,602 24,253
Old : 214,984: 67,083 50,275 14,797 96,502 125,658 178,382 190,731: 36,602 24,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -18,020: 2,682 -1,066 -8,584 -13,475 -5,719 -19,376 -15,369: 1,356 -2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 23.4 6.9 44.9 58.5 83.0 88.7: 17.0 11.3
Old : 100.0: 31.2 23.4 6.9 44.9 58.5 83.0 88.7: 17.0 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 : 122: 31 26 18 39 47 78 83:
Old : 122: 31 26 18 39 47 78 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 30.2 44.2 39.8 30.3 30.0 44.0 39.5
Old : 30.5 30.2 44.2 39.8 30.3 30.0 44.0 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 180,072: 48,013 60,279 12,126 89,455 72,370 149,594 144,775: 30,478 35,297
Old : 180,072: 48,013 60,279 12,126 89,455 72,370 149,594 144,775: 30,478 35,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -15,153: 4,912 -8,324 -4,571 -16,900 1,502 -16,559 -11,392: 1,406 -3,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 33.5 6.7 49.7 40.2 83.1 80.4: 16.9 19.6
Old : 100.0: 26.7 33.5 6.7 49.7 40.2 83.1 80.4: 16.9 19.6
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 : 125: 25 42 23 36 43 78 92:
Old : 125: 25 42 23 36 43 78 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 21.5 47.7 31.0 33.6 21.4 45.8 28.5
Old : 35.0 21.5 47.7 31.0 33.6 21.4 45.8 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 597,223: 164,017 228,706 32,109 305,740 278,296 501,867 539,111: 95,356 58,112
Old : 597,223: 164,017 228,706 32,109 305,740 278,296 501,867 539,111: 95,356 58,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -19,615: -1,827 -12,365 -12,938 -3,133 9,072 -17,898 -16,231: -1,717 -3,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 38.3 5.4 51.2 46.6 84.0 90.3: 16.0 9.7
Old : 100.0: 27.5 38.3 5.4 51.2 46.6 84.0 90.3: 16.0 9.7
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 : 290: 83 73 54 100 81 202 189:
Old : 290: 83 73 54 100 81 202 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 31.6 26.4 44.5 15.2 31.5 25.3 44.4
Old : 16.0 31.6 26.4 44.5 15.2 31.5 25.3 44.4
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 with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 22,493: 3,495 2,523 741 7,058 12,259 11,294 15,523: 11,199 6,970
Old : 22,493: 3,495 2,523 741 7,058 12,259 11,294 15,523: 11,199 6,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -997: 7 -1,022 0 -1,172 1 -1,165 -1,021: 168 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.2 3.3 31.4 54.5 50.2 69.0: 49.8 31.0
Old : 100.0: 15.5 11.2 3.3 31.4 54.5 50.2 69.0: 49.8 31.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 3 1 12 10 17 14:
Old : 22: 5 3 1 12 10 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 40.1 34.5 56.5 19.2 35.4 29.6 51.2
Old : 21.1 40.1 34.5 56.5 19.2 35.4 29.6 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 23,229: 3,791 1,851 586 10,878 16,873 15,255 19,310: 7,974 3,919
Old : 23,229: 3,791 1,851 586 10,878 16,873 15,255 19,310: 7,974 3,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 397: 581 0 0 72 0 653 0: -256 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 8.0 2.5 46.8 72.6 65.7 83.1: 34.3 16.9
Old : 100.0: 16.3 8.0 2.5 46.8 72.6 65.7 83.1: 34.3 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 3 2 13 11 19 14:
Old : 22: 4 3 2 13 11 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 57.5 50.9 73.0 36.5 51.5 49.9 63.9
Old : 37.0 57.5 50.9 73.0 36.5 51.5 49.9 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 35,290: 6,016 25,639 14 26,490 8,537 32,520 34,190: 2,770 1,100
Old : 35,290: 6,016 25,639 14 26,490 8,537 32,520 34,190: 2,770 1,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -18,816: 756 -18,351 -225 -18,968 961 -18,437 -17,615: -379 -1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 72.7 0.0 75.1 24.2 92.2 96.9: 7.8 3.1
Old : 100.0: 17.0 72.7 0.0 75.1 24.2 92.2 96.9: 7.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 15 22 2 13 9 28 33:
Old : 54: 15 22 2 13 9 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 72.8 82.4 81.6 74.4 68.7 79.6 77.4
Old : 74.8 72.8 82.4 81.6 74.4 68.7 79.6 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 51,134: 27,324 28,682 809 18,989 16,640 47,122 46,130: 4,013 5,004
Old : 51,134: 27,324 28,682 809 18,989 16,640 47,122 46,130: 4,013 5,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,642: 3,036 -746 42 -82 2,569 2,995 1,865: -1,353 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 56.1 1.6 37.1 32.5 92.2 90.2: 7.8 9.8
Old : 100.0: 53.4 56.1 1.6 37.1 32.5 92.2 90.2: 7.8 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 39 31 7 20 14 61 50:
Old : 101: 39 31 7 20 14 61 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 39.2 42.4 57.0 27.1 39.2 42.4 56.9
Old : 27.1 39.2 42.4 57.0 27.1 39.2 42.4 56.9
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 with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 18,327: 15,011 3,637 59 1,500 13,337 16,570 17,033: 1,757 1,294
Old : 18,327: 15,011 3,637 59 1,500 13,337 16,570 17,033: 1,757 1,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -186: -219 -218 -2 -148 73 -369 -147: 183 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 19.8 0.3 8.2 72.8 90.4 92.9: 9.6 7.1
Old : 100.0: 81.9 19.8 0.3 8.2 72.8 90.4 92.9: 9.6 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 10 9 1 5 8 16 17:
Old : 30: 10 9 1 5 8 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 66.0 85.6 82.7 78.0 65.8 85.6 82.5
Old : 78.0 66.0 85.6 82.7 78.0 65.8 85.6 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :19,745,688: 1,425,329 461,103 9,696,715 7,995,126 8,727,296 19,117,169 18,885,114: 628,519 860,574
Old :19,745,688: 1,425,329 461,103 9,696,715 7,995,126 8,727,296 19,117,169 18,885,114: 628,519 860,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 315,161: 100,471 73,585 13,063 203,575 228,949 317,109 315,597: -1,949 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.3 49.1 40.5 44.2 96.8 95.6: 3.2 4.4
Old : 100.0: 7.2 2.3 49.1 40.5 44.2 96.8 95.6: 3.2 4.4
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 : 262: 69 64 113 118 119 251 236:
Old : 262: 69 64 113 118 119 251 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 24.6 34.0 37.3 9.5 13.9 13.0 16.1
Old : 20.5 24.6 34.0 37.3 9.5 13.9 13.0 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 5,400: 3,385 4,820 258 0 0 3,643 5,078: 1,757 322
Old : 5,400: 3,385 4,820 258 0 0 3,643 5,078: 1,757 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 2,214: 1,686 2,092 125 0 0 1,811 2,217: 403 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 89.3 4.8 0.0 0.0 67.5 94.0: 32.5 6.0
Old : 100.0: 62.7 89.3 4.8 0.0 0.0 67.5 94.0: 32.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 33 25 7 0 0 37 28:
Old : 58: 33 25 7 0 0 37 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 54.4 39.5 70.4 29.5 54.1 38.9 68.4
Old : 29.5 54.4 39.5 70.4 29.5 54.1 38.9 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 131,481: 28,614 12,197 30,787 70,817 88,437 130,218 131,421: 1,263 60
Old : 131,481: 28,614 12,197 30,787 70,817 88,437 130,218 131,421: 1,263 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 955: 647 -726 -789 1,058 2,541 916 1,026: 39 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.3 23.4 53.9 67.3 99.0 100.0: 1.0 0.0
Old : 100.0: 21.8 9.3 23.4 53.9 67.3 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 16 13 23 10 16 36 43:
Old : 51: 16 13 23 10 16 36 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 56.3 87.6 73.3 55.7 46.8 60.4 56.0
Old : 72.7 56.3 87.6 73.3 55.7 46.8 60.4 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 208,807: 54,623 48,514 41,070 113,035 118,533 208,728 208,117: 79 690
Old : 208,807: 54,623 48,514 41,070 113,035 118,533 208,728 208,117: 79 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -166,425: 15,165 -72,825 -16,394 -165,190 -74,889 -166,419 -164,108: -6 -2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 23.2 19.7 54.1 56.8 100.0 99.7: 0.0 0.3
Old : 100.0: 26.2 23.2 19.7 54.1 56.8 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 21 27 22 19 32 47 74:
Old : 84: 21 27 22 19 32 47 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 30.1 71.0 49.5 40.8 26.2 54.3 35.4
Old : 49.5 30.1 71.0 49.5 40.8 26.2 54.3 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 745,366: 79,365 75,125 133,810 448,382 456,737 661,558 665,672: 83,808 79,694
Old : 745,366: 79,365 75,125 133,810 448,382 456,737 661,558 665,672: 83,808 79,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 9,730: -2,786 2,201 7,258 4,922 -4,789 9,394 4,670: 336 5,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.1 18.0 60.2 61.3 88.8 89.3: 11.2 10.7
Old : 100.0: 10.6 10.1 18.0 60.2 61.3 88.8 89.3: 11.2 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 : 613: 143 111 133 276 280 479 464:
Old : 613: 143 111 133 276 280 479 464:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 15.5 23.8 27.3 10.6 12.4 15.9 20.0
Old : 14.7 15.5 23.8 27.3 10.6 12.4 15.9 20.0
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 with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 52,886: 3,242 5,825 10,944 15,639 19,010 29,825 35,780: 23,061 17,106
Old : 52,886: 3,242 5,825 10,944 15,639 19,010 29,825 35,780: 23,061 17,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -116: 598 1,115 -1,324 -1,508 -2,066 -2,234 -2,275: 2,117 2,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 11.0 20.7 29.6 35.9 56.4 67.7: 43.6 32.3
Old : 100.0: 6.1 11.0 20.7 29.6 35.9 56.4 67.7: 43.6 32.3
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 : 38: 12 10 17 11 15 32 33:
Old : 38: 12 10 17 11 15 32 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 : 25.8 26.7 41.6 44.6 18.2 22.7 23.6 33.2
Old : 25.8 26.7 41.6 44.6 18.2 22.7 23.6 33.2
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 with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,462,397: 410,200 376,082 584,746 2,163,717 2,188,631 3,158,662 3,149,458: 303,734 312,938
Old : 3,462,397: 410,200 376,082 584,746 2,163,717 2,188,631 3,158,662 3,149,458: 303,734 312,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 49,231: -13,072 9,282 39,059 32,151 -13,613 58,138 34,728: -8,907 14,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.9 16.9 62.5 63.2 91.2 91.0: 8.8 9.0
Old : 100.0: 11.8 10.9 16.9 62.5 63.2 91.2 91.0: 8.8 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 : 600: 139 106 126 269 275 463 452:
Old : 600: 139 106 126 269 275 463 452:
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 : 15.1 15.9 24.6 28.0 11.4 13.0 17.1 21.6
Old : 15.1 15.9 24.6 28.0 11.4 13.0 17.1 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 26,480: 235 2,224 0 22,953 20,033 23,188 22,257: 3,292 4,223
Old : 26,480: 235 2,224 0 22,953 20,033 23,188 22,257: 3,292 4,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,202: 1 -488 0 -2,115 -726 -2,114 -1,214: -88 -988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 8.4 0.0 86.7 75.7 87.6 84.1: 12.4 15.9
Old : 100.0: 0.9 8.4 0.0 86.7 75.7 87.6 84.1: 12.4 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 9 11 10 12:
Old : 20: 1 1 0 9 11 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 68.8 85.8 79.6 75.3 68.8 82.1 78.1
Old : 78.1 68.8 85.8 79.6 75.3 68.8 82.1 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 8,654: 280 1,213 0 6,611 6,468 6,891 7,681: 1,763 973
Old : 8,654: 280 1,213 0 6,611 6,468 6,891 7,681: 1,763 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -6: -29 503 0 208 -764 179 -261: -185 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 14.0 0.0 76.4 74.7 79.6 88.8: 20.4 11.2
Old : 100.0: 3.2 14.0 0.0 76.4 74.7 79.6 88.8: 20.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 4 0 10 7 11 11:
Old : 21: 1 4 0 10 7 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 66.0 70.9 81.7 52.4 66.0 69.7 81.7
Old : 53.6 66.0 70.9 81.7 52.4 66.0 69.7 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 12,111: 1,116 500 2 8,106 10,493 9,224 10,995: 2,887 1,116
Old : 12,111: 1,116 500 2 8,106 10,493 9,224 10,995: 2,887 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 731: 430 -288 2 -496 1,091 -64 805: 795 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 4.1 0.0 66.9 86.6 76.2 90.8: 23.8 9.2
Old : 100.0: 9.2 4.1 0.0 66.9 86.6 76.2 90.8: 23.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 1 9 11 12 13:
Old : 22: 3 1 1 9 11 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 62.1 65.7 82.6 46.0 56.5 60.5 75.5
Old : 49.7 62.1 65.7 82.6 46.0 56.5 60.5 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 77,324: 16,512 6,153 524 48,095 67,863 65,131 74,540: 12,193 2,784
Old : 77,324: 16,512 6,153 524 48,095 67,863 65,131 74,540: 12,193 2,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -688: -1,012 1,777 -219 449 -2,863 -782 -1,305: 94 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 8.0 0.7 62.2 87.8 84.2 96.4: 15.8 3.6
Old : 100.0: 21.4 8.0 0.7 62.2 87.8 84.2 96.4: 15.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 15 7 7 40 34 57 46:
Old : 83: 15 7 7 40 34 57 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 37.4 44.8 58.8 30.9 37.3 44.3 58.7
Old : 31.0 37.4 44.8 58.8 30.9 37.3 44.3 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 45,510: 12,796 9,232 4,530 20,561 22,979 37,887 36,741: 7,623 8,768
Old : 45,510: 12,796 9,232 4,530 20,561 22,979 37,887 36,741: 7,623 8,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -689: -1,466 357 615 239 -2,562 -612 -1,589: -77 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 20.3 10.0 45.2 50.5 83.3 80.7: 16.7 19.3
Old : 100.0: 28.1 20.3 10.0 45.2 50.5 83.3 80.7: 16.7 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 : 250: 66 53 31 77 86 157 156:
Old : 250: 66 53 31 77 86 157 156:
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 : 20.7 18.7 30.0 28.7 20.3 16.3 28.4 24.8
Old : 20.7 18.7 30.0 28.7 20.3 16.3 28.4 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 227,548: 63,980 46,160 22,650 102,804 114,897 189,434 183,707: 38,114 43,841
Old : 227,548: 63,980 46,160 22,650 102,804 114,897 189,434 183,707: 38,114 43,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,446: -7,328 1,787 3,074 1,195 -12,808 -3,058 -7,946: -387 4,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 20.3 10.0 45.2 50.5 83.3 80.7: 16.7 19.3
Old : 100.0: 28.1 20.3 10.0 45.2 50.5 83.3 80.7: 16.7 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 : 250: 66 53 31 77 86 157 156:
Old : 250: 66 53 31 77 86 157 156:
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 : 20.7 18.7 30.0 28.7 20.3 16.3 28.4 24.8
Old : 20.7 18.7 30.0 28.7 20.3 16.3 28.4 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 171,917: 51,620 79,625 10,277 71,891 56,682 133,788 146,583: 38,130 25,334
Old : 171,917: 51,620 79,625 10,277 71,891 56,682 133,788 146,583: 38,130 25,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -14,887: 3,171 -8,365 -4,329 -23,203 328 -24,361 -12,366: 9,474 -2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 46.3 6.0 41.8 33.0 77.8 85.3: 22.2 14.7
Old : 100.0: 30.0 46.3 6.0 41.8 33.0 77.8 85.3: 22.2 14.7
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 : 90: 26 23 14 25 34 59 63:
Old : 90: 26 23 14 25 34 59 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 24.3 50.8 39.6 34.8 22.6 48.4 38.0
Old : 35.7 24.3 50.8 39.6 34.8 22.6 48.4 38.0
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 with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 491,774: 119,041 73,165 19,853 327,350 382,282 466,244 475,301: 25,530 16,473
Old : 491,774: 119,041 73,165 19,853 327,350 382,282 466,244 475,301: 25,530 16,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,456: -839 5,118 1,970 1,305 -6,795 2,436 293: -981 1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 14.9 4.0 66.6 77.7 94.8 96.7: 5.2 3.3
Old : 100.0: 24.2 14.9 4.0 66.6 77.7 94.8 96.7: 5.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 69 44 32 139 108 222 170:
Old : 307: 69 44 32 139 108 222 170:
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 : 17.9 20.8 29.9 36.8 17.0 20.5 29.0 36.3
Old : 17.9 20.8 29.9 36.8 17.0 20.5 29.0 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 20,507: 3,046 11,008 30 9,976 7,579 13,052 18,617: 7,455 1,890
Old : 20,507: 3,046 11,008 30 9,976 7,579 13,052 18,617: 7,455 1,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,937: -1,818 -809 2 -783 -6 -2,599 -813: 662 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 53.7 0.1 48.6 37.0 63.6 90.8: 36.4 9.2
Old : 100.0: 14.9 53.7 0.1 48.6 37.0 63.6 90.8: 36.4 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 6 1 11 6 17 12:
Old : 26: 5 6 1 11 6 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 73.1 53.5 86.8 41.0 73.0 53.5 86.6
Old : 41.0 73.1 53.5 86.8 41.0 73.0 53.5 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 58,196: 19,982 11,357 325 28,721 6,595 49,028 18,277: 9,168 39,919
Old : 58,196: 19,982 11,357 325 28,721 6,595 49,028 18,277: 9,168 39,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,323: -2,035 3,122 -21 -665 -407 -2,721 2,694: 398 -5,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 19.5 0.6 49.4 11.3 84.2 31.4: 15.8 68.6
Old : 100.0: 34.3 19.5 0.6 49.4 11.3 84.2 31.4: 15.8 68.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 18 12 2 27 14 47 26:
Old : 65: 18 12 2 27 14 47 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 17.4 47.1 23.4 31.1 17.3 46.8 23.3
Old : 31.1 17.4 47.1 23.4 31.1 17.3 46.8 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 77,755: 21,498 4,031 1,008 55,225 72,655 77,731 77,694: 24 61
Old : 77,755: 21,498 4,031 1,008 55,225 72,655 77,731 77,694: 24 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,781: 1,291 0 4 -4,076 -2,785 -2,781 -2,781: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 5.2 1.3 71.0 93.4 100.0 99.9: 0.0 0.1
Old : 100.0: 27.6 5.2 1.3 71.0 93.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 2 4 25 19 39 24:
Old : 47: 13 2 4 25 19 39 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 57.2 70.1 83.0 34.4 52.1 49.1 64.2
Old : 47.3 57.2 70.1 83.0 34.4 52.1 49.1 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2020