BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 12,560: 0 3,130 1,276 10,146 7,480 11,422 11,885: 1,138 675
Old : 12,560: 0 3,130 1,276 10,146 7,480 11,422 11,885: 1,138 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 890: 0 11 132 850 707 982 850: -92 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.9 10.2 80.8 59.6 90.9 94.6: 9.1 5.4
Old : 100.0: 0.0 24.9 10.2 80.8 59.6 90.9 94.6: 9.1 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 : 45: 0 9 4 30 26 34 35:
Old : 45: 0 9 4 30 26 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 37.7 62.9 57.9 40.8 36.1 57.7 54.3
Old : 42.6 37.7 62.9 57.9 40.8 36.1 57.7 54.3
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 14, 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 : 33,558: 3,937 1,291 9,095 16,139 13,452 29,170 23,837: 4,388 9,720
Old : 33,558: 3,937 1,291 9,095 16,139 13,452 29,170 23,837: 4,388 9,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,950: -222 296 657 1,560 421 1,995 1,374: -45 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.8 27.1 48.1 40.1 86.9 71.0: 13.1 29.0
Old : 100.0: 11.7 3.8 27.1 48.1 40.1 86.9 71.0: 13.1 29.0
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 : 69: 20 12 23 33 28 62 54:
Old : 69: 20 12 23 33 28 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 : 33.5 26.7 48.9 42.5 20.6 14.2 27.7 20.0
Old : 33.5 26.7 48.9 42.5 20.6 14.2 27.7 20.0
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 14, 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 : 11,420: 600 1,949 1,756 7,892 6,984 10,247 10,689: 1,173 732
Old : 11,420: 600 1,949 1,756 7,892 6,984 10,247 10,689: 1,173 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 616: 130 93 135 364 387 629 616: -13 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 17.1 15.4 69.1 61.2 89.7 93.6: 10.3 6.4
Old : 100.0: 5.3 17.1 15.4 69.1 61.2 89.7 93.6: 10.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 5 9 33 24 44 34:
Old : 47: 7 5 9 33 24 44 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 : 28.3 50.3 46.6 74.5 23.2 43.6 34.1 56.1
Old : 28.3 50.3 46.6 74.5 23.2 43.6 34.1 56.1
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 with Delta-adjusted Options and Futures Combined, January 14, 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 : 10,202: 5,233 169 1,254 3,356 5,895 9,842 7,317: 360 2,885
Old : 10,202: 5,233 169 1,254 3,356 5,895 9,842 7,317: 360 2,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 353: 88 -121 113 159 549 360 541: -7 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 1.7 12.3 32.9 57.8 96.5 71.7: 3.5 28.3
Old : 100.0: 51.3 1.7 12.3 32.9 57.8 96.5 71.7: 3.5 28.3
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 : 31: 7 1 6 15 18 23 24:
Old : 31: 7 1 6 15 18 23 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 : 68.6 38.3 87.6 51.2 67.5 34.4 77.6 44.2
Old : 68.6 38.3 87.6 51.2 67.5 34.4 77.6 44.2
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 14, 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 : 379,028: 86,977 59,410 121,687 136,517 158,050 345,181 339,147: 33,847 39,881
Old : 364,740: 84,249 60,960 117,333 132,250 148,593 333,832 326,886: 30,908 37,854
Other: 14,288: 5,172 895 1,910 4,267 9,456 11,349 12,261: 2,939 2,027
: : :
: : Changes in Commitments from: January 7, 2020 :
: 9,169: 2,702 4,480 4,919 644 -31 8,266 9,368: 904 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 15.7 32.1 36.0 41.7 91.1 89.5: 8.9 10.5
Old : 100.0: 23.1 16.7 32.2 36.3 40.7 91.5 89.6: 8.5 10.4
Other: 100.0: 36.2 6.3 13.4 29.9 66.2 79.4 85.8: 20.6 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 144 95 152 94 96 309 288:
Old : 367: 139 104 151 93 96 306 288:
Other: 103: 34 12 23 33 42 76 70:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 18.3 22.7 25.9 11.8 15.0 18.7 19.7
Old : 14.4 17.8 23.3 25.3 12.3 14.4 19.4 19.3
Other: 20.4 42.3 30.6 52.1 19.3 36.7 27.2 44.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 447,456: 147,972 41,635 115,491 154,234 230,168 417,696 387,294: 29,760 60,162
Old : 447,456: 147,972 41,635 115,491 154,234 230,168 417,696 387,294: 29,760 60,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 15,912: 3,441 663 6,825 4,825 5,588 15,091 13,076: 821 2,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 9.3 25.8 34.5 51.4 93.3 86.6: 6.7 13.4
Old : 100.0: 33.1 9.3 25.8 34.5 51.4 93.3 86.6: 6.7 13.4
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 : 443: 146 72 142 143 189 359 350:
Old : 443: 146 72 142 143 189 359 350:
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 : 13.3 14.8 21.9 25.1 12.6 14.2 19.9 21.7
Old : 13.3 14.8 21.9 25.1 12.6 14.2 19.9 21.7
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 with Delta-adjusted Options and Futures Combined, January 14, 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 : 3,567: 1,432 437 481 604 1,781 2,517 2,699: 1,050 868
Old : 3,567: 1,432 437 481 604 1,781 2,517 2,699: 1,050 868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -11: -163 -35 46 77 46 -39 57: 28 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 12.3 13.5 16.9 49.9 70.6 75.7: 29.4 24.3
Old : 100.0: 40.1 12.3 13.5 16.9 49.9 70.6 75.7: 29.4 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 15 7 8 10 14 30 25:
Old : 40: 15 7 8 10 14 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 33.4 43.2 48.7 23.1 32.1 36.7 42.5
Old : 26.1 33.4 43.2 48.7 23.1 32.1 36.7 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 62,044: 20,238 10,051 23,326 11,169 12,340 54,733 45,717: 7,310 16,327
Old : 62,044: 20,238 10,051 23,326 11,169 12,340 54,733 45,717: 7,310 16,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 3,725: 1,628 171 1,216 710 934 3,554 2,321: 171 1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 16.2 37.6 18.0 19.9 88.2 73.7: 11.8 26.3
Old : 100.0: 32.6 16.2 37.6 18.0 19.9 88.2 73.7: 11.8 26.3
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 : 216: 63 47 74 54 69 165 162:
Old : 216: 63 47 74 54 69 165 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 10.5 28.7 18.4 16.3 8.1 22.3 12.2
Old : 18.1 10.5 28.7 18.4 16.3 8.1 22.3 12.2
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 14, 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 : 23,741: 1,811 3,240 4,262 17,001 14,488 23,074 21,991: 667 1,750
Old : 23,741: 1,811 3,240 4,262 17,001 14,488 23,074 21,991: 667 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 599: 53 324 49 564 229 665 602: -66 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.6 18.0 71.6 61.0 97.2 92.6: 2.8 7.4
Old : 100.0: 7.6 13.6 18.0 71.6 61.0 97.2 92.6: 2.8 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 : 65: 12 15 14 28 27 50 46:
Old : 65: 12 15 14 28 27 50 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 : 48.8 36.0 68.6 49.6 48.6 33.0 60.2 44.0
Old : 48.8 36.0 68.6 49.6 48.6 33.0 60.2 44.0
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 14, 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 : 55,021: 32,505 3,623 0 20,490 50,252 52,995 53,875: 2,026 1,146
Old : 55,021: 32,505 3,623 0 20,490 50,252 52,995 53,875: 2,026 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -469: -490 -582 0 411 -73 -79 -655: -390 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 6.6 0.0 37.2 91.3 96.3 97.9: 3.7 2.1
Old : 100.0: 59.1 6.6 0.0 37.2 91.3 96.3 97.9: 3.7 2.1
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 : 52: 29 6 0 10 10 39 16:
Old : 52: 29 6 0 10 10 39 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 : 69.7 82.4 81.5 95.6 69.6 82.3 81.4 95.5
Old : 69.7 82.4 81.5 95.6 69.6 82.3 81.4 95.5
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 14, 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 : 201,884: 69,937 37,470 8,602 75,631 135,835 154,170 181,907: 47,715 19,977
Old : 201,884: 69,937 37,470 8,602 75,631 135,835 154,170 181,907: 47,715 19,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -1,404: 1,264 -4,009 -3,393 -1,772 8,300 -3,900 899: 2,496 -2,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 18.6 4.3 37.5 67.3 76.4 90.1: 23.6 9.9
Old : 100.0: 34.6 18.6 4.3 37.5 67.3 76.4 90.1: 23.6 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 29 21 12 41 37 76 66:
Old : 111: 29 21 12 41 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 : 22.9 51.8 33.1 62.6 22.8 51.4 32.5 61.7
Old : 22.9 51.8 33.1 62.6 22.8 51.4 32.5 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 51,220: 12,457 12,728 1,142 24,825 18,808 38,424 32,679: 12,795 18,541
Old : 51,220: 12,457 12,728 1,142 24,825 18,808 38,424 32,679: 12,795 18,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 145: 1,015 -3,344 349 -1,655 3,749 -291 754: 436 -609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 24.9 2.2 48.5 36.7 75.0 63.8: 25.0 36.2
Old : 100.0: 24.3 24.9 2.2 48.5 36.7 75.0 63.8: 25.0 36.2
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 : 56: 9 14 2 18 23 27 39:
Old : 56: 9 14 2 18 23 27 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 17.9 55.0 27.4 45.5 17.9 55.0 27.4
Old : 45.5 17.9 55.0 27.4 45.5 17.9 55.0 27.4
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 14, 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 : 294,262: 207,098 41,479 1,254 78,205 248,037 286,557 290,769: 7,706 3,493
Old : 294,262: 207,098 41,479 1,254 78,205 248,037 286,557 290,769: 7,706 3,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 10,723: 3,552 -4,786 -614 7,119 15,761 10,057 10,361: 666 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 14.1 0.4 26.6 84.3 97.4 98.8: 2.6 1.2
Old : 100.0: 70.4 14.1 0.4 26.6 84.3 97.4 98.8: 2.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 95 36 12 29 35 128 79:
Old : 187: 95 36 12 29 35 128 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 : 35.8 69.0 50.9 78.3 35.8 68.9 50.9 78.3
Old : 35.8 69.0 50.9 78.3 35.8 68.9 50.9 78.3
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 14, 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 : 214,901: 70,390 38,827 12,962 97,602 136,204 180,953 187,993: 33,947 26,908
Old : 214,901: 70,390 38,827 12,962 97,602 136,204 180,953 187,993: 33,947 26,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -83: 3,307 -11,448 -1,836 1,100 10,546 2,572 -2,738: -2,654 2,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 18.1 6.0 45.4 63.4 84.2 87.5: 15.8 12.5
Old : 100.0: 32.8 18.1 6.0 45.4 63.4 84.2 87.5: 15.8 12.5
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 : 129: 36 25 18 41 48 83 85:
Old : 129: 36 25 18 41 48 83 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 30.2 40.9 40.3 27.8 29.9 40.8 39.6
Old : 27.9 30.2 40.9 40.3 27.8 29.9 40.8 39.6
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 14, 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 : 207,634: 49,402 83,945 14,149 111,108 70,396 174,660 168,491: 32,974 39,143
Old : 207,634: 49,402 83,945 14,149 111,108 70,396 174,660 168,491: 32,974 39,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 27,562: 1,389 23,666 2,024 21,653 -1,974 25,066 23,715: 2,496 3,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 40.4 6.8 53.5 33.9 84.1 81.1: 15.9 18.9
Old : 100.0: 23.8 40.4 6.8 53.5 33.9 84.1 81.1: 15.9 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 30 44 24 36 39 78 96:
Old : 130: 30 44 24 36 39 78 96:
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 : 37.7 20.5 47.9 31.0 37.7 20.3 46.5 29.1
Old : 37.7 20.5 47.9 31.0 37.7 20.3 46.5 29.1
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 14, 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 : 614,421: 161,883 214,431 38,095 317,176 305,300 517,154 557,826: 97,267 56,595
Old : 614,421: 161,883 214,431 38,095 317,176 305,300 517,154 557,826: 97,267 56,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 17,198: -2,134 -14,275 5,985 11,436 27,005 15,288 18,715: 1,910 -1,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 34.9 6.2 51.6 49.7 84.2 90.8: 15.8 9.2
Old : 100.0: 26.3 34.9 6.2 51.6 49.7 84.2 90.8: 15.8 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 : 297: 89 68 52 107 84 214 187:
Old : 297: 89 68 52 107 84 214 187:
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 : 15.8 31.2 25.9 45.0 15.0 31.2 24.9 44.4
Old : 15.8 31.2 25.9 45.0 15.0 31.2 24.9 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 14, 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 : 22,585: 3,537 2,683 741 7,065 12,355 11,343 15,779: 11,242 6,806
Old : 22,585: 3,537 2,683 741 7,065 12,355 11,343 15,779: 11,242 6,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 92: 42 160 0 7 96 49 256: 43 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.9 3.3 31.3 54.7 50.2 69.9: 49.8 30.1
Old : 100.0: 15.7 11.9 3.3 31.3 54.7 50.2 69.9: 49.8 30.1
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 : 22: 5 3 1 11 10 16 14:
Old : 22: 5 3 1 11 10 16 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 : 21.6 40.4 35.3 57.3 19.6 36.6 30.7 53.1
Old : 21.6 40.4 35.3 57.3 19.6 36.6 30.7 53.1
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 14, 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 : 36,548: 6,693 26,148 16 27,117 9,236 33,826 35,400: 2,722 1,148
Old : 36,548: 6,693 26,148 16 27,117 9,236 33,826 35,400: 2,722 1,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,258: 677 509 2 627 699 1,306 1,210: -48 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 71.5 0.0 74.2 25.3 92.6 96.9: 7.4 3.1
Old : 100.0: 18.3 71.5 0.0 74.2 25.3 92.6 96.9: 7.4 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 : 56: 16 23 2 14 8 30 33:
Old : 56: 16 23 2 14 8 30 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 : 72.6 72.2 81.8 80.8 71.1 67.5 78.3 75.8
Old : 72.6 72.2 81.8 80.8 71.1 67.5 78.3 75.8
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 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 48,988: 24,045 24,231 1,159 19,588 18,738 44,792 44,128: 4,195 4,859
Old : 48,988: 24,045 24,231 1,159 19,588 18,738 44,792 44,128: 4,195 4,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -2,147: -3,279 -4,450 350 599 2,098 -2,330 -2,002: 183 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 49.5 2.4 40.0 38.3 91.4 90.1: 8.6 9.9
Old : 100.0: 49.1 49.5 2.4 40.0 38.3 91.4 90.1: 8.6 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 36 29 8 20 13 60 46:
Old : 96: 36 29 8 20 13 60 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 : 29.0 39.2 44.9 59.3 29.0 39.2 44.9 59.0
Old : 29.0 39.2 44.9 59.3 29.0 39.2 44.9 59.0
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 14, 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 : 18,681: 15,713 3,698 64 1,429 13,433 17,206 17,195: 1,475 1,486
Old : 18,681: 15,713 3,698 64 1,429 13,433 17,206 17,195: 1,475 1,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 354: 702 61 5 -71 96 636 162: -282 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 19.8 0.3 7.6 71.9 92.1 92.0: 7.9 8.0
Old : 100.0: 84.1 19.8 0.3 7.6 71.9 92.1 92.0: 7.9 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 : 31: 9 11 1 5 8 15 19:
Old : 31: 9 11 1 5 8 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.4 64.1 88.4 79.4 80.4 63.9 88.4 79.1
Old : 80.4 64.1 88.4 79.4 80.4 63.9 88.4 79.1
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 14, 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 :19,465,412: 1,402,148 489,514 9,480,797 7,912,189 8,571,669 18,795,133 18,541,980: 670,279 923,432
Old :19,465,412: 1,402,148 489,514 9,480,797 7,912,189 8,571,669 18,795,133 18,541,980: 670,279 923,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -280,276: -23,181 28,411 -215,918 -82,937 -155,627 -322,036 -343,134: 41,760 62,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.5 48.7 40.6 44.0 96.6 95.3: 3.4 4.7
Old : 100.0: 7.2 2.5 48.7 40.6 44.0 96.6 95.3: 3.4 4.7
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 : 267: 72 65 116 119 121 254 242:
Old : 267: 72 65 116 119 121 254 242:
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 : 19.9 24.4 33.9 36.9 9.3 13.8 12.8 15.9
Old : 19.9 24.4 33.9 36.9 9.3 13.8 12.8 15.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 5,436: 3,366 4,727 279 0 0 3,645 5,006: 1,791 430
Old : 5,436: 3,366 4,727 279 0 0 3,645 5,006: 1,791 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 36: -19 -93 21 0 0 2 -72: 34 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 87.0 5.1 0.0 0.0 67.1 92.1: 32.9 7.9
Old : 100.0: 61.9 87.0 5.1 0.0 0.0 67.1 92.1: 32.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 36 20 12 0 0 40 28:
Old : 56: 36 20 12 0 0 40 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 : 24.3 61.4 36.9 76.2 23.7 60.8 35.8 75.6
Old : 24.3 61.4 36.9 76.2 23.7 60.8 35.8 75.6
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 14, 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 : 135,911: 28,147 13,833 33,031 73,496 87,874 134,675 134,738: 1,236 1,172
Old : 135,911: 28,147 13,833 33,031 73,496 87,874 134,675 134,738: 1,236 1,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 4,430: -467 1,636 2,244 2,679 -563 4,457 3,317: -27 1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.2 24.3 54.1 64.7 99.1 99.1: 0.9 0.9
Old : 100.0: 20.7 10.2 24.3 54.1 64.7 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 16 16 25 9 16 38 45:
Old : 54: 16 16 25 9 16 38 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 : 72.4 54.6 86.5 71.5 54.6 44.9 60.2 54.3
Old : 72.4 54.6 86.5 71.5 54.6 44.9 60.2 54.3
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 14, 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 : 217,694: 52,740 50,724 43,915 120,956 121,007 217,611 215,646: 83 2,048
Old : 217,694: 52,740 50,724 43,915 120,956 121,007 217,611 215,646: 83 2,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 8,887: -1,883 2,210 2,845 7,921 2,474 8,883 7,529: 4 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 23.3 20.2 55.6 55.6 100.0 99.1: 0.0 0.9
Old : 100.0: 24.2 23.3 20.2 55.6 55.6 100.0 99.1: 0.0 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 : 89: 19 31 23 20 35 49 79:
Old : 89: 19 31 23 20 35 49 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 : 47.5 27.9 70.4 47.0 41.1 24.8 56.2 33.9
Old : 47.5 27.9 70.4 47.0 41.1 24.8 56.2 33.9
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 14, 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 : 774,330: 78,492 73,399 151,631 456,826 470,494 686,949 695,523: 87,381 78,807
Old : 774,330: 78,492 73,399 151,631 456,826 470,494 686,949 695,523: 87,381 78,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 28,964: -873 -1,726 17,821 8,444 13,757 25,392 29,852: 3,573 -887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 9.5 19.6 59.0 60.8 88.7 89.8: 11.3 10.2
Old : 100.0: 10.1 9.5 19.6 59.0 60.8 88.7 89.8: 11.3 10.2
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 : 615: 139 119 141 278 279 484 472:
Old : 615: 139 119 141 278 279 484 472:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 16.0 24.3 27.9 10.1 11.6 15.7 19.1
Old : 15.0 16.0 24.3 27.9 10.1 11.6 15.7 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 59,088: 4,031 2,524 15,553 18,051 23,039 37,635 41,116: 21,453 17,972
Old : 59,088: 4,031 2,524 15,553 18,051 23,039 37,635 41,116: 21,453 17,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 6,201: 789 -3,301 4,608 2,412 4,029 7,810 5,336: -1,608 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 4.3 26.3 30.5 39.0 63.7 69.6: 36.3 30.4
Old : 100.0: 6.8 4.3 26.3 30.5 39.0 63.7 69.6: 36.3 30.4
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 : 47: 12 12 20 15 21 40 41:
Old : 47: 12 12 20 15 21 40 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 : 26.5 24.3 43.0 41.9 19.5 21.4 24.9 28.4
Old : 26.5 24.3 43.0 41.9 19.5 21.4 24.9 28.4
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 with Delta-adjusted Options and Futures Combined, January 14, 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 : 15,605: 473 218 0 12,045 12,461 12,518 12,679: 3,087 2,926
Old : 15,605: 473 218 0 12,045 12,461 12,518 12,679: 3,087 2,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.4 0.0 77.2 79.9 80.2 81.2: 19.8 18.8
Old : 100.0: 3.0 1.4 0.0 77.2 79.9 80.2 81.2: 19.8 18.8
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 : 20: 2 1 0 8 10 10 11:
Old : 20: 2 1 0 8 10 10 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 : 64.8 70.1 77.2 77.1 64.8 70.1 75.9 77.0
Old : 64.8 70.1 77.2 77.1 64.8 70.1 75.9 77.0
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 14, 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 : 3,576,212: 391,887 373,953 660,810 2,193,876 2,237,274 3,246,572 3,272,037: 329,639 304,175
Old : 3,576,212: 391,887 373,953 660,810 2,193,876 2,237,274 3,246,572 3,272,037: 329,639 304,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 113,815: -18,312 -2,129 76,064 30,158 48,643 87,910 122,578: 25,905 -8,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.5 18.5 61.3 62.6 90.8 91.5: 9.2 8.5
Old : 100.0: 11.0 10.5 18.5 61.3 62.6 90.8 91.5: 9.2 8.5
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 : 603: 136 114 134 271 274 468 461:
Old : 603: 136 114 134 271 274 468 461:
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 : 15.5 16.4 25.1 28.5 10.9 12.2 16.9 20.7
Old : 15.5 16.4 25.1 28.5 10.9 12.2 16.9 20.7
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 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 28,481: 0 2,224 0 24,953 23,024 24,953 25,248: 3,528 3,233
Old : 28,481: 0 2,224 0 24,953 23,024 24,953 25,248: 3,528 3,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 2,001: -235 0 0 2,000 2,991 1,765 2,991: 236 -990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 0.0 87.6 80.8 87.6 88.6: 12.4 11.4
Old : 100.0: 0.0 7.8 0.0 87.6 80.8 87.6 88.6: 12.4 11.4
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 : 20: 0 1 0 9 12 9 13:
Old : 20: 0 1 0 9 12 9 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 : 79.7 67.6 86.8 82.9 77.1 67.6 83.3 81.9
Old : 79.7 67.6 86.8 82.9 77.1 67.6 83.3 81.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 9,240: 259 905 0 7,175 7,168 7,434 8,073: 1,806 1,167
Old : 9,240: 259 905 0 7,175 7,168 7,434 8,073: 1,806 1,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 586: -21 -308 0 564 700 543 392: 43 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 9.8 0.0 77.7 77.6 80.5 87.4: 19.5 12.6
Old : 100.0: 2.8 9.8 0.0 77.7 77.6 80.5 87.4: 19.5 12.6
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 : 21: 1 3 0 10 8 11 11:
Old : 21: 1 3 0 10 8 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 : 53.3 67.3 72.6 81.7 52.2 67.3 71.4 81.7
Old : 53.3 67.3 72.6 81.7 52.2 67.3 71.4 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 14, 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 : 13,248: 1,116 754 103 8,464 11,452 9,683 12,309: 3,565 939
Old : 13,248: 1,116 754 103 8,464 11,452 9,683 12,309: 3,565 939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,137: 0 254 101 358 959 459 1,314: 678 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 5.7 0.8 63.9 86.4 73.1 92.9: 26.9 7.1
Old : 100.0: 8.4 5.7 0.8 63.9 86.4 73.1 92.9: 26.9 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 : 24: 4 2 1 9 11 13 14:
Old : 24: 4 2 1 9 11 13 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 : 45.8 56.7 62.2 80.8 42.2 54.6 56.8 73.4
Old : 45.8 56.7 62.2 80.8 42.2 54.6 56.8 73.4
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 14, 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 : 77,499: 17,123 6,696 521 48,933 67,182 66,577 74,399: 10,922 3,100
Old : 77,499: 17,123 6,696 521 48,933 67,182 66,577 74,399: 10,922 3,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 175: 611 543 -3 838 -681 1,446 -141: -1,271 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 8.6 0.7 63.1 86.7 85.9 96.0: 14.1 4.0
Old : 100.0: 22.1 8.6 0.7 63.1 86.7 85.9 96.0: 14.1 4.0
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 : 87: 15 8 8 41 36 58 50:
Old : 87: 15 8 8 41 36 58 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 : 31.0 37.7 46.4 58.9 30.9 37.6 45.9 58.7
Old : 31.0 37.7 46.4 58.9 30.9 37.6 45.9 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 14, 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 : 48,293: 13,679 10,037 5,548 21,026 23,906 40,253 39,491: 8,040 8,801
Old : 48,293: 13,679 10,037 5,548 21,026 23,906 40,253 39,491: 8,040 8,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 2,783: 883 805 1,018 465 927 2,366 2,750: 417 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 20.8 11.5 43.5 49.5 83.4 81.8: 16.6 18.2
Old : 100.0: 28.3 20.8 11.5 43.5 49.5 83.4 81.8: 16.6 18.2
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 : 257: 68 58 33 81 85 165 160:
Old : 257: 68 58 33 81 85 165 160:
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 : 17.8 17.5 27.8 27.9 17.7 15.9 25.4 23.4
Old : 17.8 17.5 27.8 27.9 17.7 15.9 25.4 23.4
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 14, 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 : 241,463: 68,397 50,187 27,738 105,130 119,531 201,265 197,456: 40,198 44,007
Old : 241,463: 68,397 50,187 27,738 105,130 119,531 201,265 197,456: 40,198 44,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 13,916: 4,417 4,026 5,088 2,326 4,634 11,831 13,749: 2,084 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 20.8 11.5 43.5 49.5 83.4 81.8: 16.6 18.2
Old : 100.0: 28.3 20.8 11.5 43.5 49.5 83.4 81.8: 16.6 18.2
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 : 257: 68 58 33 81 85 165 160:
Old : 257: 68 58 33 81 85 165 160:
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 : 17.8 17.5 27.8 27.9 17.7 15.9 25.4 23.4
Old : 17.8 17.5 27.8 27.9 17.7 15.9 25.4 23.4
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 14, 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 : 156,902: 43,187 64,285 9,606 68,903 53,677 121,696 127,568: 35,205 29,334
Old : 156,902: 43,187 64,285 9,606 68,903 53,677 121,696 127,568: 35,205 29,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -15,016: -8,433 -15,340 -670 -2,988 -3,005 -12,091 -19,016: -2,924 4,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 41.0 6.1 43.9 34.2 77.6 81.3: 22.4 18.7
Old : 100.0: 27.5 41.0 6.1 43.9 34.2 77.6 81.3: 22.4 18.7
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: 23 27 15 25 31 57 65:
Old : 91: 23 27 15 25 31 57 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 : 38.6 21.9 53.6 36.4 38.6 21.7 51.8 35.6
Old : 38.6 21.9 53.6 36.4 38.6 21.7 51.8 35.6
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 14, 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 : 500,418: 126,999 78,181 17,773 327,364 386,707 472,137 482,661: 28,281 17,757
Old : 500,418: 126,999 78,181 17,773 327,364 386,707 472,137 482,661: 28,281 17,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 8,644: 7,958 5,016 -2,080 15 4,425 5,893 7,361: 2,751 1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 15.6 3.6 65.4 77.3 94.3 96.5: 5.7 3.5
Old : 100.0: 25.4 15.6 3.6 65.4 77.3 94.3 96.5: 5.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 68 48 26 131 112 208 177:
Old : 307: 68 48 26 131 112 208 177:
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 20.0 30.9 35.5 17.0 19.8 29.3 35.1
Old : 17.9 20.0 30.9 35.5 17.0 19.8 29.3 35.1
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 14, 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 : 20,711: 3,703 10,987 21 9,137 7,561 12,861 18,569: 7,850 2,142
Old : 20,711: 3,703 10,987 21 9,137 7,561 12,861 18,569: 7,850 2,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 204: 657 -21 -9 -839 -18 -191 -48: 395 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 53.0 0.1 44.1 36.5 62.1 89.7: 37.9 10.3
Old : 100.0: 17.9 53.0 0.1 44.1 36.5 62.1 89.7: 37.9 10.3
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 : 25: 6 5 1 10 6 17 11:
Old : 25: 6 5 1 10 6 17 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 : 41.4 73.1 52.6 86.9 41.4 73.0 52.6 86.8
Old : 41.4 73.1 52.6 86.9 41.4 73.0 52.6 86.8
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 14, 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 : 58,729: 23,408 9,709 259 26,652 9,132 50,319 19,100: 8,410 39,629
Old : 58,729: 23,408 9,709 259 26,652 9,132 50,319 19,100: 8,410 39,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 533: 3,426 -1,648 -66 -2,069 2,537 1,291 823: -758 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 16.5 0.4 45.4 15.5 85.7 32.5: 14.3 67.5
Old : 100.0: 39.9 16.5 0.4 45.4 15.5 85.7 32.5: 14.3 67.5
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 : 69: 17 11 2 30 20 48 32:
Old : 69: 17 11 2 30 20 48 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 : 30.9 14.5 46.2 21.3 30.9 14.4 46.0 21.2
Old : 30.9 14.5 46.2 21.3 30.9 14.4 46.0 21.2
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 with Delta-adjusted Options and Futures Combined, January 14, 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 : 76,995: 19,173 4,181 1,023 56,575 71,730 76,771 76,934: 224 61
Old : 76,995: 19,173 4,181 1,023 56,575 71,730 76,771 76,934: 224 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -760: -2,325 150 15 1,350 -925 -960 -760: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.4 1.3 73.5 93.2 99.7 99.9: 0.3 0.1
Old : 100.0: 24.9 5.4 1.3 73.5 93.2 99.7 99.9: 0.3 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 : 45: 11 2 4 25 19 37 24:
Old : 45: 11 2 4 25 19 37 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 : 46.3 55.9 70.0 82.8 34.8 53.7 50.8 65.9
Old : 46.3 55.9 70.0 82.8 34.8 53.7 50.8 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2020