BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 14,308: 0 3,947 1,517 11,855 8,100 13,372 13,564: 936 744
Old : 14,308: 0 3,947 1,517 11,855 8,100 13,372 13,564: 936 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 974: 0 429 139 801 421 940 990: 34 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 27.6 10.6 82.9 56.6 93.5 94.8: 6.5 5.2
Old : 100.0: 0.0 27.6 10.6 82.9 56.6 93.5 94.8: 6.5 5.2
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 : 46: 0 10 5 31 26 36 36:
Old : 46: 0 10 5 31 26 36 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 : 39.4 37.3 59.7 59.4 38.4 35.8 54.1 55.0
Old : 39.4 37.3 59.7 59.4 38.4 35.8 54.1 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 39,399: 4,663 1,148 11,932 17,656 16,098 34,250 29,178: 5,150 10,221
Old : 39,399: 4,663 1,148 11,932 17,656 16,098 34,250 29,178: 5,150 10,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 3,869: 408 611 1,734 1,668 887 3,810 3,232: 59 637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.9 30.3 44.8 40.9 86.9 74.1: 13.1 25.9
Old : 100.0: 11.8 2.9 30.3 44.8 40.9 86.9 74.1: 13.1 25.9
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 : 75: 24 12 26 35 30 69 58:
Old : 75: 24 12 26 35 30 69 58:
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 26.9 45.3 41.4 20.2 13.8 26.8 19.7
Old : 28.8 26.9 45.3 41.4 20.2 13.8 26.8 19.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 13,606: 523 2,142 2,497 9,231 8,319 12,250 12,958: 1,356 648
Old : 13,606: 523 2,142 2,497 9,231 8,319 12,250 12,958: 1,356 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 737: -71 114 269 538 302 736 685: 1 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 15.7 18.3 67.8 61.1 90.0 95.2: 10.0 4.8
Old : 100.0: 3.8 15.7 18.3 67.8 61.1 90.0 95.2: 10.0 4.8
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 : 49: 7 5 9 35 25 46 35:
Old : 49: 7 5 9 35 25 46 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 : 27.5 50.8 45.1 71.7 21.6 40.9 31.6 53.3
Old : 27.5 50.8 45.1 71.7 21.6 40.9 31.6 53.3
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,561: 5,671 569 1,358 4,104 6,511 11,133 8,438: 427 3,123
Old : 11,561: 5,671 569 1,358 4,104 6,511 11,133 8,438: 427 3,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 663: 231 397 -11 413 161 633 547: 30 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 4.9 11.7 35.5 56.3 96.3 73.0: 3.7 27.0
Old : 100.0: 49.1 4.9 11.7 35.5 56.3 96.3 73.0: 3.7 27.0
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 : 35: 7 2 7 18 21 26 29:
Old : 35: 7 2 7 18 21 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 39.3 85.1 52.0 64.4 35.4 75.3 46.0
Old : 65.3 39.3 85.1 52.0 64.4 35.4 75.3 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 386,050: 89,154 59,892 128,729 137,246 158,288 355,129 346,909: 30,921 39,142
Old : 364,748: 85,356 62,256 120,577 131,578 145,214 337,511 328,047: 27,237 36,700
Other: 21,303: 7,339 1,176 4,613 5,667 13,073 17,618 18,861: 3,684 2,441
: : :
: : Changes in Commitments from: January 21, 2020 :
: 2,089: -438 -66 3,883 498 -28 3,943 3,790: -1,854 -1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 15.5 33.3 35.6 41.0 92.0 89.9: 8.0 10.1
Old : 100.0: 23.4 17.1 33.1 36.1 39.8 92.5 89.9: 7.5 10.1
Other: 100.0: 34.4 5.5 21.7 26.6 61.4 82.7 88.5: 17.3 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 147 93 155 92 99 308 298:
Old : 372: 145 106 153 91 99 305 296:
Other: 113: 38 16 31 31 45 83 82:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 18.1 22.8 25.5 12.0 14.6 18.7 19.4
Old : 14.8 17.5 23.7 24.9 12.7 14.0 19.8 18.9
Other: 18.7 36.1 29.4 47.1 17.2 31.7 25.1 38.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 424,853: 131,203 36,943 111,694 154,248 219,555 397,145 368,192: 27,708 56,661
Old : 424,853: 131,203 36,943 111,694 154,248 219,555 397,145 368,192: 27,708 56,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -28,962: -18,392 -1,351 -8,002 -1,314 -15,813 -27,708 -25,166: -1,254 -3,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 8.7 26.3 36.3 51.7 93.5 86.7: 6.5 13.3
Old : 100.0: 30.9 8.7 26.3 36.3 51.7 93.5 86.7: 6.5 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 : 435: 143 81 140 153 178 366 341:
Old : 435: 143 81 140 153 178 366 341:
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 15.3 21.6 24.8 13.2 14.8 20.9 22.3
Old : 13.3 15.3 21.6 24.8 13.2 14.8 20.9 22.3
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,637: 1,565 495 480 558 1,833 2,603 2,809: 1,034 829
Old : 3,637: 1,565 495 480 558 1,833 2,603 2,809: 1,034 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 49: 72 6 34 25 50 131 90: -83 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 13.6 13.2 15.3 50.4 71.6 77.2: 28.4 22.8
Old : 100.0: 43.0 13.6 13.2 15.3 50.4 71.6 77.2: 28.4 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 17 9 9 12 15 35 27:
Old : 45: 17 9 9 12 15 35 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 34.0 42.6 49.0 22.9 32.7 36.4 43.5
Old : 25.9 34.0 42.6 49.0 22.9 32.7 36.4 43.5
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 61,656: 17,714 13,081 23,342 11,533 9,541 52,589 45,964: 9,068 15,692
Old : 61,656: 17,714 13,081 23,342 11,533 9,541 52,589 45,964: 9,068 15,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 802: -2,555 2,990 820 1,015 -2,118 -720 1,693: 1,523 -890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 21.2 37.9 18.7 15.5 85.3 74.5: 14.7 25.5
Old : 100.0: 28.7 21.2 37.9 18.7 15.5 85.3 74.5: 14.7 25.5
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 : 218: 65 49 73 61 64 164 163:
Old : 218: 65 49 73 61 64 164 163:
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 : 17.7 11.9 27.8 19.2 15.4 8.7 20.3 13.1
Old : 17.7 11.9 27.8 19.2 15.4 8.7 20.3 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 26,408: 1,720 3,226 5,462 18,392 16,025 25,573 24,713: 834 1,695
Old : 26,408: 1,720 3,226 5,462 18,392 16,025 25,573 24,713: 834 1,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,898: 521 -197 796 589 1,410 1,906 2,009: -7 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 12.2 20.7 69.6 60.7 96.8 93.6: 3.2 6.4
Old : 100.0: 6.5 12.2 20.7 69.6 60.7 96.8 93.6: 3.2 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 : 71: 15 15 18 31 30 58 51:
Old : 71: 15 15 18 31 30 58 51:
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 : 46.9 33.7 66.0 49.3 46.5 30.7 56.5 42.4
Old : 46.9 33.7 66.0 49.3 46.5 30.7 56.5 42.4
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 53,747: 31,697 2,550 0 20,292 49,600 51,989 52,150: 1,758 1,597
Old : 53,747: 31,697 2,550 0 20,292 49,600 51,989 52,150: 1,758 1,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -3,388: -2,902 -2,359 0 -337 -1,058 -3,239 -3,417: -149 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 4.7 0.0 37.8 92.3 96.7 97.0: 3.3 3.0
Old : 100.0: 59.0 4.7 0.0 37.8 92.3 96.7 97.0: 3.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 25 8 0 10 8 35 16:
Old : 48: 25 8 0 10 8 35 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 84.4 81.9 95.1 69.0 84.2 81.8 94.9
Old : 69.1 84.4 81.9 95.1 69.0 84.2 81.8 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 198,606: 75,524 42,450 7,616 75,362 125,513 158,502 175,579: 40,104 23,027
Old : 198,606: 75,524 42,450 7,616 75,362 125,513 158,502 175,579: 40,104 23,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -1,015: 1,633 6,486 405 1,641 -9,214 3,679 -2,322: -4,694 1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 21.4 3.8 37.9 63.2 79.8 88.4: 20.2 11.6
Old : 100.0: 38.0 21.4 3.8 37.9 63.2 79.8 88.4: 20.2 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 34 20 16 41 38 82 68:
Old : 115: 34 20 16 41 38 82 68:
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 : 24.9 47.5 35.2 60.9 24.8 47.3 33.8 60.1
Old : 24.9 47.5 35.2 60.9 24.8 47.3 33.8 60.1
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 54,497: 13,263 9,679 1,320 25,698 22,249 40,282 33,249: 14,215 21,249
Old : 54,497: 13,263 9,679 1,320 25,698 22,249 40,282 33,249: 14,215 21,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,594: 757 -1,165 0 1,951 -244 2,708 -1,408: -1,114 3,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 17.8 2.4 47.2 40.8 73.9 61.0: 26.1 39.0
Old : 100.0: 24.3 17.8 2.4 47.2 40.8 73.9 61.0: 26.1 39.0
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 : 50: 8 9 3 17 24 25 36:
Old : 50: 8 9 3 17 24 25 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 : 43.3 24.8 54.7 33.7 43.3 24.8 54.7 33.7
Old : 43.3 24.8 54.7 33.7 43.3 24.8 54.7 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 306,213: 207,341 36,962 1,803 88,832 263,412 297,977 302,178: 8,236 4,035
Old : 306,213: 207,341 36,962 1,803 88,832 263,412 297,977 302,178: 8,236 4,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 5,852: -4,419 -4,749 409 9,914 9,948 5,904 5,608: -52 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 12.1 0.6 29.0 86.0 97.3 98.7: 2.7 1.3
Old : 100.0: 67.7 12.1 0.6 29.0 86.0 97.3 98.7: 2.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 94 35 10 28 38 126 79:
Old : 186: 94 35 10 28 38 126 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 70.7 50.8 78.5 36.2 70.0 50.4 77.8
Old : 36.6 70.7 50.8 78.5 36.2 70.0 50.4 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 223,421: 63,315 45,491 14,346 112,390 133,403 190,050 193,240: 33,371 30,181
Old : 223,421: 63,315 45,491 14,346 112,390 133,403 190,050 193,240: 33,371 30,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 6,788: -2,531 4,122 157 11,461 -1,172 9,087 3,107: -2,298 3,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 20.4 6.4 50.3 59.7 85.1 86.5: 14.9 13.5
Old : 100.0: 28.3 20.4 6.4 50.3 59.7 85.1 86.5: 14.9 13.5
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 : 130: 32 26 17 47 49 87 84:
Old : 130: 32 26 17 47 49 87 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 28.6 36.9 38.6 25.2 28.3 36.8 37.4
Old : 25.3 28.6 36.9 38.6 25.2 28.3 36.8 37.4
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 211,737: 44,975 83,484 15,051 123,411 73,906 183,437 172,441: 28,300 39,296
Old : 211,737: 44,975 83,484 15,051 123,411 73,906 183,437 172,441: 28,300 39,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -15,630: -4,549 -14,896 1,009 -6,301 -71 -9,842 -13,959: -5,788 -1,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 39.4 7.1 58.3 34.9 86.6 81.4: 13.4 18.6
Old : 100.0: 21.2 39.4 7.1 58.3 34.9 86.6 81.4: 13.4 18.6
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 : 133: 27 47 22 41 43 82 98:
Old : 133: 27 47 22 41 43 82 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 22.2 53.7 33.3 43.2 22.2 51.3 31.6
Old : 43.7 22.2 53.7 33.3 43.2 22.2 51.3 31.6
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 655,157: 177,885 243,983 40,837 337,086 311,836 555,808 596,655: 99,348 58,502
Old : 655,157: 177,885 243,983 40,837 337,086 311,836 555,808 596,655: 99,348 58,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 27,263: 12,606 26,679 372 14,134 -329 27,112 26,722: 151 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 37.2 6.2 51.5 47.6 84.8 91.1: 15.2 8.9
Old : 100.0: 27.2 37.2 6.2 51.5 47.6 84.8 91.1: 15.2 8.9
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 : 316: 86 83 53 110 88 221 199:
Old : 316: 86 83 53 110 88 221 199:
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 29.7 25.2 42.0 14.3 29.6 24.2 42.0
Old : 15.0 29.7 25.2 42.0 14.3 29.6 24.2 42.0
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 23,569: 3,675 4,100 662 7,210 11,935 11,547 16,697: 12,022 6,872
Old : 23,569: 3,675 4,100 662 7,210 11,935 11,547 16,697: 12,022 6,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 421: 62 95 0 -139 91 -77 186: 498 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.4 2.8 30.6 50.6 49.0 70.8: 51.0 29.2
Old : 100.0: 15.6 17.4 2.8 30.6 50.6 49.0 70.8: 51.0 29.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 4 1 11 10 16 15:
Old : 23: 5 4 1 11 10 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 35.7 35.2 56.8 19.8 34.3 30.8 53.4
Old : 21.6 35.7 35.2 56.8 19.8 34.3 30.8 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 25,127: 4,919 1,940 586 11,367 18,336 16,872 20,862: 8,255 4,265
Old : 25,127: 4,919 1,940 586 11,367 18,336 16,872 20,862: 8,255 4,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.7 2.3 45.2 73.0 67.1 83.0: 32.9 17.0
Old : 100.0: 19.6 7.7 2.3 45.2 73.0 67.1 83.0: 32.9 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 3 2 12 10 19 13:
Old : 22: 5 3 2 12 10 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 59.0 52.9 73.3 36.8 53.6 52.4 65.3
Old : 37.3 59.0 52.9 73.3 36.8 53.6 52.4 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 51,247: 13,321 36,945 748 34,445 11,254 48,514 48,947: 2,733 2,300
Old : 51,247: 13,321 36,945 748 34,445 11,254 48,514 48,947: 2,733 2,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 10,394: 4,942 7,231 -351 5,770 2,571 10,361 9,451: 33 943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 72.1 1.5 67.2 22.0 94.7 95.5: 5.3 4.5
Old : 100.0: 26.0 72.1 1.5 67.2 22.0 94.7 95.5: 5.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 21 23 5 11 8 35 36:
Old : 64: 21 23 5 11 8 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 71.1 81.7 78.4 60.3 61.2 69.8 67.9
Old : 72.3 71.1 81.7 78.4 60.3 61.2 69.8 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 47,084: 23,363 20,822 1,227 18,687 20,044 43,277 42,093: 3,807 4,991
Old : 47,084: 23,363 20,822 1,227 18,687 20,044 43,277 42,093: 3,807 4,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -1,637: -801 -1,282 -321 -423 -466 -1,545 -2,069: -92 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 44.2 2.6 39.7 42.6 91.9 89.4: 8.1 10.6
Old : 100.0: 49.6 44.2 2.6 39.7 42.6 91.9 89.4: 8.1 10.6
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 : 92: 29 30 10 23 14 56 51:
Old : 92: 29 30 10 23 14 56 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 41.5 43.9 61.3 27.7 41.5 43.8 61.0
Old : 27.8 41.5 43.9 61.3 27.7 41.5 43.8 61.0
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 18,019: 15,623 2,737 68 900 13,753 16,591 16,558: 1,428 1,461
Old : 18,019: 15,623 2,737 68 900 13,753 16,591 16,558: 1,428 1,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -30: 185 -545 9 -177 528 17 -8: -47 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 15.2 0.4 5.0 76.3 92.1 91.9: 7.9 8.1
Old : 100.0: 86.7 15.2 0.4 5.0 76.3 92.1 91.9: 7.9 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 11 8 1 3 8 15 16:
Old : 28: 11 8 1 3 8 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 66.3 88.5 83.1 81.8 65.9 88.5 82.8
Old : 81.8 66.3 88.5 83.1 81.8 65.9 88.5 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :20,691,283: 1,671,319 569,258 10,135,555 8,173,251 9,107,677 19,980,125 19,812,491: 711,158 878,793
Old :20,691,283: 1,671,319 569,258 10,135,555 8,173,251 9,107,677 19,980,125 19,812,491: 711,158 878,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 800,925: 301,152 71,178 407,004 26,395 340,898 734,552 819,080: 66,374 -18,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 2.8 49.0 39.5 44.0 96.6 95.8: 3.4 4.2
Old : 100.0: 8.1 2.8 49.0 39.5 44.0 96.6 95.8: 3.4 4.2
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 : 275: 82 58 119 122 124 260 249:
Old : 275: 82 58 119 122 124 260 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 23.7 33.4 35.8 8.8 13.8 12.8 16.1
Old : 19.3 23.7 33.4 35.8 8.8 13.8 12.8 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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 5,016: 2,618 4,171 402 0 0 3,020 4,573: 1,997 443
Old : 5,016: 2,618 4,171 402 0 0 3,020 4,573: 1,997 443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -197: -361 -219 -13 0 0 -374 -232: 177 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 83.2 8.0 0.0 0.0 60.2 91.2: 39.8 8.8
Old : 100.0: 52.2 83.2 8.0 0.0 0.0 60.2 91.2: 39.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 36 19 13 0 0 43 25:
Old : 55: 36 19 13 0 0 43 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 : 18.3 54.4 29.3 72.5 17.5 52.9 27.3 71.0
Old : 18.3 54.4 29.3 72.5 17.5 52.9 27.3 71.0
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 154,537: 27,617 19,906 32,464 93,232 100,824 153,313 153,194: 1,224 1,344
Old : 154,537: 27,617 19,906 32,464 93,232 100,824 153,313 153,194: 1,224 1,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 13,126: 10 3,145 1,782 11,383 8,161 13,175 13,088: -49 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 12.9 21.0 60.3 65.2 99.2 99.1: 0.8 0.9
Old : 100.0: 17.9 12.9 21.0 60.3 65.2 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 19 17 24 10 17 41 47:
Old : 59: 19 17 24 10 17 41 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 54.0 87.6 69.6 61.3 45.4 64.6 56.1
Old : 76.3 54.0 87.6 69.6 61.3 45.4 64.6 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 239,246: 62,227 57,066 49,003 127,961 132,016 239,191 238,085: 55 1,161
Old : 239,246: 62,227 57,066 49,003 127,961 132,016 239,191 238,085: 55 1,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 22,378: 9,358 1,170 5,764 7,317 15,406 22,439 22,340: -61 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 23.9 20.5 53.5 55.2 100.0 99.5: 0.0 0.5
Old : 100.0: 26.0 23.9 20.5 53.5 55.2 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 17 32 28 21 35 53 80:
Old : 88: 17 32 28 21 35 53 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 25.5 73.1 43.4 40.5 20.6 53.4 29.3
Old : 50.7 25.5 73.1 43.4 40.5 20.6 53.4 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 787,478: 83,841 78,078 151,926 463,692 473,110 699,459 703,114: 88,020 84,365
Old : 787,478: 83,841 78,078 151,926 463,692 473,110 699,459 703,114: 88,020 84,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 45: -567 -2,570 -905 2,106 -13 634 -3,488: -589 3,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.9 19.3 58.9 60.1 88.8 89.3: 11.2 10.7
Old : 100.0: 10.6 9.9 19.3 58.9 60.1 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 : 633: 151 117 151 281 283 495 488:
Old : 633: 151 117 151 281 283 495 488:
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 16.2 23.9 27.5 9.7 10.8 15.1 16.7
Old : 14.7 16.2 23.9 27.5 9.7 10.8 15.1 16.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 65,765: 6,256 2,837 12,995 25,171 29,490 44,422 45,322: 21,343 20,443
Old : 65,765: 6,256 2,837 12,995 25,171 29,490 44,422 45,322: 21,343 20,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 216: -312 -469 -1,416 3,594 2,665 1,867 780: -1,650 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 4.3 19.8 38.3 44.8 67.5 68.9: 32.5 31.1
Old : 100.0: 9.5 4.3 19.8 38.3 44.8 67.5 68.9: 32.5 31.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 10 16 17 22 37 40:
Old : 47: 12 10 16 17 22 37 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 23.6 41.1 36.1 21.6 19.0 31.1 29.3
Old : 24.5 23.6 41.1 36.1 21.6 19.0 31.1 29.3
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 15,015: 0 0 0 12,332 14,101 12,332 14,101: 2,683 914
Old : 15,015: 0 0 0 12,332 14,101 12,332 14,101: 2,683 914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -1,596: -468 -217 0 -1,248 111 -1,716 -106: 120 -1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 82.1 93.9 82.1 93.9: 17.9 6.1
Old : 100.0: 0.0 0.0 0.0 82.1 93.9 82.1 93.9: 17.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 11 11 11 11:
Old : 21: 0 0 0 11 11 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 80.8 77.7 89.7 61.0 80.8 77.7 88.7
Old : 61.0 80.8 77.7 89.7 61.0 80.8 77.7 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,608,568: 416,099 404,383 666,479 2,192,605 2,218,097 3,275,183 3,288,960: 333,385 319,608
Old : 3,608,568: 416,099 404,383 666,479 2,192,605 2,218,097 3,275,183 3,288,960: 333,385 319,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -860: -5,595 -14,824 6,871 -7,442 -13,386 -6,165 -21,338: 5,306 20,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.2 18.5 60.8 61.5 90.8 91.1: 9.2 8.9
Old : 100.0: 11.5 11.2 18.5 60.8 61.5 90.8 91.1: 9.2 8.9
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 : 622: 147 115 145 275 277 483 476:
Old : 622: 147 115 145 275 277 483 476:
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 16.8 24.9 28.6 10.5 12.1 16.5 18.7
Old : 15.1 16.8 24.9 28.6 10.5 12.1 16.5 18.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 30,254: 844 3,025 0 26,241 23,982 27,085 27,007: 3,169 3,247
Old : 30,254: 844 3,025 0 26,241 23,982 27,085 27,007: 3,169 3,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,273: 844 487 0 665 805 1,509 1,292: -236 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 10.0 0.0 86.7 79.3 89.5 89.3: 10.5 10.7
Old : 100.0: 2.8 10.0 0.0 86.7 79.3 89.5 89.3: 10.5 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 4 0 9 12 12 16:
Old : 26: 3 4 0 9 12 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 64.1 85.7 81.2 73.6 64.1 82.5 80.3
Old : 76.0 64.1 85.7 81.2 73.6 64.1 82.5 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 10,991: 239 835 0 8,963 9,650 9,202 10,485: 1,789 506
Old : 10,991: 239 835 0 8,963 9,650 9,202 10,485: 1,789 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,460: -20 -70 0 1,726 1,739 1,706 1,669: -246 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 7.6 0.0 81.5 87.8 83.7 95.4: 16.3 4.6
Old : 100.0: 2.2 7.6 0.0 81.5 87.8 83.7 95.4: 16.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 0 11 11 12 14:
Old : 23: 1 3 0 11 11 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 71.6 77.2 86.0 62.6 71.6 76.2 86.0
Old : 63.6 71.6 77.2 86.0 62.6 71.6 76.2 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 13,416: 1,303 792 0 9,032 11,552 10,335 12,344: 3,081 1,072
Old : 13,416: 1,303 792 0 9,032 11,552 10,335 12,344: 3,081 1,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 174: 549 -43 0 97 337 646 294: -472 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.9 0.0 67.3 86.1 77.0 92.0: 23.0 8.0
Old : 100.0: 9.7 5.9 0.0 67.3 86.1 77.0 92.0: 23.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 0 12 12 15 14:
Old : 27: 3 2 0 12 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 59.1 61.8 80.6 41.5 57.0 57.8 74.6
Old : 43.6 59.1 61.8 80.6 41.5 57.0 57.8 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 76,890: 16,651 4,228 1,081 47,373 68,157 65,105 73,466: 11,785 3,424
Old : 76,890: 16,651 4,228 1,081 47,373 68,157 65,105 73,466: 11,785 3,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -1,700: 654 -2,960 471 -3,502 125 -2,377 -2,364: 677 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 5.5 1.4 61.6 88.6 84.7 95.5: 15.3 4.5
Old : 100.0: 21.7 5.5 1.4 61.6 88.6 84.7 95.5: 15.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 14 6 6 38 35 54 45:
Old : 80: 14 6 6 38 35 54 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 41.7 46.6 61.6 30.5 41.6 46.1 61.4
Old : 30.7 41.7 46.6 61.6 30.5 41.6 46.1 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 47,064: 14,227 9,221 5,363 19,279 22,723 38,869 37,307: 8,195 9,757
Old : 47,064: 14,227 9,221 5,363 19,279 22,723 38,869 37,307: 8,195 9,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -1,112: 482 -2,376 379 -2,402 439 -1,541 -1,557: 429 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 19.6 11.4 41.0 48.3 82.6 79.3: 17.4 20.7
Old : 100.0: 30.2 19.6 11.4 41.0 48.3 82.6 79.3: 17.4 20.7
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 : 271: 70 58 31 91 85 177 159:
Old : 271: 70 58 31 91 85 177 159:
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 : 12.7 16.0 22.0 26.5 11.3 13.1 18.7 21.4
Old : 12.7 16.0 22.0 26.5 11.3 13.1 18.7 21.4
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 235,320: 71,135 46,103 26,815 96,394 113,616 194,343 186,534: 40,977 48,786
Old : 235,320: 71,135 46,103 26,815 96,394 113,616 194,343 186,534: 40,977 48,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -5,561: 2,412 -11,879 1,895 -12,010 2,197 -7,704 -7,787: 2,143 2,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 19.6 11.4 41.0 48.3 82.6 79.3: 17.4 20.7
Old : 100.0: 30.2 19.6 11.4 41.0 48.3 82.6 79.3: 17.4 20.7
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 : 271: 70 58 31 91 85 177 159:
Old : 271: 70 58 31 91 85 177 159:
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 : 12.7 16.0 22.0 26.5 11.3 13.1 18.7 21.4
Old : 12.7 16.0 22.0 26.5 11.3 13.1 18.7 21.4
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 174,368: 43,635 73,111 11,005 85,458 54,061 140,098 138,178: 34,269 36,190
Old : 174,368: 43,635 73,111 11,005 85,458 54,061 140,098 138,178: 34,269 36,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 22,691: 2,235 11,212 2,684 14,738 2,688 19,657 16,584: 3,034 6,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 41.9 6.3 49.0 31.0 80.3 79.2: 19.7 20.8
Old : 100.0: 25.0 41.9 6.3 49.0 31.0 80.3 79.2: 19.7 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 24 28 15 28 38 59 75:
Old : 99: 24 28 15 28 38 59 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 23.9 53.3 33.9 39.3 23.7 51.6 33.6
Old : 40.7 23.9 53.3 33.9 39.3 23.7 51.6 33.6
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 507,440: 132,020 73,546 16,995 332,622 400,973 481,636 491,513: 25,803 15,927
Old : 507,440: 132,020 73,546 16,995 332,622 400,973 481,636 491,513: 25,803 15,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -3,561: -1,230 -5,187 2,664 -4,261 383 -2,827 -2,140: -734 -1,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 14.5 3.3 65.5 79.0 94.9 96.9: 5.1 3.1
Old : 100.0: 26.0 14.5 3.3 65.5 79.0 94.9 96.9: 5.1 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 : 309: 69 46 29 137 113 216 178:
Old : 309: 69 46 29 137 113 216 178:
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 : 17.4 20.5 29.7 35.6 16.6 20.1 28.4 35.0
Old : 17.4 20.5 29.7 35.6 16.6 20.1 28.4 35.0
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 20,981: 4,334 10,417 35 10,743 7,250 15,112 17,702: 5,869 3,279
Old : 20,981: 4,334 10,417 35 10,743 7,250 15,112 17,702: 5,869 3,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 69: 612 -820 15 790 -311 1,417 -1,116: -1,348 1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 49.6 0.2 51.2 34.6 72.0 84.4: 28.0 15.6
Old : 100.0: 20.7 49.6 0.2 51.2 34.6 72.0 84.4: 28.0 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 8 1 12 5 22 13:
Old : 32: 9 8 1 12 5 22 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 59.5 54.7 76.3 40.5 59.4 54.7 76.1
Old : 40.5 59.5 54.7 76.3 40.5 59.4 54.7 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 57,655: 20,619 7,486 367 28,376 9,333 49,362 17,186: 8,293 40,469
Old : 57,655: 20,619 7,486 367 28,376 9,333 49,362 17,186: 8,293 40,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -231: 954 1,410 50 -485 1,692 519 3,152: -750 -3,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 13.0 0.6 49.2 16.2 85.6 29.8: 14.4 70.2
Old : 100.0: 35.8 13.0 0.6 49.2 16.2 85.6 29.8: 14.4 70.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 17 14 5 35 15 54 32:
Old : 76: 17 14 5 35 15 54 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 10.2 40.8 16.2 25.3 10.2 40.7 16.2
Old : 25.3 10.2 40.8 16.2 25.3 10.2 40.7 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 88,271: 27,254 4,481 956 60,037 82,773 88,247 88,210: 24 61
Old : 88,271: 27,254 4,481 956 60,037 82,773 88,247 88,210: 24 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 4,911: 2,244 150 -82 2,749 5,043 4,911 5,111: 0 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 5.1 1.1 68.0 93.8 100.0 99.9: 0.0 0.1
Old : 100.0: 30.9 5.1 1.1 68.0 93.8 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 15 2 4 27 19 43 24:
Old : 50: 15 2 4 27 19 43 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 57.4 61.3 84.7 34.1 50.6 50.2 65.8
Old : 41.6 57.4 61.3 84.7 34.1 50.6 50.2 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2020