BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,641: 125 564 338 6,343 6,322 6,806 7,224: 835 417
Old : 7,641: 125 564 338 6,343 6,322 6,806 7,224: 835 417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -1,381: -39 -71 -60 -1,131 -1,164 -1,230 -1,295: -151 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 7.4 4.4 83.0 82.7 89.1 94.5: 10.9 5.5
Old : 100.0: 1.6 7.4 4.4 83.0 82.7 89.1 94.5: 10.9 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 5 6 22 23 28 31:
Old : 38: 3 5 6 22 23 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 53.5 64.2 68.9 41.1 53.1 59.6 64.2
Old : 43.3 53.5 64.2 68.9 41.1 53.1 59.6 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 18,400: 9,402 2,269 986 5,693 10,442 16,081 13,697: 2,319 4,703
Old : 18,400: 9,402 2,269 986 5,693 10,442 16,081 13,697: 2,319 4,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -3,896: -1,663 -144 -400 -1,892 -3,173 -3,955 -3,717: 59 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 12.3 5.4 30.9 56.8 87.4 74.4: 12.6 25.6
Old : 100.0: 51.1 12.3 5.4 30.9 56.8 87.4 74.4: 12.6 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 8 9 15 21 32 34:
Old : 50: 13 8 9 15 21 32 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 : 54.0 34.7 69.8 51.1 53.1 34.2 67.6 48.3
Old : 54.0 34.7 69.8 51.1 53.1 34.2 67.6 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,249: 143 806 214 4,294 3,565 4,651 4,585: 598 664
Old : 5,249: 143 806 214 4,294 3,565 4,651 4,585: 598 664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -1,627: -305 -407 -18 -1,282 -1,228 -1,605 -1,653: -22 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 15.4 4.1 81.8 67.9 88.6 87.3: 11.4 12.7
Old : 100.0: 2.7 15.4 4.1 81.8 67.9 88.6 87.3: 11.4 12.7
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 : 38: 2 4 5 26 19 31 25:
Old : 38: 2 4 5 26 19 31 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 : 36.8 38.6 54.9 60.9 36.8 34.3 53.5 51.3
Old : 36.8 38.6 54.9 60.9 36.8 34.3 53.5 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 201,729: 76,636 39,137 37,251 69,231 96,356 183,118 172,744: 18,611 28,985
Old : 197,213: 76,409 39,658 35,680 68,005 94,098 180,094 169,436: 17,119 27,777
Other: 4,516: 1,452 704 346 1,226 2,258 3,024 3,308: 1,492 1,208
: : :
: : Changes in Commitments from: December 29, 2020 :
: 13,166: 5,005 277 4,551 1,115 8,431 10,671 13,259: 2,495 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 19.4 18.5 34.3 47.8 90.8 85.6: 9.2 14.4
Old : 100.0: 38.7 20.1 18.1 34.5 47.7 91.3 85.9: 8.7 14.1
Other: 100.0: 32.2 15.6 7.7 27.1 50.0 67.0 73.3: 33.0 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 91 69 103 51 82 212 206:
Old : 277: 90 75 102 48 82 207 206:
Other: 53: 16 9 6 9 24 26 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 12.8 32.9 20.1 20.7 11.9 32.8 18.6
Old : 21.2 13.0 33.5 20.2 21.2 12.2 33.4 18.8
Other: 30.0 27.7 45.2 42.1 26.4 27.7 39.3 41.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 295,130: 97,429 40,704 50,523 115,483 163,766 263,435 254,993: 31,695 40,137
Old : 295,130: 97,429 40,704 50,523 115,483 163,766 263,435 254,993: 31,695 40,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 4,474: -548 3,033 3,573 2,139 -472 5,164 6,134: -690 -1,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 13.8 17.1 39.1 55.5 89.3 86.4: 10.7 13.6
Old : 100.0: 33.0 13.8 17.1 39.1 55.5 89.3 86.4: 10.7 13.6
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 : 372: 106 73 103 112 147 276 280:
Old : 372: 106 73 103 112 147 276 280:
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 : 19.4 17.8 29.7 27.5 19.4 16.7 28.7 24.5
Old : 19.4 17.8 29.7 27.5 19.4 16.7 28.7 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,874: 855 299 68 803 2,041 1,726 2,408: 1,148 466
Old : 2,874: 855 299 68 803 2,041 1,726 2,408: 1,148 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -158: 162 -75 -89 -196 106 -123 -58: -35 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 10.4 2.4 27.9 71.0 60.1 83.8: 39.9 16.2
Old : 100.0: 29.7 10.4 2.4 27.9 71.0 60.1 83.8: 39.9 16.2
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 : 38: 14 7 3 7 12 22 21:
Old : 38: 14 7 3 7 12 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 49.9 41.3 64.5 28.3 49.9 39.0 64.5
Old : 30.0 49.9 41.3 64.5 28.3 49.9 39.0 64.5
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 - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,455: 13,781 12,883 7,872 15,128 9,234 36,781 29,989: 5,674 12,466
Old : 42,455: 13,781 12,883 7,872 15,128 9,234 36,781 29,989: 5,674 12,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -2,024: -1,033 1,215 -1,179 471 -827 -1,741 -791: -283 -1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 30.3 18.5 35.6 21.8 86.6 70.6: 13.4 29.4
Old : 100.0: 32.5 30.3 18.5 35.6 21.8 86.6 70.6: 13.4 29.4
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 : 165: 37 46 50 47 50 115 127:
Old : 165: 37 46 50 47 50 115 127:
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 15.3 37.7 24.0 22.8 12.5 32.8 18.3
Old : 24.3 15.3 37.7 24.0 22.8 12.5 32.8 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,340: 894 8,376 837 17,866 10,798 19,597 20,011: 743 329
Old : 20,340: 894 8,376 837 17,866 10,798 19,597 20,011: 743 329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -3,857: 274 -1,602 -497 -3,655 -1,683 -3,878 -3,782: 21 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 41.2 4.1 87.8 53.1 96.3 98.4: 3.7 1.6
Old : 100.0: 4.4 41.2 4.1 87.8 53.1 96.3 98.4: 3.7 1.6
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 : 52: 7 7 7 21 28 31 39:
Old : 52: 7 7 7 21 28 31 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 : 56.4 50.4 78.0 73.9 55.5 49.8 76.6 72.7
Old : 56.4 50.4 78.0 73.9 55.5 49.8 76.6 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,159: 7,509 6,684 0 15,572 16,923 23,081 23,607: 2,078 1,552
Old : 25,159: 7,509 6,684 0 15,572 16,923 23,081 23,607: 2,078 1,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 933: -271 955 0 899 -104 628 851: 305 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 26.6 0.0 61.9 67.3 91.7 93.8: 8.3 6.2
Old : 100.0: 29.8 26.6 0.0 61.9 67.3 91.7 93.8: 8.3 6.2
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 : 44: 14 14 0 10 8 24 22:
Old : 44: 14 14 0 10 8 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 60.1 73.5 82.2 58.0 59.9 73.5 82.0
Old : 58.0 60.1 73.5 82.2 58.0 59.9 73.5 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 156,124: 41,560 27,036 2,440 71,354 109,613 115,354 139,089: 40,770 17,035
Old : 156,124: 41,560 27,036 2,440 71,354 109,613 115,354 139,089: 40,770 17,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,660: -618 226 -24 1,609 -1,448 967 -1,246: 693 2,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 17.3 1.6 45.7 70.2 73.9 89.1: 26.1 10.9
Old : 100.0: 26.6 17.3 1.6 45.7 70.2 73.9 89.1: 26.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 30 15 12 35 32 71 54:
Old : 101: 30 15 12 35 32 71 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 : 23.7 50.8 33.1 62.8 22.2 50.7 31.2 62.0
Old : 23.7 50.8 33.1 62.8 22.2 50.7 31.2 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,028: 17,386 8,014 4 9,246 29,386 26,636 37,404: 22,392 11,624
Old : 49,028: 17,386 8,014 4 9,246 29,386 26,636 37,404: 22,392 11,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -3,376: -4,110 -1,695 -180 372 -1,258 -3,918 -3,133: 542 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 16.3 0.0 18.9 59.9 54.3 76.3: 45.7 23.7
Old : 100.0: 35.5 16.3 0.0 18.9 59.9 54.3 76.3: 45.7 23.7
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 : 44: 14 9 1 14 13 29 22:
Old : 44: 14 9 1 14 13 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 47.4 35.0 57.5 25.7 47.4 35.0 57.5
Old : 25.7 47.4 35.0 57.5 25.7 47.4 35.0 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 141,291: 52,578 60,301 1,418 79,574 76,962 133,570 138,681: 7,721 2,610
Old : 141,291: 52,578 60,301 1,418 79,574 76,962 133,570 138,681: 7,721 2,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -1,291: -4,351 -1,886 368 1,978 317 -2,005 -1,201: 714 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 42.7 1.0 56.3 54.5 94.5 98.2: 5.5 1.8
Old : 100.0: 37.2 42.7 1.0 56.3 54.5 94.5 98.2: 5.5 1.8
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 : 150: 65 34 6 32 27 101 63:
Old : 150: 65 34 6 32 27 101 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 55.0 60.9 71.5 48.8 55.0 60.9 71.5
Old : 48.8 55.0 60.9 71.5 48.8 55.0 60.9 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 143,209: 35,526 31,861 2,357 71,685 84,224 109,568 118,442: 33,641 24,767
Old : 143,209: 35,526 31,861 2,357 71,685 84,224 109,568 118,442: 33,641 24,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 3,339: -209 958 401 1,330 1,442 1,522 2,801: 1,817 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 22.2 1.6 50.1 58.8 76.5 82.7: 23.5 17.3
Old : 100.0: 24.8 22.2 1.6 50.1 58.8 76.5 82.7: 23.5 17.3
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 : 100: 23 24 14 32 35 63 66:
Old : 100: 23 24 14 32 35 63 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 : 27.5 27.4 41.2 41.3 27.4 27.3 41.0 41.1
Old : 27.5 27.4 41.2 41.3 27.4 27.3 41.0 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 206,963: 69,163 18,973 2,897 98,129 171,246 170,189 193,116: 36,774 13,847
Old : 206,963: 69,163 18,973 2,897 98,129 171,246 170,189 193,116: 36,774 13,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 12,509: 5,586 2,746 600 2,980 9,711 9,166 13,057: 3,343 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 9.2 1.4 47.4 82.7 82.2 93.3: 17.8 6.7
Old : 100.0: 33.4 9.2 1.4 47.4 82.7 82.2 93.3: 17.8 6.7
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 : 115: 37 16 14 45 33 91 55:
Old : 115: 37 16 14 45 33 91 55:
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 : 26.9 67.6 40.3 75.2 26.9 67.6 40.3 74.9
Old : 26.9 67.6 40.3 75.2 26.9 67.6 40.3 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 673,532: 224,832 81,841 4,404 349,449 550,714 578,685 636,959: 94,847 36,573
Old : 673,532: 224,832 81,841 4,404 349,449 550,714 578,685 636,959: 94,847 36,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,889: 1,984 2,069 -39 676 169 2,621 2,199: -732 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 12.2 0.7 51.9 81.8 85.9 94.6: 14.1 5.4
Old : 100.0: 33.4 12.2 0.7 51.9 81.8 85.9 94.6: 14.1 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 : 296: 103 36 26 124 81 231 139:
Old : 296: 103 36 26 124 81 231 139:
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 67.6 24.8 76.1 14.8 67.1 23.6 75.4
Old : 15.5 67.6 24.8 76.1 14.8 67.1 23.6 75.4
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 - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,113: 8,445 4,439 453 7,841 17,202 16,739 22,094: 10,374 5,019
Old : 27,113: 8,445 4,439 453 7,841 17,202 16,739 22,094: 10,374 5,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,318: 1,246 577 -38 569 1,108 1,777 1,647: -459 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 16.4 1.7 28.9 63.4 61.7 81.5: 38.3 18.5
Old : 100.0: 31.1 16.4 1.7 28.9 63.4 61.7 81.5: 38.3 18.5
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 : 25: 7 4 2 10 11 18 16:
Old : 25: 7 4 2 10 11 18 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 : 29.6 57.3 44.2 71.7 27.9 55.6 42.3 67.4
Old : 29.6 57.3 44.2 71.7 27.9 55.6 42.3 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,914: 4,003 3,832 0 5,137 9,665 9,140 13,497: 7,774 3,417
Old : 16,914: 4,003 3,832 0 5,137 9,665 9,140 13,497: 7,774 3,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 216: 557 -99 0 2 0 559 -99: -343 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 22.7 0.0 30.4 57.1 54.0 79.8: 46.0 20.2
Old : 100.0: 23.7 22.7 0.0 30.4 57.1 54.0 79.8: 46.0 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 2 0 11 12 16 14:
Old : 21: 5 2 0 11 12 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 : 32.1 44.7 47.2 62.9 28.7 41.2 42.6 57.5
Old : 32.1 44.7 47.2 62.9 28.7 41.2 42.6 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,774: 10,322 13,516 143 8,354 7,167 18,819 20,826: 3,955 1,948
Old : 22,774: 10,322 13,516 143 8,354 7,167 18,819 20,826: 3,955 1,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -16,407: -1,085 -7,568 106 -15,628 -8,942 -16,607 -16,404: 200 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 59.3 0.6 36.7 31.5 82.6 91.4: 17.4 8.6
Old : 100.0: 45.3 59.3 0.6 36.7 31.5 82.6 91.4: 17.4 8.6
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 : 56: 20 16 3 13 6 35 24:
Old : 56: 20 16 3 13 6 35 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 : 38.3 56.4 53.8 73.2 38.3 56.4 53.8 73.1
Old : 38.3 56.4 53.8 73.2 38.3 56.4 53.8 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,194: 26,552 14,556 493 13,051 29,253 40,096 44,302: 7,098 2,892
Old : 47,194: 26,552 14,556 493 13,051 29,253 40,096 44,302: 7,098 2,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -721: -1,287 -749 121 -366 -119 -1,532 -747: 811 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 30.8 1.0 27.7 62.0 85.0 93.9: 15.0 6.1
Old : 100.0: 56.3 30.8 1.0 27.7 62.0 85.0 93.9: 15.0 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 : 81: 34 18 7 21 13 58 35:
Old : 81: 34 18 7 21 13 58 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 : 23.8 61.1 36.8 77.5 23.2 60.7 36.2 77.1
Old : 23.8 61.1 36.8 77.5 23.2 60.7 36.2 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,269: 10,273 2,653 0 529 8,369 10,802 11,022: 1,467 1,247
Old : 12,269: 10,273 2,653 0 529 8,369 10,802 11,022: 1,467 1,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 574: 508 265 0 -61 130 447 395: 127 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 21.6 0.0 4.3 68.2 88.0 89.8: 12.0 10.2
Old : 100.0: 83.7 21.6 0.0 4.3 68.2 88.0 89.8: 12.0 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 : 26: 10 8 0 3 5 13 13:
Old : 26: 10 8 0 3 5 13 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 : 73.9 70.6 81.7 84.6 73.9 70.6 81.7 84.6
Old : 73.9 70.6 81.7 84.6 73.9 70.6 81.7 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,297,056: 1,503,235 746,643 2,498,866 4,698,793 5,356,928 8,700,894 8,602,437: 596,162 694,619
Old : 9,297,056: 1,503,235 746,643 2,498,866 4,698,793 5,356,928 8,700,894 8,602,437: 596,162 694,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 234,024: 30,592 118,750 57,694 158,638 63,224 246,924 239,668: -12,900 -5,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.0 26.9 50.5 57.6 93.6 92.5: 6.4 7.5
Old : 100.0: 16.2 8.0 26.9 50.5 57.6 93.6 92.5: 6.4 7.5
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 : 221: 52 40 73 109 109 203 187:
Old : 221: 52 40 73 109 109 203 187:
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 : 24.7 18.2 35.1 30.8 16.4 15.8 21.6 22.3
Old : 24.7 18.2 35.1 30.8 16.4 15.8 21.6 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 11,296: 6,939 9,924 508 506 90 7,953 10,522: 3,343 774
Old : 11,296: 6,939 9,924 508 506 90 7,953 10,522: 3,343 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 643: 491 643 -54 28 0 465 589: 178 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 87.9 4.5 4.5 0.8 70.4 93.1: 29.6 6.9
Old : 100.0: 61.4 87.9 4.5 4.5 0.8 70.4 93.1: 29.6 6.9
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: 61 23 10 3 1 69 30:
Old : 89: 61 23 10 3 1 69 30:
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 : 18.2 61.0 29.2 79.5 18.2 61.0 28.9 79.5
Old : 18.2 61.0 29.2 79.5 18.2 61.0 28.9 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 469,591: 61,161 40,575 115,060 293,078 313,603 469,299 469,238: 292 353
Old : 469,591: 61,161 40,575 115,060 293,078 313,603 469,299 469,238: 292 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 6,400: -1,287 2,307 8,838 -1,195 -4,811 6,356 6,334: 44 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 8.6 24.5 62.4 66.8 99.9 99.9: 0.1 0.1
Old : 100.0: 13.0 8.6 24.5 62.4 66.8 99.9 99.9: 0.1 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 : 88: 21 22 28 33 33 71 68:
Old : 88: 21 22 28 33 33 71 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 : 55.1 48.2 67.6 66.1 44.8 32.9 49.7 43.5
Old : 55.1 48.2 67.6 66.1 44.8 32.9 49.7 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 160,885: 16,695 8,853 26,682 117,368 125,108 160,745 160,643: 140 242
Old : 160,885: 16,695 8,853 26,682 117,368 125,108 160,745 160,643: 140 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -46,347: -941 -2,484 -1,553 -43,926 -42,480 -46,420 -46,517: 73 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 5.5 16.6 73.0 77.8 99.9 99.8: 0.1 0.2
Old : 100.0: 10.4 5.5 16.6 73.0 77.8 99.9 99.8: 0.1 0.2
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 : 75: 23 17 23 23 23 56 54:
Old : 75: 23 17 23 23 23 56 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 : 44.2 49.8 63.0 69.4 41.8 49.2 55.4 59.4
Old : 44.2 49.8 63.0 69.4 41.8 49.2 55.4 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 523,123: 67,750 78,490 10,669 384,003 385,588 462,422 474,747: 60,701 48,376
Old : 523,123: 67,750 78,490 10,669 384,003 385,588 462,422 474,747: 60,701 48,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 16,559: -1,174 731 239 10,609 13,676 9,674 14,646: 6,885 1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 15.0 2.0 73.4 73.7 88.4 90.8: 11.6 9.2
Old : 100.0: 13.0 15.0 2.0 73.4 73.7 88.4 90.8: 11.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 97 67 46 261 255 375 351:
Old : 536: 97 67 46 261 255 375 351:
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 : 13.7 19.6 23.6 28.9 12.5 19.5 21.5 28.1
Old : 13.7 19.6 23.6 28.9 12.5 19.5 21.5 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,262: 1,947 5,704 109 9,617 8,137 11,673 13,950: 3,589 1,312
Old : 15,262: 1,947 5,704 109 9,617 8,137 11,673 13,950: 3,589 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 601: 53 421 -74 -427 -99 -448 248: 1,049 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 37.4 0.7 63.0 53.3 76.5 91.4: 23.5 8.6
Old : 100.0: 12.8 37.4 0.7 63.0 53.3 76.5 91.4: 23.5 8.6
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 : 27: 5 3 1 12 9 17 13:
Old : 27: 5 3 1 12 9 17 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 : 46.1 73.8 59.0 86.1 46.1 73.8 59.0 86.1
Old : 46.1 73.8 59.0 86.1 46.1 73.8 59.0 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,553,480: 347,249 382,054 41,281 1,899,938 1,899,568 2,288,468 2,322,903: 265,012 230,577
Old : 2,553,480: 347,249 382,054 41,281 1,899,938 1,899,568 2,288,468 2,322,903: 265,012 230,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 54,575: -5,572 -1,599 3,399 48,058 40,407 45,885 42,207: 8,690 12,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.0 1.6 74.4 74.4 89.6 91.0: 10.4 9.0
Old : 100.0: 13.6 15.0 1.6 74.4 74.4 89.6 91.0: 10.4 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 536: 97 67 45 258 255 372 350:
Old : 536: 97 67 45 258 255 372 350:
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 : 14.0 20.1 24.2 29.1 12.8 19.9 22.0 28.5
Old : 14.0 20.1 24.2 29.1 12.8 19.9 22.0 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,502: 1,269 319 0 21,080 24,451 22,349 24,770: 3,153 732
Old : 25,502: 1,269 319 0 21,080 24,451 22,349 24,770: 3,153 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -14: 0 83 0 -12 -177 -12 -94: -2 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.3 0.0 82.7 95.9 87.6 97.1: 12.4 2.9
Old : 100.0: 5.0 1.3 0.0 82.7 95.9 87.6 97.1: 12.4 2.9
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 : 24: 2 1 0 14 8 16 9:
Old : 24: 2 1 0 14 8 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 87.6 72.9 96.3 58.8 87.6 72.9 96.3
Old : 58.8 87.6 72.9 96.3 58.8 87.6 72.9 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,173: 6,706 1,088 374 34,820 47,132 41,900 48,594: 10,273 3,579
Old : 52,173: 6,706 1,088 374 34,820 47,132 41,900 48,594: 10,273 3,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -1,269: 2 -33 20 -1,700 -1,068 -1,678 -1,081: 409 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 2.1 0.7 66.7 90.3 80.3 93.1: 19.7 6.9
Old : 100.0: 12.9 2.1 0.7 66.7 90.3 80.3 93.1: 19.7 6.9
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 : 74: 11 3 4 40 31 52 37:
Old : 74: 11 3 4 40 31 52 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 45.5 35.3 62.7 20.2 45.1 34.3 61.9
Old : 20.5 45.5 35.3 62.7 20.2 45.1 34.3 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 44,180: 14,466 9,309 505 22,262 27,875 37,233 37,689: 6,946 6,490
Old : 44,180: 14,466 9,309 505 22,262 27,875 37,233 37,689: 6,946 6,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 802: 325 -872 174 433 1,491 933 794: -130 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 21.1 1.1 50.4 63.1 84.3 85.3: 15.7 14.7
Old : 100.0: 32.7 21.1 1.1 50.4 63.1 84.3 85.3: 15.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 55 46 22 99 99 163 158:
Old : 263: 55 46 22 99 99 163 158:
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 : 25.0 29.4 34.0 38.6 25.0 29.1 33.8 38.4
Old : 25.0 29.4 34.0 38.6 25.0 29.1 33.8 38.4
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 - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 220,898: 72,329 46,546 2,527 111,311 139,374 186,167 188,447: 34,731 32,451
Old : 220,898: 72,329 46,546 2,527 111,311 139,374 186,167 188,447: 34,731 32,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 4,011: 1,627 -4,359 872 2,164 7,457 4,663 3,970: -652 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 21.1 1.1 50.4 63.1 84.3 85.3: 15.7 14.7
Old : 100.0: 32.7 21.1 1.1 50.4 63.1 84.3 85.3: 15.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 55 46 22 99 99 163 158:
Old : 263: 55 46 22 99 99 163 158:
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 : 25.0 29.4 34.0 38.6 25.0 29.1 33.8 38.4
Old : 25.0 29.4 34.0 38.6 25.0 29.1 33.8 38.4
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 - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 146,093: 59,738 63,645 2,753 48,589 62,298 111,080 128,696: 35,013 17,397
Old : 146,093: 59,738 63,645 2,753 48,589 62,298 111,080 128,696: 35,013 17,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 7,784: 5,911 3,312 1,113 220 1,216 7,244 5,641: 540 2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 43.6 1.9 33.3 42.6 76.0 88.1: 24.0 11.9
Old : 100.0: 40.9 43.6 1.9 33.3 42.6 76.0 88.1: 24.0 11.9
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 : 86: 27 19 14 24 24 61 47:
Old : 86: 27 19 14 24 24 61 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 : 32.0 50.9 42.9 62.3 31.9 50.7 42.6 62.1
Old : 32.0 50.9 42.9 62.3 31.9 50.7 42.6 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 526,292: 112,220 79,182 2,343 380,688 429,489 495,251 511,014: 31,041 15,278
Old : 526,292: 112,220 79,182 2,343 380,688 429,489 495,251 511,014: 31,041 15,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -5,624: 19,702 -3,532 175 -15,908 -652 3,969 -4,009: -9,593 -1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 15.0 0.4 72.3 81.6 94.1 97.1: 5.9 2.9
Old : 100.0: 21.3 15.0 0.4 72.3 81.6 94.1 97.1: 5.9 2.9
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 : 355: 66 50 16 170 129 240 191:
Old : 355: 66 50 16 170 129 240 191:
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 : 13.4 24.2 23.7 37.1 13.4 23.6 22.7 35.8
Old : 13.4 24.2 23.7 37.1 13.4 23.6 22.7 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,314: 2,214 5,392 9 8,547 6,316 10,770 11,717: 4,544 3,597
Old : 15,314: 2,214 5,392 9 8,547 6,316 10,770 11,717: 4,544 3,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -120: -303 572 -8 -352 -119 -663 445: 543 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 35.2 0.1 55.8 41.2 70.3 76.5: 29.7 23.5
Old : 100.0: 14.5 35.2 0.1 55.8 41.2 70.3 76.5: 29.7 23.5
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 : 23: 5 7 2 8 5 14 13:
Old : 23: 5 7 2 8 5 14 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 : 48.1 58.1 63.7 72.0 48.1 58.0 63.7 72.0
Old : 48.1 58.1 63.7 72.0 48.1 58.0 63.7 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,749: 15,353 1,080 70 23,044 13,116 38,467 14,266: 7,282 31,483
Old : 45,749: 15,353 1,080 70 23,044 13,116 38,467 14,266: 7,282 31,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,937: 1,290 -17 53 787 -2,181 2,130 -2,145: -193 4,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 2.4 0.2 50.4 28.7 84.1 31.2: 15.9 68.8
Old : 100.0: 33.6 2.4 0.2 50.4 28.7 84.1 31.2: 15.9 68.8
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 : 64: 18 4 3 24 23 43 29:
Old : 64: 18 4 3 24 23 43 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 : 32.6 10.0 50.2 17.1 32.6 9.8 48.8 16.1
Old : 32.6 10.0 50.2 17.1 32.6 9.8 48.8 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: 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 : 154,169: 51,125 380 7,661 95,045 145,829 153,831 153,870: 338 299
Old : 154,169: 51,125 380 7,661 95,045 145,829 153,831 153,870: 338 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 3,082: -97 0 14 3,353 2,813 3,270 2,827: -188 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 0.2 5.0 61.6 94.6 99.8 99.8: 0.2 0.2
Old : 100.0: 33.2 0.2 5.0 61.6 94.6 99.8 99.8: 0.2 0.2
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 : 86: 32 3 7 38 27 72 37:
Old : 86: 32 3 7 38 27 72 37:
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 : 33.1 60.7 50.0 83.6 33.1 55.2 49.2 71.4
Old : 33.1 60.7 50.0 83.6 33.1 55.2 49.2 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 08, 2021