BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 9,903: 235 517 847 7,588 7,902 8,670 9,267: 1,233 636 Old : 9,903: 235 517 847 7,588 7,902 8,670 9,267: 1,233 636 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 575: 5 72 -21 433 474 418 525: 158 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 5.2 8.6 76.6 79.8 87.5 93.6: 12.5 6.4 Old : 100.0: 2.4 5.2 8.6 76.6 79.8 87.5 93.6: 12.5 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 : 43: 3 5 6 28 24 34 32: Old : 43: 3 5 6 28 24 34 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 : 39.0 46.1 55.4 62.3 34.8 45.7 47.9 56.7 Old : 39.0 46.1 55.4 62.3 34.8 45.7 47.9 56.7 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 12, 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 : 38,224: 13,011 1,632 8,954 12,333 18,825 34,298 29,411: 3,926 8,814 Old : 38,224: 13,011 1,632 8,954 12,333 18,825 34,298 29,411: 3,926 8,814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 2,495: 1,655 11 141 976 2,113 2,773 2,265: -277 230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 4.3 23.4 32.3 49.2 89.7 76.9: 10.3 23.1 Old : 100.0: 34.0 4.3 23.4 32.3 49.2 89.7 76.9: 10.3 23.1 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 : 67: 17 10 18 32 32 57 52: Old : 67: 17 10 18 32 32 57 52: 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 : 39.9 30.9 57.4 46.3 33.4 22.2 43.1 32.0 Old : 39.9 30.9 57.4 46.3 33.4 22.2 43.1 32.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 8,360: 343 31 1,650 5,636 5,939 7,629 7,620: 732 740 Old : 8,360: 343 31 1,650 5,636 5,939 7,629 7,620: 732 740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 355: 33 -77 23 277 453 333 399: 22 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.4 19.7 67.4 71.0 91.2 91.1: 8.8 8.9 Old : 100.0: 4.1 0.4 19.7 67.4 71.0 91.2 91.1: 8.8 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 : 39: 4 1 5 32 22 37 27: Old : 39: 4 1 5 32 22 37 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 : 29.2 40.1 50.2 59.0 26.0 30.4 37.5 42.1 Old : 29.2 40.1 50.2 59.0 26.0 30.4 37.5 42.1 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 12, 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 : 245,388: 78,789 29,387 68,035 76,293 113,080 223,117 210,502: 22,270 34,886 Old : 239,788: 78,269 30,357 65,957 74,837 110,193 219,063 206,508: 20,724 33,280 Other: 5,600: 2,129 639 469 1,456 2,887 4,054 3,994: 1,546 1,606 : : : : : Changes in Commitments from: January 5, 2021 : : 3,674: 2,046 2,589 1,066 483 -119 3,595 3,536: 80 138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 12.0 27.7 31.1 46.1 90.9 85.8: 9.1 14.2 Old : 100.0: 32.6 12.7 27.5 31.2 46.0 91.4 86.1: 8.6 13.9 Other: 100.0: 38.0 11.4 8.4 26.0 51.6 72.4 71.3: 27.6 28.7 : : : :# Traders : Number of Traders in Each Category : All : 294: 101 76 118 79 88 253 225: Old : 293: 99 84 117 76 88 248 225: Other: 73: 28 9 13 13 30 44 49: :---------------------------------------------------------------------------------------------------- : 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 12.0 28.4 19.7 17.4 10.4 27.5 16.3 Old : 17.8 12.2 28.9 20.1 17.8 10.5 28.0 16.3 Other: 24.7 26.1 38.7 40.0 21.2 26.1 35.0 39.9 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 359,752: 98,271 30,066 91,021 133,590 186,494 322,881 307,580: 36,870 52,172 Old : 359,752: 98,271 30,066 91,021 133,590 186,494 322,881 307,580: 36,870 52,172 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 16,012: 918 4,926 6,603 7,925 1,845 15,446 13,374: 566 2,638 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 8.4 25.3 37.1 51.8 89.8 85.5: 10.2 14.5 Old : 100.0: 27.3 8.4 25.3 37.1 51.8 89.8 85.5: 10.2 14.5 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 : 402: 109 80 130 155 178 335 332: Old : 402: 109 80 130 155 178 335 332: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.6 16.2 25.7 24.6 16.6 14.5 24.9 21.4 Old : 16.6 16.2 25.7 24.6 16.6 14.5 24.9 21.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 2,987: 1,002 234 196 759 1,995 1,957 2,425: 1,030 562 Old : 2,987: 1,002 234 196 759 1,995 1,957 2,425: 1,030 562 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : -133: 115 -43 -34 -58 -128 23 -205: -156 71 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 7.8 6.6 25.4 66.8 65.5 81.2: 34.5 18.8 Old : 100.0: 33.5 7.8 6.6 25.4 66.8 65.5 81.2: 34.5 18.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 12 6 4 9 13 23 21: Old : 37: 12 6 4 9 13 23 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 : 31.4 48.6 44.1 61.3 31.4 48.6 42.9 59.2 Old : 31.4 48.6 44.1 61.3 31.4 48.6 42.9 59.2 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 12, 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 : 48,928: 14,281 12,235 10,856 16,068 10,373 41,206 33,464: 7,722 15,464 Old : 48,928: 14,281 12,235 10,856 16,068 10,373 41,206 33,464: 7,722 15,464 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : -87: 389 1,263 -1,231 5 -279 -837 -247: 750 161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 25.0 22.2 32.8 21.2 84.2 68.4: 15.8 31.6 Old : 100.0: 29.2 25.0 22.2 32.8 21.2 84.2 68.4: 15.8 31.6 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 : 182: 47 48 57 63 60 139 142: Old : 182: 47 48 57 63 60 139 142: 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 : 20.8 13.1 31.9 22.0 19.2 11.5 27.5 16.3 Old : 20.8 13.1 31.9 22.0 19.2 11.5 27.5 16.3 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 with Delta-adjusted Options and Futures Combined, January 12, 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 : 33,413: 921 11,399 4,896 26,445 15,421 32,262 31,717: 1,151 1,696 Old : 33,413: 921 11,399 4,896 26,445 15,421 32,262 31,717: 1,151 1,696 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 2,248: 553 772 477 1,288 1,013 2,318 2,261: -70 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 34.1 14.7 79.1 46.2 96.6 94.9: 3.4 5.1 Old : 100.0: 2.8 34.1 14.7 79.1 46.2 96.6 94.9: 3.4 5.1 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 : 66: 6 13 11 36 40 52 54: Old : 66: 6 13 11 36 40 52 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 : 49.6 38.6 69.6 57.8 49.0 35.3 66.8 50.4 Old : 49.6 38.6 69.6 57.8 49.0 35.3 66.8 50.4 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 12, 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 : 23,217: 6,739 5,103 0 14,458 16,495 21,197 21,598: 2,020 1,619 Old : 23,217: 6,739 5,103 0 14,458 16,495 21,197 21,598: 2,020 1,619 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : -1,957: -770 -1,574 -11 -1,114 -428 -1,895 -2,014: -62 56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 22.0 0.0 62.3 71.0 91.3 93.0: 8.7 7.0 Old : 100.0: 29.0 22.0 0.0 62.3 71.0 91.3 93.0: 8.7 7.0 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: 17 14 0 11 8 28 22: Old : 48: 17 14 0 11 8 28 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 : 53.7 63.2 70.7 82.3 53.7 63.0 70.7 82.1 Old : 53.7 63.2 70.7 82.3 53.7 63.0 70.7 82.1 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 12, 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 : 165,967: 41,433 31,465 7,578 75,260 108,191 124,271 147,233: 41,696 18,734 Old : 165,967: 41,433 31,465 7,578 75,260 108,191 124,271 147,233: 41,696 18,734 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : -3,044: 162 3,793 -290 -2,068 -7,132 -2,196 -3,629: -848 585 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 19.0 4.6 45.3 65.2 74.9 88.7: 25.1 11.3 Old : 100.0: 25.0 19.0 4.6 45.3 65.2 74.9 88.7: 25.1 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 107: 28 22 16 40 34 76 65: Old : 107: 28 22 16 40 34 76 65: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.8 45.5 31.3 57.8 20.7 45.4 29.2 56.6 Old : 21.8 45.5 31.3 57.8 20.7 45.4 29.2 56.6 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 12, 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 : 51,573: 20,421 8,463 446 9,322 30,250 30,189 39,159: 21,384 12,414 Old : 51,573: 20,421 8,463 446 9,322 30,250 30,189 39,159: 21,384 12,414 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 213: 3,035 1,180 -811 -501 -549 1,724 -179: -1,511 391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.6 16.4 0.9 18.1 58.7 58.5 75.9: 41.5 24.1 Old : 100.0: 39.6 16.4 0.9 18.1 58.7 58.5 75.9: 41.5 24.1 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: 16 10 2 14 14 32 24: Old : 47: 16 10 2 14 14 32 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 : 29.0 44.6 37.5 56.6 29.0 44.4 37.5 55.5 Old : 29.0 44.6 37.5 56.6 29.0 44.4 37.5 55.5 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 with Delta-adjusted Options and Futures Combined, January 12, 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 : 151,959: 57,518 62,605 3,195 83,278 83,577 143,991 149,377: 7,968 2,582 Old : 151,959: 57,518 62,605 3,195 83,278 83,577 143,991 149,377: 7,968 2,582 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 9,838: 4,882 2,682 1,071 3,689 6,138 9,641 9,891: 197 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 41.2 2.1 54.8 55.0 94.8 98.3: 5.2 1.7 Old : 100.0: 37.9 41.2 2.1 54.8 55.0 94.8 98.3: 5.2 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 150: 72 25 11 33 29 109 62: Old : 150: 72 25 11 33 29 109 62: 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 : 46.5 51.8 59.6 67.4 46.5 51.8 59.6 67.4 Old : 46.5 51.8 59.6 67.4 46.5 51.8 59.6 67.4 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 12, 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 : 171,453: 49,214 35,459 12,955 71,347 97,497 133,516 145,911: 37,937 25,542 Old : 171,453: 49,214 35,459 12,955 71,347 97,497 133,516 145,911: 37,937 25,542 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 3,762: 10,460 3,200 -2,062 -6,470 4,952 1,929 6,090: 1,833 -2,328 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 20.7 7.6 41.6 56.9 77.9 85.1: 22.1 14.9 Old : 100.0: 28.7 20.7 7.6 41.6 56.9 77.9 85.1: 22.1 14.9 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 : 110: 30 28 23 36 40 82 76: Old : 110: 30 28 23 36 40 82 76: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.7 25.4 34.9 38.3 22.4 25.3 33.4 38.0 Old : 22.7 25.4 34.9 38.3 22.4 25.3 33.4 38.0 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 12, 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 : 200,608: 63,716 13,089 6,120 98,601 160,666 168,437 179,875: 32,171 20,733 Old : 200,608: 63,716 13,089 6,120 98,601 160,666 168,437 179,875: 32,171 20,733 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : -18,733: -6,214 -4,601 -2,848 -3,841 -17,102 -12,903 -24,551: -5,830 5,818 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 6.5 3.1 49.2 80.1 84.0 89.7: 16.0 10.3 Old : 100.0: 31.8 6.5 3.1 49.2 80.1 84.0 89.7: 16.0 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 117: 38 21 15 46 36 92 64: Old : 117: 38 21 15 46 36 92 64: 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 : 27.7 64.9 42.0 71.2 27.7 64.9 42.0 70.2 Old : 27.7 64.9 42.0 71.2 27.7 64.9 42.0 70.2 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 12, 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 : 721,744: 228,619 76,178 29,644 360,198 575,390 618,460 681,211: 103,283 40,532 Old : 721,744: 228,619 76,178 29,644 360,198 575,390 618,460 681,211: 103,283 40,532 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : -7,372: 2,731 -6,042 -4,601 -8,434 2,348 -10,304 -8,295: 2,932 923 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 10.6 4.1 49.9 79.7 85.7 94.4: 14.3 5.6 Old : 100.0: 31.7 10.6 4.1 49.9 79.7 85.7 94.4: 14.3 5.6 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 : 293: 101 37 44 124 91 238 159: Old : 293: 101 37 44 124 91 238 159: 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 : 14.6 63.8 23.3 71.7 13.9 63.1 22.2 70.9 Old : 14.6 63.8 23.3 71.7 13.9 63.1 22.2 70.9 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 12, 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 : 26,649: 7,899 3,863 453 7,745 16,939 16,097 21,255: 10,552 5,394 Old : 26,649: 7,899 3,863 453 7,745 16,939 16,097 21,255: 10,552 5,394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : -464: -546 -576 0 -96 -263 -642 -839: 178 375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 14.5 1.7 29.1 63.6 60.4 79.8: 39.6 20.2 Old : 100.0: 29.6 14.5 1.7 29.1 63.6 60.4 79.8: 39.6 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 : 22: 6 3 2 11 10 18 14: Old : 22: 6 3 2 11 10 18 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 : 30.2 57.6 44.4 73.8 28.5 55.6 42.5 69.3 Old : 30.2 57.6 44.4 73.8 28.5 55.6 42.5 69.3 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 12, 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 : 17,092: 3,996 3,413 0 5,216 9,738 9,212 13,151: 7,880 3,941 Old : 17,092: 3,996 3,413 0 5,216 9,738 9,212 13,151: 7,880 3,941 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 178: -7 -419 0 79 73 72 -346: 106 524 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.4 20.0 0.0 30.5 57.0 53.9 76.9: 46.1 23.1 Old : 100.0: 23.4 20.0 0.0 30.5 57.0 53.9 76.9: 46.1 23.1 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 : 20: 5 1 0 11 12 16 13: Old : 20: 5 1 0 11 12 16 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 : 32.1 44.8 47.1 62.8 28.8 41.0 42.5 57.3 Old : 32.1 44.8 47.1 62.8 28.8 41.0 42.5 57.3 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 12, 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 : 25,944: 12,984 18,716 217 9,060 4,835 22,261 23,768: 3,683 2,176 Old : 25,944: 12,984 18,716 217 9,060 4,835 22,261 23,768: 3,683 2,176 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 3,168: 2,662 5,200 74 706 -2,332 3,442 2,942: -274 226 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 72.1 0.8 34.9 18.6 85.8 91.6: 14.2 8.4 Old : 100.0: 50.0 72.1 0.8 34.9 18.6 85.8 91.6: 14.2 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 65: 22 23 4 15 8 39 33: Old : 65: 22 23 4 15 8 39 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.9 57.3 56.3 71.6 39.9 57.3 55.8 71.6 Old : 39.9 57.3 56.3 71.6 39.9 57.3 55.8 71.6 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 12, 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 : 44,767: 26,131 11,419 566 11,801 30,019 38,498 42,004: 6,270 2,763 Old : 44,767: 26,131 11,419 566 11,801 30,019 38,498 42,004: 6,270 2,763 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : -2,487: -421 -3,081 17 -1,250 766 -1,654 -2,298: -834 -189 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 25.5 1.3 26.4 67.1 86.0 93.8: 14.0 6.2 Old : 100.0: 58.4 25.5 1.3 26.4 67.1 86.0 93.8: 14.0 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 : 87: 38 19 7 20 14 61 37: Old : 87: 38 19 7 20 14 61 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 : 25.4 65.0 39.5 80.0 25.2 64.6 39.2 79.6 Old : 25.4 65.0 39.5 80.0 25.2 64.6 39.2 79.6 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 12, 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 : 11,203: 8,742 2,289 0 956 7,266 9,698 9,555: 1,505 1,648 Old : 11,203: 8,742 2,289 0 956 7,266 9,698 9,555: 1,505 1,648 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : -1,066: -1,531 -364 0 427 -1,103 -1,104 -1,467: 38 401 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 20.4 0.0 8.5 64.9 86.6 85.3: 13.4 14.7 Old : 100.0: 78.0 20.4 0.0 8.5 64.9 86.6 85.3: 13.4 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 : 25: 10 8 0 5 3 15 11: Old : 25: 10 8 0 5 3 15 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 : 65.4 73.3 77.5 82.5 65.4 73.3 77.5 82.5 Old : 65.4 73.3 77.5 82.5 65.4 73.3 77.5 82.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 :17,703,547: 1,258,510 733,170 8,608,254 7,213,945 7,571,708 17,080,708 16,913,132: 622,839 790,415 Old :17,703,547: 1,258,510 733,170 8,608,254 7,213,945 7,571,708 17,080,708 16,913,132: 622,839 790,415 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 1,425,823: 143,881 157,835 722,346 579,421 488,224 1,445,648 1,368,406: -19,825 57,417 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 4.1 48.6 40.7 42.8 96.5 95.5: 3.5 4.5 Old : 100.0: 7.1 4.1 48.6 40.7 42.8 96.5 95.5: 3.5 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 : 253: 57 64 90 120 118 230 222: Old : 253: 57 64 90 120 118 230 222: 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 : 24.4 24.1 38.0 36.4 7.8 8.8 10.9 12.4 Old : 24.4 24.1 38.0 36.4 7.8 8.8 10.9 12.4 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 12, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 Bitcoins) : : : : All : 13,024: 7,187 10,548 1,629 380 90 9,195 12,266: 3,828 758 Old : 13,024: 7,187 10,548 1,629 380 90 9,195 12,266: 3,828 758 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 769: 285 626 272 -126 0 431 898: 338 -129 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.2 81.0 12.5 2.9 0.7 70.6 94.2: 29.4 5.8 Old : 100.0: 55.2 81.0 12.5 2.9 0.7 70.6 94.2: 29.4 5.8 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 : 94: 64 26 21 2 1 76 39: Old : 94: 64 26 21 2 1 76 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 : 17.7 52.6 27.3 74.6 14.5 49.8 23.9 71.8 Old : 17.7 52.6 27.3 74.6 14.5 49.8 23.9 71.8 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 12, 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 : 481,365: 68,631 32,425 120,560 291,940 328,119 481,132 481,105: 233 260 Old : 481,365: 68,631 32,425 120,560 291,940 328,119 481,132 481,105: 233 260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 9,078: 6,570 -8,505 3,821 -1,255 13,855 9,137 9,171: -59 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 6.7 25.0 60.6 68.2 100.0 99.9: 0.0 0.1 Old : 100.0: 14.3 6.7 25.0 60.6 68.2 100.0 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 : 92: 30 17 31 34 33 76 71: Old : 92: 30 17 31 34 33 76 71: 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 : 54.5 49.5 66.0 67.2 44.0 34.8 50.3 44.8 Old : 54.5 49.5 66.0 67.2 44.0 34.8 50.3 44.8 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 12, 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 : 176,147: 35,265 11,692 25,596 115,233 138,738 176,094 176,026: 53 121 Old : 176,147: 35,265 11,692 25,596 115,233 138,738 176,094 176,026: 53 121 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 15,262: 18,570 2,839 -1,086 -2,135 13,630 15,349 15,383: -87 -121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 6.6 14.5 65.4 78.8 100.0 99.9: 0.0 0.1 Old : 100.0: 20.0 6.6 14.5 65.4 78.8 100.0 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 : 75: 27 15 25 23 24 58 56: Old : 75: 27 15 25 23 24 58 56: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 45.7 61.1 66.5 41.3 44.9 55.5 56.9 Old : 42.9 45.7 61.1 66.5 41.3 44.9 55.5 56.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 653,063: 73,562 76,741 85,027 421,056 424,924 579,645 586,691: 73,418 66,372 Old : 653,063: 73,562 76,741 85,027 421,056 424,924 579,645 586,691: 73,418 66,372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 24,188: 3,938 -3,635 11,300 7,507 9,719 22,745 17,383: 1,444 6,805 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 11.8 13.0 64.5 65.1 88.8 89.8: 11.2 10.2 Old : 100.0: 11.3 11.8 13.0 64.5 65.1 88.8 89.8: 11.2 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 : 568: 117 77 97 282 272 439 407: Old : 568: 117 77 97 282 272 439 407: 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 : 11.9 17.0 21.2 26.0 9.8 14.9 16.7 22.2 Old : 11.9 17.0 21.2 26.0 9.8 14.9 16.7 22.2 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 12, 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 : 31,680: 1,932 2,296 5,081 10,478 16,420 17,491 23,798: 14,189 7,883 Old : 31,680: 1,932 2,296 5,081 10,478 16,420 17,491 23,798: 14,189 7,883 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 7.2 16.0 33.1 51.8 55.2 75.1: 44.8 24.9 Old : 100.0: 6.1 7.2 16.0 33.1 51.8 55.2 75.1: 44.8 24.9 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 : 23: 6 7 11 7 9 19 22: Old : 23: 6 7 11 7 9 19 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 : 35.0 56.4 49.6 69.3 15.3 36.0 18.2 38.1 Old : 35.0 56.4 49.6 69.3 15.3 36.0 18.2 38.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 Consumer Stapl : : : : All : 11,579: 484 741 0 9,221 9,921 9,705 10,662: 1,874 917 Old : 11,579: 484 741 0 9,221 9,921 9,705 10,662: 1,874 917 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 6.4 0.0 79.6 85.7 83.8 92.1: 16.2 7.9 Old : 100.0: 4.2 6.4 0.0 79.6 85.7 83.8 92.1: 16.2 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 2 0 10 9 12 11: Old : 22: 2 2 0 10 9 12 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 : 58.1 68.7 74.9 85.8 58.1 64.5 73.3 81.3 Old : 58.1 68.7 74.9 85.8 58.1 64.5 73.3 81.3 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 12, 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 : 17,542: 2,021 5,537 109 13,128 10,176 15,258 15,822: 2,284 1,720 Old : 17,542: 2,021 5,537 109 13,128 10,176 15,258 15,822: 2,284 1,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 2,280: 74 -167 0 3,511 2,039 3,585 1,872: -1,305 408 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 31.6 0.6 74.8 58.0 87.0 90.2: 13.0 9.8 Old : 100.0: 11.5 31.6 0.6 74.8 58.0 87.0 90.2: 13.0 9.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 5 3 1 17 8 22 12: Old : 30: 5 3 1 17 8 22 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 77.3 62.8 87.0 49.3 77.3 61.9 87.0 Old : 49.3 77.3 62.8 87.0 49.3 77.3 61.9 87.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 3,106,913: 366,747 380,820 391,132 2,052,893 2,042,516 2,810,772 2,814,468: 296,141 292,445 Old : 3,106,913: 366,747 380,820 391,132 2,052,893 2,042,516 2,810,772 2,814,468: 296,141 292,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 94,405: 13,754 -7,049 48,670 34,892 25,029 97,316 66,650: -2,911 27,755 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 12.3 12.6 66.1 65.7 90.5 90.6: 9.5 9.4 Old : 100.0: 11.8 12.3 12.6 66.1 65.7 90.5 90.6: 9.5 9.4 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 : 563: 116 75 93 280 271 434 401: Old : 563: 116 75 93 280 271 434 401: 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 : 12.4 16.7 21.9 25.1 10.3 14.5 17.6 21.9 Old : 12.4 16.7 21.9 25.1 10.3 14.5 17.6 21.9 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 12, 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 : 28,522: 2,611 636 0 22,669 26,955 25,280 27,591: 3,242 931 Old : 28,522: 2,611 636 0 22,669 26,955 25,280 27,591: 3,242 931 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 3,020: 1,342 317 0 1,589 2,504 2,931 2,821: 89 199 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 2.2 0.0 79.5 94.5 88.6 96.7: 11.4 3.3 Old : 100.0: 9.2 2.2 0.0 79.5 94.5 88.6 96.7: 11.4 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 1 0 16 10 19 11: Old : 29: 3 1 0 16 10 19 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 : 52.5 83.3 70.1 94.4 52.5 83.3 70.1 94.4 Old : 52.5 83.3 70.1 94.4 52.5 83.3 70.1 94.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 Industrial Ind : : : : All : 22,932: 1,076 1,111 0 18,962 21,247 20,038 22,358: 2,894 574 Old : 22,932: 1,076 1,111 0 18,962 21,247 20,038 22,358: 2,894 574 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 4.8 0.0 82.7 92.7 87.4 97.5: 12.6 2.5 Old : 100.0: 4.7 4.8 0.0 82.7 92.7 87.4 97.5: 12.6 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 0 10 8 12 9: Old : 20: 2 1 0 10 8 12 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 : 61.7 77.4 81.9 96.0 61.7 77.4 80.3 96.0 Old : 61.7 77.4 81.9 96.0 61.7 77.4 80.3 96.0 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 12, 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 : 54,552: 6,299 2,426 380 37,977 48,654 44,656 51,460: 9,896 3,092 Old : 54,552: 6,299 2,426 380 37,977 48,654 44,656 51,460: 9,896 3,092 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 2,379: -407 1,338 6 3,157 1,522 2,756 2,866: -377 -487 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 4.4 0.7 69.6 89.2 81.9 94.3: 18.1 5.7 Old : 100.0: 11.5 4.4 0.7 69.6 89.2 81.9 94.3: 18.1 5.7 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 : 78: 9 6 4 43 31 53 40: Old : 78: 9 6 4 43 31 53 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 : 19.6 44.3 35.3 59.3 19.5 43.9 34.8 58.5 Old : 19.6 44.3 35.3 59.3 19.5 43.9 34.8 58.5 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 12, 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 : 51,232: 15,667 10,893 4,242 23,941 28,148 43,851 43,283: 7,381 7,949 Old : 51,232: 15,667 10,893 4,242 23,941 28,148 43,851 43,283: 7,381 7,949 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 3,075: 1,223 2,257 562 1,250 -334 3,035 2,485: 40 590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 21.3 8.3 46.7 54.9 85.6 84.5: 14.4 15.5 Old : 100.0: 30.6 21.3 8.3 46.7 54.9 85.6 84.5: 14.4 15.5 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 : 271: 53 56 33 100 111 171 182: Old : 271: 53 56 33 100 111 171 182: 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 : 23.5 24.3 32.7 34.7 23.5 23.2 31.4 31.0 Old : 23.5 24.3 32.7 34.7 23.5 23.2 31.4 31.0 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 12, 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 : 256,159: 78,336 54,465 21,212 119,706 140,740 219,254 216,417: 36,905 39,743 Old : 256,159: 78,336 54,465 21,212 119,706 140,740 219,254 216,417: 36,905 39,743 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 15,375: 6,117 11,287 2,809 6,249 -1,672 15,176 12,424: 199 2,951 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 21.3 8.3 46.7 54.9 85.6 84.5: 14.4 15.5 Old : 100.0: 30.6 21.3 8.3 46.7 54.9 85.6 84.5: 14.4 15.5 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 : 271: 53 56 33 100 111 171 182: Old : 271: 53 56 33 100 111 171 182: 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 : 23.5 24.3 32.7 34.7 23.5 23.2 31.4 31.0 Old : 23.5 24.3 32.7 34.7 23.5 23.2 31.4 31.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 $2) : : : : All : 74,637: 34,555 57,790 1,243 3,026 398 38,824 59,431: 35,813 15,206 Old : 74,637: 34,555 57,790 1,243 3,026 398 38,824 59,431: 35,813 15,206 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.3 77.4 1.7 4.1 0.5 52.0 79.6: 48.0 20.4 Old : 100.0: 46.3 77.4 1.7 4.1 0.5 52.0 79.6: 48.0 20.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 6 10 8 3 1 12 16: Old : 20: 6 10 8 3 1 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 : 48.7 71.2 51.5 76.3 47.3 71.0 50.0 76.1 Old : 48.7 71.2 51.5 76.3 47.3 71.0 50.0 76.1 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 12, 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 : 154,750: 59,639 55,295 6,959 54,987 72,422 121,584 134,675: 33,166 20,075 Old : 154,750: 59,639 55,295 6,959 54,987 72,422 121,584 134,675: 33,166 20,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : -7,653: 500 -8,396 -3,591 -873 3,059 -3,964 -8,928: -3,689 1,274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.5 35.7 4.5 35.5 46.8 78.6 87.0: 21.4 13.0 Old : 100.0: 38.5 35.7 4.5 35.5 46.8 78.6 87.0: 21.4 13.0 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 : 88: 24 20 11 32 31 63 55: Old : 88: 24 20 11 32 31 63 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 : 31.5 50.0 42.0 59.6 31.4 49.7 41.2 59.0 Old : 31.5 50.0 42.0 59.6 31.4 49.7 41.2 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 561,890: 104,200 88,763 10,332 414,308 442,124 528,840 541,218: 33,051 20,672 Old : 561,890: 104,200 88,763 10,332 414,308 442,124 528,840 541,218: 33,051 20,672 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 28,984: -8,731 8,924 3,444 33,015 12,003 27,728 24,372: 1,256 4,613 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 15.8 1.8 73.7 78.7 94.1 96.3: 5.9 3.7 Old : 100.0: 18.5 15.8 1.8 73.7 78.7 94.1 96.3: 5.9 3.7 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 : 351: 67 48 18 180 127 255 185: Old : 351: 67 48 18 180 127 255 185: 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 24.7 22.7 37.7 12.7 24.7 21.6 36.7 Old : 12.7 24.7 22.7 37.7 12.7 24.7 21.6 36.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 1000 VALUE INDEX x $50) : : : : All : 15,346: 257 0 32 13,894 14,681 14,183 14,713: 1,163 633 Old : 15,346: 257 0 32 13,894 14,681 14,183 14,713: 1,163 633 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.0 0.2 90.5 95.7 92.4 95.9: 7.6 4.1 Old : 100.0: 1.7 0.0 0.2 90.5 95.7 92.4 95.9: 7.6 4.1 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 : 20: 1 0 1 10 9 11 10: Old : 20: 1 0 1 10 9 11 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.1 78.4 87.7 94.4 67.1 78.4 87.7 94.4 Old : 67.1 78.4 87.7 94.4 67.1 78.4 87.7 94.4 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 12, 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 : 16,252: 2,214 5,337 6 8,627 6,291 10,847 11,634: 5,405 4,618 Old : 16,252: 2,214 5,337 6 8,627 6,291 10,847 11,634: 5,405 4,618 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 938: 0 -55 -3 80 -25 77 -83: 861 1,021 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 32.8 0.0 53.1 38.7 66.7 71.6: 33.3 28.4 Old : 100.0: 13.6 32.8 0.0 53.1 38.7 66.7 71.6: 33.3 28.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 5 5 2 7 5 13 11: Old : 20: 5 5 2 7 5 13 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 : 47.3 56.9 62.1 70.3 47.3 56.9 62.1 70.1 Old : 47.3 56.9 62.1 70.3 47.3 56.9 62.1 70.1 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 12, 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 : 47,759: 18,130 1,383 87 22,590 15,150 40,807 16,620: 6,952 31,139 Old : 47,759: 18,130 1,383 87 22,590 15,150 40,807 16,620: 6,952 31,139 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 2,010: 2,777 303 17 -454 2,034 2,340 2,354: -330 -344 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 2.9 0.2 47.3 31.7 85.4 34.8: 14.6 65.2 Old : 100.0: 38.0 2.9 0.2 47.3 31.7 85.4 34.8: 14.6 65.2 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 : 60: 16 4 3 21 23 38 29: Old : 60: 16 4 3 21 23 38 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 : 35.0 11.9 51.7 19.3 35.0 11.9 50.7 18.7 Old : 35.0 11.9 51.7 19.3 35.0 11.9 50.7 18.7 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 12, 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 : 169,385: 54,915 380 7,968 105,266 159,942 168,149 168,290: 1,236 1,095 Old : 169,385: 54,915 380 7,968 105,266 159,942 168,149 168,290: 1,236 1,095 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2021 : : 15,216: 3,790 0 307 10,221 14,113 14,318 14,420: 898 796 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 0.2 4.7 62.1 94.4 99.3 99.4: 0.7 0.6 Old : 100.0: 32.4 0.2 4.7 62.1 94.4 99.3 99.4: 0.7 0.6 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 : 85: 33 3 8 37 27 71 38: Old : 85: 33 3 8 37 27 71 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.4 62.1 52.2 83.2 31.4 55.7 50.2 71.7 Old : 31.4 62.1 52.2 83.2 31.4 55.7 50.2 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2021