BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 10,858: 449 787 837 8,549 8,563 9,835 10,187: 1,024 672
Old : 10,858: 449 787 837 8,549 8,563 9,835 10,187: 1,024 672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 955: 214 270 -11 961 660 1,165 920: -209 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.3 7.7 78.7 78.9 90.6 93.8: 9.4 6.2
Old : 100.0: 4.1 7.3 7.7 78.7 78.9 90.6 93.8: 9.4 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 : 48: 4 6 6 31 27 38 36:
Old : 48: 4 6 6 31 27 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 43.2 56.4 59.7 34.0 42.6 47.0 54.0
Old : 38.6 43.2 56.4 59.7 34.0 42.6 47.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 39,203: 13,412 1,652 8,907 12,753 19,537 35,073 30,096: 4,130 9,107
Old : 39,203: 13,412 1,652 8,907 12,753 19,537 35,073 30,096: 4,130 9,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 978: 401 20 -47 420 712 775 685: 204 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 4.2 22.7 32.5 49.8 89.5 76.8: 10.5 23.2
Old : 100.0: 34.2 4.2 22.7 32.5 49.8 89.5 76.8: 10.5 23.2
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 : 69: 18 10 19 33 33 58 55:
Old : 69: 18 10 19 33 33 58 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 : 39.3 30.2 57.2 45.4 33.8 22.2 43.8 32.0
Old : 39.3 30.2 57.2 45.4 33.8 22.2 43.8 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 19, 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 : 9,018: 323 304 1,725 6,000 6,407 8,048 8,435: 971 583
Old : 9,018: 323 304 1,725 6,000 6,407 8,048 8,435: 971 583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 658: -20 272 75 364 467 419 815: 239 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.4 19.1 66.5 71.0 89.2 93.5: 10.8 6.5
Old : 100.0: 3.6 3.4 19.1 66.5 71.0 89.2 93.5: 10.8 6.5
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 : 40: 5 2 5 31 22 37 28:
Old : 40: 5 2 5 31 22 37 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 38.7 47.8 57.6 24.3 30.5 35.8 41.8
Old : 27.9 38.7 47.8 57.6 24.3 30.5 35.8 41.8
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 19, 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 : 246,824: 77,931 32,252 69,978 77,969 109,756 225,878 211,985: 20,946 34,839
Old : 239,890: 77,178 33,319 67,490 76,121 106,063 220,789 206,872: 19,101 33,019
Other: 6,934: 2,506 685 735 1,848 3,694 5,089 5,114: 1,845 1,820
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,437: -858 2,864 1,943 1,676 -3,324 2,761 1,483: -1,324 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 13.1 28.4 31.6 44.5 91.5 85.9: 8.5 14.1
Old : 100.0: 32.2 13.9 28.1 31.7 44.2 92.0 86.2: 8.0 13.8
Other: 100.0: 36.1 9.9 10.6 26.6 53.3 73.4 73.8: 26.6 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 95 75 115 81 89 250 224:
Old : 290: 92 85 115 78 88 246 223:
Other: 71: 20 9 13 15 33 40 51:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 11.3 28.0 18.6 17.1 9.4 27.2 14.6
Old : 17.6 11.5 28.6 18.8 17.6 9.4 27.8 14.8
Other: 24.8 25.6 40.4 38.2 21.7 25.6 35.5 37.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 369,647: 102,075 33,777 93,350 137,726 190,261 333,151 317,388: 36,495 52,259
Old : 369,647: 102,075 33,777 93,350 137,726 190,261 333,151 317,388: 36,495 52,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 9,895: 3,804 3,711 2,330 4,137 3,768 10,270 9,808: -375 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 9.1 25.3 37.3 51.5 90.1 85.9: 9.9 14.1
Old : 100.0: 27.6 9.1 25.3 37.3 51.5 90.1 85.9: 9.9 14.1
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 : 405: 115 80 132 155 177 340 334:
Old : 405: 115 80 132 155 177 340 334:
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 : 16.9 16.5 25.5 24.6 16.9 14.9 25.3 21.6
Old : 16.9 16.5 25.5 24.6 16.9 14.9 25.3 21.6
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 19, 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 : 2,950: 968 231 189 727 2,011 1,884 2,431: 1,066 519
Old : 2,950: 968 231 189 727 2,011 1,884 2,431: 1,066 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -37: -34 -3 -8 -31 17 -73 6: 36 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 7.8 6.4 24.7 68.2 63.9 82.4: 36.1 17.6
Old : 100.0: 32.8 7.8 6.4 24.7 68.2 63.9 82.4: 36.1 17.6
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 : 37: 11 6 4 10 14 23 22:
Old : 37: 11 6 4 10 14 23 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 : 29.6 49.1 43.1 61.7 29.6 49.1 42.3 59.9
Old : 29.6 49.1 43.1 61.7 29.6 49.1 42.3 59.9
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 19, 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 : 47,260: 14,370 11,934 10,458 15,009 9,472 39,837 31,865: 7,423 15,395
Old : 47,260: 14,370 11,934 10,458 15,009 9,472 39,837 31,865: 7,423 15,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -1,668: 89 -301 -398 -1,059 -901 -1,369 -1,599: -300 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 25.3 22.1 31.8 20.0 84.3 67.4: 15.7 32.6
Old : 100.0: 30.4 25.3 22.1 31.8 20.0 84.3 67.4: 15.7 32.6
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 : 172: 42 43 50 60 57 132 127:
Old : 172: 42 43 50 60 57 132 127:
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 : 20.9 14.2 31.2 21.8 19.5 11.4 28.3 16.1
Old : 20.9 14.2 31.2 21.8 19.5 11.4 28.3 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 33,942: 823 11,599 5,078 26,942 15,584 32,844 32,262: 1,099 1,681
Old : 33,942: 823 11,599 5,078 26,942 15,584 32,844 32,262: 1,099 1,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 529: -98 200 182 497 163 581 545: -52 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 34.2 15.0 79.4 45.9 96.8 95.0: 3.2 5.0
Old : 100.0: 2.4 34.2 15.0 79.4 45.9 96.8 95.0: 3.2 5.0
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 : 65: 5 13 11 36 40 51 54:
Old : 65: 5 13 11 36 40 51 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 : 49.0 38.7 69.4 57.9 48.4 35.8 66.6 51.2
Old : 49.0 38.7 69.4 57.9 48.4 35.8 66.6 51.2
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 19, 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 : 23,757: 6,964 6,070 10 14,913 16,246 21,887 22,326: 1,870 1,431
Old : 23,757: 6,964 6,070 10 14,913 16,246 21,887 22,326: 1,870 1,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 540: 225 967 10 455 -249 690 728: -151 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 25.5 0.0 62.8 68.4 92.1 94.0: 7.9 6.0
Old : 100.0: 29.3 25.5 0.0 62.8 68.4 92.1 94.0: 7.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 14 1 11 8 30 22:
Old : 49: 18 14 1 11 8 30 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 : 54.5 61.0 71.1 82.4 54.5 60.8 71.1 82.2
Old : 54.5 61.0 71.1 82.4 54.5 60.8 71.1 82.2
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 19, 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 : 163,920: 41,650 33,307 8,050 73,807 104,522 123,507 145,878: 40,413 18,041
Old : 163,920: 41,650 33,307 8,050 73,807 104,522 123,507 145,878: 40,413 18,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -2,047: 217 1,842 472 -1,453 -3,669 -764 -1,355: -1,283 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 20.3 4.9 45.0 63.8 75.3 89.0: 24.7 11.0
Old : 100.0: 25.4 20.3 4.9 45.0 63.8 75.3 89.0: 24.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 29 22 17 39 33 74 67:
Old : 106: 29 22 17 39 33 74 67:
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 : 21.9 44.2 32.2 56.0 21.2 44.1 30.2 55.4
Old : 21.9 44.2 32.2 56.0 21.2 44.1 30.2 55.4
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 19, 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 : 50,033: 17,706 8,359 467 9,607 29,028 27,779 37,853: 22,254 12,180
Old : 50,033: 17,706 8,359 467 9,607 29,028 27,779 37,853: 22,254 12,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -1,540: -2,715 -104 21 285 -1,222 -2,409 -1,306: 870 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 16.7 0.9 19.2 58.0 55.5 75.7: 44.5 24.3
Old : 100.0: 35.4 16.7 0.9 19.2 58.0 55.5 75.7: 44.5 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 10 2 13 12 31 22:
Old : 45: 16 10 2 13 12 31 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 : 25.5 44.5 34.2 56.0 25.5 44.2 34.2 54.7
Old : 25.5 44.5 34.2 56.0 25.5 44.2 34.2 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 146,465: 52,839 60,148 2,768 82,970 80,678 138,578 143,594: 7,887 2,871
Old : 146,465: 52,839 60,148 2,768 82,970 80,678 138,578 143,594: 7,887 2,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -5,494: -4,678 -2,457 -426 -308 -2,900 -5,413 -5,783: -81 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 41.1 1.9 56.6 55.1 94.6 98.0: 5.4 2.0
Old : 100.0: 36.1 41.1 1.9 56.6 55.1 94.6 98.0: 5.4 2.0
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 : 159: 69 35 11 32 32 108 73:
Old : 159: 69 35 11 32 32 108 73:
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 : 47.6 53.2 61.2 68.4 47.5 53.2 61.2 68.4
Old : 47.6 53.2 61.2 68.4 47.5 53.2 61.2 68.4
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 19, 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 : 164,221: 47,194 32,354 11,978 70,742 95,449 129,914 139,780: 34,308 24,441
Old : 164,221: 47,194 32,354 11,978 70,742 95,449 129,914 139,780: 34,308 24,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -7,232: -2,020 -3,105 -977 -605 -2,048 -3,602 -6,131: -3,630 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 19.7 7.3 43.1 58.1 79.1 85.1: 20.9 14.9
Old : 100.0: 28.7 19.7 7.3 43.1 58.1 79.1 85.1: 20.9 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 : 105: 28 28 20 34 40 77 73:
Old : 105: 28 28 20 34 40 77 73:
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 25.2 36.4 39.6 23.3 25.0 35.2 38.4
Old : 23.7 25.2 36.4 39.6 23.3 25.0 35.2 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 201,127: 63,785 13,478 6,458 98,580 164,099 168,823 184,036: 32,305 17,092
Old : 201,127: 63,785 13,478 6,458 98,580 164,099 168,823 184,036: 32,305 17,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 519: 69 389 338 -21 3,434 385 4,161: 134 -3,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 6.7 3.2 49.0 81.6 83.9 91.5: 16.1 8.5
Old : 100.0: 31.7 6.7 3.2 49.0 81.6 83.9 91.5: 16.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 40 18 16 48 37 95 64:
Old : 120: 40 18 16 48 37 95 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 : 28.7 65.2 42.9 73.1 28.7 65.2 42.8 72.0
Old : 28.7 65.2 42.9 73.1 28.7 65.2 42.8 72.0
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 19, 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 : 722,432: 236,863 77,534 28,332 353,828 574,928 619,023 680,794: 103,408 41,638
Old : 722,432: 236,863 77,534 28,332 353,828 574,928 619,023 680,794: 103,408 41,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 688: 8,244 1,357 -1,312 -6,369 -463 563 -418: 125 1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 10.7 3.9 49.0 79.6 85.7 94.2: 14.3 5.8
Old : 100.0: 32.8 10.7 3.9 49.0 79.6 85.7 94.2: 14.3 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 : 297: 104 36 42 128 91 244 157:
Old : 297: 104 36 42 128 91 244 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 63.6 22.2 71.7 13.2 63.0 21.1 70.9
Old : 13.8 63.6 22.2 71.7 13.2 63.0 21.1 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 19, 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 : 26,400: 7,972 3,589 436 7,726 16,919 16,134 20,944: 10,266 5,456
Old : 26,400: 7,972 3,589 436 7,726 16,919 16,134 20,944: 10,266 5,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -249: 73 -274 -17 -19 -20 37 -311: -286 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 13.6 1.7 29.3 64.1 61.1 79.3: 38.9 20.7
Old : 100.0: 30.2 13.6 1.7 29.3 64.1 61.1 79.3: 38.9 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 3 1 10 9 16 13:
Old : 22: 6 3 1 10 9 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 : 30.4 56.2 44.7 72.9 28.7 54.4 42.8 68.3
Old : 30.4 56.2 44.7 72.9 28.7 54.4 42.8 68.3
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 19, 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 : 27,181: 12,978 20,123 82 10,530 4,930 23,590 25,135: 3,591 2,046
Old : 27,181: 12,978 20,123 82 10,530 4,930 23,590 25,135: 3,591 2,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,237: -6 1,407 -135 1,470 95 1,329 1,367: -92 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 74.0 0.3 38.7 18.1 86.8 92.5: 13.2 7.5
Old : 100.0: 47.7 74.0 0.3 38.7 18.1 86.8 92.5: 13.2 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 : 62: 23 21 1 14 7 37 29:
Old : 62: 23 21 1 14 7 37 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 : 43.4 58.2 58.4 73.7 42.7 58.2 57.3 73.7
Old : 43.4 58.2 58.4 73.7 42.7 58.2 57.3 73.7
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 19, 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 : 46,262: 27,997 12,011 1,056 10,475 30,199 39,528 43,266: 6,734 2,996
Old : 46,262: 27,997 12,011 1,056 10,475 30,199 39,528 43,266: 6,734 2,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,495: 1,866 591 491 -1,326 180 1,031 1,262: 464 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 26.0 2.3 22.6 65.3 85.4 93.5: 14.6 6.5
Old : 100.0: 60.5 26.0 2.3 22.6 65.3 85.4 93.5: 14.6 6.5
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 : 83: 34 18 7 21 14 58 36:
Old : 83: 34 18 7 21 14 58 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 62.8 35.3 77.5 21.4 62.4 34.3 77.2
Old : 21.6 62.8 35.3 77.5 21.4 62.4 34.3 77.2
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 19, 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 : 10,526: 7,516 2,233 0 1,554 6,864 9,070 9,097: 1,456 1,429
Old : 10,526: 7,516 2,233 0 1,554 6,864 9,070 9,097: 1,456 1,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -677: -1,226 -56 0 598 -402 -628 -458: -49 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 21.2 0.0 14.8 65.2 86.2 86.4: 13.8 13.6
Old : 100.0: 71.4 21.2 0.0 14.8 65.2 86.2 86.4: 13.8 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 : 30: 11 8 0 6 5 17 13:
Old : 30: 11 8 0 6 5 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 : 55.6 72.9 70.7 80.3 55.6 72.9 70.7 80.3
Old : 55.6 72.9 70.7 80.3 55.6 72.9 70.7 80.3
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 19, 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 :17,740,078: 1,177,031 662,387 8,651,992 7,318,778 7,659,352 17,147,800 16,973,730: 592,278 766,348
Old :17,740,078: 1,177,031 662,387 8,651,992 7,318,778 7,659,352 17,147,800 16,973,730: 592,278 766,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 36,531: -81,479 -70,783 43,738 104,833 87,644 67,092 60,598: -30,561 -24,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 3.7 48.8 41.3 43.2 96.7 95.7: 3.3 4.3
Old : 100.0: 6.6 3.7 48.8 41.3 43.2 96.7 95.7: 3.3 4.3
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 : 258: 64 60 90 122 123 234 227:
Old : 258: 64 60 90 122 123 234 227:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 24.9 38.7 37.1 8.8 9.3 11.9 13.2
Old : 25.3 24.9 38.7 37.1 8.8 9.3 11.9 13.2
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 13,055: 7,369 10,539 1,568 436 90 9,373 12,197: 3,682 858
Old : 13,055: 7,369 10,539 1,568 436 90 9,373 12,197: 3,682 858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 31: 182 -9 -61 56 0 177 -69: -147 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 80.7 12.0 3.3 0.7 71.8 93.4: 28.2 6.6
Old : 100.0: 56.4 80.7 12.0 3.3 0.7 71.8 93.4: 28.2 6.6
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 : 91: 63 23 20 2 1 74 37:
Old : 91: 63 23 20 2 1 74 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 53.2 30.2 74.2 17.1 50.4 26.5 71.3
Old : 20.5 53.2 30.2 74.2 17.1 50.4 26.5 71.3
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 19, 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 : 480,576: 67,610 37,008 123,689 289,052 319,620 480,351 480,317: 225 259
Old : 480,576: 67,610 37,008 123,689 289,052 319,620 480,351 480,317: 225 259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -788: -1,021 4,583 3,129 -2,888 -8,500 -780 -787: -8 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 7.7 25.7 60.1 66.5 100.0 99.9: 0.0 0.1
Old : 100.0: 14.1 7.7 25.7 60.1 66.5 100.0 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 : 91: 28 21 31 31 34 73 73:
Old : 91: 28 21 31 31 34 73 73:
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 : 53.4 48.6 64.5 65.1 44.1 34.8 49.8 44.2
Old : 53.4 48.6 64.5 65.1 44.1 34.8 49.8 44.2
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 19, 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 : 193,464: 40,587 13,991 28,752 124,074 150,603 193,413 193,346: 51 118
Old : 193,464: 40,587 13,991 28,752 124,074 150,603 193,413 193,346: 51 118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 17,317: 5,322 2,299 3,156 8,841 11,865 17,319 17,320: -2 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 7.2 14.9 64.1 77.8 100.0 99.9: 0.0 0.1
Old : 100.0: 21.0 7.2 14.9 64.1 77.8 100.0 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 : 79: 22 20 25 25 26 61 58:
Old : 79: 22 20 25 25 26 61 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 43.7 58.5 64.0 35.9 42.1 52.3 55.5
Old : 39.5 43.7 58.5 64.0 35.9 42.1 52.3 55.5
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 19, 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 : 641,434: 78,148 76,540 77,087 414,149 423,711 569,384 577,339: 72,051 64,096
Old : 641,434: 78,148 76,540 77,087 414,149 423,711 569,384 577,339: 72,051 64,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -11,629: 4,586 -200 -7,940 -6,908 -1,212 -10,262 -9,353: -1,367 -2,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.9 12.0 64.6 66.1 88.8 90.0: 11.2 10.0
Old : 100.0: 12.2 11.9 12.0 64.6 66.1 88.8 90.0: 11.2 10.0
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 : 565: 113 79 96 284 273 438 407:
Old : 565: 113 79 96 284 273 438 407:
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 : 11.5 16.4 20.7 25.6 9.8 15.1 16.8 22.7
Old : 11.5 16.4 20.7 25.6 9.8 15.1 16.8 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 28,522: 3,410 1,324 3,421 8,232 16,339 15,063 21,084: 13,460 7,439
Old : 28,522: 3,410 1,324 3,421 8,232 16,339 15,063 21,084: 13,460 7,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -3,158: 1,477 -973 -1,660 -2,246 -81 -2,428 -2,714: -730 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 4.6 12.0 28.9 57.3 52.8 73.9: 47.2 26.1
Old : 100.0: 12.0 4.6 12.0 28.9 57.3 52.8 73.9: 47.2 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 6 10 6 8 17 20:
Old : 21: 7 6 10 6 8 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 63.2 50.7 71.6 17.5 41.8 21.1 42.2
Old : 37.4 63.2 50.7 71.6 17.5 41.8 21.1 42.2
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 19, 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 : 12,662: 741 967 35 10,278 10,780 11,054 11,782: 1,608 880
Old : 12,662: 741 967 35 10,278 10,780 11,054 11,782: 1,608 880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,083: 257 226 35 1,057 859 1,349 1,120: -266 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.6 0.3 81.2 85.1 87.3 93.1: 12.7 6.9
Old : 100.0: 5.9 7.6 0.3 81.2 85.1 87.3 93.1: 12.7 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 : 25: 2 3 1 10 11 13 14:
Old : 25: 2 3 1 10 11 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 61.1 77.8 78.4 57.5 59.5 76.8 75.3
Old : 57.5 61.1 77.8 78.4 57.5 59.5 76.8 75.3
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 19, 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 : 19,062: 2,373 5,745 0 14,434 12,142 16,807 17,887: 2,255 1,175
Old : 19,062: 2,373 5,745 0 14,434 12,142 16,807 17,887: 2,255 1,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,520: 352 208 -109 1,306 1,966 1,549 2,065: -29 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 30.1 0.0 75.7 63.7 88.2 93.8: 11.8 6.2
Old : 100.0: 12.4 30.1 0.0 75.7 63.7 88.2 93.8: 11.8 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 : 32: 5 3 0 17 11 22 14:
Old : 32: 5 3 0 17 11 22 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 : 49.6 74.2 63.4 86.5 49.6 74.2 62.2 86.5
Old : 49.6 74.2 63.4 86.5 49.6 74.2 62.2 86.5
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 19, 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 : 3,064,560: 387,024 389,416 354,998 2,029,583 2,036,861 2,771,605 2,781,275: 292,955 283,285
Old : 3,064,560: 387,024 389,416 354,998 2,029,583 2,036,861 2,771,605 2,781,275: 292,955 283,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -42,353: 20,276 8,596 -36,133 -23,310 -5,655 -39,167 -33,193: -3,186 -9,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.7 11.6 66.2 66.5 90.4 90.8: 9.6 9.2
Old : 100.0: 12.6 12.7 11.6 66.2 66.5 90.4 90.8: 9.6 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 : 564: 112 80 94 282 272 435 405:
Old : 564: 112 80 94 282 272 435 405:
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 16.3 21.3 24.5 10.3 14.4 17.6 22.1
Old : 11.9 16.3 21.3 24.5 10.3 14.4 17.6 22.1
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 19, 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 : 45,073: 17,925 1,546 0 23,744 42,826 41,669 44,372: 3,404 701
Old : 45,073: 17,925 1,546 0 23,744 42,826 41,669 44,372: 3,404 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 16,551: 15,314 910 0 1,075 15,871 16,389 16,781: 162 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 3.4 0.0 52.7 95.0 92.4 98.4: 7.6 1.6
Old : 100.0: 39.8 3.4 0.0 52.7 95.0 92.4 98.4: 7.6 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 : 36: 4 2 0 19 12 23 14:
Old : 36: 4 2 0 19 12 23 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 : 65.0 67.8 77.2 91.6 65.0 67.8 77.2 91.6
Old : 65.0 67.8 77.2 91.6 65.0 67.8 77.2 91.6
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 19, 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 : 22,626: 1,076 1,111 0 18,369 21,185 19,445 22,296: 3,181 330
Old : 22,626: 1,076 1,111 0 18,369 21,185 19,445 22,296: 3,181 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -306: 0 0 0 -593 -62 -593 -62: 287 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.9 0.0 81.2 93.6 85.9 98.5: 14.1 1.5
Old : 100.0: 4.8 4.9 0.0 81.2 93.6 85.9 98.5: 14.1 1.5
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 : 21: 2 1 0 10 9 12 10:
Old : 21: 2 1 0 10 9 12 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 : 60.2 77.3 80.0 96.0 60.2 77.3 78.4 96.0
Old : 60.2 77.3 80.0 96.0 60.2 77.3 78.4 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 19, 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 : 53,987: 7,566 1,457 365 36,848 48,840 44,779 50,662: 9,208 3,325
Old : 53,987: 7,566 1,457 365 36,848 48,840 44,779 50,662: 9,208 3,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -565: 1,267 -969 -15 -1,129 186 123 -798: -688 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.7 0.7 68.3 90.5 82.9 93.8: 17.1 6.2
Old : 100.0: 14.0 2.7 0.7 68.3 90.5 82.9 93.8: 17.1 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 : 79: 13 4 4 42 30 55 38:
Old : 79: 13 4 4 42 30 55 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 : 20.1 44.9 36.1 59.9 20.0 44.6 35.1 59.2
Old : 20.1 44.9 36.1 59.9 20.0 44.6 35.1 59.2
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 19, 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 : 51,457: 17,133 9,979 3,862 23,360 28,984 44,355 42,825: 7,102 8,632
Old : 51,457: 17,133 9,979 3,862 23,360 28,984 44,355 42,825: 7,102 8,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 226: 1,465 -914 -380 -581 836 504 -458: -279 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 19.4 7.5 45.4 56.3 86.2 83.2: 13.8 16.8
Old : 100.0: 33.3 19.4 7.5 45.4 56.3 86.2 83.2: 13.8 16.8
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 : 267: 57 50 33 100 109 172 177:
Old : 267: 57 50 33 100 109 172 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 22.4 31.6 33.8 22.7 20.7 30.6 29.3
Old : 22.7 22.4 31.6 33.8 22.7 20.7 30.6 29.3
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 19, 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 : 257,287: 85,663 49,893 19,312 116,801 144,921 221,776 214,126: 35,512 43,161
Old : 257,287: 85,663 49,893 19,312 116,801 144,921 221,776 214,126: 35,512 43,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,128: 7,327 -4,571 -1,901 -2,906 4,181 2,521 -2,290: -1,393 3,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 19.4 7.5 45.4 56.3 86.2 83.2: 13.8 16.8
Old : 100.0: 33.3 19.4 7.5 45.4 56.3 86.2 83.2: 13.8 16.8
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 : 267: 57 50 33 100 109 172 177:
Old : 267: 57 50 33 100 109 172 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 22.4 31.6 33.8 22.7 20.7 30.6 29.3
Old : 22.7 22.4 31.6 33.8 22.7 20.7 30.6 29.3
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 19, 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 : 156,287: 59,525 55,982 6,933 54,057 75,828 120,515 138,744: 35,772 17,543
Old : 156,287: 59,525 55,982 6,933 54,057 75,828 120,515 138,744: 35,772 17,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,536: -113 687 -25 -930 3,407 -1,069 4,068: 2,605 -2,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 35.8 4.4 34.6 48.5 77.1 88.8: 22.9 11.2
Old : 100.0: 38.1 35.8 4.4 34.6 48.5 77.1 88.8: 22.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 29 19 15 29 31 65 58:
Old : 90: 29 19 15 29 31 65 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 50.0 41.1 59.4 30.8 49.8 39.9 58.5
Old : 31.2 50.0 41.1 59.4 30.8 49.8 39.9 58.5
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 19, 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 : 564,139: 87,275 86,512 10,338 433,764 446,325 531,377 543,174: 32,762 20,965
Old : 564,139: 87,275 86,512 10,338 433,764 446,325 531,377 543,174: 32,762 20,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 2,249: -16,925 -2,251 6 19,457 4,201 2,537 1,956: -289 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 15.3 1.8 76.9 79.1 94.2 96.3: 5.8 3.7
Old : 100.0: 15.5 15.3 1.8 76.9 79.1 94.2 96.3: 5.8 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 : 363: 69 50 22 182 128 258 193:
Old : 363: 69 50 22 182 128 258 193:
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 : 12.6 26.3 23.0 39.2 12.6 26.2 22.0 38.2
Old : 12.6 26.3 23.0 39.2 12.6 26.2 22.0 38.2
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 19, 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 : 15,403: 216 206 36 13,923 14,670 14,175 14,912: 1,228 491
Old : 15,403: 216 206 36 13,923 14,670 14,175 14,912: 1,228 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 57: -41 206 4 29 -11 -8 199: 65 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.3 0.2 90.4 95.2 92.0 96.8: 8.0 3.2
Old : 100.0: 1.4 1.3 0.2 90.4 95.2 92.0 96.8: 8.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 10 9 11 11:
Old : 21: 1 1 1 10 9 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 78.1 87.4 93.9 66.9 78.1 87.4 93.9
Old : 66.9 78.1 87.4 93.9 66.9 78.1 87.4 93.9
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 19, 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 : 16,268: 2,408 6,907 1 8,636 6,322 11,045 13,230: 5,223 3,038
Old : 16,268: 2,408 6,907 1 8,636 6,322 11,045 13,230: 5,223 3,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 16: 194 1,570 -5 9 31 198 1,596: -182 -1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 42.5 0.0 53.1 38.9 67.9 81.3: 32.1 18.7
Old : 100.0: 14.8 42.5 0.0 53.1 38.9 67.9 81.3: 32.1 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 6 1 7 5 13 12:
Old : 22: 6 6 1 7 5 13 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 : 47.2 60.5 62.0 78.5 47.2 60.5 62.0 78.5
Old : 47.2 60.5 62.0 78.5 47.2 60.5 62.0 78.5
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 19, 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 : 48,446: 20,153 2,611 38 21,126 16,147 41,317 18,796: 7,129 29,650
Old : 48,446: 20,153 2,611 38 21,126 16,147 41,317 18,796: 7,129 29,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 687: 2,023 1,228 -49 -1,464 997 510 2,176: 177 -1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 5.4 0.1 43.6 33.3 85.3 38.8: 14.7 61.2
Old : 100.0: 41.6 5.4 0.1 43.6 33.3 85.3 38.8: 14.7 61.2
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 : 61: 16 6 2 18 26 34 34:
Old : 61: 16 6 2 18 26 34 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 : 33.5 13.0 50.2 20.0 33.5 13.0 49.6 19.4
Old : 33.5 13.0 50.2 20.0 33.5 13.0 49.6 19.4
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 19, 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 : 171,928: 50,803 380 7,689 113,163 163,821 171,655 171,890: 273 38
Old : 171,928: 50,803 380 7,689 113,163 163,821 171,655 171,890: 273 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 2,543: -4,112 0 -279 7,897 3,879 3,506 3,600: -963 -1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 0.2 4.5 65.8 95.3 99.8 100.0: 0.2 0.0
Old : 100.0: 29.5 0.2 4.5 65.8 95.3 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 32 3 8 38 27 72 38:
Old : 86: 32 3 8 38 27 72 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 : 33.6 65.0 53.5 83.9 33.6 57.4 51.5 70.9
Old : 33.6 65.0 53.5 83.9 33.6 57.4 51.5 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2021