USD Malaysian Crude Palm Oil C - CHICAGO MERCANTILE EXCHANGE Code-037021
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 41,210: 2,580 1,272 8,100 30,530 31,838 41,210 41,210: 0 0
Old : 41,210: 2,580 1,272 8,100 30,530 31,838 41,210 41,210: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 1,580: 340 160 0 1,240 1,420 1,580 1,580: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 3.1 19.7 74.1 77.3 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 3.1 19.7 74.1 77.3 100.0 100.0: 0.0 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 : 29: 6 7 3 13 11 21 19:
Old : 29: 6 7 3 13 11 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 62.5 89.2 85.2 55.4 47.9 59.6 58.9
Old : 77.4 62.5 89.2 85.2 55.4 47.9 59.6 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO SHORT TERM RATE - CHICAGO MERCANTILE EXCHANGE Code-047745
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 X CONTRACT GRADE IMM INDEX) :
: : :
All : 30,312: 7,611 2,528 7,400 15,235 20,274 30,246 30,202: 66 110
Old : 30,312: 7,611 2,528 7,400 15,235 20,274 30,246 30,202: 66 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 435: 886 195 75 -201 508 760 778: -325 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 8.3 24.4 50.3 66.9 99.8 99.6: 0.2 0.4
Old : 100.0: 25.1 8.3 24.4 50.3 66.9 99.8 99.6: 0.2 0.4
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 : 44: 10 12 16 14 18 34 38:
Old : 44: 10 12 16 14 18 34 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 : 52.8 61.9 71.9 73.9 44.9 44.7 52.4 49.4
Old : 52.8 61.9 71.9 73.9 44.9 44.7 52.4 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,285: 131 2,216 632 8,503 7,004 9,266 9,852: 1,019 432
Old : 10,285: 131 2,216 632 8,503 7,004 9,266 9,852: 1,019 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 505: 1 -49 109 350 478 459 537: 46 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 21.5 6.1 82.7 68.1 90.1 95.8: 9.9 4.2
Old : 100.0: 1.3 21.5 6.1 82.7 68.1 90.1 95.8: 9.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 7 5 24 24 31 31:
Old : 41: 2 7 5 24 24 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 50.2 58.0 69.3 42.5 45.8 57.1 64.1
Old : 43.4 50.2 58.0 69.3 42.5 45.8 57.1 64.1
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 64,712: 5,347 17,364 19,217 36,007 20,625 60,571 57,206: 4,141 7,506
Old : 64,712: 5,347 17,364 19,217 36,007 20,625 60,571 57,206: 4,141 7,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 3,869: 211 690 1,672 1,929 1,313 3,812 3,675: 57 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 26.8 29.7 55.6 31.9 93.6 88.4: 6.4 11.6
Old : 100.0: 8.3 26.8 29.7 55.6 31.9 93.6 88.4: 6.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 10 36 22 40 28 62 74:
Old : 92: 10 36 22 40 28 62 74:
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 : 42.4 42.3 61.6 56.3 25.7 20.3 33.1 25.4
Old : 42.4 42.3 61.6 56.3 25.7 20.3 33.1 25.4
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 13,290: 946 2,657 2,033 9,209 7,912 12,188 12,601: 1,102 688
Old : 13,290: 946 2,657 2,033 9,209 7,912 12,188 12,601: 1,102 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 199: -54 37 87 144 61 178 186: 22 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 20.0 15.3 69.3 59.5 91.7 94.8: 8.3 5.2
Old : 100.0: 7.1 20.0 15.3 69.3 59.5 91.7 94.8: 8.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 8 7 37 24 45 33:
Old : 49: 2 8 7 37 24 45 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 : 25.7 38.7 41.9 63.2 22.6 27.8 37.4 45.2
Old : 25.7 38.7 41.9 63.2 22.6 27.8 37.4 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,304: 4,299 2,947 3,003 9,507 9,611 16,808 15,561: 496 1,743
Old : 17,304: 4,299 2,947 3,003 9,507 9,611 16,808 15,561: 496 1,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 299: -441 -7 120 609 218 287 330: 11 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 17.0 17.4 54.9 55.5 97.1 89.9: 2.9 10.1
Old : 100.0: 24.8 17.0 17.4 54.9 55.5 97.1 89.9: 2.9 10.1
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 : 31: 5 3 6 21 19 29 25:
Old : 31: 5 3 6 21 19 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 69.6 80.1 79.0 48.4 58.0 63.7 60.3
Old : 59.6 69.6 80.1 79.0 48.4 58.0 63.7 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 295,768: 59,286 52,589 118,404 99,307 98,296 276,997 269,289: 18,772 26,479
Old : 287,520: 58,016 54,694 113,484 98,308 93,829 269,808 262,007: 17,712 25,514
Other: 8,248: 3,417 43 2,772 998 4,467 7,188 7,283: 1,060 965
: : :
: : Changes in Commitments from: January 9, 2024 :
: 11,271: 3,487 1,071 4,508 4,522 5,564 12,516 11,143: -1,245 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 17.8 40.0 33.6 33.2 93.7 91.0: 6.3 9.0
Old : 100.0: 20.2 19.0 39.5 34.2 32.6 93.8 91.1: 6.2 8.9
Other: 100.0: 41.4 0.5 33.6 12.1 54.2 87.1 88.3: 12.9 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 104 96 127 86 90 260 252:
Old : 311: 96 107 127 86 90 259 252:
Other: 63: 27 6 18 12 24 41 46:
:----------------------------------------------------------------------------------------------------
: 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 22.0 27.2 31.7 11.4 15.8 18.2 20.7
Old : 17.0 21.7 27.2 31.6 11.7 15.8 18.7 20.5
Other: 43.9 53.1 57.7 65.4 29.9 41.4 37.8 45.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 375,863: 70,700 39,801 121,269 143,551 170,044 335,520 331,114: 40,343 44,749
Old : 375,863: 70,700 39,801 121,269 143,551 170,044 335,520 331,114: 40,343 44,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 1,693: 1,445 1,789 1,632 -1,398 -1,514 1,679 1,908: 14 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.6 32.3 38.2 45.2 89.3 88.1: 10.7 11.9
Old : 100.0: 18.8 10.6 32.3 38.2 45.2 89.3 88.1: 10.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 125 74 134 161 164 347 325:
Old : 401: 125 74 134 161 164 347 325:
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 15.3 21.4 24.9 8.8 11.2 13.7 15.5
Old : 12.7 15.3 21.4 24.9 8.8 11.2 13.7 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058644
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 27,500 BOARD FEET) :
: : :
All : 7,416: 3,717 795 223 2,746 5,837 6,686 6,855: 730 562
Old : 7,416: 3,717 795 223 2,746 5,837 6,686 6,855: 730 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -457: -486 28 -33 267 -421 -253 -426: -205 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 10.7 3.0 37.0 78.7 90.2 92.4: 9.8 7.6
Old : 100.0: 50.1 10.7 3.0 37.0 78.7 90.2 92.4: 9.8 7.6
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 : 75: 25 8 7 20 25 50 39:
Old : 75: 25 8 7 20 25 50 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 : 36.0 47.2 54.9 60.2 36.0 46.0 54.9 59.0
Old : 36.0 47.2 54.9 60.2 36.0 46.0 54.9 59.0
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 81,214: 12,878 18,522 29,683 23,000 17,516 65,560 65,720: 15,653 15,493
Old : 81,214: 12,878 18,522 29,683 23,000 17,516 65,560 65,720: 15,653 15,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 193: 1,033 -242 -63 145 705 1,116 400: -923 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 22.8 36.5 28.3 21.6 80.7 80.9: 19.3 19.1
Old : 100.0: 15.9 22.8 36.5 28.3 21.6 80.7 80.9: 19.3 19.1
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 : 265: 69 73 95 97 80 227 204:
Old : 265: 69 73 95 97 80 227 204:
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 18.3 21.6 28.5 6.1 13.1 10.3 16.8
Old : 13.8 18.3 21.6 28.5 6.1 13.1 10.3 16.8
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,748: 268 9,034 4,226 24,237 14,390 28,731 27,650: 1,017 2,098
Old : 29,748: 268 9,034 4,226 24,237 14,390 28,731 27,650: 1,017 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 1,300: 7 802 68 1,097 403 1,171 1,272: 128 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 30.4 14.2 81.5 48.4 96.6 92.9: 3.4 7.1
Old : 100.0: 0.9 30.4 14.2 81.5 48.4 96.6 92.9: 3.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 3 24 9 30 26 41 51:
Old : 64: 3 24 9 30 26 41 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 35.5 60.6 56.0 36.9 28.3 51.8 39.3
Old : 39.2 35.5 60.6 56.0 36.9 28.3 51.8 39.3
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 178,079: 38,434 53,137 7,830 96,620 91,895 142,884 152,861: 35,195 25,218
Old : 178,079: 38,434 53,137 7,830 96,620 91,895 142,884 152,861: 35,195 25,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -5,344: -3,620 2,855 509 -1,850 -8,862 -4,961 -5,498: -383 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 29.8 4.4 54.3 51.6 80.2 85.8: 19.8 14.2
Old : 100.0: 21.6 29.8 4.4 54.3 51.6 80.2 85.8: 19.8 14.2
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 : 109: 26 29 15 32 39 66 75:
Old : 109: 26 29 15 32 39 66 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 26.4 50.7 37.3 41.3 25.9 49.7 36.1
Old : 41.4 26.4 50.7 37.3 41.3 25.9 49.7 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,101: 11,236 16,512 2,474 26,178 24,368 39,888 43,354: 17,213 13,747
Old : 57,101: 11,236 16,512 2,474 26,178 24,368 39,888 43,354: 17,213 13,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 1,398: -25 686 -135 222 1,109 62 1,659: 1,336 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 28.9 4.3 45.8 42.7 69.9 75.9: 30.1 24.1
Old : 100.0: 19.7 28.9 4.3 45.8 42.7 69.9 75.9: 30.1 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 : 53: 18 10 4 14 17 32 31:
Old : 53: 18 10 4 14 17 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 24.4 46.0 40.3 34.2 23.6 40.7 39.5
Old : 37.0 24.4 46.0 40.3 34.2 23.6 40.7 39.5
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 264,637: 133,704 50,982 8,234 115,073 202,459 257,011 261,675: 7,626 2,962
Old : 264,637: 133,704 50,982 8,234 115,073 202,459 257,011 261,675: 7,626 2,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -7,767: -9,732 -2,877 3,414 -879 -8,638 -7,197 -8,100: -570 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 19.3 3.1 43.5 76.5 97.1 98.9: 2.9 1.1
Old : 100.0: 50.5 19.3 3.1 43.5 76.5 97.1 98.9: 2.9 1.1
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 : 164: 69 28 9 44 34 118 66:
Old : 164: 69 28 9 44 34 118 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 71.2 48.4 82.9 32.9 71.1 48.4 81.6
Old : 32.9 71.2 48.4 82.9 32.9 71.1 48.4 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 209,044: 66,180 37,891 26,319 85,909 113,972 178,408 178,182: 30,637 30,863
Old : 209,044: 66,180 37,891 26,319 85,909 113,972 178,408 178,182: 30,637 30,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 10,091: 5,051 -4,475 3,313 -102 7,573 8,261 6,411: 1,829 3,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 18.1 12.6 41.1 54.5 85.3 85.2: 14.7 14.8
Old : 100.0: 31.7 18.1 12.6 41.1 54.5 85.3 85.2: 14.7 14.8
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 : 112: 25 21 20 35 50 67 85:
Old : 112: 25 21 20 35 50 67 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 22.1 40.5 36.7 20.6 20.4 34.0 30.3
Old : 23.3 22.1 40.5 36.7 20.6 20.4 34.0 30.3
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 245,035: 42,596 105,022 19,995 141,249 75,325 203,840 200,341: 41,195 44,694
Old : 245,035: 42,596 105,022 19,995 141,249 75,325 203,840 200,341: 41,195 44,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 13,316: 2,403 4,876 1,067 12,144 3,461 15,614 9,404: -2,298 3,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 42.9 8.2 57.6 30.7 83.2 81.8: 16.8 18.2
Old : 100.0: 17.4 42.9 8.2 57.6 30.7 83.2 81.8: 16.8 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 35 43 21 54 49 101 101:
Old : 154: 35 43 21 54 49 101 101:
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 : 23.3 22.0 33.8 34.2 23.2 22.0 30.9 32.0
Old : 23.3 22.0 33.8 34.2 23.2 22.0 30.9 32.0
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 809,764: 214,391 104,186 44,805 466,497 609,295 725,693 758,285: 84,071 51,479
Old : 809,764: 214,391 104,186 44,805 466,497 609,295 725,693 758,285: 84,071 51,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 22,503: -3,833 10,112 1,392 26,019 6,421 23,578 17,925: -1,075 4,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 12.9 5.5 57.6 75.2 89.6 93.6: 10.4 6.4
Old : 100.0: 26.5 12.9 5.5 57.6 75.2 89.6 93.6: 10.4 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 : 300: 84 49 35 133 98 229 170:
Old : 300: 84 49 35 133 98 229 170:
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 40.2 29.3 60.3 17.1 38.7 27.4 58.5
Old : 17.7 40.2 29.3 60.3 17.1 38.7 27.4 58.5
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,848: 5,569 9,183 0 12,486 12,827 18,055 22,010: 10,793 6,838
Old : 28,848: 5,569 9,183 0 12,486 12,827 18,055 22,010: 10,793 6,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 3: 19 -431 -8 22 -490 33 -929: -30 932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 31.8 0.0 43.3 44.5 62.6 76.3: 37.4 23.7
Old : 100.0: 19.3 31.8 0.0 43.3 44.5 62.6 76.3: 37.4 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 5 0 10 8 17 13:
Old : 25: 7 5 0 10 8 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 : 27.5 59.0 42.8 71.5 26.9 59.0 40.9 71.2
Old : 27.5 59.0 42.8 71.5 26.9 59.0 40.9 71.2
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,763: 39,441 14,746 966 14,622 41,599 55,029 57,311: 3,734 1,452
Old : 58,763: 39,441 14,746 966 14,622 41,599 55,029 57,311: 3,734 1,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -4,943: -4,659 -4,240 730 -856 -1,635 -4,785 -5,145: -158 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 25.1 1.6 24.9 70.8 93.6 97.5: 6.4 2.5
Old : 100.0: 67.1 25.1 1.6 24.9 70.8 93.6 97.5: 6.4 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 : 86: 41 14 3 19 13 62 28:
Old : 86: 41 14 3 19 13 62 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 : 42.5 66.8 57.6 83.1 42.5 65.1 57.6 81.4
Old : 42.5 66.8 57.6 83.1 42.5 65.1 57.6 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NZ DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,469: 14,592 17,474 1,577 16,203 16,204 32,372 35,255: 6,097 3,214
Old : 38,469: 14,592 17,474 1,577 16,203 16,204 32,372 35,255: 6,097 3,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -73: -1,629 -514 214 412 211 -1,003 -89: 930 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 45.4 4.1 42.1 42.1 84.2 91.6: 15.8 8.4
Old : 100.0: 37.9 45.4 4.1 42.1 42.1 84.2 91.6: 15.8 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 : 77: 22 21 8 21 18 47 43:
Old : 77: 22 21 8 21 18 47 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 39.7 45.6 54.4 30.0 37.2 45.6 51.9
Old : 30.0 39.7 45.6 54.4 30.0 37.2 45.6 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SO AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,561: 4,944 1,795 77 1,103 4,396 6,124 6,268: 1,437 1,293
Old : 7,561: 4,944 1,795 77 1,103 4,396 6,124 6,268: 1,437 1,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 1,412: 1,726 1,101 0 -17 301 1,709 1,402: -297 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 23.7 1.0 14.6 58.1 81.0 82.9: 19.0 17.1
Old : 100.0: 65.4 23.7 1.0 14.6 58.1 81.0 82.9: 19.0 17.1
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 : 34: 11 10 1 3 10 14 21:
Old : 34: 11 10 1 3 10 14 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 : 48.0 41.0 66.4 58.6 46.9 41.0 65.4 58.6
Old : 48.0 41.0 66.4 58.6 46.9 41.0 65.4 58.6
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 25,510: 17,611 18,754 4,563 1,446 1,389 23,619 24,706: 1,891 804
Old : 25,510: 17,611 18,754 4,563 1,446 1,389 23,619 24,706: 1,891 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -3,733: -3,182 -3,777 -472 -267 510 -3,921 -3,739: 188 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 73.5 17.9 5.7 5.4 92.6 96.8: 7.4 3.2
Old : 100.0: 69.0 73.5 17.9 5.7 5.4 92.6 96.8: 7.4 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 : 136: 77 49 45 4 6 107 76:
Old : 136: 77 49 45 4 6 107 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 : 46.8 39.5 54.3 56.3 45.9 37.3 51.9 51.0
Old : 46.8 39.5 54.3 56.3 45.9 37.3 51.9 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Bitcoin X $0.10) :
: : :
All : 22,952: 12,742 16,706 5,291 257 0 18,290 21,997: 4,662 955
Old : 22,952: 12,742 16,706 5,291 257 0 18,290 21,997: 4,662 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 6,204: 4,486 4,986 1,458 22 -58 5,966 6,386: 238 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 72.8 23.1 1.1 0.0 79.7 95.8: 20.3 4.2
Old : 100.0: 55.5 72.8 23.1 1.1 0.0 79.7 95.8: 20.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 84 32 24 3 0 100 44:
Old : 120: 84 32 24 3 0 100 44:
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 : 42.5 70.2 52.9 86.8 33.0 58.4 38.6 68.0
Old : 42.5 70.2 52.9 86.8 33.0 58.4 38.6 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOFR-3M - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 :20,586,804: 1,528,032 1,179,382 10,903,427 8,116,859 8,457,490 20,548,318 20,540,300: 38,486 46,504
Old :20,586,804: 1,528,032 1,179,382 10,903,427 8,116,859 8,457,490 20,548,318 20,540,300: 38,486 46,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 405,421: 118,357 30,641 242,979 39,270 129,412 400,606 403,033: 4,815 2,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.7 53.0 39.4 41.1 99.8 99.8: 0.2 0.2
Old : 100.0: 7.4 5.7 53.0 39.4 41.1 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 1,076: 310 354 403 291 330 827 900:
Old : 1,076: 310 354 403 291 330 827 900:
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 : 19.8 19.8 32.4 33.1 4.5 6.8 7.1 8.7
Old : 19.8 19.8 32.4 33.1 4.5 6.8 7.1 8.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOFR-1M - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,087,275: 348,405 220,488 182,280 555,629 684,074 1,086,314 1,086,842: 961 433
Old : 1,087,275: 348,405 220,488 182,280 555,629 684,074 1,086,314 1,086,842: 961 433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 116,780: 32,499 15,865 4,347 79,976 96,583 116,822 116,795: -42 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 20.3 16.8 51.1 62.9 99.9 100.0: 0.1 0.0
Old : 100.0: 32.0 20.3 16.8 51.1 62.9 99.9 100.0: 0.1 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 : 190: 30 59 53 71 89 134 171:
Old : 190: 30 59 53 71 89 134 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 31.7 50.5 42.3 26.3 25.1 35.9 31.4
Old : 33.1 31.7 50.5 42.3 26.3 25.1 35.9 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 $50.00) :
: : :
All : 3,125,561: 259,730 407,358 689,721 1,858,799 1,760,638 2,808,249 2,857,717: 317,311 267,844
Old : 3,125,561: 259,730 407,358 689,721 1,858,799 1,760,638 2,808,249 2,857,717: 317,311 267,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 39,727: -4,226 35,692 26,102 31,020 -46,004 52,896 15,790: -13,169 23,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 13.0 22.1 59.5 56.3 89.8 91.4: 10.2 8.6
Old : 100.0: 8.3 13.0 22.1 59.5 56.3 89.8 91.4: 10.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 130 96 139 285 254 478 428:
Old : 578: 130 96 139 285 254 478 428:
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 : 16.0 25.8 24.9 36.6 7.3 17.2 11.8 22.9
Old : 16.0 25.8 24.9 36.6 7.3 17.2 11.8 22.9
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,909: 2,218 346 0 12,388 16,177 14,606 16,523: 3,303 1,386
Old : 17,909: 2,218 346 0 12,388 16,177 14,606 16,523: 3,303 1,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -376: -423 43 0 -1,661 -300 -2,084 -257: 1,708 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.9 0.0 69.2 90.3 81.6 92.3: 18.4 7.7
Old : 100.0: 12.4 1.9 0.0 69.2 90.3 81.6 92.3: 18.4 7.7
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 : 27: 3 1 0 13 10 16 11:
Old : 27: 3 1 0 13 10 16 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 : 54.2 76.8 69.6 87.1 54.2 76.8 69.6 87.1
Old : 54.2 76.8 69.6 87.1 54.2 76.8 69.6 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,165: 1,085 283 0 19,457 21,493 20,542 21,776: 2,623 1,389
Old : 23,165: 1,085 283 0 19,457 21,493 20,542 21,776: 2,623 1,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -2,039: 117 -1 0 -1,886 -1,022 -1,769 -1,023: -270 -1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.2 0.0 84.0 92.8 88.7 94.0: 11.3 6.0
Old : 100.0: 4.7 1.2 0.0 84.0 92.8 88.7 94.0: 11.3 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 : 34: 2 1 0 20 13 22 14:
Old : 34: 2 1 0 20 13 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 : 43.7 69.1 65.3 85.4 43.7 69.1 65.3 85.4
Old : 43.7 69.1 65.3 85.4 43.7 69.1 65.3 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,105,637: 256,776 409,315 681,985 1,855,235 1,758,896 2,793,996 2,850,196: 311,641 255,442
Old : 3,105,637: 256,776 409,315 681,985 1,855,235 1,758,896 2,793,996 2,850,196: 311,641 255,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 38,504: -4,100 35,792 24,935 30,710 -46,420 51,546 14,308: -13,042 24,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 13.2 22.0 59.7 56.6 90.0 91.8: 10.0 8.2
Old : 100.0: 8.3 13.2 22.0 59.7 56.6 90.0 91.8: 10.0 8.2
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 : 567: 125 93 135 282 253 468 422:
Old : 567: 125 93 135 282 253 468 422:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 25.9 24.8 36.7 7.4 17.3 11.8 23.1
Old : 15.9 25.9 24.8 36.7 7.4 17.3 11.8 23.1
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,572: 373 306 0 33,758 34,894 34,131 35,200: 2,441 1,372
Old : 36,572: 373 306 0 33,758 34,894 34,131 35,200: 2,441 1,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -2,791: -79 -21 0 -2,667 -1,491 -2,746 -1,512: -45 -1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.8 0.0 92.3 95.4 93.3 96.2: 6.7 3.8
Old : 100.0: 1.0 0.8 0.0 92.3 95.4 93.3 96.2: 6.7 3.8
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 : 21: 1 1 0 11 8 12 9:
Old : 21: 1 1 0 11 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 : 83.3 87.7 90.3 95.6 83.3 87.7 90.3 95.6
Old : 83.3 87.7 90.3 95.6 83.3 87.7 90.3 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 36,370: 3,264 1,245 0 30,409 31,983 33,673 33,228: 2,697 3,142
Old : 36,370: 3,264 1,245 0 30,409 31,983 33,673 33,228: 2,697 3,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -1,533: 199 139 0 -322 -3,783 -123 -3,644: -1,410 2,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 3.4 0.0 83.6 87.9 92.6 91.4: 7.4 8.6
Old : 100.0: 9.0 3.4 0.0 83.6 87.9 92.6 91.4: 7.4 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 1 0 15 15 19 16:
Old : 34: 4 1 0 15 15 19 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 : 60.5 68.2 81.8 82.9 60.5 68.2 81.3 82.9
Old : 60.5 68.2 81.8 82.9 60.5 68.2 81.3 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P REAL ESTATE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Real Estate Select Sector In :
: : :
All : 26,036: 11,271 1,531 0 12,152 23,555 23,423 25,086: 2,613 950
Old : 26,036: 11,271 1,531 0 12,152 23,555 23,423 25,086: 2,613 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 5.9 0.0 46.7 90.5 90.0 96.4: 10.0 3.6
Old : 100.0: 43.3 5.9 0.0 46.7 90.5 90.0 96.4: 10.0 3.6
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 : 22: 2 3 0 8 9 10 12:
Old : 22: 2 3 0 8 9 10 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 : 79.0 71.0 88.1 92.0 79.0 71.0 88.1 92.0
Old : 79.0 71.0 88.1 92.0 79.0 71.0 88.1 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 199,236: 74,903 25,795 31,993 35,636 17,425 142,532 75,212: 56,704 124,024
Old : 199,236: 74,903 25,795 31,993 35,636 17,425 142,532 75,212: 56,704 124,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 12,230: 7,766 8,029 2,632 3,101 4,161 13,499 14,822: -1,268 -2,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 12.9 16.1 17.9 8.7 71.5 37.8: 28.5 62.2
Old : 100.0: 37.6 12.9 16.1 17.9 8.7 71.5 37.8: 28.5 62.2
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 : 28: 8 7 9 13 6 26 17:
Old : 28: 8 7 9 13 6 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 26.8 61.5 34.4 33.4 11.5 40.4 13.9
Old : 50.3 26.8 61.5 34.4 33.4 11.5 40.4 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ADJUSTED INT RATE S&P 500 TOTL - CHICAGO MERCANTILE EXCHANGE Code-13874W
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 385,838: 15,967 16,815 19,586 348,523 347,516 384,076 383,917: 1,762 1,921
Old : 385,838: 15,967 16,815 19,586 348,523 347,516 384,076 383,917: 1,762 1,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 4,978: 1,710 0 501 3,767 8,469 5,978 8,970: -1,000 -3,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 4.4 5.1 90.3 90.1 99.5 99.5: 0.5 0.5
Old : 100.0: 4.1 4.4 5.1 90.3 90.1 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 4 8 22 23 30 33:
Old : 36: 3 4 8 22 23 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 35.2 79.3 59.9 40.5 31.6 47.7 43.6
Old : 58.5 35.2 79.3 59.9 40.5 31.6 47.7 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,903: 5,698 2,412 78 28,187 34,606 33,963 37,096: 7,940 4,807
Old : 41,903: 5,698 2,412 78 28,187 34,606 33,963 37,096: 7,940 4,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 169: 183 132 64 122 -817 369 -621: -200 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 5.8 0.2 67.3 82.6 81.1 88.5: 18.9 11.5
Old : 100.0: 13.6 5.8 0.2 67.3 82.6 81.1 88.5: 18.9 11.5
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 : 68: 8 4 4 42 23 51 30:
Old : 68: 8 4 4 42 23 51 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 49.6 36.2 64.6 24.1 48.9 36.0 64.0
Old : 24.1 49.6 36.2 64.6 24.1 48.9 36.0 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (50 Index Points) :
: : :
All : 7,487: 5,067 6,333 725 657 125 6,449 7,183: 1,038 305
Old : 7,487: 5,067 6,333 725 657 125 6,449 7,183: 1,038 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 815: 738 1,483 -288 306 -340 756 856: 59 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 84.6 9.7 8.8 1.7 86.1 95.9: 13.9 4.1
Old : 100.0: 67.7 84.6 9.7 8.8 1.7 86.1 95.9: 13.9 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 : 89: 49 32 18 5 3 64 44:
Old : 89: 49 32 18 5 3 64 44:
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 : 17.5 33.1 29.1 52.5 17.2 31.1 27.9 50.4
Old : 17.5 33.1 29.1 52.5 17.2 31.1 27.9 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO ETHER - CHICAGO MERCANTILE EXCHANGE Code-146022
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (0.1 Index Points) :
: : :
All : 49,628: 30,415 31,824 17,571 130 0 48,116 49,395: 1,512 232
Old : 49,628: 30,415 31,824 17,571 130 0 48,116 49,395: 1,512 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 17,020: 14,931 15,660 1,808 28 -460 16,767 17,008: 253 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 64.1 35.4 0.3 0.0 97.0 99.5: 3.0 0.5
Old : 100.0: 61.3 64.1 35.4 0.3 0.0 97.0 99.5: 3.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 114 32 16 1 0 123 40:
Old : 147: 114 32 16 1 0 123 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 : 50.0 79.6 61.9 88.9 28.9 55.5 36.5 59.7
Old : 50.0 79.6 61.9 88.9 28.9 55.5 36.5 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $20) :
: : :
All : 325,196: 78,699 40,307 41,599 159,982 198,853 280,280 280,759: 44,916 44,437
Old : 325,196: 78,699 40,307 41,599 159,982 198,853 280,280 280,759: 44,916 44,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -1,048: -1,365 -1,033 4,018 235 -4,313 2,887 -1,328: -3,935 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 12.4 12.8 49.2 61.1 86.2 86.3: 13.8 13.7
Old : 100.0: 24.2 12.4 12.8 49.2 61.1 86.2 86.3: 13.8 13.7
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 : 309: 73 62 60 116 109 219 202:
Old : 309: 73 62 60 116 109 219 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 21.9 29.8 35.2 16.8 20.2 26.2 32.6
Old : 17.8 21.9 29.8 35.2 16.8 20.2 26.2 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ MINI - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 313,804: 83,702 44,954 29,795 159,365 198,761 272,863 273,510: 40,941 40,294
Old : 313,804: 83,702 44,954 29,795 159,365 198,761 272,863 273,510: 40,941 40,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -2,574: -423 445 1,360 264 -4,242 1,200 -2,437: -3,774 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 14.3 9.5 50.8 63.3 87.0 87.2: 13.0 12.8
Old : 100.0: 26.7 14.3 9.5 50.8 63.3 87.0 87.2: 13.0 12.8
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 : 290: 67 53 53 112 108 205 188:
Old : 290: 67 53 53 112 108 205 188:
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 : 17.5 22.7 29.3 36.5 17.4 20.9 27.2 33.8
Old : 17.5 22.7 29.3 36.5 17.4 20.9 27.2 33.8
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 113,922: 65,821 69,380 2,188 6,162 927 74,171 72,495: 39,751 41,427
Old : 113,922: 65,821 69,380 2,188 6,162 927 74,171 72,495: 39,751 41,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 15,264: 17,346 11,986 -187 -287 -710 16,873 11,089: -1,608 4,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 60.9 1.9 5.4 0.8 65.1 63.6: 34.9 36.4
Old : 100.0: 57.8 60.9 1.9 5.4 0.8 65.1 63.6: 34.9 36.4
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 : 35: 12 14 12 7 4 25 24:
Old : 35: 12 14 12 7 4 25 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 : 57.3 56.3 61.4 59.7 57.0 56.0 60.6 59.3
Old : 57.3 56.3 61.4 59.7 57.0 56.0 60.6 59.3
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 173,954: 44,643 93,439 13,229 87,726 48,430 145,597 155,098: 28,357 18,856
Old : 173,954: 44,643 93,439 13,229 87,726 48,430 145,597 155,098: 28,357 18,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 7,387: -1,505 14,741 2,723 7,076 -11,161 8,294 6,303: -906 1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 53.7 7.6 50.4 27.8 83.7 89.2: 16.3 10.8
Old : 100.0: 25.7 53.7 7.6 50.4 27.8 83.7 89.2: 16.3 10.8
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 : 103: 35 25 21 34 23 79 59:
Old : 103: 35 25 21 34 23 79 59:
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 : 34.2 49.8 43.4 61.5 34.0 49.6 43.2 59.4
Old : 34.2 49.8 43.4 61.5 34.0 49.6 43.2 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 513,411: 89,231 73,932 22,363 369,254 393,825 480,848 490,120: 32,563 23,291
Old : 513,411: 89,231 73,932 22,363 369,254 393,825 480,848 490,120: 32,563 23,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: -8,294: -5,538 585 542 -3,831 -11,584 -8,828 -10,457: 534 2,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 14.4 4.4 71.9 76.7 93.7 95.5: 6.3 4.5
Old : 100.0: 17.4 14.4 4.4 71.9 76.7 93.7 95.5: 6.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 63 49 23 172 136 246 197:
Old : 353: 63 49 23 172 136 246 197:
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 : 14.4 22.4 23.8 32.5 14.2 22.3 23.2 32.5
Old : 14.4 22.4 23.8 32.5 14.2 22.3 23.2 32.5
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,119: 4,137 311 243 23,692 27,546 28,072 28,100: 1,047 1,019
Old : 29,119: 4,137 311 243 23,692 27,546 28,072 28,100: 1,047 1,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 175: 44 0 -44 411 314 411 270: -236 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 1.1 0.8 81.4 94.6 96.4 96.5: 3.6 3.5
Old : 100.0: 14.2 1.1 0.8 81.4 94.6 96.4 96.5: 3.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 1 9 11 12 13:
Old : 24: 3 1 1 9 11 12 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 : 71.2 81.8 90.1 90.8 71.2 81.8 89.2 90.8
Old : 71.2 81.8 90.1 90.8 71.2 81.8 89.2 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,726: 2,076 6,554 0 11,981 8,664 14,057 15,218: 3,669 2,508
Old : 17,726: 2,076 6,554 0 11,981 8,664 14,057 15,218: 3,669 2,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 2,222: 265 2,085 0 1,990 397 2,255 2,482: -33 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 37.0 0.0 67.6 48.9 79.3 85.9: 20.7 14.1
Old : 100.0: 11.7 37.0 0.0 67.6 48.9 79.3 85.9: 20.7 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 : 29: 6 5 0 12 7 18 12:
Old : 29: 6 5 0 12 7 18 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 : 51.7 57.8 62.1 79.1 51.7 57.8 62.1 79.1
Old : 51.7 57.8 62.1 79.1 51.7 57.8 62.1 79.1
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,993: 19,679 8,530 401 21,237 22,526 41,317 31,457: 7,676 17,536
Old : 48,993: 19,679 8,530 401 21,237 22,526 41,317 31,457: 7,676 17,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 4,385: 4,010 2,624 128 165 -728 4,303 2,024: 82 2,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 17.4 0.8 43.3 46.0 84.3 64.2: 15.7 35.8
Old : 100.0: 40.2 17.4 0.8 43.3 46.0 84.3 64.2: 15.7 35.8
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 : 59: 21 6 4 22 15 44 24:
Old : 59: 21 6 4 22 15 44 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 : 27.1 46.6 42.2 54.9 25.8 44.2 40.9 52.4
Old : 27.1 46.6 42.2 54.9 25.8 44.2 40.9 52.4
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 16, 2024
-------------------------------------------------------------------------------------------------------------------
: 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 : 199,467: 89,513 11,705 13,771 93,748 173,466 197,032 198,942: 2,435 525
Old : 199,467: 89,513 11,705 13,771 93,748 173,466 197,032 198,942: 2,435 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2024 :
: 2,877: 2,710 1,306 -66 317 1,643 2,961 2,883: -84 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 5.9 6.9 47.0 87.0 98.8 99.7: 1.2 0.3
Old : 100.0: 44.9 5.9 6.9 47.0 87.0 98.8 99.7: 1.2 0.3
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 : 76: 25 6 10 35 26 65 39:
Old : 76: 25 6 10 35 26 65 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 : 28.1 46.2 43.8 69.1 23.6 44.5 35.5 61.5
Old : 28.1 46.2 43.8 69.1 23.6 44.5 35.5 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2024