BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 10,236: 0 3,490 211 9,080 5,936 9,291 9,637: 945 599
Old : 10,236: 0 3,490 211 9,080 5,936 9,291 9,637: 945 599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 645: 0 32 28 632 565 660 625: -15 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 34.1 2.1 88.7 58.0 90.8 94.1: 9.2 5.9
Old : 100.0: 0.0 34.1 2.1 88.7 58.0 90.8 94.1: 9.2 5.9
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 : 44: 0 9 3 24 25 27 34:
Old : 44: 0 9 3 24 25 27 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 : 52.2 41.8 73.1 63.4 49.2 41.8 69.9 59.7
Old : 52.2 41.8 73.1 63.4 49.2 41.8 69.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 16,601: 4,112 1,803 1,131 8,808 8,090 14,051 11,024: 2,550 5,577
Old : 16,601: 4,112 1,803 1,131 8,808 8,090 14,051 11,024: 2,550 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 751: -170 30 116 856 503 802 649: -51 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 10.9 6.8 53.1 48.7 84.6 66.4: 15.4 33.6
Old : 100.0: 24.8 10.9 6.8 53.1 48.7 84.6 66.4: 15.4 33.6
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 : 63: 20 12 14 18 18 44 38:
Old : 63: 20 12 14 18 18 44 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 : 37.8 28.4 50.8 41.8 37.2 26.9 50.0 39.2
Old : 37.8 28.4 50.8 41.8 37.2 26.9 50.0 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 7,829: 633 1,987 210 6,149 4,991 6,992 7,188: 837 641
Old : 7,829: 633 1,987 210 6,149 4,991 6,992 7,188: 837 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 287: 141 103 -37 204 206 308 272: -21 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 25.4 2.7 78.5 63.8 89.3 91.8: 10.7 8.2
Old : 100.0: 8.1 25.4 2.7 78.5 63.8 89.3 91.8: 10.7 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 : 43: 5 6 6 28 16 37 24:
Old : 43: 5 6 6 28 16 37 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 : 34.7 58.8 54.6 81.2 34.6 57.7 51.0 74.0
Old : 34.7 58.8 54.6 81.2 34.6 57.7 51.0 74.0
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 - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,094: 4,897 601 188 2,924 5,403 8,009 6,192: 85 1,902
Old : 8,094: 4,897 601 188 2,924 5,403 8,009 6,192: 85 1,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 383: 151 11 62 169 453 382 526: 1 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 7.4 2.3 36.1 66.8 98.9 76.5: 1.1 23.5
Old : 100.0: 60.5 7.4 2.3 36.1 66.8 98.9 76.5: 1.1 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 2 4 7 15 13 20:
Old : 28: 5 2 4 7 15 13 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 : 83.8 45.4 95.6 59.3 83.8 45.4 94.0 59.3
Old : 83.8 45.4 95.6 59.3 83.8 45.4 94.0 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 295,774: 85,921 79,393 60,039 120,744 125,530 266,704 264,962: 29,070 30,812
Old : 283,267: 83,015 80,649 56,910 117,166 116,734 257,091 254,293: 26,176 28,974
Other: 12,507: 5,139 977 896 3,578 8,796 9,613 10,669: 2,894 1,838
: : :
: : Changes in Commitments from: January 7, 2020 :
: 7,440: 3,125 3,375 3,918 -411 12 6,632 7,305: 808 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 26.8 20.3 40.8 42.4 90.2 89.6: 9.8 10.4
Old : 100.0: 29.3 28.5 20.1 41.4 41.2 90.8 89.8: 9.2 10.2
Other: 100.0: 41.1 7.8 7.2 28.6 70.3 76.9 85.3: 23.1 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 106 101 119 70 83 249 252:
Old : 336: 104 108 117 60 83 236 252:
Other: 97: 29 14 14 28 39 64 62:
:----------------------------------------------------------------------------------------------------
: 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 20.0 26.0 26.3 14.9 17.3 23.6 22.8
Old : 17.7 19.5 27.0 25.9 15.5 16.8 24.6 22.5
Other: 23.3 45.2 34.9 55.7 22.0 40.5 31.0 49.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 394,435: 145,589 58,900 76,612 145,585 209,927 367,786 345,439: 26,649 48,996
Old : 394,435: 145,589 58,900 76,612 145,585 209,927 367,786 345,439: 26,649 48,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 13,317: 3,358 1,669 4,150 4,938 5,034 12,446 10,853: 871 2,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 14.9 19.4 36.9 53.2 93.2 87.6: 6.8 12.4
Old : 100.0: 36.9 14.9 19.4 36.9 53.2 93.2 87.6: 6.8 12.4
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 : 421: 131 70 114 116 176 303 325:
Old : 421: 131 70 114 116 176 303 325:
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 : 15.0 16.2 24.8 27.6 14.2 15.6 22.6 23.8
Old : 15.0 16.2 24.8 27.6 14.2 15.6 22.6 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,260: 1,488 580 211 549 1,662 2,248 2,453: 1,012 807
Old : 3,260: 1,488 580 211 549 1,662 2,248 2,453: 1,012 807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -70: -150 -47 23 43 29 -84 5: 14 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 17.8 6.5 16.8 51.0 69.0 75.2: 31.0 24.8
Old : 100.0: 45.6 17.8 6.5 16.8 51.0 69.0 75.2: 31.0 24.8
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 : 39: 13 9 5 9 14 27 24:
Old : 39: 13 9 5 9 14 27 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 : 28.4 35.3 46.6 49.9 26.9 33.0 42.1 45.2
Old : 28.4 35.3 46.6 49.9 26.9 33.0 42.1 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 54,709: 20,005 12,824 18,119 10,118 10,001 48,242 40,944: 6,467 13,765
Old : 54,709: 20,005 12,824 18,119 10,118 10,001 48,242 40,944: 6,467 13,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 3,285: 1,418 319 966 794 764 3,178 2,049: 107 1,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 23.4 33.1 18.5 18.3 88.2 74.8: 11.8 25.2
Old : 100.0: 36.6 23.4 33.1 18.5 18.3 88.2 74.8: 11.8 25.2
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 : 200: 52 52 68 45 57 149 146:
Old : 200: 52 52 68 45 57 149 146:
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 11.9 32.5 20.2 18.5 9.3 25.2 14.3
Old : 20.5 11.9 32.5 20.2 18.5 9.3 25.2 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 16,678: 1,346 2,950 1,465 13,446 11,158 16,257 15,573: 421 1,105
Old : 16,678: 1,346 2,950 1,465 13,446 11,158 16,257 15,573: 421 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 199: -98 159 80 231 -59 213 180: -14 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 17.7 8.8 80.6 66.9 97.5 93.4: 2.5 6.6
Old : 100.0: 8.1 17.7 8.8 80.6 66.9 97.5 93.4: 2.5 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 : 57: 12 12 9 21 24 39 39:
Old : 57: 12 12 9 21 24 39 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 : 60.6 47.6 76.2 63.2 60.4 47.5 75.2 61.8
Old : 60.6 47.6 76.2 63.2 60.4 47.5 75.2 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 55,021: 32,505 3,623 0 20,490 50,252 52,995 53,875: 2,026 1,146
Old : 55,021: 32,505 3,623 0 20,490 50,252 52,995 53,875: 2,026 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -469: -490 -582 0 411 -73 -79 -655: -390 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 6.6 0.0 37.2 91.3 96.3 97.9: 3.7 2.1
Old : 100.0: 59.1 6.6 0.0 37.2 91.3 96.3 97.9: 3.7 2.1
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 : 52: 29 6 0 10 10 39 16:
Old : 52: 29 6 0 10 10 39 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 82.4 81.5 95.6 69.6 82.3 81.4 95.5
Old : 69.7 82.4 81.5 95.6 69.6 82.3 81.4 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 190,229: 70,428 37,576 4,192 69,928 130,028 144,548 171,796: 45,681 18,433
Old : 190,229: 70,428 37,576 4,192 69,928 130,028 144,548 171,796: 45,681 18,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 233: 1,672 -4,813 -2,543 -903 9,674 -1,774 2,318: 2,007 -2,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 19.8 2.2 36.8 68.4 76.0 90.3: 24.0 9.7
Old : 100.0: 37.0 19.8 2.2 36.8 68.4 76.0 90.3: 24.0 9.7
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 : 110: 29 20 10 38 36 72 63:
Old : 110: 29 20 10 38 36 72 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 54.7 34.6 65.4 24.2 54.4 34.3 65.1
Old : 24.3 54.7 34.6 65.4 24.2 54.4 34.3 65.1
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 - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 49,118: 12,417 12,609 0 24,084 18,213 36,501 30,822: 12,617 18,296
Old : 49,118: 12,417 12,609 0 24,084 18,213 36,501 30,822: 12,617 18,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -247: 1,119 -3,158 -10 -1,731 3,625 -622 457: 375 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 25.7 0.0 49.0 37.1 74.3 62.8: 25.7 37.2
Old : 100.0: 25.3 25.7 0.0 49.0 37.1 74.3 62.8: 25.7 37.2
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 : 53: 7 13 0 17 22 24 35:
Old : 53: 7 13 0 17 22 24 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 18.7 57.4 28.6 47.4 18.7 57.4 28.6
Old : 47.4 18.7 57.4 28.6 47.4 18.7 57.4 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 294,039: 207,127 41,487 1,101 78,142 247,992 286,370 290,580: 7,669 3,459
Old : 294,039: 207,127 41,487 1,101 78,142 247,992 286,370 290,580: 7,669 3,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 10,707: 3,547 -4,775 -624 7,128 15,759 10,051 10,360: 656 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 14.1 0.4 26.6 84.3 97.4 98.8: 2.6 1.2
Old : 100.0: 70.4 14.1 0.4 26.6 84.3 97.4 98.8: 2.6 1.2
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 : 187: 94 37 9 28 35 125 78:
Old : 187: 94 37 9 28 35 125 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 69.0 50.9 78.4 35.8 69.0 50.9 78.3
Old : 35.8 69.0 50.9 78.4 35.8 69.0 50.9 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 196,536: 68,816 37,284 6,301 89,932 127,209 165,049 170,794: 31,487 25,742
Old : 196,536: 68,816 37,284 6,301 89,932 127,209 165,049 170,794: 31,487 25,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -954: 1,413 -13,609 -1,226 1,534 11,076 1,721 -3,759: -2,675 2,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 19.0 3.2 45.8 64.7 84.0 86.9: 16.0 13.1
Old : 100.0: 35.0 19.0 3.2 45.8 64.7 84.0 86.9: 16.0 13.1
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 : 118: 29 24 11 37 42 70 73:
Old : 118: 29 24 11 37 42 70 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 : 30.4 32.7 44.6 43.7 30.3 32.6 44.5 43.1
Old : 30.4 32.7 44.6 43.7 30.3 32.6 44.5 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 183,863: 49,720 81,150 3,882 100,226 61,710 153,828 146,742: 30,035 37,121
Old : 183,863: 49,720 81,150 3,882 100,226 61,710 153,828 146,742: 30,035 37,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 21,769: 1,874 21,056 -84 18,171 -2,885 19,961 18,087: 1,808 3,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 44.1 2.1 54.5 33.6 83.7 79.8: 16.3 20.2
Old : 100.0: 27.0 44.1 2.1 54.5 33.6 83.7 79.8: 16.3 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 27 41 14 30 35 63 85:
Old : 123: 27 41 14 30 35 63 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 : 42.5 22.9 53.8 32.8 42.5 22.9 52.5 32.6
Old : 42.5 22.9 53.8 32.8 42.5 22.9 52.5 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 571,239: 163,881 212,063 18,084 297,419 288,854 479,384 519,001: 91,855 52,238
Old : 571,239: 163,881 212,063 18,084 297,419 288,854 479,384 519,001: 91,855 52,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 15,299: -932 -14,414 5,282 9,011 25,754 13,361 16,622: 1,938 -1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 37.1 3.2 52.1 50.6 83.9 90.9: 16.1 9.1
Old : 100.0: 28.7 37.1 3.2 52.1 50.6 83.9 90.9: 16.1 9.1
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 : 284: 85 62 37 98 78 195 166:
Old : 284: 85 62 37 98 78 195 166:
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 : 17.0 33.5 27.9 48.3 16.1 33.5 26.7 47.8
Old : 17.0 33.5 27.9 48.3 16.1 33.5 26.7 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 22,585: 3,537 2,683 741 7,065 12,355 11,343 15,779: 11,242 6,806
Old : 22,585: 3,537 2,683 741 7,065 12,355 11,343 15,779: 11,242 6,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 92: 42 160 0 7 96 49 256: 43 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.9 3.3 31.3 54.7 50.2 69.9: 49.8 30.1
Old : 100.0: 15.7 11.9 3.3 31.3 54.7 50.2 69.9: 49.8 30.1
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 : 22: 5 3 1 11 10 16 14:
Old : 22: 5 3 1 11 10 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 40.4 35.3 57.3 19.6 36.6 30.7 53.1
Old : 21.6 40.4 35.3 57.3 19.6 36.6 30.7 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 36,542: 6,693 26,148 16 27,117 9,236 33,826 35,400: 2,716 1,142
Old : 36,542: 6,693 26,148 16 27,117 9,236 33,826 35,400: 2,716 1,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,252: 677 509 2 627 699 1,306 1,210: -54 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 71.6 0.0 74.2 25.3 92.6 96.9: 7.4 3.1
Old : 100.0: 18.3 71.6 0.0 74.2 25.3 92.6 96.9: 7.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 16 23 2 14 8 30 33:
Old : 56: 16 23 2 14 8 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 : 72.6 72.2 81.8 80.8 71.1 67.5 78.4 75.8
Old : 72.6 72.2 81.8 80.8 71.1 67.5 78.4 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 48,651: 24,085 24,446 893 19,489 18,455 44,467 43,794: 4,184 4,857
Old : 48,651: 24,085 24,446 893 19,489 18,455 44,467 43,794: 4,184 4,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -2,151: -3,284 -4,411 322 627 2,082 -2,335 -2,007: 184 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 50.2 1.8 40.1 37.9 91.4 90.0: 8.6 10.0
Old : 100.0: 49.5 50.2 1.8 40.1 37.9 91.4 90.0: 8.6 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 : 96: 36 29 5 20 12 59 43:
Old : 96: 36 29 5 20 12 59 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 : 29.1 39.4 45.0 59.7 29.1 39.4 45.0 59.4
Old : 29.1 39.4 45.0 59.7 29.1 39.4 45.0 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 18,681: 15,713 3,698 64 1,429 13,433 17,206 17,195: 1,475 1,486
Old : 18,681: 15,713 3,698 64 1,429 13,433 17,206 17,195: 1,475 1,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 354: 702 61 5 -71 96 636 162: -282 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 19.8 0.3 7.6 71.9 92.1 92.0: 7.9 8.0
Old : 100.0: 84.1 19.8 0.3 7.6 71.9 92.1 92.0: 7.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 11 1 5 8 15 19:
Old : 31: 9 11 1 5 8 15 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 : 80.4 64.1 88.4 79.4 80.4 63.9 88.4 79.1
Old : 80.4 64.1 88.4 79.4 80.4 63.9 88.4 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,829,124: 2,182,724 648,138 2,572,793 5,455,729 6,716,676 10,211,246 9,937,607: 617,878 891,517
Old :10,829,124: 2,182,724 648,138 2,572,793 5,455,729 6,716,676 10,211,246 9,937,607: 617,878 891,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -159,434: -30,596 27,849 -74,260 -99,147 -161,853 -204,003 -208,264: 44,569 48,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 6.0 23.8 50.4 62.0 94.3 91.8: 5.7 8.2
Old : 100.0: 20.2 6.0 23.8 50.4 62.0 94.3 91.8: 5.7 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 : 229: 60 49 89 104 106 209 205:
Old : 229: 60 49 89 104 106 209 205:
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 : 20.6 31.0 32.9 41.0 15.5 24.8 22.5 28.8
Old : 20.6 31.0 32.9 41.0 15.5 24.8 22.5 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 5,405: 3,368 4,728 263 0 0 3,631 4,991: 1,774 414
Old : 5,405: 3,368 4,728 263 0 0 3,631 4,991: 1,774 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 5: -17 -92 5 0 0 -12 -87: 17 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 87.5 4.9 0.0 0.0 67.2 92.3: 32.8 7.7
Old : 100.0: 62.3 87.5 4.9 0.0 0.0 67.2 92.3: 32.8 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 : 56: 36 20 11 0 0 39 28:
Old : 56: 36 20 11 0 0 39 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 : 24.4 61.7 36.9 76.6 23.8 61.2 36.0 76.0
Old : 24.4 61.7 36.9 76.6 23.8 61.2 36.0 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 135,904: 28,147 13,833 33,031 73,496 87,873 134,674 134,737: 1,230 1,167
Old : 135,904: 28,147 13,833 33,031 73,496 87,873 134,674 134,737: 1,230 1,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 4,428: -467 1,636 2,244 2,682 -564 4,459 3,316: -31 1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.2 24.3 54.1 64.7 99.1 99.1: 0.9 0.9
Old : 100.0: 20.7 10.2 24.3 54.1 64.7 99.1 99.1: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 16 16 25 9 16 38 45:
Old : 54: 16 16 25 9 16 38 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 54.6 86.5 71.5 54.6 44.9 60.2 54.3
Old : 72.4 54.6 86.5 71.5 54.6 44.9 60.2 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 217,694: 52,740 50,724 43,915 120,956 121,007 217,611 215,646: 83 2,048
Old : 217,694: 52,740 50,724 43,915 120,956 121,007 217,611 215,646: 83 2,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 8,887: -1,883 2,210 2,845 7,921 2,474 8,883 7,529: 4 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 23.3 20.2 55.6 55.6 100.0 99.1: 0.0 0.9
Old : 100.0: 24.2 23.3 20.2 55.6 55.6 100.0 99.1: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 19 31 23 20 35 49 79:
Old : 89: 19 31 23 20 35 49 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 27.9 70.4 47.0 41.1 24.8 56.2 33.9
Old : 47.5 27.9 70.4 47.0 41.1 24.8 56.2 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 568,311: 80,255 71,750 13,961 406,022 423,618 500,238 509,329: 68,073 58,983
Old : 568,311: 80,255 71,750 13,961 406,022 423,618 500,238 509,329: 68,073 58,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 699: -644 -3,609 -1,870 1,596 7,927 -918 2,449: 1,617 -1,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 12.6 2.5 71.4 74.5 88.0 89.6: 12.0 10.4
Old : 100.0: 14.1 12.6 2.5 71.4 74.5 88.0 89.6: 12.0 10.4
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 : 562: 114 99 59 249 252 384 389:
Old : 562: 114 99 59 249 252 384 389:
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 : 14.3 17.0 23.3 28.1 13.7 15.9 21.3 25.9
Old : 14.3 17.0 23.3 28.1 13.7 15.9 21.3 25.9
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 - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 27,711: 4,164 2,262 560 10,911 16,151 15,635 18,973: 12,076 8,738
Old : 27,711: 4,164 2,262 560 10,911 16,151 15,635 18,973: 12,076 8,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 2,015: 970 -3,555 475 1,438 3,209 2,883 129: -868 1,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 8.2 2.0 39.4 58.3 56.4 68.5: 43.6 31.5
Old : 100.0: 15.0 8.2 2.0 39.4 58.3 56.4 68.5: 43.6 31.5
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 : 27: 6 5 2 7 10 14 16:
Old : 27: 6 5 2 7 10 14 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 : 42.3 45.7 53.5 61.9 42.0 45.7 52.9 60.9
Old : 42.3 45.7 53.5 61.9 42.0 45.7 52.9 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 15,605: 473 218 0 12,045 12,461 12,518 12,679: 3,087 2,926
Old : 15,605: 473 218 0 12,045 12,461 12,518 12,679: 3,087 2,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.4 0.0 77.2 79.9 80.2 81.2: 19.8 18.8
Old : 100.0: 3.0 1.4 0.0 77.2 79.9 80.2 81.2: 19.8 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 8 10 10 11:
Old : 20: 2 1 0 8 10 10 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 : 64.8 70.1 77.2 77.1 64.8 70.1 75.9 77.0
Old : 64.8 70.1 77.2 77.1 64.8 70.1 75.9 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,703,002: 402,361 369,343 45,101 1,975,553 2,037,335 2,423,015 2,451,779: 279,987 251,223
Old : 2,703,002: 402,361 369,343 45,101 1,975,553 2,037,335 2,423,015 2,451,779: 279,987 251,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -6,581: -16,762 -8,959 -3,033 788 23,592 -19,007 11,600: 12,426 -18,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 13.7 1.7 73.1 75.4 89.6 90.7: 10.4 9.3
Old : 100.0: 14.9 13.7 1.7 73.1 75.4 89.6 90.7: 10.4 9.3
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 : 560: 115 98 56 245 250 378 386:
Old : 560: 115 98 56 245 250 378 386:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 16.9 24.5 28.3 14.4 16.1 22.4 27.5
Old : 15.0 16.9 24.5 28.3 14.4 16.1 22.4 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 28,481: 0 2,224 0 24,953 23,024 24,953 25,248: 3,528 3,233
Old : 28,481: 0 2,224 0 24,953 23,024 24,953 25,248: 3,528 3,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 2,001: -235 0 0 2,000 2,991 1,765 2,991: 236 -990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 0.0 87.6 80.8 87.6 88.6: 12.4 11.4
Old : 100.0: 0.0 7.8 0.0 87.6 80.8 87.6 88.6: 12.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 9 12 9 13:
Old : 20: 0 1 0 9 12 9 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 : 79.7 67.6 86.8 82.9 77.1 67.6 83.3 81.9
Old : 79.7 67.6 86.8 82.9 77.1 67.6 83.3 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Technology Ind :
: : :
All : 9,240: 259 905 0 7,175 7,168 7,434 8,073: 1,806 1,167
Old : 9,240: 259 905 0 7,175 7,168 7,434 8,073: 1,806 1,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 586: -21 -308 0 564 700 543 392: 43 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 9.8 0.0 77.7 77.6 80.5 87.4: 19.5 12.6
Old : 100.0: 2.8 9.8 0.0 77.7 77.6 80.5 87.4: 19.5 12.6
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 : 21: 1 3 0 10 8 11 11:
Old : 21: 1 3 0 10 8 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 : 53.3 67.3 72.6 81.7 52.2 67.3 71.4 81.7
Old : 53.3 67.3 72.6 81.7 52.2 67.3 71.4 81.7
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 - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 13,248: 1,116 754 103 8,464 11,452 9,683 12,309: 3,565 939
Old : 13,248: 1,116 754 103 8,464 11,452 9,683 12,309: 3,565 939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,137: 0 254 101 358 959 459 1,314: 678 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 5.7 0.8 63.9 86.4 73.1 92.9: 26.9 7.1
Old : 100.0: 8.4 5.7 0.8 63.9 86.4 73.1 92.9: 26.9 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 : 24: 4 2 1 9 11 13 14:
Old : 24: 4 2 1 9 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 : 45.8 56.7 62.2 80.8 42.2 54.6 56.8 73.4
Old : 45.8 56.7 62.2 80.8 42.2 54.6 56.8 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 77,499: 17,123 6,696 521 48,933 67,182 66,577 74,399: 10,922 3,100
Old : 77,499: 17,123 6,696 521 48,933 67,182 66,577 74,399: 10,922 3,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 175: 611 543 -3 838 -681 1,446 -141: -1,271 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 8.6 0.7 63.1 86.7 85.9 96.0: 14.1 4.0
Old : 100.0: 22.1 8.6 0.7 63.1 86.7 85.9 96.0: 14.1 4.0
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 : 87: 15 8 8 41 36 58 50:
Old : 87: 15 8 8 41 36 58 50:
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 : 31.0 37.7 46.4 58.9 30.9 37.6 45.9 58.7
Old : 31.0 37.7 46.4 58.9 30.9 37.6 45.9 58.7
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 - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 43,174: 13,821 10,476 1,793 20,261 23,184 35,876 35,453: 7,298 7,721
Old : 43,174: 13,821 10,476 1,793 20,261 23,184 35,876 35,453: 7,298 7,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,116: 988 978 -203 178 630 962 1,405: 154 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 24.3 4.2 46.9 53.7 83.1 82.1: 16.9 17.9
Old : 100.0: 32.0 24.3 4.2 46.9 53.7 83.1 82.1: 16.9 17.9
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 : 251: 68 53 23 77 83 154 150:
Old : 251: 68 53 23 77 83 154 150:
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 18.3 29.4 27.8 19.8 17.8 28.4 26.5
Old : 19.8 18.3 29.4 27.8 19.8 17.8 28.4 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 215,871: 69,106 52,380 8,966 101,307 115,921 179,379 177,267: 36,492 38,604
Old : 215,871: 69,106 52,380 8,966 101,307 115,921 179,379 177,267: 36,492 38,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 5,582: 4,939 4,888 -1,015 888 3,150 4,812 7,023: 770 -1,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 24.3 4.2 46.9 53.7 83.1 82.1: 16.9 17.9
Old : 100.0: 32.0 24.3 4.2 46.9 53.7 83.1 82.1: 16.9 17.9
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 : 251: 68 53 23 77 83 154 150:
Old : 251: 68 53 23 77 83 154 150:
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 18.3 29.4 27.8 19.8 17.8 28.4 26.5
Old : 19.8 18.3 29.4 27.8 19.8 17.8 28.4 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 144,568: 43,769 64,318 3,911 63,913 48,870 111,593 117,099: 32,975 27,469
Old : 144,568: 43,769 64,318 3,911 63,913 48,870 111,593 117,099: 32,975 27,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -13,171: -8,294 -14,994 58 -2,278 -1,661 -10,514 -16,597: -2,657 3,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 44.5 2.7 44.2 33.8 77.2 81.0: 22.8 19.0
Old : 100.0: 30.3 44.5 2.7 44.2 33.8 77.2 81.0: 22.8 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 22 26 9 23 29 52 58:
Old : 88: 22 26 9 23 29 52 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 : 41.2 23.8 57.1 39.5 41.2 23.6 55.5 38.7
Old : 41.2 23.8 57.1 39.5 41.2 23.6 55.5 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 495,086: 126,837 78,133 14,125 326,300 385,714 467,262 477,972: 27,824 17,114
Old : 495,086: 126,837 78,133 14,125 326,300 385,714 467,262 477,972: 27,824 17,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 8,014: 7,779 4,986 -2,420 -67 4,273 5,292 6,839: 2,722 1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 15.8 2.9 65.9 77.9 94.4 96.5: 5.6 3.5
Old : 100.0: 25.6 15.8 2.9 65.9 77.9 94.4 96.5: 5.6 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 : 306: 68 47 20 129 110 204 170:
Old : 306: 68 47 20 129 110 204 170:
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 : 18.1 20.3 31.2 35.9 17.2 20.0 29.7 35.5
Old : 18.1 20.3 31.2 35.9 17.2 20.0 29.7 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 20,711: 3,703 10,987 21 9,137 7,561 12,861 18,569: 7,850 2,142
Old : 20,711: 3,703 10,987 21 9,137 7,561 12,861 18,569: 7,850 2,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 204: 657 -21 -9 -839 -18 -191 -48: 395 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 53.0 0.1 44.1 36.5 62.1 89.7: 37.9 10.3
Old : 100.0: 17.9 53.0 0.1 44.1 36.5 62.1 89.7: 37.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 5 1 10 6 17 11:
Old : 25: 6 5 1 10 6 17 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 : 41.4 73.1 52.6 86.9 41.4 73.0 52.6 86.8
Old : 41.4 73.1 52.6 86.9 41.4 73.0 52.6 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 58,729: 23,408 9,709 259 26,652 9,132 50,319 19,100: 8,410 39,629
Old : 58,729: 23,408 9,709 259 26,652 9,132 50,319 19,100: 8,410 39,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 533: 3,426 -1,648 -66 -2,069 2,537 1,291 823: -758 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 16.5 0.4 45.4 15.5 85.7 32.5: 14.3 67.5
Old : 100.0: 39.9 16.5 0.4 45.4 15.5 85.7 32.5: 14.3 67.5
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 : 69: 17 11 2 30 20 48 32:
Old : 69: 17 11 2 30 20 48 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 14.5 46.2 21.3 30.9 14.4 46.0 21.2
Old : 30.9 14.5 46.2 21.3 30.9 14.4 46.0 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, January 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 76,995: 19,173 4,181 1,023 56,575 71,730 76,771 76,934: 224 61
Old : 76,995: 19,173 4,181 1,023 56,575 71,730 76,771 76,934: 224 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -760: -2,325 150 15 1,350 -925 -960 -760: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.4 1.3 73.5 93.2 99.7 99.9: 0.3 0.1
Old : 100.0: 24.9 5.4 1.3 73.5 93.2 99.7 99.9: 0.3 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 : 45: 11 2 4 25 19 37 24:
Old : 45: 11 2 4 25 19 37 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 : 46.3 55.9 70.0 82.8 34.8 53.7 50.8 65.9
Old : 46.3 55.9 70.0 82.8 34.8 53.7 50.8 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2020