BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 13,334: 0 3,518 1,379 11,054 7,678 12,432 12,575: 902 759
Old : 13,334: 0 3,518 1,379 11,054 7,678 12,432 12,575: 902 759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 774: 0 388 103 908 199 1,011 690: -236 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 26.4 10.3 82.9 57.6 93.2 94.3: 6.8 5.7
Old : 100.0: 0.0 26.4 10.3 82.9 57.6 93.2 94.3: 6.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 0 10 5 31 26 36 36:
Old : 46: 0 10 5 31 26 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 36.9 61.9 58.2 40.0 35.5 55.8 53.9
Old : 41.5 36.9 61.9 58.2 40.0 35.5 55.8 53.9
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 21, 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 : 35,530: 4,254 537 10,197 15,988 15,212 30,439 25,946: 5,091 9,584
Old : 35,530: 4,254 537 10,197 15,988 15,212 30,439 25,946: 5,091 9,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,972: 318 -754 1,103 -151 1,760 1,270 2,108: 703 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 1.5 28.7 45.0 42.8 85.7 73.0: 14.3 27.0
Old : 100.0: 12.0 1.5 28.7 45.0 42.8 85.7 73.0: 14.3 27.0
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 : 71: 22 11 26 33 29 64 57:
Old : 71: 22 11 26 33 29 64 57:
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 : 29.3 28.3 46.4 43.6 20.1 15.6 26.4 21.6
Old : 29.3 28.3 46.4 43.6 20.1 15.6 26.4 21.6
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 21, 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 : 12,869: 594 2,028 2,227 8,693 8,018 11,514 12,273: 1,354 596
Old : 12,869: 594 2,028 2,227 8,693 8,018 11,514 12,273: 1,354 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,448: -6 79 472 801 1,034 1,267 1,584: 181 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 15.8 17.3 67.6 62.3 89.5 95.4: 10.5 4.6
Old : 100.0: 4.6 15.8 17.3 67.6 62.3 89.5 95.4: 10.5 4.6
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 : 47: 6 5 8 34 24 44 33:
Old : 47: 6 5 8 34 24 44 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 : 28.1 48.7 46.6 73.3 22.1 41.9 31.9 55.1
Old : 28.1 48.7 46.6 73.3 22.1 41.9 31.9 55.1
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 21, 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 : 10,898: 5,440 171 1,370 3,691 6,350 10,501 7,891: 397 3,006
Old : 10,898: 5,440 171 1,370 3,691 6,350 10,501 7,891: 397 3,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 695: 208 3 116 335 456 659 574: 37 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 1.6 12.6 33.9 58.3 96.4 72.4: 3.6 27.6
Old : 100.0: 49.9 1.6 12.6 33.9 58.3 96.4 72.4: 3.6 27.6
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: 8 1 7 16 20 25 27:
Old : 34: 8 1 7 16 20 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 37.1 87.7 51.3 67.8 33.7 77.0 45.0
Old : 68.7 37.1 87.7 51.3 67.8 33.7 77.0 45.0
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 21, 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 : 383,961: 89,593 59,958 124,846 136,747 158,316 351,186 343,119: 32,775 40,842
Old : 366,903: 86,228 62,234 118,936 132,181 147,194 337,345 328,364: 29,558 38,539
Other: 17,058: 6,592 951 2,683 4,566 11,121 13,841 14,755: 3,217 2,303
: : :
: : Changes in Commitments from: January 14, 2020 :
: 4,933: 2,616 548 3,159 230 266 6,005 3,972: -1,072 961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 15.6 32.5 35.6 41.2 91.5 89.4: 8.5 10.6
Old : 100.0: 23.5 17.0 32.4 36.0 40.1 91.9 89.5: 8.1 10.5
Other: 100.0: 38.6 5.6 15.7 26.8 65.2 81.1 86.5: 18.9 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 141 105 153 96 101 315 297:
Old : 378: 137 118 153 95 101 313 297:
Other: 110: 41 12 24 35 42 83 72:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 18.0 22.6 25.4 11.9 14.8 18.7 19.5
Old : 14.6 17.4 23.4 24.7 12.5 14.1 19.6 18.9
Other: 18.4 41.3 28.2 52.1 17.0 37.1 24.6 45.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 453,816: 149,595 38,294 119,696 155,562 235,368 424,853 393,358: 28,963 60,458
Old : 453,816: 149,595 38,294 119,696 155,562 235,368 424,853 393,358: 28,963 60,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 6,360: 1,623 -3,341 4,205 1,328 5,200 7,157 6,064: -797 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 8.4 26.4 34.3 51.9 93.6 86.7: 6.4 13.3
Old : 100.0: 33.0 8.4 26.4 34.3 51.9 93.6 86.7: 6.4 13.3
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 : 449: 156 70 140 149 188 370 347:
Old : 449: 156 70 140 149 188 370 347:
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 : 13.3 15.0 22.0 25.2 12.4 14.2 20.0 21.5
Old : 13.3 15.0 22.0 25.2 12.4 14.2 20.0 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 3,588: 1,492 490 446 533 1,783 2,472 2,719: 1,117 870
Old : 3,588: 1,492 490 446 533 1,783 2,472 2,719: 1,117 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 21: 61 53 -35 -71 2 -46 20: 67 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 13.7 12.4 14.9 49.7 68.9 75.8: 31.1 24.2
Old : 100.0: 41.6 13.7 12.4 14.9 49.7 68.9 75.8: 31.1 24.2
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 : 42: 15 9 10 9 15 32 27:
Old : 42: 15 9 10 9 15 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 31.9 43.1 46.7 22.7 31.3 35.8 42.3
Old : 25.7 31.9 43.1 46.7 22.7 31.3 35.8 42.3
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 21, 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 : 60,854: 20,268 10,091 22,522 10,518 11,659 53,309 44,271: 7,545 16,582
Old : 60,854: 20,268 10,091 22,522 10,518 11,659 53,309 44,271: 7,545 16,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -1,190: 30 40 -804 -651 -681 -1,424 -1,445: 235 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 16.6 37.0 17.3 19.2 87.6 72.8: 12.4 27.2
Old : 100.0: 33.3 16.6 37.0 17.3 19.2 87.6 72.8: 12.4 27.2
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 : 209: 65 42 70 53 66 158 155:
Old : 209: 65 42 70 53 66 158 155:
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 : 18.5 10.0 28.4 18.0 17.1 8.6 23.0 12.5
Old : 18.5 10.0 28.4 18.0 17.1 8.6 23.0 12.5
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 21, 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 : 24,509: 1,199 3,423 4,665 17,803 14,615 23,668 22,704: 841 1,805
Old : 24,509: 1,199 3,423 4,665 17,803 14,615 23,668 22,704: 841 1,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 768: -612 183 403 802 127 594 714: 174 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 14.0 19.0 72.6 59.6 96.6 92.6: 3.4 7.4
Old : 100.0: 4.9 14.0 19.0 72.6 59.6 96.6 92.6: 3.4 7.4
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 : 66: 10 18 18 29 27 54 48:
Old : 66: 10 18 18 29 27 54 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 35.6 66.9 50.6 48.6 32.3 59.4 43.6
Old : 48.7 35.6 66.9 50.6 48.6 32.3 59.4 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 57,135: 34,599 4,909 0 20,629 50,658 55,228 55,567: 1,907 1,568
Old : 57,135: 34,599 4,909 0 20,629 50,658 55,228 55,567: 1,907 1,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 2,114: 2,094 1,286 0 139 406 2,233 1,692: -119 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 8.6 0.0 36.1 88.7 96.7 97.3: 3.3 2.7
Old : 100.0: 60.6 8.6 0.0 36.1 88.7 96.7 97.3: 3.3 2.7
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 : 49: 27 6 0 10 9 37 15:
Old : 49: 27 6 0 10 9 37 15:
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 : 70.1 79.4 81.6 95.3 70.1 79.3 81.6 95.2
Old : 70.1 79.4 81.6 95.3 70.1 79.3 81.6 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 199,621: 73,891 35,964 7,211 73,721 134,727 154,823 177,901: 44,798 21,720
Old : 199,621: 73,891 35,964 7,211 73,721 134,727 154,823 177,901: 44,798 21,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -2,264: 3,955 -1,506 -1,391 -1,909 -1,109 654 -4,006: -2,917 1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 18.0 3.6 36.9 67.5 77.6 89.1: 22.4 10.9
Old : 100.0: 37.0 18.0 3.6 36.9 67.5 77.6 89.1: 22.4 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 35 17 14 40 37 79 66:
Old : 113: 35 17 14 40 37 79 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 : 25.2 51.9 35.4 63.2 25.2 51.7 34.7 62.6
Old : 25.2 51.9 35.4 63.2 25.2 51.7 34.7 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 52,903: 12,507 10,844 1,320 23,747 22,493 37,574 34,657: 15,329 18,246
Old : 52,903: 12,507 10,844 1,320 23,747 22,493 37,574 34,657: 15,329 18,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,684: 49 -1,884 178 -1,077 3,685 -850 1,978: 2,534 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 20.5 2.5 44.9 42.5 71.0 65.5: 29.0 34.5
Old : 100.0: 23.6 20.5 2.5 44.9 42.5 71.0 65.5: 29.0 34.5
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 : 52: 6 12 4 18 23 26 37:
Old : 52: 6 12 4 18 23 26 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 24.1 52.7 33.3 42.2 24.1 52.7 33.3
Old : 42.2 24.1 52.7 33.3 42.2 24.1 52.7 33.3
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 21, 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 : 300,361: 211,760 41,711 1,394 78,918 253,465 292,073 296,570: 8,288 3,791
Old : 300,361: 211,760 41,711 1,394 78,918 253,465 292,073 296,570: 8,288 3,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 6,098: 4,663 232 141 713 5,428 5,516 5,800: 582 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 13.9 0.5 26.3 84.4 97.2 98.7: 2.8 1.3
Old : 100.0: 70.5 13.9 0.5 26.3 84.4 97.2 98.7: 2.8 1.3
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 : 183: 92 34 13 29 35 125 78:
Old : 183: 92 34 13 29 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 : 36.0 68.5 50.3 76.1 36.0 68.5 50.3 76.0
Old : 36.0 68.5 50.3 76.1 36.0 68.5 50.3 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 216,633: 65,846 41,369 14,189 100,929 134,575 180,964 190,133: 35,670 26,501
Old : 216,633: 65,846 41,369 14,189 100,929 134,575 180,964 190,133: 35,670 26,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,733: -4,544 2,542 1,227 3,327 -1,630 10 2,140: 1,722 -407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 19.1 6.5 46.6 62.1 83.5 87.8: 16.5 12.2
Old : 100.0: 30.4 19.1 6.5 46.6 62.1 83.5 87.8: 16.5 12.2
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 : 126: 32 25 18 42 51 83 85:
Old : 126: 32 25 18 42 51 83 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 : 26.9 29.9 39.2 40.0 26.8 29.6 39.1 38.7
Old : 26.9 29.9 39.2 40.0 26.8 29.6 39.1 38.7
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 21, 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 : 227,367: 49,524 98,380 14,042 129,713 73,978 193,279 186,400: 34,088 40,967
Old : 227,367: 49,524 98,380 14,042 129,713 73,978 193,279 186,400: 34,088 40,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 19,733: 122 14,435 -107 18,605 3,581 18,619 17,909: 1,114 1,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 43.3 6.2 57.1 32.5 85.0 82.0: 15.0 18.0
Old : 100.0: 21.8 43.3 6.2 57.1 32.5 85.0 82.0: 15.0 18.0
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 : 130: 27 45 20 40 41 78 95:
Old : 130: 27 45 20 40 41 78 95:
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 : 40.9 21.5 50.3 32.9 40.6 21.3 48.9 31.2
Old : 40.9 21.5 50.3 32.9 40.6 21.3 48.9 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 627,893: 165,279 217,304 40,465 322,952 312,165 528,696 569,933: 99,197 57,960
Old : 627,893: 165,279 217,304 40,465 322,952 312,165 528,696 569,933: 99,197 57,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 13,473: 3,396 2,873 2,370 5,776 6,865 11,542 12,107: 1,931 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 34.6 6.4 51.4 49.7 84.2 90.8: 15.8 9.2
Old : 100.0: 26.3 34.6 6.4 51.4 49.7 84.2 90.8: 15.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 88 75 56 108 87 219 195:
Old : 306: 88 75 56 108 87 219 195:
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 : 15.6 30.5 25.8 44.4 14.8 30.5 24.8 43.9
Old : 15.6 30.5 25.8 44.4 14.8 30.5 24.8 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 23,148: 3,613 4,005 662 7,349 11,844 11,624 16,511: 11,524 6,637
Old : 23,148: 3,613 4,005 662 7,349 11,844 11,624 16,511: 11,524 6,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 563: 76 1,322 -79 284 -511 281 732: 282 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.3 2.9 31.7 51.2 50.2 71.3: 49.8 28.7
Old : 100.0: 15.6 17.3 2.9 31.7 51.2 50.2 71.3: 49.8 28.7
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 : 24: 5 5 1 11 10 16 16:
Old : 24: 5 5 1 11 10 16 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 : 21.6 37.4 35.6 56.8 20.0 36.4 31.1 52.3
Old : 21.6 37.4 35.6 56.8 20.0 36.4 31.1 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 40,854: 8,379 29,714 1,099 28,675 8,683 38,153 39,496: 2,701 1,358
Old : 40,854: 8,379 29,714 1,099 28,675 8,683 38,153 39,496: 2,701 1,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 4,305: 1,686 3,566 1,083 1,558 -553 4,327 4,096: -22 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 72.7 2.7 70.2 21.3 93.4 96.7: 6.6 3.3
Old : 100.0: 20.5 72.7 2.7 70.2 21.3 93.4 96.7: 6.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 20 23 4 14 8 35 34:
Old : 60: 20 23 4 14 8 35 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 : 69.2 72.3 78.1 80.1 64.6 62.6 70.8 70.1
Old : 69.2 72.3 78.1 80.1 64.6 62.6 70.8 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 48,721: 24,164 22,104 1,548 19,110 20,510 44,822 44,162: 3,900 4,559
Old : 48,721: 24,164 22,104 1,548 19,110 20,510 44,822 44,162: 3,900 4,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -266: 118 -2,127 389 -478 1,772 29 34: -296 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 45.4 3.2 39.2 42.1 92.0 90.6: 8.0 9.4
Old : 100.0: 49.6 45.4 3.2 39.2 42.1 92.0 90.6: 8.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 36 32 12 22 13 65 51:
Old : 102: 36 32 12 22 13 65 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 : 27.4 39.9 43.8 58.4 27.4 39.9 43.8 58.2
Old : 27.4 39.9 43.8 58.4 27.4 39.9 43.8 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 18,049: 15,438 3,282 59 1,077 13,225 16,574 16,566: 1,475 1,483
Old : 18,049: 15,438 3,282 59 1,077 13,225 16,574 16,566: 1,475 1,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -632: -275 -416 -5 -352 -208 -632 -629: 0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 18.2 0.3 6.0 73.3 91.8 91.8: 8.2 8.2
Old : 100.0: 85.5 18.2 0.3 6.0 73.3 91.8 91.8: 8.2 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 : 27: 8 9 1 4 8 13 17:
Old : 27: 8 9 1 4 8 13 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 : 82.8 66.2 89.7 81.5 82.8 66.0 89.7 81.2
Old : 82.8 66.2 89.7 81.5 82.8 66.0 89.7 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 :19,890,358: 1,370,167 498,081 9,728,551 8,146,856 8,766,779 19,245,574 18,993,411: 644,784 896,947
Old :19,890,358: 1,370,167 498,081 9,728,551 8,146,856 8,766,779 19,245,574 18,993,411: 644,784 896,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 424,946: -31,981 8,567 247,755 234,667 195,110 450,441 451,431: -25,495 -26,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.5 48.9 41.0 44.1 96.8 95.5: 3.2 4.5
Old : 100.0: 6.9 2.5 48.9 41.0 44.1 96.8 95.5: 3.2 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 : 269: 72 67 117 120 122 257 243:
Old : 269: 72 67 117 120 122 257 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 24.2 33.4 36.5 9.5 14.1 13.2 16.1
Old : 19.6 24.2 33.4 36.5 9.5 14.1 13.2 16.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 5,213: 2,979 4,390 415 0 0 3,394 4,805: 1,819 408
Old : 5,213: 2,979 4,390 415 0 0 3,394 4,805: 1,819 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -223: -387 -337 136 0 0 -251 -201: 29 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 84.2 8.0 0.0 0.0 65.1 92.2: 34.9 7.8
Old : 100.0: 57.1 84.2 8.0 0.0 0.0 65.1 92.2: 34.9 7.8
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 : 57: 38 19 12 0 0 44 25:
Old : 57: 38 19 12 0 0 44 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 : 21.0 54.0 31.6 72.3 20.7 53.2 29.5 71.4
Old : 21.0 54.0 31.6 72.3 20.7 53.2 29.5 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 141,412: 27,607 16,761 30,682 81,849 92,662 140,138 140,105: 1,273 1,306
Old : 141,412: 27,607 16,761 30,682 81,849 92,662 140,138 140,105: 1,273 1,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 5,501: -540 2,928 -2,349 8,353 4,788 5,464 5,367: 37 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 11.9 21.7 57.9 65.5 99.1 99.1: 0.9 0.9
Old : 100.0: 19.5 11.9 21.7 57.9 65.5 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 : 58: 16 18 24 10 18 40 47:
Old : 58: 16 18 24 10 18 40 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 53.1 87.4 69.6 59.1 44.1 63.2 54.2
Old : 75.2 53.1 87.4 69.6 59.1 44.1 63.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 216,868: 52,869 55,896 43,239 120,644 116,610 216,752 215,745: 116 1,123
Old : 216,868: 52,869 55,896 43,239 120,644 116,610 216,752 215,745: 116 1,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -826: 129 5,172 -676 -312 -4,397 -859 99: 33 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 25.8 19.9 55.6 53.8 99.9 99.5: 0.1 0.5
Old : 100.0: 24.4 25.8 19.9 55.6 53.8 99.9 99.5: 0.1 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 : 87: 15 33 26 21 34 51 79:
Old : 87: 15 33 26 21 34 51 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 : 50.0 26.6 71.8 44.4 40.1 22.0 55.9 29.5
Old : 50.0 26.6 71.8 44.4 40.1 22.0 55.9 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 787,434: 84,407 80,648 152,831 461,587 473,122 698,825 706,602: 88,609 80,832
Old : 787,434: 84,407 80,648 152,831 461,587 473,122 698,825 706,602: 88,609 80,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 13,104: 5,915 7,249 1,200 4,760 2,629 11,876 11,078: 1,228 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.2 19.4 58.6 60.1 88.7 89.7: 11.3 10.3
Old : 100.0: 10.7 10.2 19.4 58.6 60.1 88.7 89.7: 11.3 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 : 613: 134 121 137 276 276 476 468:
Old : 613: 134 121 137 276 276 476 468:
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 : 14.7 16.3 23.8 27.8 9.9 11.4 15.6 18.4
Old : 14.7 16.3 23.8 27.8 9.9 11.4 15.6 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 65,548: 6,568 3,306 14,410 21,577 26,826 42,555 44,542: 22,993 21,006
Old : 65,548: 6,568 3,306 14,410 21,577 26,826 42,555 44,542: 22,993 21,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 6,460: 2,537 782 -1,142 3,526 3,787 4,920 3,426: 1,540 3,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.0 22.0 32.9 40.9 64.9 68.0: 35.1 32.0
Old : 100.0: 10.0 5.0 22.0 32.9 40.9 64.9 68.0: 35.1 32.0
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 : 46: 14 10 18 14 19 37 38:
Old : 46: 14 10 18 14 19 37 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 : 22.4 20.4 39.7 36.7 20.6 19.3 29.0 29.1
Old : 22.4 20.4 39.7 36.7 20.6 19.3 29.0 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 Consumer Stapl :
: : :
All : 14,484: 1,675 240 17 10,327 13,017 12,019 13,274: 2,465 1,210
Old : 14,484: 1,675 240 17 10,327 13,017 12,019 13,274: 2,465 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 1.7 0.1 71.3 89.9 83.0 91.6: 17.0 8.4
Old : 100.0: 11.6 1.7 0.1 71.3 89.9 83.0 91.6: 17.0 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 : 21: 2 1 1 8 11 11 12:
Old : 21: 2 1 1 8 11 11 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 : 67.5 66.5 79.3 83.7 65.9 66.5 77.8 83.7
Old : 67.5 66.5 79.3 83.7 65.9 66.5 77.8 83.7
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 21, 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 : 16,611: 468 217 0 13,580 13,990 14,048 14,207: 2,563 2,404
Old : 16,611: 468 217 0 13,580 13,990 14,048 14,207: 2,563 2,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,006: -5 -1 0 1,535 1,529 1,530 1,528: -524 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.3 0.0 81.8 84.2 84.6 85.5: 15.4 14.5
Old : 100.0: 2.8 1.3 0.0 81.8 84.2 84.6 85.5: 15.4 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 9 10 11 11:
Old : 21: 2 1 0 9 10 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 : 63.2 75.1 80.2 81.7 63.2 75.1 80.2 81.5
Old : 63.2 75.1 80.2 81.7 63.2 75.1 80.2 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 3,609,428: 421,694 419,207 659,608 2,200,047 2,231,483 3,281,348 3,310,298: 328,080 299,130
Old : 3,609,428: 421,694 419,207 659,608 2,200,047 2,231,483 3,281,348 3,310,298: 328,080 299,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 33,216: 29,807 45,254 -1,202 6,171 -5,791 34,776 38,261: -1,560 -5,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 11.6 18.3 61.0 61.8 90.9 91.7: 9.1 8.3
Old : 100.0: 11.7 11.6 18.3 61.0 61.8 90.9 91.7: 9.1 8.3
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 : 599: 131 114 128 269 269 458 453:
Old : 599: 131 114 128 269 269 458 453:
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 : 15.4 16.8 24.9 28.8 10.8 12.3 17.0 20.3
Old : 15.4 16.8 24.9 28.8 10.8 12.3 17.0 20.3
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 21, 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 : 28,981: 0 2,538 0 25,576 23,177 25,576 25,715: 3,405 3,266
Old : 28,981: 0 2,538 0 25,576 23,177 25,576 25,715: 3,405 3,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 500: 0 314 0 623 153 623 467: -123 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 0.0 88.3 80.0 88.3 88.7: 11.7 11.3
Old : 100.0: 0.0 8.8 0.0 88.3 80.0 88.3 88.7: 11.7 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 10 12 10 14:
Old : 22: 0 2 0 10 12 10 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 : 78.1 67.0 85.9 82.0 75.6 67.0 82.5 81.0
Old : 78.1 67.0 85.9 82.0 75.6 67.0 82.5 81.0
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 with Delta-adjusted Options and Futures Combined, January 21, 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 : 9,531: 259 905 0 7,237 7,911 7,496 8,816: 2,035 715
Old : 9,531: 259 905 0 7,237 7,911 7,496 8,816: 2,035 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 291: 0 0 0 62 743 62 743: 229 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 9.5 0.0 75.9 83.0 78.6 92.5: 21.4 7.5
Old : 100.0: 2.7 9.5 0.0 75.9 83.0 78.6 92.5: 21.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 0 12 10 13 13:
Old : 23: 1 3 0 12 10 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 68.8 68.6 84.0 50.6 68.8 67.5 84.0
Old : 51.7 68.8 68.6 84.0 50.6 68.8 67.5 84.0
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 21, 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 : 13,242: 754 835 0 8,935 11,215 9,689 12,050: 3,553 1,192
Old : 13,242: 754 835 0 8,935 11,215 9,689 12,050: 3,553 1,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -6: -362 81 -103 471 -237 6 -259: -12 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.3 0.0 67.5 84.7 73.2 91.0: 26.8 9.0
Old : 100.0: 5.7 6.3 0.0 67.5 84.7 73.2 91.0: 26.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 0 9 10 11 12:
Old : 21: 2 2 0 9 10 11 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 : 48.2 59.9 65.8 82.8 47.1 57.7 61.7 76.6
Old : 48.2 59.9 65.8 82.8 47.1 57.7 61.7 76.6
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 21, 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 : 78,590: 15,997 7,188 610 50,875 68,032 67,482 75,830: 11,108 2,760
Old : 78,590: 15,997 7,188 610 50,875 68,032 67,482 75,830: 11,108 2,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,091: -1,126 492 89 1,942 850 905 1,431: 186 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 9.1 0.8 64.7 86.6 85.9 96.5: 14.1 3.5
Old : 100.0: 20.4 9.1 0.8 64.7 86.6 85.9 96.5: 14.1 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 : 87: 13 9 5 43 35 58 47:
Old : 87: 13 9 5 43 35 58 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 41.9 48.2 58.8 32.6 41.8 47.7 58.7
Old : 32.7 41.9 48.2 58.8 32.6 41.8 47.7 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 with Delta-adjusted Options and Futures Combined, January 21, 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 : 48,176: 13,745 11,596 4,984 21,681 22,284 40,409 38,864: 7,767 9,312
Old : 48,176: 13,745 11,596 4,984 21,681 22,284 40,409 38,864: 7,767 9,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -116: 65 1,559 -564 655 -1,622 156 -627: -273 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 24.1 10.3 45.0 46.3 83.9 80.7: 16.1 19.3
Old : 100.0: 28.5 24.1 10.3 45.0 46.3 83.9 80.7: 16.1 19.3
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 : 266: 67 61 31 85 86 168 162:
Old : 266: 67 61 31 85 86 168 162:
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 : 16.4 17.4 26.8 27.3 16.2 13.8 24.9 21.8
Old : 16.4 17.4 26.8 27.3 16.2 13.8 24.9 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 240,881: 68,723 57,982 24,920 108,403 111,419 202,047 194,321: 38,834 46,560
Old : 240,881: 68,723 57,982 24,920 108,403 111,419 202,047 194,321: 38,834 46,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -582: 326 7,795 -2,818 3,274 -8,112 782 -3,135: -1,364 2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 24.1 10.3 45.0 46.3 83.9 80.7: 16.1 19.3
Old : 100.0: 28.5 24.1 10.3 45.0 46.3 83.9 80.7: 16.1 19.3
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 : 266: 67 61 31 85 86 168 162:
Old : 266: 67 61 31 85 86 168 162:
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 : 16.4 17.4 26.8 27.3 16.2 13.8 24.9 21.8
Old : 16.4 17.4 26.8 27.3 16.2 13.8 24.9 21.8
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 21, 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 : 151,677: 41,400 61,900 8,321 70,720 51,374 120,441 121,594: 31,236 30,083
Old : 151,677: 41,400 61,900 8,321 70,720 51,374 120,441 121,594: 31,236 30,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -5,225: -1,787 -2,385 -1,286 1,817 -2,303 -1,255 -5,974: -3,969 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 40.8 5.5 46.6 33.9 79.4 80.2: 20.6 19.8
Old : 100.0: 27.3 40.8 5.5 46.6 33.9 79.4 80.2: 20.6 19.8
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 : 91: 25 23 14 28 33 58 65:
Old : 91: 25 23 14 28 33 58 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 24.0 53.9 39.1 39.3 23.8 52.3 38.9
Old : 39.8 24.0 53.9 39.1 39.3 23.8 52.3 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 511,001: 133,250 78,733 14,331 336,883 400,590 484,463 493,653: 26,537 17,347
Old : 511,001: 133,250 78,733 14,331 336,883 400,590 484,463 493,653: 26,537 17,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 10,583: 6,250 552 -3,443 9,519 13,883 12,327 10,992: -1,744 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 15.4 2.8 65.9 78.4 94.8 96.6: 5.2 3.4
Old : 100.0: 26.1 15.4 2.8 65.9 78.4 94.8 96.6: 5.2 3.4
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 : 308: 71 45 27 134 108 215 170:
Old : 308: 71 45 27 134 108 215 170:
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 : 18.3 20.2 31.4 35.7 17.4 19.9 29.7 35.2
Old : 18.3 20.2 31.4 35.7 17.4 19.9 29.7 35.2
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 21, 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 : 20,912: 3,722 11,237 20 9,953 7,561 13,695 18,818: 7,217 2,094
Old : 20,912: 3,722 11,237 20 9,953 7,561 13,695 18,818: 7,217 2,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 201: 19 250 -1 816 0 834 249: -633 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 53.7 0.1 47.6 36.2 65.5 90.0: 34.5 10.0
Old : 100.0: 17.8 53.7 0.1 47.6 36.2 65.5 90.0: 34.5 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 : 28: 7 6 1 11 6 19 12:
Old : 28: 7 6 1 11 6 19 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 : 41.0 72.6 52.4 86.2 41.0 72.5 52.4 86.1
Old : 41.0 72.6 52.4 86.2 41.0 72.5 52.4 86.1
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 21, 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 : 57,886: 19,665 6,076 317 28,861 7,641 48,843 14,034: 9,043 43,852
Old : 57,886: 19,665 6,076 317 28,861 7,641 48,843 14,034: 9,043 43,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -843: -3,743 -3,633 58 2,209 -1,491 -1,476 -5,066: 633 4,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 10.5 0.5 49.9 13.2 84.4 24.2: 15.6 75.8
Old : 100.0: 34.0 10.5 0.5 49.9 13.2 84.4 24.2: 15.6 75.8
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 : 62: 14 9 2 29 17 44 27:
Old : 62: 14 9 2 29 17 44 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 8.8 47.7 14.8 32.0 8.7 47.6 14.7
Old : 32.0 8.8 47.7 14.8 32.0 8.7 47.6 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 83,360: 25,010 4,331 1,038 57,288 77,730 83,336 83,099: 24 261
Old : 83,360: 25,010 4,331 1,038 57,288 77,730 83,336 83,099: 24 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 6,365: 5,837 150 15 713 6,000 6,565 6,165: -200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 5.2 1.2 68.7 93.2 100.0 99.7: 0.0 0.3
Old : 100.0: 30.0 5.2 1.2 68.7 93.2 100.0 99.7: 0.0 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 : 47: 13 2 4 25 19 39 24:
Old : 47: 13 2 4 25 19 39 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 : 43.1 56.7 64.5 83.5 32.2 50.1 47.2 64.7
Old : 43.1 56.7 64.5 83.5 32.2 50.1 47.2 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2020