BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,085: 133 609 296 6,694 6,730 7,123 7,635: 962 450
Old : 8,085: 133 609 296 6,694 6,730 7,123 7,635: 962 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 444: 8 45 -42 351 408 317 411: 127 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 7.5 3.7 82.8 83.2 88.1 94.4: 11.9 5.6
Old : 100.0: 1.6 7.5 3.7 82.8 83.2 88.1 94.4: 11.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 5 6 21 22 27 30:
Old : 37: 3 5 6 21 22 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 50.3 65.7 65.7 44.1 49.8 59.5 61.3
Old : 46.6 50.3 65.7 65.7 44.1 49.8 59.5 61.3
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,632: 11,050 2,639 964 6,352 11,924 18,366 15,527: 2,266 5,105
Old : 20,632: 11,050 2,639 964 6,352 11,924 18,366 15,527: 2,266 5,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 2,232: 1,648 370 -22 659 1,482 2,285 1,830: -53 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 12.8 4.7 30.8 57.8 89.0 75.3: 11.0 24.7
Old : 100.0: 53.6 12.8 4.7 30.8 57.8 89.0 75.3: 11.0 24.7
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 : 54: 13 10 10 18 24 36 39:
Old : 54: 13 10 10 18 24 36 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 : 52.4 34.6 69.0 50.8 51.7 34.3 67.2 48.8
Old : 52.4 34.6 69.0 50.8 51.7 34.3 67.2 48.8
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,456: 160 730 215 4,469 3,903 4,844 4,848: 612 608
Old : 5,456: 160 730 215 4,469 3,903 4,844 4,848: 612 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 207: 17 -76 1 175 338 193 263: 14 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 13.4 3.9 81.9 71.5 88.8 88.9: 11.2 11.1
Old : 100.0: 2.9 13.4 3.9 81.9 71.5 88.8 88.9: 11.2 11.1
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 : 38: 2 3 5 28 20 33 25:
Old : 38: 2 3 5 28 20 33 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 : 38.5 38.9 56.5 62.2 38.5 34.6 53.8 53.2
Old : 38.5 38.9 56.5 62.2 38.5 34.6 53.8 53.2
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 204,541: 78,419 41,434 37,716 69,705 96,142 185,840 175,292: 18,701 29,249
Old : 199,067: 77,923 42,333 35,721 68,249 93,311 181,893 171,365: 17,174 27,702
Other: 5,474: 2,103 708 388 1,456 2,831 3,947 3,927: 1,527 1,547
: : :
: : Changes in Commitments from: January 5, 2021 :
: 2,812: 1,783 2,297 465 474 -214 2,722 2,548: 90 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 20.3 18.4 34.1 47.0 90.9 85.7: 9.1 14.3
Old : 100.0: 39.1 21.3 17.9 34.3 46.9 91.4 86.1: 8.6 13.9
Other: 100.0: 38.4 12.9 7.1 26.6 51.7 72.1 71.7: 27.9 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 86 76 101 48 82 205 212:
Old : 279: 84 87 99 42 82 196 212:
Other: 71: 27 9 8 13 28 41 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 12.5 33.0 20.1 20.8 11.8 32.9 18.5
Old : 21.4 12.7 33.8 20.2 21.4 11.8 33.6 18.7
Other: 25.3 26.7 39.6 40.9 22.2 26.7 36.5 40.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 309,816: 98,495 46,458 55,773 122,916 165,034 277,184 267,265: 32,632 42,551
Old : 309,816: 98,495 46,458 55,773 122,916 165,034 277,184 267,265: 32,632 42,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 14,686: 1,066 5,754 5,250 7,433 1,268 13,749 12,272: 937 2,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 15.0 18.0 39.7 53.3 89.5 86.3: 10.5 13.7
Old : 100.0: 31.8 15.0 18.0 39.7 53.3 89.5 86.3: 10.5 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 96 85 108 114 147 275 291:
Old : 377: 96 85 108 114 147 275 291:
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 : 19.3 17.2 29.8 26.7 19.3 16.2 29.0 23.3
Old : 19.3 17.2 29.8 26.7 19.3 16.2 29.0 23.3
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 2,723: 960 268 26 744 1,905 1,730 2,199: 993 524
Old : 2,723: 960 268 26 744 1,905 1,730 2,199: 993 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -151: 105 -31 -42 -59 -136 4 -209: -155 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 9.8 1.0 27.3 70.0 63.5 80.8: 36.5 19.2
Old : 100.0: 35.3 9.8 1.0 27.3 70.0 63.5 80.8: 36.5 19.2
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 : 36: 12 6 3 9 12 22 20:
Old : 36: 12 6 3 9 12 22 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 : 29.9 52.9 43.3 64.4 29.9 52.9 42.9 64.3
Old : 29.9 52.9 43.3 64.4 29.9 52.9 42.9 64.3
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 41,919: 14,142 14,049 6,482 15,068 9,157 35,692 29,688: 6,227 12,231
Old : 41,919: 14,142 14,049 6,482 15,068 9,157 35,692 29,688: 6,227 12,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -536: 361 1,166 -1,390 -60 -77 -1,089 -301: 553 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 33.5 15.5 35.9 21.8 85.1 70.8: 14.9 29.2
Old : 100.0: 33.7 33.5 15.5 35.9 21.8 85.1 70.8: 14.9 29.2
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 : 166: 37 53 47 46 48 111 126:
Old : 166: 37 53 47 46 48 111 126:
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 : 24.0 15.3 36.9 24.9 22.4 13.4 32.1 19.3
Old : 24.0 15.3 36.9 24.9 22.4 13.4 32.1 19.3
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 21,986: 1,197 9,208 907 19,174 11,520 21,278 21,635: 708 351
Old : 21,986: 1,197 9,208 907 19,174 11,520 21,278 21,635: 708 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 1,646: 303 832 70 1,308 722 1,681 1,624: -35 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 41.9 4.1 87.2 52.4 96.8 98.4: 3.2 1.6
Old : 100.0: 5.4 41.9 4.1 87.2 52.4 96.8 98.4: 3.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 10 7 7 21 28 34 39:
Old : 55: 10 7 7 21 28 34 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 : 55.6 50.4 76.8 73.1 54.8 49.9 75.5 72.3
Old : 55.6 50.4 76.8 73.1 54.8 49.9 75.5 72.3
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 23,202: 6,739 5,103 0 14,458 16,495 21,197 21,598: 2,005 1,604
Old : 23,202: 6,739 5,103 0 14,458 16,495 21,197 21,598: 2,005 1,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,957: -770 -1,581 0 -1,114 -428 -1,884 -2,009: -73 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 22.0 0.0 62.3 71.1 91.4 93.1: 8.6 6.9
Old : 100.0: 29.0 22.0 0.0 62.3 71.1 91.4 93.1: 8.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 17 14 0 11 8 28 22:
Old : 48: 17 14 0 11 8 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 63.2 70.8 82.4 53.7 63.1 70.8 82.2
Old : 53.7 63.2 70.8 82.4 53.7 63.1 70.8 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 156,675: 43,386 31,313 2,388 70,977 105,045 116,751 138,746: 39,924 17,929
Old : 156,675: 43,386 31,313 2,388 70,977 105,045 116,751 138,746: 39,924 17,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 551: 1,826 4,277 -52 -377 -4,568 1,397 -343: -846 894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 20.0 1.5 45.3 67.0 74.5 88.6: 25.5 11.4
Old : 100.0: 27.7 20.0 1.5 45.3 67.0 74.5 88.6: 25.5 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 : 103: 28 19 14 34 31 68 59:
Old : 103: 28 19 14 34 31 68 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 48.2 33.0 61.0 21.7 48.1 30.8 60.2
Old : 22.8 48.2 33.0 61.0 21.7 48.1 30.8 60.2
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 50,164: 20,421 8,446 3 8,802 29,632 29,226 38,081: 20,938 12,083
Old : 50,164: 20,421 8,446 3 8,802 29,632 29,226 38,081: 20,938 12,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 1,136: 3,035 432 -1 -444 246 2,590 677: -1,454 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 16.8 0.0 17.5 59.1 58.3 75.9: 41.7 24.1
Old : 100.0: 40.7 16.8 0.0 17.5 59.1 58.3 75.9: 41.7 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 16 10 1 14 14 31 24:
Old : 47: 16 10 1 14 14 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 45.7 38.6 56.9 29.8 45.7 38.5 56.9
Old : 29.8 45.7 38.6 56.9 29.8 45.7 38.5 56.9
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 151,244: 57,570 63,022 2,504 83,263 83,160 143,337 148,686: 7,907 2,558
Old : 151,244: 57,570 63,022 2,504 83,263 83,160 143,337 148,686: 7,907 2,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 9,953: 4,992 2,721 1,086 3,689 6,198 9,767 10,005: 186 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 41.7 1.7 55.1 55.0 94.8 98.3: 5.2 1.7
Old : 100.0: 38.1 41.7 1.7 55.1 55.0 94.8 98.3: 5.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 70 26 8 32 28 105 60:
Old : 149: 70 26 8 32 28 105 60:
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 : 46.7 52.0 59.9 67.7 46.7 52.0 59.9 67.7
Old : 46.7 52.0 59.9 67.7 46.7 52.0 59.9 67.7
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 152,924: 47,935 34,993 2,505 66,808 92,479 117,248 129,977: 35,676 22,947
Old : 152,924: 47,935 34,993 2,505 66,808 92,479 117,248 129,977: 35,676 22,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 9,715: 12,409 3,132 148 -4,877 8,255 7,680 11,535: 2,035 -1,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 22.9 1.6 43.7 60.5 76.7 85.0: 23.3 15.0
Old : 100.0: 31.3 22.9 1.6 43.7 60.5 76.7 85.0: 23.3 15.0
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 : 107: 32 23 16 33 34 75 64:
Old : 107: 32 23 16 33 34 75 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 28.5 37.7 42.8 25.2 28.3 37.6 42.6
Old : 25.3 28.5 37.7 42.8 25.2 28.3 37.6 42.6
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 190,811: 63,857 13,337 1,221 94,609 156,406 159,687 170,964: 31,124 19,847
Old : 190,811: 63,857 13,337 1,221 94,609 156,406 159,687 170,964: 31,124 19,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -16,152: -5,306 -5,636 -1,676 -3,520 -14,840 -10,502 -22,152: -5,650 6,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 7.0 0.6 49.6 82.0 83.7 89.6: 16.3 10.4
Old : 100.0: 33.5 7.0 0.6 49.6 82.0 83.7 89.6: 16.3 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 : 113: 34 21 8 42 34 80 59:
Old : 113: 34 21 8 42 34 80 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 68.1 44.2 73.9 29.2 68.1 44.2 73.5
Old : 29.2 68.1 44.2 73.9 29.2 68.1 44.2 73.5
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 677,952: 228,757 72,867 5,690 345,185 560,987 579,632 639,544: 98,320 38,408
Old : 677,952: 228,757 72,867 5,690 345,185 560,987 579,632 639,544: 98,320 38,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 4,420: 3,925 -8,974 1,286 -4,264 10,273 947 2,585: 3,473 1,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 10.7 0.8 50.9 82.7 85.5 94.3: 14.5 5.7
Old : 100.0: 33.7 10.7 0.8 50.9 82.7 85.5 94.3: 14.5 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 : 284: 104 28 28 116 85 224 137:
Old : 284: 104 28 28 116 85 224 137:
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 : 15.5 67.8 24.8 76.3 14.8 67.3 23.7 75.6
Old : 15.5 67.8 24.8 76.3 14.8 67.3 23.7 75.6
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 26,649: 7,899 3,863 453 7,745 16,939 16,097 21,255: 10,552 5,394
Old : 26,649: 7,899 3,863 453 7,745 16,939 16,097 21,255: 10,552 5,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -464: -546 -576 0 -96 -263 -642 -839: 178 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 14.5 1.7 29.1 63.6 60.4 79.8: 39.6 20.2
Old : 100.0: 29.6 14.5 1.7 29.1 63.6 60.4 79.8: 39.6 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 3 2 11 10 18 14:
Old : 22: 6 3 2 11 10 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 57.6 44.4 73.8 28.5 55.6 42.5 69.3
Old : 30.2 57.6 44.4 73.8 28.5 55.6 42.5 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 17,092: 3,996 3,413 0 5,216 9,738 9,212 13,151: 7,880 3,941
Old : 17,092: 3,996 3,413 0 5,216 9,738 9,212 13,151: 7,880 3,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 178: -7 -419 0 79 73 72 -346: 106 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 20.0 0.0 30.5 57.0 53.9 76.9: 46.1 23.1
Old : 100.0: 23.4 20.0 0.0 30.5 57.0 53.9 76.9: 46.1 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 0 11 12 16 13:
Old : 20: 5 1 0 11 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 44.8 47.1 62.8 28.8 41.0 42.5 57.3
Old : 32.1 44.8 47.1 62.8 28.8 41.0 42.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 25,943: 12,984 18,716 217 9,060 4,835 22,261 23,768: 3,682 2,175
Old : 25,943: 12,984 18,716 217 9,060 4,835 22,261 23,768: 3,682 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 3,169: 2,662 5,200 74 706 -2,332 3,442 2,942: -273 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 72.1 0.8 34.9 18.6 85.8 91.6: 14.2 8.4
Old : 100.0: 50.0 72.1 0.8 34.9 18.6 85.8 91.6: 14.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 22 23 4 15 8 39 33:
Old : 65: 22 23 4 15 8 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 57.3 56.4 71.6 39.9 57.3 55.8 71.6
Old : 39.9 57.3 56.4 71.6 39.9 57.3 55.8 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 44,757: 26,131 11,424 561 11,801 30,019 38,493 42,004: 6,264 2,753
Old : 44,757: 26,131 11,424 561 11,801 30,019 38,493 42,004: 6,264 2,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,437: -421 -3,132 68 -1,250 766 -1,603 -2,298: -834 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 25.5 1.3 26.4 67.1 86.0 93.8: 14.0 6.2
Old : 100.0: 58.4 25.5 1.3 26.4 67.1 86.0 93.8: 14.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 38 19 6 20 14 60 37:
Old : 87: 38 19 6 20 14 60 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 65.0 39.5 80.0 25.2 64.6 39.2 79.6
Old : 25.4 65.0 39.5 80.0 25.2 64.6 39.2 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 11,203: 8,742 2,289 0 956 7,266 9,698 9,555: 1,505 1,648
Old : 11,203: 8,742 2,289 0 956 7,266 9,698 9,555: 1,505 1,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,066: -1,531 -364 0 427 -1,103 -1,104 -1,467: 38 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 20.4 0.0 8.5 64.9 86.6 85.3: 13.4 14.7
Old : 100.0: 78.0 20.4 0.0 8.5 64.9 86.6 85.3: 13.4 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 8 0 5 3 15 11:
Old : 25: 10 8 0 5 3 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 73.3 77.5 82.5 65.4 73.3 77.5 82.5
Old : 65.4 73.3 77.5 82.5 65.4 73.3 77.5 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 9,808,369: 1,487,941 849,497 2,718,977 5,027,519 5,499,469 9,234,437 9,067,943: 573,932 740,426
Old : 9,808,369: 1,487,941 849,497 2,718,977 5,027,519 5,499,469 9,234,437 9,067,943: 573,932 740,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 511,313: -15,294 102,854 220,111 328,726 142,541 533,543 465,506: -22,230 45,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.7 27.7 51.3 56.1 94.1 92.5: 5.9 7.5
Old : 100.0: 15.2 8.7 27.7 51.3 56.1 94.1 92.5: 5.9 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 : 219: 51 42 72 105 108 195 189:
Old : 219: 51 42 72 105 108 195 189:
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 : 24.0 18.7 34.8 32.7 15.2 15.3 20.2 21.8
Old : 24.0 18.7 34.8 32.7 15.2 15.3 20.2 21.8
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 12,039: 7,306 10,639 677 380 90 8,363 11,406: 3,676 633
Old : 12,039: 7,306 10,639 677 380 90 8,363 11,406: 3,676 633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 743: 367 715 169 -126 0 410 884: 333 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 88.4 5.6 3.2 0.7 69.5 94.7: 30.5 5.3
Old : 100.0: 60.7 88.4 5.6 3.2 0.7 69.5 94.7: 30.5 5.3
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 : 93: 63 26 16 2 1 72 37:
Old : 93: 63 26 16 2 1 72 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 : 17.2 53.9 27.6 77.6 16.7 53.9 27.0 77.6
Old : 17.2 53.9 27.6 77.6 16.7 53.9 27.0 77.6
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 478,900: 67,830 32,188 119,041 291,796 327,411 478,667 478,640: 233 260
Old : 478,900: 67,830 32,188 119,041 291,796 327,411 478,667 478,640: 233 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 9,309: 6,669 -8,387 3,981 -1,282 13,808 9,368 9,402: -59 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 6.7 24.9 60.9 68.4 100.0 99.9: 0.0 0.1
Old : 100.0: 14.2 6.7 24.9 60.9 68.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 28 17 29 33 32 73 68:
Old : 89: 28 17 29 33 32 73 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 49.8 66.3 67.5 44.2 34.9 50.5 45.0
Old : 54.8 49.8 66.3 67.5 44.2 34.9 50.5 45.0
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 176,147: 35,265 11,692 25,596 115,233 138,738 176,094 176,026: 53 121
Old : 176,147: 35,265 11,692 25,596 115,233 138,738 176,094 176,026: 53 121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 15,262: 18,570 2,839 -1,086 -2,135 13,630 15,349 15,383: -87 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 6.6 14.5 65.4 78.8 100.0 99.9: 0.0 0.1
Old : 100.0: 20.0 6.6 14.5 65.4 78.8 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 27 15 25 23 24 58 56:
Old : 75: 27 15 25 23 24 58 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 45.7 61.1 66.5 41.3 44.9 55.5 56.9
Old : 42.9 45.7 61.1 66.5 41.3 44.9 55.5 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 531,665: 71,702 75,603 9,217 388,348 391,745 469,267 476,566: 62,397 55,099
Old : 531,665: 71,702 75,603 9,217 388,348 391,745 469,267 476,566: 62,397 55,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 8,542: 3,952 -2,886 -1,452 4,345 6,157 6,846 1,819: 1,696 6,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 14.2 1.7 73.0 73.7 88.3 89.6: 11.7 10.4
Old : 100.0: 13.5 14.2 1.7 73.0 73.7 88.3 89.6: 11.7 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 : 534: 98 67 46 258 247 374 342:
Old : 534: 98 67 46 258 247 374 342:
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 : 13.4 19.0 22.6 28.1 12.1 18.2 20.6 27.2
Old : 13.4 19.0 22.6 28.1 12.1 18.2 20.6 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 11,579: 484 741 0 9,221 9,921 9,705 10,662: 1,874 917
Old : 11,579: 484 741 0 9,221 9,921 9,705 10,662: 1,874 917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 6.4 0.0 79.6 85.7 83.8 92.1: 16.2 7.9
Old : 100.0: 4.2 6.4 0.0 79.6 85.7 83.8 92.1: 16.2 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 0 10 9 12 11:
Old : 22: 2 2 0 10 9 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 68.7 74.9 85.8 58.1 64.5 73.3 81.3
Old : 58.1 68.7 74.9 85.8 58.1 64.5 73.3 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 17,542: 2,021 5,537 109 13,128 10,176 15,258 15,822: 2,284 1,720
Old : 17,542: 2,021 5,537 109 13,128 10,176 15,258 15,822: 2,284 1,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 2,280: 74 -167 0 3,511 2,039 3,585 1,872: -1,305 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 31.6 0.6 74.8 58.0 87.0 90.2: 13.0 9.8
Old : 100.0: 11.5 31.6 0.6 74.8 58.0 87.0 90.2: 13.0 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 3 1 17 8 22 12:
Old : 30: 5 3 1 17 8 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 77.3 62.8 87.0 49.3 77.3 61.9 87.0
Old : 49.3 77.3 62.8 87.0 49.3 77.3 61.9 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,578,114: 360,011 377,622 35,272 1,921,914 1,909,854 2,317,197 2,322,748: 260,917 255,366
Old : 2,578,114: 360,011 377,622 35,272 1,921,914 1,909,854 2,317,197 2,322,748: 260,917 255,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 24,634: 12,762 -4,432 -6,009 21,976 10,286 28,729 -155: -4,095 24,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.6 1.4 74.5 74.1 89.9 90.1: 10.1 9.9
Old : 100.0: 14.0 14.6 1.4 74.5 74.1 89.9 90.1: 10.1 9.9
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 : 533: 98 66 43 256 246 370 339:
Old : 533: 98 66 43 256 246 370 339:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 18.2 23.3 27.1 12.4 17.4 21.2 26.2
Old : 13.8 18.2 23.3 27.1 12.4 17.4 21.2 26.2
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 28,522: 2,611 636 0 22,669 26,955 25,280 27,591: 3,242 931
Old : 28,522: 2,611 636 0 22,669 26,955 25,280 27,591: 3,242 931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 3,020: 1,342 317 0 1,589 2,504 2,931 2,821: 89 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 2.2 0.0 79.5 94.5 88.6 96.7: 11.4 3.3
Old : 100.0: 9.2 2.2 0.0 79.5 94.5 88.6 96.7: 11.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 0 16 10 19 11:
Old : 29: 3 1 0 16 10 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 83.3 70.1 94.4 52.5 83.3 70.1 94.4
Old : 52.5 83.3 70.1 94.4 52.5 83.3 70.1 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Industrial Ind :
: : :
All : 22,932: 1,076 1,111 0 18,962 21,247 20,038 22,358: 2,894 574
Old : 22,932: 1,076 1,111 0 18,962 21,247 20,038 22,358: 2,894 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.8 0.0 82.7 92.7 87.4 97.5: 12.6 2.5
Old : 100.0: 4.7 4.8 0.0 82.7 92.7 87.4 97.5: 12.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 10 8 12 9:
Old : 20: 2 1 0 10 8 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 77.4 81.9 96.0 61.7 77.4 80.3 96.0
Old : 61.7 77.4 81.9 96.0 61.7 77.4 80.3 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 54,552: 6,299 2,426 380 37,977 48,654 44,656 51,460: 9,896 3,092
Old : 54,552: 6,299 2,426 380 37,977 48,654 44,656 51,460: 9,896 3,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 2,379: -407 1,338 6 3,157 1,522 2,756 2,866: -377 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 4.4 0.7 69.6 89.2 81.9 94.3: 18.1 5.7
Old : 100.0: 11.5 4.4 0.7 69.6 89.2 81.9 94.3: 18.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 9 6 4 43 31 53 40:
Old : 78: 9 6 4 43 31 53 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 44.3 35.3 59.3 19.5 43.9 34.8 58.5
Old : 19.6 44.3 35.3 59.3 19.5 43.9 34.8 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 46,458: 15,673 11,590 466 23,372 27,380 39,511 39,436: 6,947 7,022
Old : 46,458: 15,673 11,590 466 23,372 27,380 39,511 39,436: 6,947 7,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 2,278: 1,207 2,281 -40 1,110 -495 2,277 1,746: 1 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 24.9 1.0 50.3 58.9 85.0 84.9: 15.0 15.1
Old : 100.0: 33.7 24.9 1.0 50.3 58.9 85.0 84.9: 15.0 15.1
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 : 264: 51 52 23 94 103 156 167:
Old : 264: 51 52 23 94 103 156 167:
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 : 25.9 25.5 34.7 34.5 25.9 25.5 34.7 34.2
Old : 25.9 25.5 34.7 34.5 25.9 25.5 34.7 34.2
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 232,289: 78,363 57,950 2,329 116,861 136,900 197,553 197,179: 34,736 35,110
Old : 232,289: 78,363 57,950 2,329 116,861 136,900 197,553 197,179: 34,736 35,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 11,391: 6,034 11,404 -198 5,550 -2,474 11,386 8,732: 5 2,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 24.9 1.0 50.3 58.9 85.0 84.9: 15.0 15.1
Old : 100.0: 33.7 24.9 1.0 50.3 58.9 85.0 84.9: 15.0 15.1
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 : 264: 51 52 23 94 103 156 167:
Old : 264: 51 52 23 94 103 156 167:
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 : 25.9 25.5 34.7 34.5 25.9 25.5 34.7 34.2
Old : 25.9 25.5 34.7 34.5 25.9 25.5 34.7 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX x $2) :
: : :
All : 74,147: 34,504 57,790 1,044 3,026 398 38,574 59,232: 35,573 14,915
Old : 74,147: 34,504 57,790 1,044 3,026 398 38,574 59,232: 35,573 14,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 77.9 1.4 4.1 0.5 52.0 79.9: 48.0 20.1
Old : 100.0: 46.5 77.9 1.4 4.1 0.5 52.0 79.9: 48.0 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 10 8 3 1 12 16:
Old : 20: 6 10 8 3 1 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 71.7 51.5 76.8 47.5 71.5 50.3 76.6
Old : 48.7 71.7 51.5 76.8 47.5 71.5 50.3 76.6
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 144,614: 60,450 54,994 1,540 50,727 68,740 112,717 125,274: 31,897 19,340
Old : 144,614: 60,450 54,994 1,540 50,727 68,740 112,717 125,274: 31,897 19,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,479: 712 -8,651 -1,213 2,138 6,442 1,637 -3,422: -3,116 1,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 38.0 1.1 35.1 47.5 77.9 86.6: 22.1 13.4
Old : 100.0: 41.8 38.0 1.1 35.1 47.5 77.9 86.6: 22.1 13.4
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 : 85: 25 17 8 26 27 56 47:
Old : 85: 25 17 8 26 27 56 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 : 33.7 53.5 44.3 63.8 33.6 53.2 44.1 63.1
Old : 33.7 53.5 44.3 63.8 33.6 53.2 44.1 63.1
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 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 552,576: 103,471 88,408 3,641 413,107 440,908 520,219 532,957: 32,357 19,619
Old : 552,576: 103,471 88,408 3,641 413,107 440,908 520,219 532,957: 32,357 19,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 26,284: -8,749 9,226 1,298 32,419 11,419 24,968 21,943: 1,316 4,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 16.0 0.7 74.8 79.8 94.1 96.4: 5.9 3.6
Old : 100.0: 18.7 16.0 0.7 74.8 79.8 94.1 96.4: 5.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 64 46 15 173 126 243 181:
Old : 346: 64 46 15 173 126 243 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 25.1 23.1 38.3 12.9 25.1 21.9 37.3
Old : 12.9 25.1 23.1 38.3 12.9 25.1 21.9 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 15,346: 257 0 32 13,894 14,681 14,183 14,713: 1,163 633
Old : 15,346: 257 0 32 13,894 14,681 14,183 14,713: 1,163 633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.2 90.5 95.7 92.4 95.9: 7.6 4.1
Old : 100.0: 1.7 0.0 0.2 90.5 95.7 92.4 95.9: 7.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 10 9 11 10:
Old : 20: 1 0 1 10 9 11 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 78.4 87.7 94.4 67.1 78.4 87.7 94.4
Old : 67.1 78.4 87.7 94.4 67.1 78.4 87.7 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 16,252: 2,214 5,337 6 8,627 6,291 10,847 11,634: 5,405 4,618
Old : 16,252: 2,214 5,337 6 8,627 6,291 10,847 11,634: 5,405 4,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 938: 0 -55 -3 80 -25 77 -83: 861 1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 32.8 0.0 53.1 38.7 66.7 71.6: 33.3 28.4
Old : 100.0: 13.6 32.8 0.0 53.1 38.7 66.7 71.6: 33.3 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 5 2 7 5 13 11:
Old : 20: 5 5 2 7 5 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 56.9 62.1 70.3 47.3 56.9 62.1 70.1
Old : 47.3 56.9 62.1 70.3 47.3 56.9 62.1 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 47,759: 18,130 1,383 87 22,590 15,150 40,807 16,620: 6,952 31,139
Old : 47,759: 18,130 1,383 87 22,590 15,150 40,807 16,620: 6,952 31,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 2,010: 2,777 303 17 -454 2,034 2,340 2,354: -330 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 2.9 0.2 47.3 31.7 85.4 34.8: 14.6 65.2
Old : 100.0: 38.0 2.9 0.2 47.3 31.7 85.4 34.8: 14.6 65.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 16 4 3 21 23 38 29:
Old : 60: 16 4 3 21 23 38 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 11.9 51.7 19.3 35.0 11.9 50.7 18.7
Old : 35.0 11.9 51.7 19.3 35.0 11.9 50.7 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 169,385: 54,915 380 7,968 105,266 159,942 168,149 168,290: 1,236 1,095
Old : 169,385: 54,915 380 7,968 105,266 159,942 168,149 168,290: 1,236 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 15,216: 3,790 0 307 10,221 14,113 14,318 14,420: 898 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 0.2 4.7 62.1 94.4 99.3 99.4: 0.7 0.6
Old : 100.0: 32.4 0.2 4.7 62.1 94.4 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 33 3 8 37 27 71 38:
Old : 85: 33 3 8 37 27 71 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 62.1 52.2 83.2 31.4 55.7 50.2 71.7
Old : 31.4 62.1 52.2 83.2 31.4 55.7 50.2 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2021