BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,742: 144 881 259 7,541 7,140 7,944 8,280: 798 462
Old : 8,742: 144 881 259 7,541 7,140 7,944 8,280: 798 462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 657: 11 272 -37 847 410 821 645: -164 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 10.1 3.0 86.3 81.7 90.9 94.7: 9.1 5.3
Old : 100.0: 1.6 10.1 3.0 86.3 81.7 90.9 94.7: 9.1 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 : 42: 3 6 6 25 23 31 32:
Old : 42: 3 6 6 25 23 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 48.7 67.5 63.1 43.7 47.9 59.2 60.2
Old : 46.3 48.7 67.5 63.1 43.7 47.9 59.2 60.2
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,539: 11,516 2,861 862 6,675 12,532 19,053 16,255: 2,486 5,284
Old : 21,539: 11,516 2,861 862 6,675 12,532 19,053 16,255: 2,486 5,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 907: 466 222 -102 323 608 687 728: 220 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 13.3 4.0 31.0 58.2 88.5 75.5: 11.5 24.5
Old : 100.0: 53.5 13.3 4.0 31.0 58.2 88.5 75.5: 11.5 24.5
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 : 56: 11 12 11 19 25 37 41:
Old : 56: 11 12 11 19 25 37 41:
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 : 51.8 34.0 68.5 49.9 51.3 33.9 67.1 48.1
Old : 51.8 34.0 68.5 49.9 51.3 33.9 67.1 48.1
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,003: 184 1,062 221 4,774 4,266 5,179 5,549: 824 454
Old : 6,003: 184 1,062 221 4,774 4,266 5,179 5,549: 824 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 547: 24 332 6 305 363 335 701: 212 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 17.7 3.7 79.5 71.1 86.3 92.4: 13.7 7.6
Old : 100.0: 3.1 17.7 3.7 79.5 71.1 86.3 92.4: 13.7 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 4 5 26 19 32 25:
Old : 39: 3 4 5 26 19 32 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 : 36.0 39.1 55.0 61.5 36.0 34.4 51.6 53.2
Old : 36.0 39.1 55.0 61.5 36.0 34.4 51.6 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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 207,242: 77,794 42,726 40,483 71,536 94,679 189,813 177,888: 17,429 29,354
Old : 200,482: 76,950 43,601 38,217 69,705 91,042 184,872 172,860: 15,610 27,622
Other: 6,760: 2,516 797 594 1,831 3,637 4,941 5,028: 1,819 1,732
: : :
: : Changes in Commitments from: January 12, 2021 :
: 2,701: -625 1,292 2,767 1,831 -1,463 3,973 2,596: -1,272 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 20.6 19.5 34.5 45.7 91.6 85.8: 8.4 14.2
Old : 100.0: 38.4 21.7 19.1 34.8 45.4 92.2 86.2: 7.8 13.8
Other: 100.0: 37.2 11.8 8.8 27.1 53.8 73.1 74.4: 26.9 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 81 75 99 48 84 199 211:
Old : 273: 78 85 99 41 83 191 210:
Other: 68: 20 8 8 14 31 36 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 11.6 32.5 18.6 20.4 10.6 32.4 16.6
Old : 21.1 11.7 33.4 18.8 21.1 10.4 33.3 16.8
Other: 25.5 26.3 41.4 39.2 22.3 26.3 37.0 38.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 319,711: 101,532 50,177 58,222 127,565 168,390 287,319 276,789: 32,392 42,922
Old : 319,711: 101,532 50,177 58,222 127,565 168,390 287,319 276,789: 32,392 42,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 9,895: 3,037 3,719 2,449 4,649 3,356 10,135 9,524: -240 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 15.7 18.2 39.9 52.7 89.9 86.6: 10.1 13.4
Old : 100.0: 31.8 15.7 18.2 39.9 52.7 89.9 86.6: 10.1 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 : 384: 100 88 115 114 152 284 302:
Old : 384: 100 88 115 114 152 284 302:
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 : 19.5 17.5 29.5 26.5 19.5 16.4 29.3 23.4
Old : 19.5 17.5 29.5 26.5 19.5 16.4 29.3 23.4
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 2,699: 941 270 19 707 1,929 1,667 2,218: 1,032 481
Old : 2,699: 941 270 19 707 1,929 1,667 2,218: 1,032 481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -24: -19 2 -7 -37 24 -63 19: 39 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 10.0 0.7 26.2 71.5 61.8 82.2: 38.2 17.8
Old : 100.0: 34.9 10.0 0.7 26.2 71.5 61.8 82.2: 38.2 17.8
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 : 36: 11 6 3 9 12 21 20:
Old : 36: 11 6 3 9 12 21 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 : 28.2 53.2 42.5 65.0 28.2 53.2 42.5 64.7
Old : 28.2 53.2 42.5 65.0 28.2 53.2 42.5 64.7
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 40,590: 14,224 13,850 6,089 14,118 8,130 34,431 28,069: 6,159 12,521
Old : 40,590: 14,224 13,850 6,089 14,118 8,130 34,431 28,069: 6,159 12,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -1,329: 82 -199 -393 -950 -1,027 -1,261 -1,619: -68 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 34.1 15.0 34.8 20.0 84.8 69.2: 15.2 30.8
Old : 100.0: 35.0 34.1 15.0 34.8 20.0 84.8 69.2: 15.2 30.8
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 : 156: 33 46 41 46 47 106 114:
Old : 156: 33 46 41 46 47 106 114:
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 16.6 36.1 24.4 22.7 13.3 33.0 19.0
Old : 24.0 16.6 36.1 24.4 22.7 13.3 33.0 19.0
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 22,377: 1,269 9,614 781 19,641 11,634 21,691 22,029: 686 348
Old : 22,377: 1,269 9,614 781 19,641 11,634 21,691 22,029: 686 348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 391: 72 406 -126 467 114 413 394: -22 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 43.0 3.5 87.8 52.0 96.9 98.4: 3.1 1.6
Old : 100.0: 5.7 43.0 3.5 87.8 52.0 96.9 98.4: 3.1 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 : 54: 9 7 6 22 28 33 39:
Old : 54: 9 7 6 22 28 33 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 : 55.2 50.9 77.0 73.7 54.4 50.5 75.8 73.1
Old : 55.2 50.9 77.0 73.7 54.4 50.5 75.8 73.1
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 23,746: 6,964 6,079 0 14,913 16,246 21,877 22,325: 1,869 1,421
Old : 23,746: 6,964 6,079 0 14,913 16,246 21,877 22,325: 1,869 1,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 544: 225 976 0 455 -249 680 727: -136 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 25.6 0.0 62.8 68.4 92.1 94.0: 7.9 6.0
Old : 100.0: 29.3 25.6 0.0 62.8 68.4 92.1 94.0: 7.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 14 0 11 8 29 22:
Old : 49: 18 14 0 11 8 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 61.0 71.1 82.4 54.5 60.8 71.1 82.2
Old : 54.5 61.0 71.1 82.4 54.5 60.8 71.1 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 154,231: 43,633 33,307 2,732 69,173 100,943 115,538 136,982: 38,693 17,249
Old : 154,231: 43,633 33,307 2,732 69,173 100,943 115,538 136,982: 38,693 17,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -2,444: 247 1,994 344 -1,804 -4,102 -1,213 -1,764: -1,231 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 21.6 1.8 44.9 65.4 74.9 88.8: 25.1 11.2
Old : 100.0: 28.3 21.6 1.8 44.9 65.4 74.9 88.8: 25.1 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 29 20 15 35 29 69 60:
Old : 104: 29 20 15 35 29 69 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 : 23.1 46.9 33.9 59.3 22.4 46.9 32.0 59.2
Old : 23.1 46.9 33.9 59.3 22.4 46.9 32.0 59.2
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 48,530: 17,706 8,286 2 9,002 28,395 26,710 36,683: 21,820 11,847
Old : 48,530: 17,706 8,286 2 9,002 28,395 26,710 36,683: 21,820 11,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -1,634: -2,715 -160 -1 200 -1,237 -2,516 -1,398: 882 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 17.1 0.0 18.5 58.5 55.0 75.6: 45.0 24.4
Old : 100.0: 36.5 17.1 0.0 18.5 58.5 55.0 75.6: 45.0 24.4
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 : 45: 16 10 1 12 12 29 22:
Old : 45: 16 10 1 12 12 29 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 : 26.3 45.6 35.3 56.4 26.3 45.5 35.3 56.4
Old : 26.3 45.6 35.3 56.4 26.3 45.5 35.3 56.4
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 145,735: 52,890 60,577 2,061 82,956 80,248 137,907 142,886: 7,828 2,849
Old : 145,735: 52,890 60,577 2,061 82,956 80,248 137,907 142,886: 7,828 2,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -5,509: -4,680 -2,445 -443 -307 -2,912 -5,430 -5,800: -79 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 41.6 1.4 56.9 55.1 94.6 98.0: 5.4 2.0
Old : 100.0: 36.3 41.6 1.4 56.9 55.1 94.6 98.0: 5.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 68 35 8 31 32 104 72:
Old : 158: 68 35 8 31 32 104 72:
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 : 47.8 53.4 61.5 68.8 47.8 53.4 61.5 68.8
Old : 47.8 53.4 61.5 68.8 47.8 53.4 61.5 68.8
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 147,096: 45,904 32,199 1,115 66,734 90,441 113,753 123,755: 33,343 23,341
Old : 147,096: 45,904 32,199 1,115 66,734 90,441 113,753 123,755: 33,343 23,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -5,828: -2,031 -2,794 -1,390 -74 -2,038 -3,495 -6,222: -2,333 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 21.9 0.8 45.4 61.5 77.3 84.1: 22.7 15.9
Old : 100.0: 31.2 21.9 0.8 45.4 61.5 77.3 84.1: 22.7 15.9
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 : 100: 29 22 12 31 33 68 59:
Old : 100: 29 22 12 31 33 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 : 26.5 28.0 39.8 43.1 26.4 27.9 39.7 42.9
Old : 26.5 28.0 39.8 43.1 26.4 27.9 39.7 42.9
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 191,540: 64,143 14,129 1,297 94,924 159,866 160,364 175,292: 31,176 16,248
Old : 191,540: 64,143 14,129 1,297 94,924 159,866 160,364 175,292: 31,176 16,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 729: 286 792 76 315 3,460 677 4,328: 52 -3,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 7.4 0.7 49.6 83.5 83.7 91.5: 16.3 8.5
Old : 100.0: 33.5 7.4 0.7 49.6 83.5 83.7 91.5: 16.3 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 37 17 9 43 35 83 58:
Old : 115: 37 17 9 43 35 83 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 68.3 45.0 75.7 30.1 68.3 45.0 75.3
Old : 30.1 68.3 45.0 75.7 30.1 68.3 45.0 75.3
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 676,515: 236,533 73,067 4,706 337,268 559,646 578,507 637,419: 98,008 39,096
Old : 676,515: 236,533 73,067 4,706 337,268 559,646 578,507 637,419: 98,008 39,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -1,437: 7,776 200 -984 -7,917 -1,341 -1,125 -2,125: -312 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 10.8 0.7 49.9 82.7 85.5 94.2: 14.5 5.8
Old : 100.0: 35.0 10.8 0.7 49.9 82.7 85.5 94.2: 14.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 106 29 25 120 86 229 137:
Old : 290: 106 29 25 120 86 229 137:
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 : 14.8 67.8 23.7 76.5 14.1 67.3 22.5 75.8
Old : 14.8 67.8 23.7 76.5 14.1 67.3 22.5 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 26,400: 7,972 3,589 436 7,726 16,919 16,134 20,944: 10,266 5,456
Old : 26,400: 7,972 3,589 436 7,726 16,919 16,134 20,944: 10,266 5,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -249: 73 -274 -17 -19 -20 37 -311: -286 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 13.6 1.7 29.3 64.1 61.1 79.3: 38.9 20.7
Old : 100.0: 30.2 13.6 1.7 29.3 64.1 61.1 79.3: 38.9 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 3 1 10 9 16 13:
Old : 22: 6 3 1 10 9 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 56.2 44.7 72.9 28.7 54.4 42.8 68.3
Old : 30.4 56.2 44.7 72.9 28.7 54.4 42.8 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 27,178: 12,978 20,123 82 10,530 4,930 23,590 25,135: 3,588 2,043
Old : 27,178: 12,978 20,123 82 10,530 4,930 23,590 25,135: 3,588 2,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,235: -6 1,407 -135 1,470 95 1,329 1,367: -94 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 74.0 0.3 38.7 18.1 86.8 92.5: 13.2 7.5
Old : 100.0: 47.8 74.0 0.3 38.7 18.1 86.8 92.5: 13.2 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 23 21 1 14 7 37 29:
Old : 62: 23 21 1 14 7 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 58.2 58.4 73.7 42.7 58.2 57.3 73.7
Old : 43.4 58.2 58.4 73.7 42.7 58.2 57.3 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 46,244: 27,997 12,014 1,053 10,475 30,199 39,525 43,266: 6,719 2,978
Old : 46,244: 27,997 12,014 1,053 10,475 30,199 39,525 43,266: 6,719 2,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,487: 1,866 590 492 -1,326 180 1,032 1,262: 455 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 26.0 2.3 22.7 65.3 85.5 93.6: 14.5 6.4
Old : 100.0: 60.5 26.0 2.3 22.7 65.3 85.5 93.6: 14.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 34 18 6 21 14 57 36:
Old : 83: 34 18 6 21 14 57 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 62.8 35.3 77.5 21.5 62.4 34.3 77.2
Old : 21.6 62.8 35.3 77.5 21.5 62.4 34.3 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 10,526: 7,516 2,233 0 1,554 6,864 9,070 9,097: 1,456 1,429
Old : 10,526: 7,516 2,233 0 1,554 6,864 9,070 9,097: 1,456 1,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -677: -1,226 -56 0 598 -402 -628 -458: -49 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 21.2 0.0 14.8 65.2 86.2 86.4: 13.8 13.6
Old : 100.0: 71.4 21.2 0.0 14.8 65.2 86.2 86.4: 13.8 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 11 8 0 6 5 17 13:
Old : 30: 11 8 0 6 5 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 72.9 70.7 80.3 55.6 72.9 70.7 80.3
Old : 55.6 72.9 70.7 80.3 55.6 72.9 70.7 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,049,936: 1,583,449 924,870 2,758,353 5,163,893 5,644,380 9,505,695 9,327,603: 544,241 722,333
Old :10,049,936: 1,583,449 924,870 2,758,353 5,163,893 5,644,380 9,505,695 9,327,603: 544,241 722,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 241,567: 95,508 75,373 39,376 136,374 144,911 271,258 259,660: -29,691 -18,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.2 27.4 51.4 56.2 94.6 92.8: 5.4 7.2
Old : 100.0: 15.8 9.2 27.4 51.4 56.2 94.6 92.8: 5.4 7.2
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 : 223: 53 43 71 107 113 198 194:
Old : 223: 53 43 71 107 113 198 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 19.8 36.2 33.1 16.8 15.9 22.7 23.1
Old : 25.5 19.8 36.2 33.1 16.8 15.9 22.7 23.1
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 - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 11,945: 7,406 10,535 574 436 90 8,416 11,199: 3,529 746
Old : 11,945: 7,406 10,535 574 436 90 8,416 11,199: 3,529 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -94: 100 -104 -103 56 0 53 -207: -147 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 88.2 4.8 3.7 0.8 70.5 93.8: 29.5 6.2
Old : 100.0: 62.0 88.2 4.8 3.7 0.8 70.5 93.8: 29.5 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 : 89: 60 24 13 2 1 67 35:
Old : 89: 60 24 13 2 1 67 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 54.9 30.6 76.9 19.6 54.9 29.8 76.9
Old : 20.2 54.9 30.6 76.9 19.6 54.9 29.8 76.9
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 478,075: 67,052 37,016 121,864 288,934 318,936 477,850 477,816: 225 259
Old : 478,075: 67,052 37,016 121,864 288,934 318,936 477,850 477,816: 225 259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -825: -778 4,828 2,823 -2,862 -8,475 -817 -824: -8 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.7 25.5 60.4 66.7 100.0 99.9: 0.0 0.1
Old : 100.0: 14.0 7.7 25.5 60.4 66.7 100.0 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 : 88: 26 21 29 30 33 70 70:
Old : 88: 26 21 29 30 33 70 70:
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 48.9 64.9 65.5 44.3 35.0 50.1 44.4
Old : 53.7 48.9 64.9 65.5 44.3 35.0 50.1 44.4
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 193,464: 40,587 13,991 28,752 124,074 150,603 193,413 193,346: 51 118
Old : 193,464: 40,587 13,991 28,752 124,074 150,603 193,413 193,346: 51 118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 17,317: 5,322 2,299 3,156 8,841 11,865 17,319 17,320: -2 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 7.2 14.9 64.1 77.8 100.0 99.9: 0.0 0.1
Old : 100.0: 21.0 7.2 14.9 64.1 77.8 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 22 20 25 25 26 61 58:
Old : 79: 22 20 25 25 26 61 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 43.7 58.5 64.0 35.9 42.1 52.3 55.5
Old : 39.5 43.7 58.5 64.0 35.9 42.1 52.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 535,228: 75,532 73,814 11,474 387,514 397,419 474,520 482,707: 60,708 52,521
Old : 535,228: 75,532 73,814 11,474 387,514 397,419 474,520 482,707: 60,708 52,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 3,563: 3,830 -1,789 2,257 -834 5,674 5,252 6,141: -1,690 -2,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 13.8 2.1 72.4 74.3 88.7 90.2: 11.3 9.8
Old : 100.0: 14.1 13.8 2.1 72.4 74.3 88.7 90.2: 11.3 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 : 532: 94 69 45 257 252 369 348:
Old : 532: 94 69 45 257 252 369 348:
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 18.9 22.1 28.1 11.8 18.0 20.1 27.2
Old : 12.9 18.9 22.1 28.1 11.8 18.0 20.1 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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 12,662: 741 967 35 10,278 10,780 11,054 11,782: 1,608 880
Old : 12,662: 741 967 35 10,278 10,780 11,054 11,782: 1,608 880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,083: 257 226 35 1,057 859 1,349 1,120: -266 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.6 0.3 81.2 85.1 87.3 93.1: 12.7 6.9
Old : 100.0: 5.9 7.6 0.3 81.2 85.1 87.3 93.1: 12.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 1 10 11 13 14:
Old : 25: 2 3 1 10 11 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 61.1 77.8 78.4 57.5 59.5 76.8 75.3
Old : 57.5 61.1 77.8 78.4 57.5 59.5 76.8 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 19,062: 2,373 5,745 0 14,434 12,142 16,807 17,887: 2,255 1,175
Old : 19,062: 2,373 5,745 0 14,434 12,142 16,807 17,887: 2,255 1,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,520: 352 208 -109 1,306 1,966 1,549 2,065: -29 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 30.1 0.0 75.7 63.7 88.2 93.8: 11.8 6.2
Old : 100.0: 12.4 30.1 0.0 75.7 63.7 88.2 93.8: 11.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 3 0 17 11 22 14:
Old : 32: 5 3 0 17 11 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 74.2 63.4 86.5 49.6 74.2 62.2 86.5
Old : 49.6 74.2 63.4 86.5 49.6 74.2 62.2 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,599,308: 376,360 378,300 41,396 1,924,503 1,933,844 2,342,259 2,353,540: 257,049 245,768
Old : 2,599,308: 376,360 378,300 41,396 1,924,503 1,933,844 2,342,259 2,353,540: 257,049 245,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 21,194: 16,349 678 6,124 2,589 23,990 25,062 30,792: -3,868 -9,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 14.6 1.6 74.0 74.4 90.1 90.5: 9.9 9.5
Old : 100.0: 14.5 14.6 1.6 74.0 74.4 90.1 90.5: 9.9 9.5
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 : 532: 94 69 42 255 252 365 347:
Old : 532: 94 69 42 255 252 365 347:
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 17.8 22.8 26.8 12.1 16.9 20.7 25.9
Old : 13.3 17.8 22.8 26.8 12.1 16.9 20.7 25.9
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 45,073: 17,925 1,546 0 23,744 42,826 41,669 44,372: 3,404 701
Old : 45,073: 17,925 1,546 0 23,744 42,826 41,669 44,372: 3,404 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 16,551: 15,314 910 0 1,075 15,871 16,389 16,781: 162 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 3.4 0.0 52.7 95.0 92.4 98.4: 7.6 1.6
Old : 100.0: 39.8 3.4 0.0 52.7 95.0 92.4 98.4: 7.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 2 0 19 12 23 14:
Old : 36: 4 2 0 19 12 23 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 67.8 77.2 91.6 65.0 67.8 77.2 91.6
Old : 65.0 67.8 77.2 91.6 65.0 67.8 77.2 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Industrial Ind :
: : :
All : 22,626: 1,076 1,111 0 18,369 21,185 19,445 22,296: 3,181 330
Old : 22,626: 1,076 1,111 0 18,369 21,185 19,445 22,296: 3,181 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -306: 0 0 0 -593 -62 -593 -62: 287 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.9 0.0 81.2 93.6 85.9 98.5: 14.1 1.5
Old : 100.0: 4.8 4.9 0.0 81.2 93.6 85.9 98.5: 14.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 10 9 12 10:
Old : 21: 2 1 0 10 9 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 77.3 80.0 96.0 60.2 77.3 78.4 96.0
Old : 60.2 77.3 80.0 96.0 60.2 77.3 78.4 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 53,987: 7,566 1,457 365 36,848 48,840 44,779 50,662: 9,208 3,325
Old : 53,987: 7,566 1,457 365 36,848 48,840 44,779 50,662: 9,208 3,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -565: 1,267 -969 -15 -1,129 186 123 -798: -688 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.7 0.7 68.3 90.5 82.9 93.8: 17.1 6.2
Old : 100.0: 14.0 2.7 0.7 68.3 90.5 82.9 93.8: 17.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 13 4 4 42 30 55 38:
Old : 79: 13 4 4 42 30 55 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 44.9 36.1 59.9 20.0 44.6 35.1 59.2
Old : 20.1 44.9 36.1 59.9 20.0 44.6 35.1 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 47,010: 17,135 10,813 361 22,840 28,181 40,336 39,355: 6,674 7,656
Old : 47,010: 17,135 10,813 361 22,840 28,181 40,336 39,355: 6,674 7,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 552: 1,463 -777 -105 -532 801 826 -81: -273 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 23.0 0.8 48.6 59.9 85.8 83.7: 14.2 16.3
Old : 100.0: 36.4 23.0 0.8 48.6 59.9 85.8 83.7: 14.2 16.3
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 : 260: 53 48 23 95 103 158 164:
Old : 260: 53 48 23 95 103 158 164:
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 : 24.8 22.7 33.5 33.6 24.8 22.7 33.5 33.2
Old : 24.8 22.7 33.5 33.6 24.8 22.7 33.5 33.2
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 235,051: 85,676 54,065 1,804 114,201 140,904 201,681 196,773: 33,370 38,278
Old : 235,051: 85,676 54,065 1,804 114,201 140,904 201,681 196,773: 33,370 38,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 2,762: 7,313 -3,885 -525 -2,660 4,004 4,128 -406: -1,366 3,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 23.0 0.8 48.6 59.9 85.8 83.7: 14.2 16.3
Old : 100.0: 36.4 23.0 0.8 48.6 59.9 85.8 83.7: 14.2 16.3
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 : 260: 53 48 23 95 103 158 164:
Old : 260: 53 48 23 95 103 158 164:
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 : 24.8 22.7 33.5 33.6 24.8 22.7 33.5 33.2
Old : 24.8 22.7 33.5 33.6 24.8 22.7 33.5 33.2
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 144,283: 59,927 55,067 1,557 48,604 70,740 110,088 127,364: 34,195 16,919
Old : 144,283: 59,927 55,067 1,557 48,604 70,740 110,088 127,364: 34,195 16,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -331: -523 73 17 -2,123 2,000 -2,629 2,090: 2,298 -2,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 38.2 1.1 33.7 49.0 76.3 88.3: 23.7 11.7
Old : 100.0: 41.5 38.2 1.1 33.7 49.0 76.3 88.3: 23.7 11.7
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 : 87: 29 17 12 24 27 59 50:
Old : 87: 29 17 12 24 27 59 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 54.2 44.1 64.0 33.7 53.9 43.4 63.4
Old : 33.7 54.2 44.1 64.0 33.7 53.9 43.4 63.4
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 555,199: 86,846 86,397 3,636 432,688 445,147 523,170 535,180: 32,029 20,019
Old : 555,199: 86,846 86,397 3,636 432,688 445,147 523,170 535,180: 32,029 20,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 2,623: -16,625 -2,011 -5 19,581 4,239 2,951 2,223: -328 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 15.6 0.7 77.9 80.2 94.2 96.4: 5.8 3.6
Old : 100.0: 15.6 15.6 0.7 77.9 80.2 94.2 96.4: 5.8 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 : 359: 66 49 17 179 125 250 186:
Old : 359: 66 49 17 179 125 250 186:
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 : 12.8 26.7 23.4 39.8 12.8 26.7 22.3 38.8
Old : 12.8 26.7 23.4 39.8 12.8 26.7 22.3 38.8
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 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 15,403: 216 206 36 13,923 14,670 14,175 14,912: 1,228 491
Old : 15,403: 216 206 36 13,923 14,670 14,175 14,912: 1,228 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 57: -41 206 4 29 -11 -8 199: 65 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.3 0.2 90.4 95.2 92.0 96.8: 8.0 3.2
Old : 100.0: 1.4 1.3 0.2 90.4 95.2 92.0 96.8: 8.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 10 9 11 11:
Old : 21: 1 1 1 10 9 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 78.1 87.4 93.9 66.9 78.1 87.4 93.9
Old : 66.9 78.1 87.4 93.9 66.9 78.1 87.4 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 16,268: 2,408 6,907 1 8,636 6,322 11,045 13,230: 5,223 3,038
Old : 16,268: 2,408 6,907 1 8,636 6,322 11,045 13,230: 5,223 3,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 16: 194 1,570 -5 9 31 198 1,596: -182 -1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 42.5 0.0 53.1 38.9 67.9 81.3: 32.1 18.7
Old : 100.0: 14.8 42.5 0.0 53.1 38.9 67.9 81.3: 32.1 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 6 1 7 5 13 12:
Old : 22: 6 6 1 7 5 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 60.5 62.0 78.5 47.2 60.5 62.0 78.5
Old : 47.2 60.5 62.0 78.5 47.2 60.5 62.0 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 48,446: 20,153 2,611 38 21,126 16,147 41,317 18,796: 7,129 29,650
Old : 48,446: 20,153 2,611 38 21,126 16,147 41,317 18,796: 7,129 29,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 687: 2,023 1,228 -49 -1,464 997 510 2,176: 177 -1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 5.4 0.1 43.6 33.3 85.3 38.8: 14.7 61.2
Old : 100.0: 41.6 5.4 0.1 43.6 33.3 85.3 38.8: 14.7 61.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 16 6 2 18 26 34 34:
Old : 61: 16 6 2 18 26 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 13.0 50.2 20.0 33.5 13.0 49.6 19.4
Old : 33.5 13.0 50.2 20.0 33.5 13.0 49.6 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, January 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 171,928: 50,803 380 7,689 113,163 163,821 171,655 171,890: 273 38
Old : 171,928: 50,803 380 7,689 113,163 163,821 171,655 171,890: 273 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 2,543: -4,112 0 -279 7,897 3,879 3,506 3,600: -963 -1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 0.2 4.5 65.8 95.3 99.8 100.0: 0.2 0.0
Old : 100.0: 29.5 0.2 4.5 65.8 95.3 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 32 3 8 38 27 72 38:
Old : 86: 32 3 8 38 27 72 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 65.0 53.5 83.9 33.6 57.4 51.5 70.9
Old : 33.6 65.0 53.5 83.9 33.6 57.4 51.5 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2021