BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 26, 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 : 9,522: 118 1,007 301 8,150 7,694 8,569 9,002: 953 520
Old : 9,522: 118 1,007 301 8,150 7,694 8,569 9,002: 953 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 780: -26 126 42 609 554 625 722: 155 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 10.6 3.2 85.6 80.8 90.0 94.5: 10.0 5.5
Old : 100.0: 1.2 10.6 3.2 85.6 80.8 90.0 94.5: 10.0 5.5
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 : 41: 3 6 6 24 22 30 31:
Old : 41: 3 6 6 24 22 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 43.7 69.0 60.0 44.1 43.0 57.0 55.4
Old : 46.9 43.7 69.0 60.0 44.1 43.0 57.0 55.4
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 26, 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 : 22,701: 12,509 2,981 846 7,339 13,297 20,694 17,124: 2,007 5,577
Old : 22,701: 12,509 2,981 846 7,339 13,297 20,694 17,124: 2,007 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,162: 993 120 -16 664 765 1,641 869: -479 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 13.1 3.7 32.3 58.6 91.2 75.4: 8.8 24.6
Old : 100.0: 55.1 13.1 3.7 32.3 58.6 91.2 75.4: 8.8 24.6
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 : 59: 13 14 16 19 24 44 42:
Old : 59: 13 14 16 19 24 44 42:
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 : 55.4 33.5 71.6 49.2 55.1 33.3 71.3 47.5
Old : 55.4 33.5 71.6 49.2 55.1 33.3 71.3 47.5
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 26, 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 : 6,812: 184 1,218 275 5,779 4,814 6,238 6,307: 574 505
Old : 6,812: 184 1,218 275 5,779 4,814 6,238 6,307: 574 505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 809: 0 156 54 1,005 548 1,059 758: -250 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 17.9 4.0 84.8 70.7 91.6 92.6: 8.4 7.4
Old : 100.0: 2.7 17.9 4.0 84.8 70.7 91.6 92.6: 8.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 4 5 29 22 36 28:
Old : 43: 4 4 5 29 22 36 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 36.0 54.0 57.8 33.6 28.6 48.4 46.6
Old : 33.6 36.0 54.0 57.8 33.6 28.6 48.4 46.6
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 26, 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 : 219,704: 81,653 40,835 44,460 73,511 104,581 199,624 189,876: 20,080 29,828
Old : 211,597: 81,182 42,090 41,499 70,909 100,381 193,590 183,970: 18,007 27,627
Other: 8,107: 2,895 1,169 537 2,602 4,200 6,034 5,906: 2,073 2,201
: : :
: : Changes in Commitments from: January 19, 2021 :
: 12,462: 3,859 -1,891 3,977 1,975 9,902 9,811 11,988: 2,651 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 18.6 20.2 33.5 47.6 90.9 86.4: 9.1 13.6
Old : 100.0: 38.4 19.9 19.6 33.5 47.4 91.5 86.9: 8.5 13.1
Other: 100.0: 35.7 14.4 6.6 32.1 51.8 74.4 72.9: 25.6 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 90 72 104 51 79 210 204:
Old : 274: 90 79 103 44 78 201 203:
Other: 84: 30 12 10 16 34 48 54:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 13.9 30.7 21.1 19.0 12.7 30.5 19.2
Old : 19.8 14.3 31.7 21.4 19.8 13.0 31.5 19.6
Other: 28.0 23.8 42.4 35.0 25.0 23.8 38.4 34.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 26, 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 : 330,153: 115,678 41,248 56,266 125,650 187,759 297,594 285,273: 32,559 44,880
Old : 330,153: 115,678 41,248 56,266 125,650 187,759 297,594 285,273: 32,559 44,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 10,442: 14,146 -8,929 -1,956 -1,915 19,369 10,275 8,484: 167 1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 12.5 17.0 38.1 56.9 90.1 86.4: 9.9 13.6
Old : 100.0: 35.0 12.5 17.0 38.1 56.9 90.1 86.4: 9.9 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 : 392: 117 71 119 109 160 291 305:
Old : 392: 117 71 119 109 160 291 305:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 19.1 29.1 27.9 18.9 18.1 28.7 25.1
Old : 18.9 19.1 29.1 27.9 18.9 18.1 28.7 25.1
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 26, 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 : 2,773: 868 278 37 888 1,969 1,793 2,284: 980 489
Old : 2,773: 868 278 37 888 1,969 1,793 2,284: 980 489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 74: -73 8 18 181 40 126 66: -52 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 10.0 1.3 32.0 71.0 64.7 82.4: 35.3 17.6
Old : 100.0: 31.3 10.0 1.3 32.0 71.0 64.7 82.4: 35.3 17.6
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: 11 6 2 11 14 23 21:
Old : 36: 11 6 2 11 14 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 49.7 44.8 65.7 33.0 49.7 44.3 65.5
Old : 33.5 49.7 44.8 65.7 33.0 49.7 44.3 65.5
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 26, 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 : 40,324: 15,973 12,923 5,741 13,007 7,722 34,721 26,386: 5,603 13,938
Old : 40,324: 15,973 12,923 5,741 13,007 7,722 34,721 26,386: 5,603 13,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -266: 1,749 -927 -348 -1,111 -408 290 -1,683: -556 1,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 32.0 14.2 32.3 19.1 86.1 65.4: 13.9 34.6
Old : 100.0: 39.6 32.0 14.2 32.3 19.1 86.1 65.4: 13.9 34.6
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 : 170: 47 45 49 40 50 119 121:
Old : 170: 47 45 49 40 50 119 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 19.6 36.0 26.8 22.9 16.8 32.9 21.9
Old : 24.3 19.6 36.0 26.8 22.9 16.8 32.9 21.9
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 26, 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 : 24,429: 1,419 11,612 443 21,895 11,981 23,757 24,036: 672 393
Old : 24,429: 1,419 11,612 443 21,895 11,981 23,757 24,036: 672 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 2,052: 150 1,998 -338 2,254 347 2,066 2,007: -14 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 47.5 1.8 89.6 49.0 97.2 98.4: 2.8 1.6
Old : 100.0: 5.8 47.5 1.8 89.6 49.0 97.2 98.4: 2.8 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 8 5 22 26 33 37:
Old : 54: 9 8 5 22 26 33 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 : 55.7 50.9 79.3 74.3 55.0 50.7 78.5 73.2
Old : 55.7 50.9 79.3 74.3 55.0 50.7 78.5 73.2
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 26, 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 : 25,097: 6,492 6,976 0 16,734 16,385 23,226 23,361: 1,871 1,736
Old : 25,097: 6,492 6,976 0 16,734 16,385 23,226 23,361: 1,871 1,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,351: -472 897 0 1,821 139 1,349 1,036: 2 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 27.8 0.0 66.7 65.3 92.5 93.1: 7.5 6.9
Old : 100.0: 25.9 27.8 0.0 66.7 65.3 92.5 93.1: 7.5 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 : 40: 13 11 0 10 8 23 19:
Old : 40: 13 11 0 10 8 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 58.6 76.4 83.5 58.1 58.4 76.4 83.3
Old : 58.1 58.6 76.4 83.5 58.1 58.4 76.4 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 26, 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 : 168,896: 53,680 39,910 1,492 70,471 110,818 125,643 152,220: 43,253 16,676
Old : 168,896: 53,680 39,910 1,492 70,471 110,818 125,643 152,220: 43,253 16,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 14,665: 10,047 6,603 -1,240 1,298 9,875 10,105 15,238: 4,560 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 23.6 0.9 41.7 65.6 74.4 90.1: 25.6 9.9
Old : 100.0: 31.8 23.6 0.9 41.7 65.6 74.4 90.1: 25.6 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 : 110: 33 22 14 35 30 74 60:
Old : 110: 33 22 14 35 30 74 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 : 21.1 46.9 31.9 59.2 21.0 46.9 30.5 59.1
Old : 21.1 46.9 31.9 59.2 21.0 46.9 30.5 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 26, 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 : 48,337: 17,638 7,546 46 8,313 28,819 25,997 36,411: 22,340 11,926
Old : 48,337: 17,638 7,546 46 8,313 28,819 25,997 36,411: 22,340 11,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -193: -68 -740 44 -689 424 -713 -272: 520 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 15.6 0.1 17.2 59.6 53.8 75.3: 46.2 24.7
Old : 100.0: 36.5 15.6 0.1 17.2 59.6 53.8 75.3: 46.2 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 : 44: 14 9 2 13 13 28 23:
Old : 44: 14 9 2 13 13 28 23:
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 45.7 35.1 56.5 25.9 45.6 35.1 56.5
Old : 25.9 45.7 35.1 56.5 25.9 45.6 35.1 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 26, 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 : 150,653: 58,301 59,251 832 83,974 87,688 143,107 147,771: 7,546 2,882
Old : 150,653: 58,301 59,251 832 83,974 87,688 143,107 147,771: 7,546 2,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 4,918: 5,411 -1,326 -1,229 1,018 7,440 5,200 4,885: -282 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 39.3 0.6 55.7 58.2 95.0 98.1: 5.0 1.9
Old : 100.0: 38.7 39.3 0.6 55.7 58.2 95.0 98.1: 5.0 1.9
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 : 154: 73 31 8 29 29 106 64:
Old : 154: 73 31 8 29 29 106 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 : 48.8 51.7 62.0 69.3 48.8 51.7 62.0 69.3
Old : 48.8 51.7 62.0 69.3 48.8 51.7 62.0 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 26, 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 : 154,558: 47,360 39,395 1,022 68,827 88,037 117,209 128,454: 37,349 26,104
Old : 154,558: 47,360 39,395 1,022 68,827 88,037 117,209 128,454: 37,349 26,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 7,462: 1,456 7,196 -93 2,093 -2,404 3,456 4,699: 4,006 2,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 25.5 0.7 44.5 57.0 75.8 83.1: 24.2 16.9
Old : 100.0: 30.6 25.5 0.7 44.5 57.0 75.8 83.1: 24.2 16.9
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 : 103: 28 24 11 33 35 67 64:
Old : 103: 28 24 11 33 35 67 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 : 25.4 26.2 37.8 41.0 25.3 26.0 37.4 40.8
Old : 25.4 26.2 37.8 41.0 25.3 26.0 37.4 40.8
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 26, 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 : 193,822: 63,463 18,471 461 96,095 157,655 160,019 176,587: 33,803 17,235
Old : 193,822: 63,463 18,471 461 96,095 157,655 160,019 176,587: 33,803 17,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 2,282: -680 4,342 -836 1,171 -2,211 -345 1,295: 2,627 987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 9.5 0.2 49.6 81.3 82.6 91.1: 17.4 8.9
Old : 100.0: 32.7 9.5 0.2 49.6 81.3 82.6 91.1: 17.4 8.9
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 : 109: 35 16 6 42 33 81 51:
Old : 109: 35 16 6 42 33 81 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 66.8 44.5 76.3 29.3 66.8 44.5 76.2
Old : 29.3 66.8 44.5 76.3 29.3 66.8 44.5 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 26, 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 : 677,432: 238,099 72,755 4,888 339,228 559,856 582,215 637,499: 95,217 39,933
Old : 677,432: 238,099 72,755 4,888 339,228 559,856 582,215 637,499: 95,217 39,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 917: 1,566 -312 182 1,960 210 3,708 80: -2,791 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 10.7 0.7 50.1 82.6 85.9 94.1: 14.1 5.9
Old : 100.0: 35.1 10.7 0.7 50.1 82.6 85.9 94.1: 14.1 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 110 31 29 123 84 237 141:
Old : 297: 110 31 29 123 84 237 141:
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 68.0 23.7 76.6 14.1 67.4 22.7 75.9
Old : 14.8 68.0 23.7 76.6 14.1 67.4 22.7 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, January 26, 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 : 24,433: 5,802 1,641 510 7,754 16,917 14,066 19,068: 10,367 5,365
Old : 24,433: 5,802 1,641 510 7,754 16,917 14,066 19,068: 10,367 5,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -1,967: -2,170 -1,948 74 28 -2 -2,068 -1,876: 101 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 6.7 2.1 31.7 69.2 57.6 78.0: 42.4 22.0
Old : 100.0: 23.7 6.7 2.1 31.7 69.2 57.6 78.0: 42.4 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 1 1 10 9 17 11:
Old : 21: 7 1 1 10 9 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 57.9 37.8 75.2 20.3 55.9 35.5 68.0
Old : 22.4 57.9 37.8 75.2 20.3 55.9 35.5 68.0
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 26, 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 : 39,037: 13,916 22,246 378 20,914 14,180 35,208 36,804: 3,829 2,233
Old : 39,037: 13,916 22,246 378 20,914 14,180 35,208 36,804: 3,829 2,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 11,859: 938 2,123 296 10,384 9,250 11,618 11,669: 241 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 57.0 1.0 53.6 36.3 90.2 94.3: 9.8 5.7
Old : 100.0: 35.6 57.0 1.0 53.6 36.3 90.2 94.3: 9.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 22 20 5 16 10 40 34:
Old : 65: 22 20 5 16 10 40 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 : 47.0 67.6 63.2 81.6 29.4 49.8 41.7 60.4
Old : 47.0 67.6 63.2 81.6 29.4 49.8 41.7 60.4
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 26, 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 : 46,804: 28,177 13,419 251 11,733 29,863 40,161 43,533: 6,643 3,271
Old : 46,804: 28,177 13,419 251 11,733 29,863 40,161 43,533: 6,643 3,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 560: 180 1,405 -802 1,258 -336 636 267: -76 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 28.7 0.5 25.1 63.8 85.8 93.0: 14.2 7.0
Old : 100.0: 60.2 28.7 0.5 25.1 63.8 85.8 93.0: 14.2 7.0
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 : 92: 42 20 5 23 12 66 36:
Old : 92: 42 20 5 23 12 66 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 : 19.4 62.3 32.8 77.8 19.4 62.0 32.8 77.5
Old : 19.4 62.3 32.8 77.8 19.4 62.0 32.8 77.5
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 26, 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 : 11,229: 8,021 2,971 0 1,841 6,709 9,862 9,680: 1,367 1,549
Old : 11,229: 8,021 2,971 0 1,841 6,709 9,862 9,680: 1,367 1,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 703: 505 738 0 287 -155 792 583: -89 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 26.5 0.0 16.4 59.7 87.8 86.2: 12.2 13.8
Old : 100.0: 71.4 26.5 0.0 16.4 59.7 87.8 86.2: 12.2 13.8
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 : 28: 11 9 0 4 4 15 13:
Old : 28: 11 9 0 4 4 15 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 : 59.2 72.9 76.7 80.4 59.2 72.9 76.7 80.4
Old : 59.2 72.9 76.7 80.4 59.2 72.9 76.7 80.4
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 26, 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 :10,466,366: 1,666,996 1,108,519 2,854,316 5,389,593 5,781,120 9,910,905 9,743,955: 555,461 722,411
Old :10,466,366: 1,666,996 1,108,519 2,854,316 5,389,593 5,781,120 9,910,905 9,743,955: 555,461 722,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 416,430: 83,547 183,649 95,963 225,700 136,740 405,210 416,352: 11,220 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 10.6 27.3 51.5 55.2 94.7 93.1: 5.3 6.9
Old : 100.0: 15.9 10.6 27.3 51.5 55.2 94.7 93.1: 5.3 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 : 235: 54 45 77 111 121 209 206:
Old : 235: 54 45 77 111 121 209 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 20.2 38.6 33.3 19.7 16.0 25.4 23.5
Old : 26.9 20.2 38.6 33.3 19.7 16.0 25.4 23.5
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 10,787: 6,314 9,095 840 457 96 7,611 10,031: 3,176 756
Old : 10,787: 6,314 9,095 840 457 96 7,611 10,031: 3,176 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -1,158: -1,092 -1,440 266 21 6 -805 -1,168: -353 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 84.3 7.8 4.2 0.9 70.6 93.0: 29.4 7.0
Old : 100.0: 58.5 84.3 7.8 4.2 0.9 70.6 93.0: 29.4 7.0
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 : 90: 60 24 19 2 2 70 40:
Old : 90: 60 24 19 2 2 70 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 : 19.5 53.5 29.6 76.3 18.7 53.5 28.3 75.7
Old : 19.5 53.5 29.6 76.3 18.7 53.5 28.3 75.7
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 26, 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 : 474,974: 59,609 40,171 118,669 296,551 315,847 474,829 474,687: 145 287
Old : 474,974: 59,609 40,171 118,669 296,551 315,847 474,829 474,687: 145 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -3,101: -7,443 3,155 -3,195 7,617 -3,089 -3,021 -3,129: -80 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 8.5 25.0 62.4 66.5 100.0 99.9: 0.0 0.1
Old : 100.0: 12.5 8.5 25.0 62.4 66.5 100.0 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 : 90: 24 26 33 30 32 73 73:
Old : 90: 24 26 33 30 32 73 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 47.9 64.8 66.1 41.8 34.0 47.7 43.3
Old : 51.5 47.9 64.8 66.1 41.8 34.0 47.7 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, January 26, 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 : 235,513: 58,459 26,642 32,229 144,756 176,534 235,444 235,405: 69 108
Old : 235,513: 58,459 26,642 32,229 144,756 176,534 235,444 235,405: 69 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 42,049: 17,872 12,651 3,477 20,682 25,931 42,031 42,059: 18 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 11.3 13.7 61.5 75.0 100.0 100.0: 0.0 0.0
Old : 100.0: 24.8 11.3 13.7 61.5 75.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 18 26 25 27 28 62 62:
Old : 80: 18 26 25 27 28 62 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 41.2 57.6 60.2 32.3 38.3 46.6 49.6
Old : 40.7 41.2 57.6 60.2 32.3 38.3 46.6 49.6
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 26, 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 : 539,902: 74,484 77,412 12,686 398,244 400,190 485,415 490,288: 54,487 49,614
Old : 539,902: 74,484 77,412 12,686 398,244 400,190 485,415 490,288: 54,487 49,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 4,674: -1,048 3,598 1,212 10,731 2,771 10,895 7,581: -6,220 -2,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 14.3 2.3 73.8 74.1 89.9 90.8: 10.1 9.2
Old : 100.0: 13.8 14.3 2.3 73.8 74.1 89.9 90.8: 10.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 539: 100 67 49 263 252 384 348:
Old : 539: 100 67 49 263 252 384 348:
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 19.5 21.3 28.4 11.6 18.7 19.5 27.5
Old : 12.9 19.5 21.3 28.4 11.6 18.7 19.5 27.5
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 26, 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 : 11,186: 0 1,010 0 9,366 9,328 9,366 10,338: 1,820 848
Old : 11,186: 0 1,010 0 9,366 9,328 9,366 10,338: 1,820 848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -1,476: -741 43 -35 -912 -1,452 -1,688 -1,444: 212 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 0.0 83.7 83.4 83.7 92.4: 16.3 7.6
Old : 100.0: 0.0 9.0 0.0 83.7 83.4 83.7 92.4: 16.3 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 : 21: 0 3 0 9 10 9 13:
Old : 21: 0 3 0 9 10 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 61.9 81.7 79.8 67.6 59.1 79.2 76.0
Old : 67.8 61.9 81.7 79.8 67.6 59.1 79.2 76.0
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 26, 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 : 19,284: 2,481 5,368 0 14,541 12,698 17,022 18,066: 2,262 1,218
Old : 19,284: 2,481 5,368 0 14,541 12,698 17,022 18,066: 2,262 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 222: 108 -377 0 107 556 215 179: 7 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 27.8 0.0 75.4 65.8 88.3 93.7: 11.7 6.3
Old : 100.0: 12.9 27.8 0.0 75.4 65.8 88.3 93.7: 11.7 6.3
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 : 33: 5 3 0 17 11 22 14:
Old : 33: 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 : 49.9 74.9 62.5 86.9 49.9 74.9 62.4 86.9
Old : 49.9 74.9 62.5 86.9 49.9 74.9 62.4 86.9
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 26, 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 : 2,617,305: 371,870 400,245 46,262 1,934,826 1,944,329 2,352,958 2,390,836: 264,347 226,469
Old : 2,617,305: 371,870 400,245 46,262 1,934,826 1,944,329 2,352,958 2,390,836: 264,347 226,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 17,997: -4,490 21,945 4,866 10,323 10,485 10,699 37,296: 7,298 -19,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.3 1.8 73.9 74.3 89.9 91.3: 10.1 8.7
Old : 100.0: 14.2 15.3 1.8 73.9 74.3 89.9 91.3: 10.1 8.7
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 : 539: 100 67 45 261 252 379 347:
Old : 539: 100 67 45 261 252 379 347:
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 18.1 21.8 27.2 11.8 17.2 19.9 26.3
Old : 13.3 18.1 21.8 27.2 11.8 17.2 19.9 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, January 26, 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 : 41,344: 17,756 0 0 20,011 39,971 37,767 39,971: 3,577 1,373
Old : 41,344: 17,756 0 0 20,011 39,971 37,767 39,971: 3,577 1,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -3,729: -169 -1,546 0 -3,733 -2,855 -3,902 -4,401: 173 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 0.0 0.0 48.4 96.7 91.3 96.7: 8.7 3.3
Old : 100.0: 42.9 0.0 0.0 48.4 96.7 91.3 96.7: 8.7 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 : 33: 4 0 0 18 12 22 12:
Old : 33: 4 0 0 18 12 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 : 64.8 71.8 78.0 93.1 64.8 71.8 78.0 93.1
Old : 64.8 71.8 78.0 93.1 64.8 71.8 78.0 93.1
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 26, 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 : 53,285: 7,498 2,321 369 35,817 47,819 43,684 50,509: 9,601 2,776
Old : 53,285: 7,498 2,321 369 35,817 47,819 43,684 50,509: 9,601 2,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -702: -68 864 4 -1,031 -1,021 -1,095 -153: 393 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.4 0.7 67.2 89.7 82.0 94.8: 18.0 5.2
Old : 100.0: 14.1 4.4 0.7 67.2 89.7 82.0 94.8: 18.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 13 5 4 41 29 54 38:
Old : 78: 13 5 4 41 29 54 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 : 20.3 45.3 34.8 60.6 20.3 44.9 34.1 59.9
Old : 20.3 45.3 34.8 60.6 20.3 44.9 34.1 59.9
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 26, 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 : 46,412: 17,583 9,651 590 21,240 28,230 39,414 38,471: 6,998 7,941
Old : 46,412: 17,583 9,651 590 21,240 28,230 39,414 38,471: 6,998 7,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -598: 448 -1,162 229 -1,600 49 -922 -884: 324 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 20.8 1.3 45.8 60.8 84.9 82.9: 15.1 17.1
Old : 100.0: 37.9 20.8 1.3 45.8 60.8 84.9 82.9: 15.1 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 58 50 25 94 104 164 168:
Old : 269: 58 50 25 94 104 164 168:
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 : 23.9 25.6 33.1 36.6 23.9 25.2 33.0 36.2
Old : 23.9 25.6 33.1 36.6 23.9 25.2 33.0 36.2
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 26, 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 : 232,059: 87,917 48,255 2,950 106,202 141,150 197,069 192,355: 34,990 39,704
Old : 232,059: 87,917 48,255 2,950 106,202 141,150 197,069 192,355: 34,990 39,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -2,992: 2,241 -5,810 1,146 -7,999 246 -4,612 -4,418: 1,620 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 20.8 1.3 45.8 60.8 84.9 82.9: 15.1 17.1
Old : 100.0: 37.9 20.8 1.3 45.8 60.8 84.9 82.9: 15.1 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 58 50 25 94 104 164 168:
Old : 269: 58 50 25 94 104 164 168:
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 : 23.9 25.6 33.1 36.6 23.9 25.2 33.0 36.2
Old : 23.9 25.6 33.1 36.6 23.9 25.2 33.0 36.2
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 26, 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 : 85,161: 53,943 54,760 1,183 564 3,704 55,690 59,647: 29,471 25,514
Old : 85,161: 53,943 54,760 1,183 564 3,704 55,690 59,647: 29,471 25,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 64.3 1.4 0.7 4.3 65.4 70.0: 34.6 30.0
Old : 100.0: 63.3 64.3 1.4 0.7 4.3 65.4 70.0: 34.6 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 8 6 2 2 12 15:
Old : 21: 9 8 6 2 2 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 63.8 64.6 67.9 61.6 63.8 63.3 67.8
Old : 63.0 63.8 64.6 67.9 61.6 63.8 63.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 26, 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 : 143,073: 56,372 55,601 2,142 49,695 67,333 108,209 125,076: 34,864 17,997
Old : 143,073: 56,372 55,601 2,142 49,695 67,333 108,209 125,076: 34,864 17,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -1,210: -3,555 534 585 1,091 -3,407 -1,879 -2,288: 669 1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 38.9 1.5 34.7 47.1 75.6 87.4: 24.4 12.6
Old : 100.0: 39.4 38.9 1.5 34.7 47.1 75.6 87.4: 24.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 30 17 11 25 25 60 48:
Old : 86: 30 17 11 25 25 60 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 54.6 41.9 64.0 33.2 54.3 41.1 63.3
Old : 33.4 54.6 41.9 64.0 33.2 54.3 41.1 63.3
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 26, 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 : 556,777: 91,239 95,713 4,250 430,755 435,876 526,244 535,839: 30,533 20,938
Old : 556,777: 91,239 95,713 4,250 430,755 435,876 526,244 535,839: 30,533 20,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,578: 4,393 9,316 614 -1,933 -9,271 3,074 659: -1,496 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 17.2 0.8 77.4 78.3 94.5 96.2: 5.5 3.8
Old : 100.0: 16.4 17.2 0.8 77.4 78.3 94.5 96.2: 5.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 64 49 19 172 125 242 187:
Old : 353: 64 49 19 172 125 242 187:
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 : 14.2 26.6 24.7 40.0 14.2 26.6 23.8 39.2
Old : 14.2 26.6 24.7 40.0 14.2 26.6 23.8 39.2
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 26, 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 : 15,761: 185 427 72 14,316 14,708 14,573 15,207: 1,188 554
Old : 15,761: 185 427 72 14,316 14,708 14,573 15,207: 1,188 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 358: -31 221 36 393 38 398 295: -40 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.7 0.5 90.8 93.3 92.5 96.5: 7.5 3.5
Old : 100.0: 1.2 2.7 0.5 90.8 93.3 92.5 96.5: 7.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 10 10 11 12:
Old : 22: 1 1 1 10 10 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 76.3 87.8 90.5 65.6 76.3 87.8 90.5
Old : 65.6 76.3 87.8 90.5 65.6 76.3 87.8 90.5
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 26, 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 : 47,604: 15,900 2,850 0 24,250 14,828 40,150 17,678: 7,454 29,926
Old : 47,604: 15,900 2,850 0 24,250 14,828 40,150 17,678: 7,454 29,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -842: -4,253 239 -38 3,124 -1,319 -1,167 -1,118: 325 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 6.0 0.0 50.9 31.1 84.3 37.1: 15.7 62.9
Old : 100.0: 33.4 6.0 0.0 50.9 31.1 84.3 37.1: 15.7 62.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 12 5 0 18 23 30 28:
Old : 54: 12 5 0 18 23 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 12.6 56.3 20.5 38.3 12.6 55.3 19.7
Old : 38.3 12.6 56.3 20.5 38.3 12.6 55.3 19.7
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 26, 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 : 171,132: 49,612 400 7,673 113,587 163,020 170,872 171,093: 260 39
Old : 171,132: 49,612 400 7,673 113,587 163,020 170,872 171,093: 260 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -796: -1,191 20 -16 424 -801 -783 -797: -13 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 0.2 4.5 66.4 95.3 99.8 100.0: 0.2 0.0
Old : 100.0: 29.0 0.2 4.5 66.4 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 : 84: 30 3 9 38 27 70 39:
Old : 84: 30 3 9 38 27 70 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 : 33.5 65.8 53.8 83.5 33.5 57.9 51.6 70.4
Old : 33.5 65.8 53.8 83.5 33.5 57.9 51.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2021