BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 16, 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 : 9,184: 39 1,379 150 8,077 7,193 8,266 8,722: 918 462
Old : 9,184: 39 1,379 150 8,077 7,193 8,266 8,722: 918 462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 274: 32 144 -41 266 147 257 250: 17 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 15.0 1.6 87.9 78.3 90.0 95.0: 10.0 5.0
Old : 100.0: 0.4 15.0 1.6 87.9 78.3 90.0 95.0: 10.0 5.0
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 : 40: 2 9 4 21 21 26 31:
Old : 40: 2 9 4 21 21 26 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 : 50.3 43.2 73.6 62.0 48.1 42.2 67.2 59.4
Old : 50.3 43.2 73.6 62.0 48.1 42.2 67.2 59.4
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, March 16, 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 : 22,882: 11,683 3,136 425 8,541 13,338 20,649 16,899: 2,233 5,983
Old : 22,882: 11,683 3,136 425 8,541 13,338 20,649 16,899: 2,233 5,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 1,116: 796 174 -150 291 742 937 766: 179 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 13.7 1.9 37.3 58.3 90.2 73.9: 9.8 26.1
Old : 100.0: 51.1 13.7 1.9 37.3 58.3 90.2 73.9: 9.8 26.1
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 : 53: 9 14 13 19 22 37 40:
Old : 53: 9 14 13 19 22 37 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 : 63.4 36.1 74.9 51.2 63.1 35.9 74.6 50.8
Old : 63.4 36.1 74.9 51.2 63.1 35.9 74.6 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, March 16, 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 : 6,998: 868 1,346 223 5,009 5,071 6,100 6,640: 898 358
Old : 6,998: 868 1,346 223 5,009 5,071 6,100 6,640: 898 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 175: 68 91 -42 119 170 145 219: 30 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 19.2 3.2 71.6 72.5 87.2 94.9: 12.8 5.1
Old : 100.0: 12.4 19.2 3.2 71.6 72.5 87.2 94.9: 12.8 5.1
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 : 41: 5 5 7 28 20 37 28:
Old : 41: 5 5 7 28 20 37 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 : 36.7 37.3 56.0 63.7 35.4 31.6 50.1 51.5
Old : 36.7 37.3 56.0 63.7 35.4 31.6 50.1 51.5
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, March 16, 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 : 271,314: 115,538 34,271 47,670 83,469 157,211 246,677 239,152: 24,637 32,162
Old : 241,716: 109,704 37,233 38,121 73,695 139,917 221,520 215,271: 20,196 26,445
Other: 29,598: 13,912 5,116 1,471 9,774 17,294 25,157 23,881: 4,441 5,717
: : :
: : Changes in Commitments from: March 9, 2021 :
: 6,992: 4,237 1,305 -1,797 3,449 7,577 5,889 7,085: 1,103 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 12.6 17.6 30.8 57.9 90.9 88.1: 9.1 11.9
Old : 100.0: 45.4 15.4 15.8 30.5 57.9 91.6 89.1: 8.4 10.9
Other: 100.0: 47.0 17.3 5.0 33.0 58.4 85.0 80.7: 15.0 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 138 54 107 63 85 252 212:
Old : 306: 136 61 104 46 85 227 211:
Other: 138: 35 28 21 41 52 90 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 23.1 26.4 32.1 16.2 22.4 25.9 29.9
Old : 18.0 24.3 28.7 34.1 18.0 23.8 28.4 32.0
Other: 25.4 24.5 38.8 35.6 25.4 24.3 38.7 34.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 16, 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 : 339,538: 123,037 37,752 60,793 121,864 197,872 305,694 296,417: 33,844 43,121
Old : 339,538: 123,037 37,752 60,793 121,864 197,872 305,694 296,417: 33,844 43,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 6,727: -252 -1,661 4,829 704 3,305 5,281 6,473: 1,446 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 11.1 17.9 35.9 58.3 90.0 87.3: 10.0 12.7
Old : 100.0: 36.2 11.1 17.9 35.9 58.3 90.0 87.3: 10.0 12.7
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 : 393: 111 79 120 104 162 285 309:
Old : 393: 111 79 120 104 162 285 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 18.8 30.6 28.4 18.0 18.5 29.9 26.0
Old : 18.1 18.8 30.6 28.4 18.0 18.5 29.9 26.0
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, March 16, 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 : 3,059: 664 237 104 1,259 2,161 2,027 2,502: 1,032 557
Old : 3,059: 664 237 104 1,259 2,161 2,027 2,502: 1,032 557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 3: -23 -56 16 -65 -2 -72 -42: 75 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 7.7 3.4 41.2 70.6 66.3 81.8: 33.7 18.2
Old : 100.0: 21.7 7.7 3.4 41.2 70.6 66.3 81.8: 33.7 18.2
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 : 41: 11 8 6 12 14 27 24:
Old : 41: 11 8 6 12 14 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 51.9 48.6 64.0 37.8 51.9 47.8 63.8
Old : 37.8 51.9 48.6 64.0 37.8 51.9 47.8 63.8
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, March 16, 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 : 47,805: 19,887 15,501 6,840 14,120 9,956 40,847 32,297: 6,958 15,508
Old : 47,805: 19,887 15,501 6,840 14,120 9,956 40,847 32,297: 6,958 15,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 3,023: 1,273 -950 1,058 102 882 2,433 990: 590 2,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 32.4 14.3 29.5 20.8 85.4 67.6: 14.6 32.4
Old : 100.0: 41.6 32.4 14.3 29.5 20.8 85.4 67.6: 14.6 32.4
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 : 175: 55 35 46 44 60 124 122:
Old : 175: 55 35 46 44 60 124 122:
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 : 20.0 25.3 32.1 31.9 18.2 20.6 28.4 25.8
Old : 20.0 25.3 32.1 31.9 18.2 20.6 28.4 25.8
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, March 16, 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 : 23,433: 1,932 11,604 635 20,064 10,789 22,631 23,028: 802 405
Old : 23,433: 1,932 11,604 635 20,064 10,789 22,631 23,028: 802 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 1,188: 288 603 -28 872 580 1,132 1,155: 56 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 49.5 2.7 85.6 46.0 96.6 98.3: 3.4 1.7
Old : 100.0: 8.2 49.5 2.7 85.6 46.0 96.6 98.3: 3.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 8 7 7 20 25 30 37:
Old : 52: 8 7 7 20 25 30 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 : 58.5 55.7 80.2 79.9 58.3 55.5 79.5 78.5
Old : 58.5 55.7 80.2 79.9 58.3 55.5 79.5 78.5
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, March 16, 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 : 31,747: 10,369 6,396 0 19,076 24,300 29,445 30,696: 2,302 1,051
Old : 31,747: 10,369 6,396 0 19,076 24,300 29,445 30,696: 2,302 1,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 2,645: 1,370 -4,212 -259 1,282 7,624 2,393 3,153: 252 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 20.1 0.0 60.1 76.5 92.7 96.7: 7.3 3.3
Old : 100.0: 32.7 20.1 0.0 60.1 76.5 92.7 96.7: 7.3 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 : 43: 19 7 0 10 7 29 14:
Old : 43: 19 7 0 10 7 29 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 : 51.2 86.2 70.8 92.5 51.2 86.2 70.8 92.5
Old : 51.2 86.2 70.8 92.5 51.2 86.2 70.8 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 16, 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 : 186,932: 50,907 40,644 3,040 82,575 111,850 136,522 155,534: 50,410 31,398
Old : 186,932: 50,907 40,644 3,040 82,575 111,850 136,522 155,534: 50,410 31,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 13,854: 885 1,603 -611 12,046 -1,296 12,320 -304: 1,534 14,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 21.7 1.6 44.2 59.8 73.0 83.2: 27.0 16.8
Old : 100.0: 27.2 21.7 1.6 44.2 59.8 73.0 83.2: 27.0 16.8
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 : 109: 33 19 14 39 29 78 57:
Old : 109: 33 19 14 39 29 78 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 44.1 32.7 55.0 20.9 37.3 29.4 47.5
Old : 21.0 44.1 32.7 55.0 20.9 37.3 29.4 47.5
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, March 16, 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 : 37,985: 13,297 8,626 225 15,984 6,971 29,506 15,822: 8,479 22,163
Old : 37,985: 13,297 8,626 225 15,984 6,971 29,506 15,822: 8,479 22,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -19,363: -10,317 -595 -1,671 -5,860 -20,011 -17,848 -22,277: -1,515 2,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 22.7 0.6 42.1 18.4 77.7 41.7: 22.3 58.3
Old : 100.0: 35.0 22.7 0.6 42.1 18.4 77.7 41.7: 22.3 58.3
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 : 38: 10 10 2 11 11 21 23:
Old : 38: 10 10 2 11 11 21 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 : 51.0 17.4 63.9 25.5 50.7 17.4 63.7 25.5
Old : 51.0 17.4 63.9 25.5 50.7 17.4 63.7 25.5
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, March 16, 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 : 113,924: 40,137 69,594 502 68,141 40,115 108,780 110,211: 5,144 3,713
Old : 113,924: 40,137 69,594 502 68,141 40,115 108,780 110,211: 5,144 3,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -53,363: -10,212 21,097 -19,625 -23,268 -54,592 -53,105 -53,120: -258 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 61.1 0.4 59.8 35.2 95.5 96.7: 4.5 3.3
Old : 100.0: 35.2 61.1 0.4 59.8 35.2 95.5 96.7: 4.5 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 : 132: 53 34 8 26 23 84 60:
Old : 132: 53 34 8 26 23 84 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 : 50.8 52.7 64.5 66.6 50.8 52.7 64.5 66.6
Old : 50.8 52.7 64.5 66.6 50.8 52.7 64.5 66.6
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, March 16, 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 : 148,035: 55,190 26,590 751 55,771 96,862 111,712 124,203: 36,323 23,832
Old : 148,035: 55,190 26,590 751 55,771 96,862 111,712 124,203: 36,323 23,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -33,338: -6,081 -770 -4,193 -23,175 -26,438 -33,449 -31,401: 111 -1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 18.0 0.5 37.7 65.4 75.5 83.9: 24.5 16.1
Old : 100.0: 37.3 18.0 0.5 37.7 65.4 75.5 83.9: 24.5 16.1
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 : 103: 32 21 10 29 33 65 60:
Old : 103: 32 21 10 29 33 65 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 : 26.8 34.5 38.0 49.7 26.3 34.1 37.4 49.3
Old : 26.8 34.5 38.0 49.7 26.3 34.1 37.4 49.3
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, March 16, 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 : 145,951: 26,003 65,371 2,110 99,385 43,104 127,498 110,585: 18,453 35,366
Old : 145,951: 26,003 65,371 2,110 99,385 43,104 127,498 110,585: 18,453 35,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -65,396: -38,024 7,858 -3,098 -22,714 -68,179 -63,836 -63,419: -1,560 -1,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 44.8 1.4 68.1 29.5 87.4 75.8: 12.6 24.2
Old : 100.0: 17.8 44.8 1.4 68.1 29.5 87.4 75.8: 12.6 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 26 33 10 35 32 63 73:
Old : 113: 26 33 10 35 32 63 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 : 39.3 21.8 51.2 32.8 39.3 21.5 50.5 32.5
Old : 39.3 21.8 51.2 32.8 39.3 21.5 50.5 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 16, 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 : 638,977: 195,857 105,881 6,465 349,395 484,374 551,717 596,720: 87,260 42,257
Old : 638,977: 195,857 105,881 6,465 349,395 484,374 551,717 596,720: 87,260 42,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -83,146: -11,731 257 -9,151 -52,999 -75,462 -73,881 -84,356: -9,265 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 16.6 1.0 54.7 75.8 86.3 93.4: 13.7 6.6
Old : 100.0: 30.7 16.6 1.0 54.7 75.8 86.3 93.4: 13.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 95 39 27 117 88 216 150:
Old : 286: 95 39 27 117 88 216 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 59.0 26.6 72.1 14.6 58.9 25.3 71.9
Old : 15.5 59.0 26.6 72.1 14.6 58.9 25.3 71.9
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, March 16, 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 : 25,679: 5,513 1,329 470 8,533 16,000 14,516 17,799: 11,163 7,880
Old : 25,679: 5,513 1,329 470 8,533 16,000 14,516 17,799: 11,163 7,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -3,911: -1,694 -100 -879 253 -4,295 -2,320 -5,274: -1,591 1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 5.2 1.8 33.2 62.3 56.5 69.3: 43.5 30.7
Old : 100.0: 21.5 5.2 1.8 33.2 62.3 56.5 69.3: 43.5 30.7
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 2 1 10 10 16 13:
Old : 22: 6 2 1 10 10 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 : 23.9 48.3 39.8 60.7 20.5 46.1 33.6 56.7
Old : 23.9 48.3 39.8 60.7 20.5 46.1 33.6 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, March 16, 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 : 22,707: 4,005 5,956 96 8,741 12,031 12,842 18,083: 9,865 4,624
Old : 22,707: 4,005 5,956 96 8,741 12,031 12,842 18,083: 9,865 4,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 2,250: 457 1,240 -809 2,847 2,872 2,495 3,303: -245 -1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 26.2 0.4 38.5 53.0 56.6 79.6: 43.4 20.4
Old : 100.0: 17.6 26.2 0.4 38.5 53.0 56.6 79.6: 43.4 20.4
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 : 22: 5 4 1 9 10 15 14:
Old : 22: 5 4 1 9 10 15 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 : 35.6 48.9 49.5 64.4 21.8 33.2 32.2 47.4
Old : 35.6 48.9 49.5 64.4 21.8 33.2 32.2 47.4
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, March 16, 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 : 47,685: 14,739 38,506 633 29,653 5,731 45,025 44,870: 2,660 2,815
Old : 47,685: 14,739 38,506 633 29,653 5,731 45,025 44,870: 2,660 2,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 340: -1,345 -892 237 1,929 933 821 278: -481 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 80.8 1.3 62.2 12.0 94.4 94.1: 5.6 5.9
Old : 100.0: 30.9 80.8 1.3 62.2 12.0 94.4 94.1: 5.6 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 : 77: 28 25 6 14 13 45 42:
Old : 77: 28 25 6 14 13 45 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 : 58.7 65.2 72.8 75.0 57.2 65.2 70.6 75.0
Old : 58.7 65.2 72.8 75.0 57.2 65.2 70.6 75.0
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, March 16, 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 : 34,565: 20,002 13,973 1,556 8,145 16,306 29,703 31,835: 4,862 2,730
Old : 34,565: 20,002 13,973 1,556 8,145 16,306 29,703 31,835: 4,862 2,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -16,815: -12,662 -1,565 -3,001 -375 -11,821 -16,038 -16,387: -777 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 40.4 4.5 23.6 47.2 85.9 92.1: 14.1 7.9
Old : 100.0: 57.9 40.4 4.5 23.6 47.2 85.9 92.1: 14.1 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 34 17 7 15 13 52 34:
Old : 75: 34 17 7 15 13 52 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 : 26.2 50.0 42.7 64.7 26.2 49.3 42.7 64.1
Old : 26.2 50.0 42.7 64.7 26.2 49.3 42.7 64.1
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, March 16, 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 : 12,214: 5,681 3,496 0 5,304 7,237 10,985 10,733: 1,229 1,481
Old : 12,214: 5,681 3,496 0 5,304 7,237 10,985 10,733: 1,229 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -2,353: -3,488 -67 -970 2,418 -862 -2,040 -1,899: -313 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 28.6 0.0 43.4 59.3 89.9 87.9: 10.1 12.1
Old : 100.0: 46.5 28.6 0.0 43.4 59.3 89.9 87.9: 10.1 12.1
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 : 30: 12 6 0 8 4 20 10:
Old : 30: 12 6 0 8 4 20 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 : 56.9 75.7 73.5 85.8 56.9 75.7 73.5 85.8
Old : 56.9 75.7 73.5 85.8 56.9 75.7 73.5 85.8
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, March 16, 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 :10,595,320: 2,417,592 1,714,261 2,561,194 5,063,373 5,455,288 10,042,159 9,730,743: 553,161 864,577
Old :10,595,320: 2,417,592 1,714,261 2,561,194 5,063,373 5,455,288 10,042,159 9,730,743: 553,161 864,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
:-1,027,241: -73,014 -35,370 -265,999 -644,887 -673,183 -983,900 -974,552: -43,341 -52,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 16.2 24.2 47.8 51.5 94.8 91.8: 5.2 8.2
Old : 100.0: 22.8 16.2 24.2 47.8 51.5 94.8 91.8: 5.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 50 48 82 119 121 213 212:
Old : 233: 50 48 82 119 121 213 212:
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 : 29.5 17.1 42.7 30.8 17.7 13.4 29.2 21.9
Old : 29.5 17.1 42.7 30.8 17.7 13.4 29.2 21.9
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, March 16, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 9,335: 4,797 7,449 1,004 479 165 6,280 8,618: 3,055 717
Old : 9,335: 4,797 7,449 1,004 479 165 6,280 8,618: 3,055 717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 550: -147 592 208 69 -95 130 705: 420 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 79.8 10.8 5.1 1.8 67.3 92.3: 32.7 7.7
Old : 100.0: 51.4 79.8 10.8 5.1 1.8 67.3 92.3: 32.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 43 29 15 2 1 55 37:
Old : 77: 43 29 15 2 1 55 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 : 21.1 43.1 32.5 62.7 21.0 43.1 30.8 61.4
Old : 21.1 43.1 32.5 62.7 21.0 43.1 30.8 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, March 16, 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 : 488,159: 39,671 47,979 107,598 340,105 332,321 487,374 487,898: 785 261
Old : 488,159: 39,671 47,979 107,598 340,105 332,321 487,374 487,898: 785 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -3,376: -11,362 1,449 11,405 -3,793 -9,647 -3,750 3,207: 374 -6,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.8 22.0 69.7 68.1 99.8 99.9: 0.2 0.1
Old : 100.0: 8.1 9.8 22.0 69.7 68.1 99.8 99.9: 0.2 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 : 101: 20 31 36 35 36 77 84:
Old : 101: 20 31 36 35 36 77 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 34.1 59.3 54.8 31.8 23.4 38.9 34.5
Old : 42.6 34.1 59.3 54.8 31.8 23.4 38.9 34.5
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, March 16, 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 : 224,798: 66,259 10,937 46,019 112,464 167,702 224,742 224,658: 56 140
Old : 224,798: 66,259 10,937 46,019 112,464 167,702 224,742 224,658: 56 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 10,845: -1,894 -1,917 4,097 8,701 8,755 10,904 10,935: -59 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 4.9 20.5 50.0 74.6 100.0 99.9: 0.0 0.1
Old : 100.0: 29.5 4.9 20.5 50.0 74.6 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 26 21 29 26 34 64 72:
Old : 89: 26 21 29 26 34 64 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 : 28.6 37.7 46.4 56.1 24.8 31.7 36.2 42.6
Old : 28.6 37.7 46.4 56.1 24.8 31.7 36.2 42.6
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, March 16, 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 : 643,898: 74,511 71,937 33,268 468,792 480,160 576,571 585,365: 67,328 58,533
Old : 643,898: 74,511 71,937 33,268 468,792 480,160 576,571 585,365: 67,328 58,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 58,270: -3,569 -119 9,732 49,228 46,597 55,392 56,211: 2,878 2,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.2 5.2 72.8 74.6 89.5 90.9: 10.5 9.1
Old : 100.0: 11.6 11.2 5.2 72.8 74.6 89.5 90.9: 10.5 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 528: 89 68 66 284 258 402 365:
Old : 528: 89 68 66 284 258 402 365:
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 : 13.9 20.6 21.1 29.1 11.4 18.6 17.1 25.2
Old : 13.9 20.6 21.1 29.1 11.4 18.6 17.1 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 16, 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 : 31,168: 7,629 4,220 900 17,583 20,840 26,112 25,960: 5,056 5,208
Old : 31,168: 7,629 4,220 900 17,583 20,840 26,112 25,960: 5,056 5,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 1,519: 1,454 511 783 3,866 -1,276 6,103 18: -4,584 1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 13.5 2.9 56.4 66.9 83.8 83.3: 16.2 16.7
Old : 100.0: 24.5 13.5 2.9 56.4 66.9 83.8 83.3: 16.2 16.7
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 : 21: 4 4 2 11 5 16 10:
Old : 21: 4 4 2 11 5 16 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 : 46.8 68.7 67.3 82.9 46.1 68.3 66.4 79.7
Old : 46.8 68.7 67.3 82.9 46.1 68.3 66.4 79.7
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, March 16, 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 : 17,116: 1,808 1,925 170 13,227 12,690 15,205 14,785: 1,911 2,331
Old : 17,116: 1,808 1,925 170 13,227 12,690 15,205 14,785: 1,911 2,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 1,367: 1,090 695 170 1,087 -705 2,347 160: -980 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.2 1.0 77.3 74.1 88.8 86.4: 11.2 13.6
Old : 100.0: 10.6 11.2 1.0 77.3 74.1 88.8 86.4: 11.2 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 : 26: 2 3 1 11 12 14 15:
Old : 26: 2 3 1 11 12 14 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 : 61.1 49.7 79.4 70.6 61.1 48.9 77.0 68.8
Old : 61.1 49.7 79.4 70.6 61.1 48.9 77.0 68.8
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, March 16, 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 : 43,804: 4,416 6,305 448 35,521 33,162 40,385 39,915: 3,419 3,889
Old : 43,804: 4,416 6,305 448 35,521 33,162 40,385 39,915: 3,419 3,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 7,845: 770 327 448 6,666 4,344 7,884 5,119: -39 2,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.4 1.0 81.1 75.7 92.2 91.1: 7.8 8.9
Old : 100.0: 10.1 14.4 1.0 81.1 75.7 92.2 91.1: 7.8 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 : 40: 4 4 2 23 16 29 20:
Old : 40: 4 4 2 23 16 29 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 : 45.0 63.0 67.3 81.5 43.4 53.4 61.1 71.1
Old : 45.0 63.0 67.3 81.5 43.4 53.4 61.1 71.1
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, March 16, 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 : 3,063,652: 386,620 390,794 109,630 2,256,043 2,296,601 2,752,293 2,797,025: 311,359 266,627
Old : 3,063,652: 386,620 390,794 109,630 2,256,043 2,296,601 2,752,293 2,797,025: 311,359 266,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 283,754: -12,432 9,533 32,064 226,811 239,367 246,443 280,964: 37,311 2,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.8 3.6 73.6 75.0 89.8 91.3: 10.2 8.7
Old : 100.0: 12.6 12.8 3.6 73.6 75.0 89.8 91.3: 10.2 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 : 528: 90 67 65 282 257 400 363:
Old : 528: 90 67 65 282 257 400 363:
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 : 14.4 19.5 21.7 27.9 12.0 16.9 18.1 24.3
Old : 14.4 19.5 21.7 27.9 12.0 16.9 18.1 24.3
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, March 16, 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 : 57,796: 17,308 928 427 35,811 55,494 53,546 56,849: 4,250 947
Old : 57,796: 17,308 928 427 35,811 55,494 53,546 56,849: 4,250 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 4,272: -944 143 427 4,942 3,728 4,425 4,298: -153 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 1.6 0.7 62.0 96.0 92.6 98.4: 7.4 1.6
Old : 100.0: 29.9 1.6 0.7 62.0 96.0 92.6 98.4: 7.4 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 : 44: 8 2 1 26 14 34 17:
Old : 44: 8 2 1 26 14 34 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 73.5 70.5 92.5 48.8 61.6 62.3 80.6
Old : 54.6 73.5 70.5 92.5 48.8 61.6 62.3 80.6
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, March 16, 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 : 35,680: 699 1,111 0 31,513 34,017 32,212 35,128: 3,468 552
Old : 35,680: 699 1,111 0 31,513 34,017 32,212 35,128: 3,468 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 7,925: 0 0 0 7,360 7,967 7,360 7,967: 565 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.1 0.0 88.3 95.3 90.3 98.5: 9.7 1.5
Old : 100.0: 2.0 3.1 0.0 88.3 95.3 90.3 98.5: 9.7 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 : 24: 1 1 0 16 12 17 13:
Old : 24: 1 1 0 16 12 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 : 66.3 62.2 83.0 88.9 53.7 53.1 63.6 72.7
Old : 66.3 62.2 83.0 88.9 53.7 53.1 63.6 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874H
Commitments of Traders - Futures Only, March 16, 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 Materials Inde :
: : :
All : 8,966: 1,024 241 3 6,384 8,022 7,411 8,266: 1,555 700
Old : 8,966: 1,024 241 3 6,384 8,022 7,411 8,266: 1,555 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 2.7 0.0 71.2 89.5 82.7 92.2: 17.3 7.8
Old : 100.0: 11.4 2.7 0.0 71.2 89.5 82.7 92.2: 17.3 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 12 8 15 9:
Old : 20: 2 1 1 12 8 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 73.0 69.7 91.7 43.8 73.0 62.6 82.1
Old : 46.3 73.0 69.7 91.7 43.8 73.0 62.6 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, March 16, 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 Utilities Inde :
: : :
All : 20,071: 250 760 0 17,891 18,133 18,141 18,893: 1,930 1,178
Old : 20,071: 250 760 0 17,891 18,133 18,141 18,893: 1,930 1,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 516: 0 0 0 3,014 328 3,014 328: -2,498 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.8 0.0 89.1 90.3 90.4 94.1: 9.6 5.9
Old : 100.0: 1.2 3.8 0.0 89.1 90.3 90.4 94.1: 9.6 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 : 22: 1 2 0 12 11 13 13:
Old : 22: 1 2 0 12 11 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 72.0 78.9 87.2 47.4 52.8 66.2 66.4
Old : 55.7 72.0 78.9 87.2 47.4 52.8 66.2 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders - Futures Only, March 16, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 139,760: 0 3,000 0 139,760 136,260 139,760 139,260: 0 500
Old : 139,760: 0 3,000 0 139,760 136,260 139,760 139,260: 0 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 13,822: 0 0 0 14,322 13,822 14,322 13,822: -500 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 100.0 97.5 100.0 99.6: 0.0 0.4
Old : 100.0: 0.0 2.1 0.0 100.0 97.5 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 11 14 11 15:
Old : 20: 0 1 0 11 14 11 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 : 75.2 58.6 94.5 81.3 60.3 46.5 70.8 66.2
Old : 75.2 58.6 94.5 81.3 60.3 46.5 70.8 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders - Futures Only, March 16, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 134,238: 13,978 73,716 12,843 25,346 1,235 52,167 87,794: 82,071 46,444
Old : 134,238: 13,978 73,716 12,843 25,346 1,235 52,167 87,794: 82,071 46,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 32,310: -23,137 6,400 9,625 -4,202 238 -17,714 16,263: 50,024 16,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 54.9 9.6 18.9 0.9 38.9 65.4: 61.1 34.6
Old : 100.0: 10.4 54.9 9.6 18.9 0.9 38.9 65.4: 61.1 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 : 21: 3 11 7 6 2 15 14:
Old : 21: 3 11 7 6 2 15 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 : 27.3 53.9 34.5 61.2 23.2 49.1 28.5 53.9
Old : 27.3 53.9 34.5 61.2 23.2 49.1 28.5 53.9
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, March 16, 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 : 50,552: 6,083 1,768 151 34,080 44,718 40,314 46,637: 10,238 3,915
Old : 50,552: 6,083 1,768 151 34,080 44,718 40,314 46,637: 10,238 3,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 1,125: 162 643 -284 436 -9 314 350: 811 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 3.5 0.3 67.4 88.5 79.7 92.3: 20.3 7.7
Old : 100.0: 12.0 3.5 0.3 67.4 88.5 79.7 92.3: 20.3 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 11 5 6 34 31 48 39:
Old : 68: 11 5 6 34 31 48 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 : 20.2 42.6 35.6 58.3 20.2 41.6 35.5 56.5
Old : 20.2 42.6 35.6 58.3 20.2 41.6 35.5 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, March 16, 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 : 51,477: 11,413 13,879 1,276 31,531 27,577 44,221 42,732: 7,256 8,745
Old : 51,477: 11,413 13,879 1,276 31,531 27,577 44,221 42,732: 7,256 8,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 771: -1,078 -1,111 -12 1,643 2,523 552 1,399: 219 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 27.0 2.5 61.3 53.6 85.9 83.0: 14.1 17.0
Old : 100.0: 22.2 27.0 2.5 61.3 53.6 85.9 83.0: 14.1 17.0
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 : 307: 57 69 33 111 130 185 216:
Old : 307: 57 69 33 111 130 185 216:
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 13.5 29.9 21.0 18.2 11.2 28.3 18.6
Old : 19.5 13.5 29.9 21.0 18.2 11.2 28.3 18.6
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, March 16, 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 : 257,385: 57,067 69,394 6,381 157,656 137,883 221,104 213,658: 36,281 43,727
Old : 257,385: 57,067 69,394 6,381 157,656 137,883 221,104 213,658: 36,281 43,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 3,857: -5,390 -5,557 -62 8,213 12,615 2,761 6,996: 1,096 -3,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 27.0 2.5 61.3 53.6 85.9 83.0: 14.1 17.0
Old : 100.0: 22.2 27.0 2.5 61.3 53.6 85.9 83.0: 14.1 17.0
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 : 307: 57 69 33 111 130 185 216:
Old : 307: 57 69 33 111 130 185 216:
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 13.5 29.9 21.0 18.2 11.2 28.3 18.6
Old : 19.5 13.5 29.9 21.0 18.2 11.2 28.3 18.6
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, March 16, 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 : 117,570: 28,958 78,006 20,938 7,475 477 57,371 99,421: 60,199 18,149
Old : 117,570: 28,958 78,006 20,938 7,475 477 57,371 99,421: 60,199 18,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -6,196: 5,064 -19,193 17,743 6,877 230 29,684 -1,220: -35,880 -4,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 66.3 17.8 6.4 0.4 48.8 84.6: 51.2 15.4
Old : 100.0: 24.6 66.3 17.8 6.4 0.4 48.8 84.6: 51.2 15.4
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 : 26: 8 14 15 3 2 22 20:
Old : 26: 8 14 15 3 2 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 74.8 45.5 81.3 28.8 62.7 30.2 65.1
Old : 40.5 74.8 45.5 81.3 28.8 62.7 30.2 65.1
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, March 16, 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 : 129,421: 57,840 50,220 1,317 39,964 60,410 99,121 111,947: 30,300 17,474
Old : 129,421: 57,840 50,220 1,317 39,964 60,410 99,121 111,947: 30,300 17,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -20,909: -4,008 -3,553 -2,965 -7,449 -7,912 -14,422 -14,430: -6,487 -6,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 38.8 1.0 30.9 46.7 76.6 86.5: 23.4 13.5
Old : 100.0: 44.7 38.8 1.0 30.9 46.7 76.6 86.5: 23.4 13.5
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 : 83: 27 18 9 24 21 56 43:
Old : 83: 27 18 9 24 21 56 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 52.3 47.0 63.9 33.3 52.0 47.0 63.3
Old : 33.3 52.3 47.0 63.9 33.3 52.0 47.0 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, March 16, 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 : 614,508: 88,078 71,841 12,605 481,940 506,783 582,623 591,229: 31,885 23,279
Old : 614,508: 88,078 71,841 12,605 481,940 506,783 582,623 591,229: 31,885 23,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 64,253: -1,126 -12,673 9,364 53,113 62,454 61,351 59,145: 2,902 5,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 11.7 2.1 78.4 82.5 94.8 96.2: 5.2 3.8
Old : 100.0: 14.3 11.7 2.1 78.4 82.5 94.8 96.2: 5.2 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 : 347: 73 42 24 169 139 255 193:
Old : 347: 73 42 24 169 139 255 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 29.9 26.8 41.5 15.3 27.3 24.7 37.9
Old : 16.5 29.9 26.8 41.5 15.3 27.3 24.7 37.9
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, March 16, 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 : 25,690: 1,266 428 460 21,644 24,346 23,370 25,234: 2,320 456
Old : 25,690: 1,266 428 460 21,644 24,346 23,370 25,234: 2,320 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 4,421: -106 428 372 3,978 3,370 4,244 4,170: 177 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.7 1.8 84.3 94.8 91.0 98.2: 9.0 1.8
Old : 100.0: 4.9 1.7 1.8 84.3 94.8 91.0 98.2: 9.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 1 19 13 22 15:
Old : 30: 2 2 1 19 13 22 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 : 46.5 57.7 67.4 84.5 46.5 52.7 66.0 78.6
Old : 46.5 57.7 67.4 84.5 46.5 52.7 66.0 78.6
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, March 16, 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 : 35,145: 8,661 2,801 171 18,464 9,492 27,296 12,464: 7,849 22,681
Old : 35,145: 8,661 2,801 171 18,464 9,492 27,296 12,464: 7,849 22,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -25,277: -12,832 -2,523 -484 -12,086 -8,512 -25,402 -11,519: 125 -13,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 8.0 0.5 52.5 27.0 77.7 35.5: 22.3 64.5
Old : 100.0: 24.6 8.0 0.5 52.5 27.0 77.7 35.5: 22.3 64.5
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 : 48: 12 5 1 20 17 32 23:
Old : 48: 12 5 1 20 17 32 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 : 33.1 16.5 50.3 25.1 32.9 15.9 50.1 23.7
Old : 33.1 16.5 50.3 25.1 32.9 15.9 50.1 23.7
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, March 16, 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 : 166,285: 50,150 400 7,372 108,463 158,443 165,985 166,215: 300 70
Old : 166,285: 50,150 400 7,372 108,463 158,443 165,985 166,215: 300 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 2,180: 179 0 1 2,297 2,179 2,477 2,180: -297 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 0.2 4.4 65.2 95.3 99.8 100.0: 0.2 0.0
Old : 100.0: 30.2 0.2 4.4 65.2 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 : 77: 26 3 5 35 29 62 37:
Old : 77: 26 3 5 35 29 62 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 : 33.6 67.5 56.0 82.9 33.6 65.5 53.2 76.7
Old : 33.6 67.5 56.0 82.9 33.6 65.5 53.2 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2021