BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 9,328: 230 445 868 7,155 7,428 8,252 8,741: 1,075 586
Old : 9,328: 230 445 868 7,155 7,428 8,252 8,741: 1,075 586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -2,046: -81 -23 -278 -1,583 -1,665 -1,941 -1,965: -105 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.8 9.3 76.7 79.6 88.5 93.7: 11.5 6.3
Old : 100.0: 2.5 4.8 9.3 76.7 79.6 88.5 93.7: 11.5 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 : 44: 3 5 6 29 25 35 33:
Old : 44: 3 5 6 29 25 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 46.3 53.6 64.9 32.6 46.0 47.4 59.1
Old : 36.3 46.3 53.6 64.9 32.6 46.0 47.4 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 35,729: 11,356 1,621 8,813 11,357 16,712 31,526 27,145: 4,203 8,583
Old : 35,729: 11,356 1,621 8,813 11,357 16,712 31,526 27,145: 4,203 8,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -8,638: -2,259 -924 -2,586 -3,863 -4,763 -8,708 -8,273: 70 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 4.5 24.7 31.8 46.8 88.2 76.0: 11.8 24.0
Old : 100.0: 31.8 4.5 24.7 31.8 46.8 88.2 76.0: 11.8 24.0
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 : 61: 16 9 19 28 28 52 48:
Old : 61: 16 9 19 28 28 52 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 : 40.7 31.9 58.1 47.5 33.3 22.4 42.7 31.8
Old : 40.7 31.9 58.1 47.5 33.3 22.4 42.7 31.8
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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 8,006: 309 108 1,627 5,360 5,487 7,296 7,221: 710 784
Old : 8,006: 309 108 1,627 5,360 5,487 7,296 7,221: 710 784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -3,213: -581 -53 -750 -1,860 -2,434 -3,191 -3,236: -22 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.3 20.3 66.9 68.5 91.1 90.2: 8.9 9.8
Old : 100.0: 3.9 1.3 20.3 66.9 68.5 91.1 90.2: 8.9 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 5 31 21 36 27:
Old : 39: 4 2 5 31 21 36 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 40.9 49.5 59.7 24.8 29.7 37.0 40.7
Old : 29.2 40.9 49.5 59.7 24.8 29.7 37.0 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 241,713: 76,744 26,798 66,968 75,811 113,200 219,523 206,966: 22,190 34,747
Old : 237,132: 76,508 27,352 65,355 74,585 110,927 216,447 203,634: 20,685 33,498
Other: 4,581: 1,460 670 389 1,226 2,273 3,075 3,332: 1,506 1,249
: : :
: : Changes in Commitments from: December 29, 2020 :
: 16,589: 5,125 -681 6,886 1,775 10,128 13,786 16,333: 2,803 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.1 27.7 31.4 46.8 90.8 85.6: 9.2 14.4
Old : 100.0: 32.3 11.5 27.6 31.5 46.8 91.3 85.9: 8.7 14.1
Other: 100.0: 31.9 14.6 8.5 26.8 49.6 67.1 72.7: 32.9 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 104 69 115 82 88 256 218:
Old : 291: 103 74 114 81 88 253 218:
Other: 56: 17 10 9 9 25 28 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 12.4 28.5 20.3 17.3 10.6 27.4 16.3
Old : 17.6 12.6 28.9 20.5 17.6 10.8 27.8 16.4
Other: 29.6 27.4 44.5 41.5 26.1 27.4 38.7 40.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 343,740: 97,353 25,140 84,418 125,665 184,648 307,435 294,206: 36,305 49,534
Old : 343,740: 97,353 25,140 84,418 125,665 184,648 307,435 294,206: 36,305 49,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 7,186: -1,266 2,391 5,604 2,944 997 7,282 8,991: -97 -1,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 7.3 24.6 36.6 53.7 89.4 85.6: 10.6 14.4
Old : 100.0: 28.3 7.3 24.6 36.6 53.7 89.4 85.6: 10.6 14.4
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 : 396: 120 63 121 153 179 331 320:
Old : 396: 120 63 121 153 179 331 320:
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 : 16.7 16.6 25.5 25.2 16.7 15.1 24.7 22.3
Old : 16.7 16.6 25.5 25.2 16.7 15.1 24.7 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 3,121: 886 277 231 817 2,122 1,934 2,630: 1,187 491
Old : 3,121: 886 277 231 817 2,122 1,934 2,630: 1,187 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -257: 164 48 -176 -224 -12 -237 -141: -21 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 8.9 7.4 26.2 68.0 62.0 84.3: 38.0 15.7
Old : 100.0: 28.4 8.9 7.4 26.2 68.0 62.0 84.3: 38.0 15.7
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 : 39: 13 8 5 7 13 23 23:
Old : 39: 13 8 5 7 13 23 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 : 31.3 46.3 42.2 60.7 29.7 46.3 39.2 59.8
Old : 31.3 46.3 42.2 60.7 29.7 46.3 39.2 59.8
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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 49,015: 13,892 10,972 12,087 16,063 10,652 42,042 33,711: 6,972 15,303
Old : 49,015: 13,892 10,972 12,087 16,063 10,652 42,042 33,711: 6,972 15,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -1,538: -1,054 1,341 -977 568 -924 -1,462 -559: -76 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 22.4 24.7 32.8 21.7 85.8 68.8: 14.2 31.2
Old : 100.0: 28.3 22.4 24.7 32.8 21.7 85.8 68.8: 14.2 31.2
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 : 182: 44 44 60 64 62 143 143:
Old : 182: 44 44 60 64 62 143 143:
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 : 21.4 13.3 33.0 21.8 19.7 10.8 28.5 15.5
Old : 21.4 13.3 33.0 21.8 19.7 10.8 28.5 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 31,165: 368 10,628 4,420 25,157 14,408 29,944 29,456: 1,221 1,710
Old : 31,165: 368 10,628 4,420 25,157 14,408 29,944 29,456: 1,221 1,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -6,462: -87 -1,685 -1,483 -4,869 -3,184 -6,438 -6,352: -24 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 34.1 14.2 80.7 46.2 96.1 94.5: 3.9 5.5
Old : 100.0: 1.2 34.1 14.2 80.7 46.2 96.1 94.5: 3.9 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 : 63: 6 11 10 36 37 50 50:
Old : 63: 6 11 10 36 37 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 39.3 70.3 58.6 49.4 35.3 68.0 51.6
Old : 50.0 39.3 70.3 58.6 49.4 35.3 68.0 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 25,175: 7,509 6,677 11 15,572 16,923 23,092 23,612: 2,083 1,563
Old : 25,175: 7,509 6,677 11 15,572 16,923 23,092 23,612: 2,083 1,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 932: -271 956 -1 899 -104 627 851: 305 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 26.5 0.0 61.9 67.2 91.7 93.8: 8.3 6.2
Old : 100.0: 29.8 26.5 0.0 61.9 67.2 91.7 93.8: 8.3 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 14 1 10 8 25 22:
Old : 44: 14 14 1 10 8 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 60.1 73.4 82.1 57.9 59.9 73.4 82.0
Old : 57.9 60.1 73.4 82.1 57.9 59.9 73.4 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 169,011: 41,271 27,672 7,868 77,328 115,323 126,467 150,863: 42,544 18,149
Old : 169,011: 41,271 27,672 7,868 77,328 115,323 126,467 150,863: 42,544 18,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 3,007: -507 -1 878 1,770 -1,187 2,142 -309: 865 3,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 16.4 4.7 45.8 68.2 74.8 89.3: 25.2 10.7
Old : 100.0: 24.4 16.4 4.7 45.8 68.2 74.8 89.3: 25.2 10.7
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 : 103: 30 17 13 40 35 77 59:
Old : 103: 30 17 13 40 35 77 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 46.9 30.8 58.3 20.1 46.8 28.3 57.2
Old : 22.1 46.9 30.8 58.3 20.1 46.8 28.3 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 51,361: 17,386 7,283 1,256 9,823 30,798 28,465 39,338: 22,896 12,023
Old : 51,361: 17,386 7,283 1,256 9,823 30,798 28,465 39,338: 22,896 12,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -3,170: -4,110 -1,784 -68 390 -1,110 -3,787 -2,962: 617 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 14.2 2.4 19.1 60.0 55.4 76.6: 44.6 23.4
Old : 100.0: 33.9 14.2 2.4 19.1 60.0 55.4 76.6: 44.6 23.4
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 : 44: 14 9 2 14 13 30 22:
Old : 44: 14 9 2 14 13 30 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 45.5 33.9 57.0 24.5 45.2 33.4 55.5
Old : 24.6 45.5 33.9 57.0 24.5 45.2 33.4 55.5
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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 142,121: 52,636 59,923 2,124 79,589 77,440 134,349 139,486: 7,771 2,634
Old : 142,121: 52,636 59,923 2,124 79,589 77,440 134,349 139,486: 7,771 2,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -1,201: -4,275 -1,913 404 1,973 393 -1,898 -1,116: 697 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 42.2 1.5 56.0 54.5 94.5 98.1: 5.5 1.9
Old : 100.0: 37.0 42.2 1.5 56.0 54.5 94.5 98.1: 5.5 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 : 151: 65 35 9 33 28 105 65:
Old : 151: 65 35 9 33 28 105 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 54.7 60.5 71.0 48.5 54.7 60.5 71.0
Old : 48.5 54.7 60.5 71.0 48.5 54.7 60.5 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 167,692: 38,754 32,259 15,017 77,817 92,545 131,587 139,821: 36,105 27,870
Old : 167,692: 38,754 32,259 15,017 77,817 92,545 131,587 139,821: 36,105 27,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 5,480: 1,028 1,111 980 1,231 2,479 3,239 4,570: 2,241 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 19.2 9.0 46.4 55.2 78.5 83.4: 21.5 16.6
Old : 100.0: 23.1 19.2 9.0 46.4 55.2 78.5 83.4: 21.5 16.6
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 : 106: 25 28 22 36 39 74 77:
Old : 106: 25 28 22 36 39 74 77:
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 : 23.5 23.5 38.2 36.1 23.2 23.3 34.8 35.1
Old : 23.5 23.5 38.2 36.1 23.2 23.3 34.8 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 219,342: 69,930 17,691 8,968 102,442 177,768 181,340 204,426: 38,001 14,915
Old : 219,342: 69,930 17,691 8,968 102,442 177,768 181,340 204,426: 38,001 14,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 15,240: 6,494 1,814 1,893 3,324 11,702 11,711 15,409: 3,529 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 8.1 4.1 46.7 81.0 82.7 93.2: 17.3 6.8
Old : 100.0: 31.9 8.1 4.1 46.7 81.0 82.7 93.2: 17.3 6.8
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 : 119: 42 15 19 48 36 100 61:
Old : 119: 42 15 19 48 36 100 61:
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 : 25.6 63.9 38.2 71.5 25.6 63.9 38.2 70.9
Old : 25.6 63.9 38.2 71.5 25.6 63.9 38.2 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 729,116: 225,888 82,220 34,244 368,632 573,042 628,765 689,506: 100,351 39,610
Old : 729,116: 225,888 82,220 34,244 368,632 573,042 628,765 689,506: 100,351 39,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 3,141: 2,072 3,078 -9 1,214 482 3,277 3,552: -137 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 11.3 4.7 50.6 78.6 86.2 94.6: 13.8 5.4
Old : 100.0: 31.0 11.3 4.7 50.6 78.6 86.2 94.6: 13.8 5.4
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 : 307: 107 40 47 131 90 249 166:
Old : 307: 107 40 47 131 90 249 166:
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 : 14.3 62.5 22.9 70.5 13.6 61.6 21.8 69.3
Old : 14.3 62.5 22.9 70.5 13.6 61.6 21.8 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 27,113: 8,445 4,439 453 7,841 17,202 16,739 22,094: 10,374 5,019
Old : 27,113: 8,445 4,439 453 7,841 17,202 16,739 22,094: 10,374 5,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,318: 1,246 577 -38 569 1,108 1,777 1,647: -459 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 16.4 1.7 28.9 63.4 61.7 81.5: 38.3 18.5
Old : 100.0: 31.1 16.4 1.7 28.9 63.4 61.7 81.5: 38.3 18.5
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 : 25: 7 4 2 10 11 18 16:
Old : 25: 7 4 2 10 11 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 57.3 44.2 71.7 27.9 55.6 42.3 67.4
Old : 29.6 57.3 44.2 71.7 27.9 55.6 42.3 67.4
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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 16,914: 4,003 3,832 0 5,137 9,665 9,140 13,497: 7,774 3,417
Old : 16,914: 4,003 3,832 0 5,137 9,665 9,140 13,497: 7,774 3,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 216: 557 -99 0 2 0 559 -99: -343 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 22.7 0.0 30.4 57.1 54.0 79.8: 46.0 20.2
Old : 100.0: 23.7 22.7 0.0 30.4 57.1 54.0 79.8: 46.0 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 2 0 11 12 16 14:
Old : 21: 5 2 0 11 12 16 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 : 32.1 44.7 47.2 62.9 28.7 41.2 42.6 57.5
Old : 32.1 44.7 47.2 62.9 28.7 41.2 42.6 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 22,776: 10,322 13,516 143 8,354 7,167 18,819 20,826: 3,957 1,950
Old : 22,776: 10,322 13,516 143 8,354 7,167 18,819 20,826: 3,957 1,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -16,408: -1,085 -7,568 106 -15,628 -8,942 -16,607 -16,404: 199 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 59.3 0.6 36.7 31.5 82.6 91.4: 17.4 8.6
Old : 100.0: 45.3 59.3 0.6 36.7 31.5 82.6 91.4: 17.4 8.6
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 : 56: 20 16 3 13 6 35 24:
Old : 56: 20 16 3 13 6 35 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 : 38.3 56.4 53.8 73.2 38.3 56.4 53.8 73.0
Old : 38.3 56.4 53.8 73.2 38.3 56.4 53.8 73.0
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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 47,255: 26,552 14,501 548 13,051 29,253 40,151 44,302: 7,103 2,952
Old : 47,255: 26,552 14,501 548 13,051 29,253 40,151 44,302: 7,103 2,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -718: -1,287 -754 126 -366 -119 -1,527 -747: 808 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 30.7 1.2 27.6 61.9 85.0 93.8: 15.0 6.2
Old : 100.0: 56.2 30.7 1.2 27.6 61.9 85.0 93.8: 15.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 34 18 8 21 13 59 35:
Old : 81: 34 18 8 21 13 59 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 61.0 36.8 77.4 23.2 60.6 36.2 77.0
Old : 23.8 61.0 36.8 77.4 23.2 60.6 36.2 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 12,269: 10,273 2,653 0 529 8,369 10,802 11,022: 1,467 1,247
Old : 12,269: 10,273 2,653 0 529 8,369 10,802 11,022: 1,467 1,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 574: 508 265 0 -61 130 447 395: 127 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 21.6 0.0 4.3 68.2 88.0 89.8: 12.0 10.2
Old : 100.0: 83.7 21.6 0.0 4.3 68.2 88.0 89.8: 12.0 10.2
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 : 26: 10 8 0 3 5 13 13:
Old : 26: 10 8 0 3 5 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 : 73.9 70.6 81.7 84.6 73.9 70.6 81.7 84.6
Old : 73.9 70.6 81.7 84.6 73.9 70.6 81.7 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 :16,277,725: 1,114,629 575,335 7,885,908 6,634,524 7,083,484 15,635,060 15,544,726: 642,664 732,998
Old :16,277,725: 1,114,629 575,335 7,885,908 6,634,524 7,083,484 15,635,060 15,544,726: 642,664 732,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 554,675: -34,147 73,467 402,616 198,520 78,515 566,988 554,598: -12,313 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 3.5 48.4 40.8 43.5 96.1 95.5: 3.9 4.5
Old : 100.0: 6.8 3.5 48.4 40.8 43.5 96.1 95.5: 3.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 62 56 90 122 121 236 220:
Old : 255: 62 56 90 122 121 236 220:
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 : 25.0 23.5 38.5 35.6 8.5 9.0 11.8 12.9
Old : 25.0 23.5 38.5 35.6 8.5 9.0 11.8 12.9
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 with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 12,255: 6,901 9,922 1,357 506 90 8,764 11,369: 3,491 886
Old : 12,255: 6,901 9,922 1,357 506 90 8,764 11,369: 3,491 886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 885: 464 605 184 28 0 675 789: 210 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 81.0 11.1 4.1 0.7 71.5 92.8: 28.5 7.2
Old : 100.0: 56.3 81.0 11.1 4.1 0.7 71.5 92.8: 28.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 62 23 18 3 1 73 35:
Old : 90: 62 23 18 3 1 73 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 59.2 28.6 77.5 16.3 56.3 25.3 73.4
Old : 18.5 59.2 28.6 77.5 16.3 56.3 25.3 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 472,287: 62,061 40,931 116,739 293,195 314,265 471,995 471,934: 292 353
Old : 472,287: 62,061 40,931 116,739 293,195 314,265 471,995 471,934: 292 353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 6,326: -864 2,741 8,344 -1,197 -4,825 6,282 6,260: 44 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.7 24.7 62.1 66.5 99.9 99.9: 0.1 0.1
Old : 100.0: 13.1 8.7 24.7 62.1 66.5 99.9 99.9: 0.1 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 : 91: 23 22 30 34 34 74 71:
Old : 91: 23 22 30 34 34 74 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 48.0 67.2 65.7 44.6 32.8 49.4 43.3
Old : 54.8 48.0 67.2 65.7 44.6 32.8 49.4 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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 160,885: 16,695 8,853 26,682 117,368 125,108 160,745 160,643: 140 242
Old : 160,885: 16,695 8,853 26,682 117,368 125,108 160,745 160,643: 140 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -46,347: -941 -2,484 -1,553 -43,926 -42,480 -46,420 -46,517: 73 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 5.5 16.6 73.0 77.8 99.9 99.8: 0.1 0.2
Old : 100.0: 10.4 5.5 16.6 73.0 77.8 99.9 99.8: 0.1 0.2
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 : 75: 23 17 23 23 23 56 54:
Old : 75: 23 17 23 23 23 56 54:
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 : 44.2 49.8 63.0 69.4 41.8 49.2 55.4 59.4
Old : 44.2 49.8 63.0 69.4 41.8 49.2 55.4 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 628,875: 69,625 80,376 73,727 413,549 415,205 556,901 569,308: 71,974 59,567
Old : 628,875: 69,625 80,376 73,727 413,549 415,205 556,901 569,308: 71,974 59,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 12,873: -1,605 451 -3,579 10,634 13,585 5,451 10,457: 7,422 2,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 12.8 11.7 65.8 66.0 88.6 90.5: 11.4 9.5
Old : 100.0: 11.1 12.8 11.7 65.8 66.0 88.6 90.5: 11.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 562: 113 73 91 286 278 434 407:
Old : 562: 113 73 91 286 278 434 407:
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 : 12.1 17.3 21.5 26.3 10.4 16.3 17.9 23.5
Old : 12.1 17.3 21.5 26.3 10.4 16.3 17.9 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 15,262: 1,947 5,704 109 9,617 8,137 11,673 13,950: 3,589 1,312
Old : 15,262: 1,947 5,704 109 9,617 8,137 11,673 13,950: 3,589 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 601: 53 421 -74 -427 -99 -448 248: 1,049 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 37.4 0.7 63.0 53.3 76.5 91.4: 23.5 8.6
Old : 100.0: 12.8 37.4 0.7 63.0 53.3 76.5 91.4: 23.5 8.6
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 : 27: 5 3 1 12 9 17 13:
Old : 27: 5 3 1 12 9 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 : 46.1 73.8 59.0 86.1 46.1 73.8 59.0 86.1
Old : 46.1 73.8 59.0 86.1 46.1 73.8 59.0 86.1
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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 3,012,508: 352,993 387,869 342,461 2,018,002 2,017,488 2,713,456 2,747,818: 299,051 264,689
Old : 3,012,508: 352,993 387,869 342,461 2,018,002 2,017,488 2,713,456 2,747,818: 299,051 264,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 37,935: -10,380 -5,433 -11,218 48,767 40,424 27,169 23,773: 10,766 14,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.9 11.4 67.0 67.0 90.1 91.2: 9.9 8.8
Old : 100.0: 11.7 12.9 11.4 67.0 67.0 90.1 91.2: 9.9 8.8
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 : 561: 113 73 90 284 277 432 405:
Old : 561: 113 73 90 284 277 432 405:
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 : 12.5 17.7 22.1 26.6 10.9 17.0 18.7 24.3
Old : 12.5 17.7 22.1 26.6 10.9 17.0 18.7 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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 25,502: 1,269 319 0 21,080 24,451 22,349 24,770: 3,153 732
Old : 25,502: 1,269 319 0 21,080 24,451 22,349 24,770: 3,153 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -14: 0 83 0 -12 -177 -12 -94: -2 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.3 0.0 82.7 95.9 87.6 97.1: 12.4 2.9
Old : 100.0: 5.0 1.3 0.0 82.7 95.9 87.6 97.1: 12.4 2.9
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 : 24: 2 1 0 14 8 16 9:
Old : 24: 2 1 0 14 8 16 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 : 58.8 87.6 72.9 96.3 58.8 87.6 72.9 96.3
Old : 58.8 87.6 72.9 96.3 58.8 87.6 72.9 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 52,173: 6,706 1,088 374 34,820 47,132 41,900 48,594: 10,273 3,579
Old : 52,173: 6,706 1,088 374 34,820 47,132 41,900 48,594: 10,273 3,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -1,269: 2 -33 20 -1,700 -1,068 -1,678 -1,081: 409 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 2.1 0.7 66.7 90.3 80.3 93.1: 19.7 6.9
Old : 100.0: 12.9 2.1 0.7 66.7 90.3 80.3 93.1: 19.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 11 3 4 40 31 52 37:
Old : 74: 11 3 4 40 31 52 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 : 20.5 45.5 35.3 62.7 20.2 45.1 34.3 61.9
Old : 20.5 45.5 35.3 62.7 20.2 45.1 34.3 61.9
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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 48,157: 14,444 8,636 3,681 22,691 28,482 40,816 40,798: 7,341 7,358
Old : 48,157: 14,444 8,636 3,681 22,691 28,482 40,816 40,798: 7,341 7,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,416: 322 -1,041 704 428 1,496 1,455 1,159: -39 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 17.9 7.6 47.1 59.1 84.8 84.7: 15.2 15.3
Old : 100.0: 30.0 17.9 7.6 47.1 59.1 84.8 84.7: 15.2 15.3
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 : 271: 57 50 33 104 108 175 177:
Old : 271: 57 50 33 104 108 175 177:
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 : 23.0 27.0 32.1 38.5 23.0 26.7 31.0 35.2
Old : 23.0 27.0 32.1 38.5 23.0 26.7 31.0 35.2
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 with Delta-adjusted Options and Futures Combined, January 05, 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 : 240,784: 72,218 43,178 18,403 113,457 142,412 204,078 203,992: 36,706 36,792
Old : 240,784: 72,218 43,178 18,403 113,457 142,412 204,078 203,992: 36,706 36,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 7,078: 1,612 -5,205 3,519 2,142 7,481 7,273 5,795: -195 1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 17.9 7.6 47.1 59.1 84.8 84.7: 15.2 15.3
Old : 100.0: 30.0 17.9 7.6 47.1 59.1 84.8 84.7: 15.2 15.3
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 : 271: 57 50 33 104 108 175 177:
Old : 271: 57 50 33 104 108 175 177:
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 : 23.0 27.0 32.1 38.5 23.0 26.7 31.0 35.2
Old : 23.0 27.0 32.1 38.5 23.0 26.7 31.0 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 162,404: 59,139 63,691 10,550 55,860 69,363 125,548 143,603: 36,856 18,801
Old : 162,404: 59,139 63,691 10,550 55,860 69,363 125,548 143,603: 36,856 18,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 11,265: 5,064 3,406 2,950 2,394 2,272 10,408 8,628: 858 2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 39.2 6.5 34.4 42.7 77.3 88.4: 22.7 11.6
Old : 100.0: 36.4 39.2 6.5 34.4 42.7 77.3 88.4: 22.7 11.6
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 : 92: 29 21 17 30 29 69 57:
Old : 92: 29 21 17 30 29 69 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 : 28.9 45.8 40.2 56.6 28.4 45.6 38.1 55.9
Old : 28.9 45.8 40.2 56.6 28.4 45.6 38.1 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 532,906: 112,931 79,839 6,887 381,293 430,121 501,111 516,847: 31,795 16,059
Old : 532,906: 112,931 79,839 6,887 381,293 430,121 501,111 516,847: 31,795 16,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -6,574: 20,184 -3,092 -564 -16,101 -1,156 3,519 -4,811: -10,093 -1,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 15.0 1.3 71.5 80.7 94.0 97.0: 6.0 3.0
Old : 100.0: 21.2 15.0 1.3 71.5 80.7 94.0 97.0: 6.0 3.0
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 : 358: 68 51 20 176 130 250 195:
Old : 358: 68 51 20 176 130 250 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 23.9 23.4 36.7 13.2 23.3 22.4 35.4
Old : 13.2 23.9 23.4 36.7 13.2 23.3 22.4 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 15,314: 2,214 5,392 9 8,547 6,316 10,770 11,717: 4,544 3,597
Old : 15,314: 2,214 5,392 9 8,547 6,316 10,770 11,717: 4,544 3,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -120: -303 572 -8 -352 -119 -663 445: 543 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 35.2 0.1 55.8 41.2 70.3 76.5: 29.7 23.5
Old : 100.0: 14.5 35.2 0.1 55.8 41.2 70.3 76.5: 29.7 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 7 2 8 5 14 13:
Old : 23: 5 7 2 8 5 14 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 : 48.1 58.1 63.7 72.0 48.1 58.0 63.7 72.0
Old : 48.1 58.1 63.7 72.0 48.1 58.0 63.7 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 45,749: 15,353 1,080 70 23,044 13,116 38,467 14,266: 7,282 31,483
Old : 45,749: 15,353 1,080 70 23,044 13,116 38,467 14,266: 7,282 31,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,937: 1,290 -17 53 787 -2,181 2,130 -2,145: -193 4,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 2.4 0.2 50.4 28.7 84.1 31.2: 15.9 68.8
Old : 100.0: 33.6 2.4 0.2 50.4 28.7 84.1 31.2: 15.9 68.8
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 : 64: 18 4 3 24 23 43 29:
Old : 64: 18 4 3 24 23 43 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 10.0 50.2 17.1 32.6 9.8 48.8 16.1
Old : 32.6 10.0 50.2 17.1 32.6 9.8 48.8 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 154,169: 51,125 380 7,661 95,045 145,829 153,831 153,870: 338 299
Old : 154,169: 51,125 380 7,661 95,045 145,829 153,831 153,870: 338 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 3,082: -97 0 14 3,353 2,813 3,270 2,827: -188 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 0.2 5.0 61.6 94.6 99.8 99.8: 0.2 0.2
Old : 100.0: 33.2 0.2 5.0 61.6 94.6 99.8 99.8: 0.2 0.2
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 : 86: 32 3 7 38 27 72 37:
Old : 86: 32 3 7 38 27 72 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 60.7 50.0 83.6 33.1 55.2 49.2 71.4
Old : 33.1 60.7 50.0 83.6 33.1 55.2 49.2 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 08, 2021