BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 11,988: 287 962 1,028 9,458 9,205 10,773 11,196: 1,215 792
Old : 11,988: 287 962 1,028 9,458 9,205 10,773 11,196: 1,215 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,130: -162 175 192 909 642 939 1,009: 191 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 8.0 8.6 78.9 76.8 89.9 93.4: 10.1 6.6
Old : 100.0: 2.4 8.0 8.6 78.9 76.8 89.9 93.4: 10.1 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 : 47: 4 6 6 29 26 36 35:
Old : 47: 4 6 6 29 26 36 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 : 38.9 38.6 57.4 56.0 34.2 38.0 45.1 49.8
Old : 38.9 38.6 57.4 56.0 34.2 38.0 45.1 49.8
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 43,405: 14,712 2,957 10,618 14,050 20,425 39,381 34,000: 4,023 9,405
Old : 43,405: 14,712 2,957 10,618 14,050 20,425 39,381 34,000: 4,023 9,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 4,202: 1,300 1,305 1,711 1,297 888 4,308 3,904: -106 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 6.8 24.5 32.4 47.1 90.7 78.3: 9.3 21.7
Old : 100.0: 33.9 6.8 24.5 32.4 47.1 90.7 78.3: 9.3 21.7
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 : 71: 19 12 23 34 32 65 55:
Old : 71: 19 12 23 34 32 65 55:
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 31.0 56.5 45.7 33.8 22.0 43.2 31.0
Old : 39.3 31.0 56.5 45.7 33.8 22.0 43.2 31.0
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 10,451: 260 323 2,042 7,450 7,458 9,751 9,823: 700 629
Old : 10,451: 260 323 2,042 7,450 7,458 9,751 9,823: 700 629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,433: -63 19 317 1,449 1,051 1,703 1,387: -271 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.1 19.5 71.3 71.4 93.3 94.0: 6.7 6.0
Old : 100.0: 2.5 3.1 19.5 71.3 71.4 93.3 94.0: 6.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 3 5 34 25 41 31:
Old : 44: 5 3 5 34 25 41 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 : 27.1 40.8 45.4 60.2 22.0 28.8 32.1 38.6
Old : 27.1 40.8 45.4 60.2 22.0 28.8 32.1 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 262,486: 82,036 30,138 76,222 80,045 120,718 238,303 227,078: 24,184 35,409
Old : 254,022: 81,367 31,271 73,255 77,388 116,416 232,010 220,942: 22,012 33,080
Other: 8,464: 2,849 1,048 786 2,657 4,302 6,292 6,135: 2,172 2,329
: : :
: : Changes in Commitments from: January 19, 2021 :
: 15,662: 4,105 -2,113 6,244 2,076 10,961 12,425 15,092: 3,237 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 11.5 29.0 30.5 46.0 90.8 86.5: 9.2 13.5
Old : 100.0: 32.0 12.3 28.8 30.5 45.8 91.3 87.0: 8.7 13.0
Other: 100.0: 33.7 12.4 9.3 31.4 50.8 74.3 72.5: 25.7 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 105 72 120 83 86 261 219:
Old : 291: 105 78 120 80 85 257 218:
Other: 86: 26 16 18 19 36 54 61:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 12.9 26.6 20.2 16.0 10.9 25.6 16.3
Old : 16.5 13.2 27.3 20.6 16.5 11.2 26.3 16.6
Other: 26.8 22.8 40.6 33.5 23.9 22.8 36.7 33.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 383,564: 116,005 19,884 96,796 133,755 212,598 346,556 329,279: 37,008 54,285
Old : 383,564: 116,005 19,884 96,796 133,755 212,598 346,556 329,279: 37,008 54,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 13,917: 13,931 -13,892 3,446 -3,972 22,337 13,404 11,890: 512 2,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.2 25.2 34.9 55.4 90.4 85.8: 9.6 14.2
Old : 100.0: 30.2 5.2 25.2 34.9 55.4 90.4 85.8: 9.6 14.2
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 : 415: 129 69 132 156 184 352 334:
Old : 415: 129 69 132 156 184 352 334:
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 : 16.3 18.3 25.1 26.3 16.3 16.5 24.7 23.3
Old : 16.3 18.3 25.1 26.3 16.3 16.5 24.7 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 2,978: 867 228 170 939 2,043 1,976 2,440: 1,003 538
Old : 2,978: 867 228 170 939 2,043 1,976 2,440: 1,003 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 28: -101 -3 -19 211 31 92 10: -63 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.7 5.7 31.5 68.6 66.3 81.9: 33.7 18.1
Old : 100.0: 29.1 7.7 5.7 31.5 68.6 66.3 81.9: 33.7 18.1
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 : 37: 12 5 3 11 16 24 23:
Old : 37: 12 5 3 11 16 24 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 : 32.5 46.8 43.7 61.7 31.6 46.8 41.8 61.5
Old : 32.5 46.8 43.7 61.7 31.6 46.8 41.8 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 47,567: 16,160 10,579 10,822 13,879 9,272 40,861 30,673: 6,706 16,894
Old : 47,567: 16,160 10,579 10,822 13,879 9,272 40,861 30,673: 6,706 16,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 307: 1,790 -1,355 364 -1,130 -201 1,024 -1,192: -717 1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 22.2 22.8 29.2 19.5 85.9 64.5: 14.1 35.5
Old : 100.0: 34.0 22.2 22.8 29.2 19.5 85.9 64.5: 14.1 35.5
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 : 187: 54 43 58 56 62 145 137:
Old : 187: 54 43 58 56 62 145 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 17.2 31.6 25.2 19.4 13.7 27.9 17.9
Old : 21.0 17.2 31.6 25.2 19.4 13.7 27.9 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 37,061: 985 14,128 5,460 29,515 15,792 35,960 35,381: 1,101 1,680
Old : 37,061: 985 14,128 5,460 29,515 15,792 35,960 35,381: 1,101 1,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 3,119: 162 2,529 382 2,572 208 3,116 3,119: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 38.1 14.7 79.6 42.6 97.0 95.5: 3.0 4.5
Old : 100.0: 2.7 38.1 14.7 79.6 42.6 97.0 95.5: 3.0 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 : 67: 6 15 12 34 39 51 55:
Old : 67: 6 15 12 34 39 51 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 40.8 69.5 59.0 47.4 36.0 67.0 52.5
Old : 47.9 40.8 69.5 59.0 47.4 36.0 67.0 52.5
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 with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 25,115: 6,492 6,959 17 16,734 16,385 23,243 23,362: 1,872 1,753
Old : 25,115: 6,492 6,959 17 16,734 16,385 23,243 23,362: 1,872 1,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,358: -472 890 7 1,821 139 1,356 1,036: 2 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 27.7 0.1 66.6 65.2 92.5 93.0: 7.5 7.0
Old : 100.0: 25.8 27.7 0.1 66.6 65.2 92.5 93.0: 7.5 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 13 11 1 10 8 24 19:
Old : 40: 13 11 1 10 8 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 58.5 76.4 83.4 58.1 58.4 76.4 83.2
Old : 58.1 58.5 76.4 83.4 58.1 58.4 76.4 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 179,267: 51,757 39,748 7,262 75,229 114,777 134,248 161,787: 45,019 17,480
Old : 179,267: 51,757 39,748 7,262 75,229 114,777 134,248 161,787: 45,019 17,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 15,347: 10,108 6,441 -787 1,421 10,255 10,741 15,909: 4,606 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 22.2 4.1 42.0 64.0 74.9 90.2: 25.1 9.8
Old : 100.0: 28.9 22.2 4.1 42.0 64.0 74.9 90.2: 25.1 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 : 112: 32 25 16 39 33 80 65:
Old : 112: 32 25 16 39 33 80 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 : 20.1 44.2 30.3 56.0 19.7 44.0 28.6 55.5
Old : 20.1 44.2 30.3 56.0 19.7 44.0 28.6 55.5
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 with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 50,072: 17,638 7,505 680 8,978 29,615 27,296 37,800: 22,776 12,272
Old : 50,072: 17,638 7,505 680 8,978 29,615 27,296 37,800: 22,776 12,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 39: -68 -854 213 -629 588 -484 -53: 522 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 15.0 1.4 17.9 59.1 54.5 75.5: 45.5 24.5
Old : 100.0: 35.2 15.0 1.4 17.9 59.1 54.5 75.5: 45.5 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 9 3 14 13 30 23:
Old : 44: 14 9 3 14 13 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 44.7 33.9 56.2 25.0 44.1 33.8 54.8
Old : 25.0 44.7 33.9 56.2 25.0 44.1 33.8 54.8
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 151,394: 58,266 58,831 1,524 83,982 88,136 143,772 148,492: 7,622 2,902
Old : 151,394: 58,266 58,831 1,524 83,982 88,136 143,772 148,492: 7,622 2,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 4,929: 5,426 -1,317 -1,244 1,012 7,459 5,194 4,897: -265 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 38.9 1.0 55.5 58.2 95.0 98.1: 5.0 1.9
Old : 100.0: 38.5 38.9 1.0 55.5 58.2 95.0 98.1: 5.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 75 30 11 30 30 110 66:
Old : 155: 75 30 11 30 30 110 66:
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 : 48.6 51.4 61.7 68.9 48.6 51.4 61.7 68.9
Old : 48.6 51.4 61.7 68.9 48.6 51.4 61.7 68.9
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 174,467: 49,677 38,805 13,505 72,877 94,679 136,059 146,989: 38,408 27,478
Old : 174,467: 49,677 38,805 13,505 72,877 94,679 136,059 146,989: 38,408 27,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 10,246: 2,483 6,451 1,527 2,135 -770 6,146 7,209: 4,100 3,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 22.2 7.7 41.8 54.3 78.0 84.3: 22.0 15.7
Old : 100.0: 28.5 22.2 7.7 41.8 54.3 78.0 84.3: 22.0 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 : 107: 29 27 19 35 41 76 75:
Old : 107: 29 27 19 35 41 76 75:
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 : 22.5 24.3 35.8 37.9 22.1 23.1 32.6 36.2
Old : 22.5 24.3 35.8 37.9 22.1 23.1 32.6 36.2
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 202,066: 63,001 17,226 5,193 99,220 161,877 167,414 184,296: 34,652 17,769
Old : 202,066: 63,001 17,226 5,193 99,220 161,877 167,414 184,296: 34,652 17,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 938: -783 3,748 -1,265 640 -2,222 -1,408 261: 2,347 678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 8.5 2.6 49.1 80.1 82.9 91.2: 17.1 8.8
Old : 100.0: 31.2 8.5 2.6 49.1 80.1 82.9 91.2: 17.1 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 : 113: 38 17 13 46 36 93 57:
Old : 113: 38 17 13 46 36 93 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 : 28.1 64.2 42.7 74.3 28.1 64.2 42.7 72.9
Old : 28.1 64.2 42.7 74.3 28.1 64.2 42.7 72.9
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 726,169: 240,138 76,317 30,509 355,082 576,709 625,729 683,535: 100,440 42,634
Old : 726,169: 240,138 76,317 30,509 355,082 576,709 625,729 683,535: 100,440 42,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 3,737: 3,275 -1,217 2,177 1,254 1,781 6,706 2,741: -2,969 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 10.5 4.2 48.9 79.4 86.2 94.1: 13.8 5.9
Old : 100.0: 33.1 10.5 4.2 48.9 79.4 86.2 94.1: 13.8 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 : 306: 109 40 47 130 92 251 167:
Old : 306: 109 40 47 130 92 251 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 63.5 22.1 71.6 13.1 62.8 21.2 70.7
Old : 13.8 63.5 22.1 71.6 13.1 62.8 21.2 70.7
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 24,433: 5,802 1,641 510 7,754 16,917 14,066 19,068: 10,367 5,365
Old : 24,433: 5,802 1,641 510 7,754 16,917 14,066 19,068: 10,367 5,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -1,967: -2,170 -1,948 74 28 -2 -2,068 -1,876: 101 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 6.7 2.1 31.7 69.2 57.6 78.0: 42.4 22.0
Old : 100.0: 23.7 6.7 2.1 31.7 69.2 57.6 78.0: 42.4 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 1 1 10 9 17 11:
Old : 21: 7 1 1 10 9 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 57.9 37.8 75.2 20.3 55.9 35.5 68.0
Old : 22.4 57.9 37.8 75.2 20.3 55.9 35.5 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 39,038: 13,916 22,246 378 20,914 14,180 35,208 36,804: 3,830 2,234
Old : 39,038: 13,916 22,246 378 20,914 14,180 35,208 36,804: 3,830 2,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 11,857: 938 2,123 296 10,384 9,250 11,618 11,669: 239 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 57.0 1.0 53.6 36.3 90.2 94.3: 9.8 5.7
Old : 100.0: 35.6 57.0 1.0 53.6 36.3 90.2 94.3: 9.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 22 20 5 16 10 40 34:
Old : 65: 22 20 5 16 10 40 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 67.6 63.1 81.6 29.4 49.8 41.7 60.4
Old : 47.0 67.6 63.1 81.6 29.4 49.8 41.7 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 46,826: 28,177 13,411 261 11,733 29,863 40,171 43,534: 6,655 3,291
Old : 46,826: 28,177 13,411 261 11,733 29,863 40,171 43,534: 6,655 3,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 563: 180 1,400 -796 1,258 -336 642 268: -79 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 28.6 0.6 25.1 63.8 85.8 93.0: 14.2 7.0
Old : 100.0: 60.2 28.6 0.6 25.1 63.8 85.8 93.0: 14.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 42 20 6 23 12 67 36:
Old : 92: 42 20 6 23 12 67 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 62.3 32.7 77.8 19.4 62.0 32.7 77.5
Old : 19.4 62.3 32.7 77.8 19.4 62.0 32.7 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 11,229: 8,021 2,971 0 1,841 6,709 9,862 9,680: 1,367 1,549
Old : 11,229: 8,021 2,971 0 1,841 6,709 9,862 9,680: 1,367 1,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 703: 505 738 0 287 -155 792 583: -89 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 26.5 0.0 16.4 59.7 87.8 86.2: 12.2 13.8
Old : 100.0: 71.4 26.5 0.0 16.4 59.7 87.8 86.2: 12.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 11 9 0 4 4 15 13:
Old : 28: 11 9 0 4 4 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 72.9 76.7 80.4 59.2 72.9 76.7 80.4
Old : 59.2 72.9 76.7 80.4 59.2 72.9 76.7 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :18,590,577: 1,187,135 739,981 9,157,978 7,642,955 7,932,830 17,988,068 17,830,788: 602,509 759,788
Old :18,590,577: 1,187,135 739,981 9,157,978 7,642,955 7,932,830 17,988,068 17,830,788: 602,509 759,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 850,498: 10,104 77,594 505,986 324,177 273,478 840,267 857,058: 10,231 -6,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.0 49.3 41.1 42.7 96.8 95.9: 3.2 4.1
Old : 100.0: 6.4 4.0 49.3 41.1 42.7 96.8 95.9: 3.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 60 66 96 128 132 246 242:
Old : 272: 60 66 96 128 132 246 242:
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 25.3 39.9 37.6 9.9 9.3 12.8 13.2
Old : 25.6 25.3 39.9 37.6 9.9 9.3 12.8 13.2
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 11,742: 6,206 9,032 1,771 457 96 8,433 10,898: 3,309 844
Old : 11,742: 6,206 9,032 1,771 457 96 8,433 10,898: 3,309 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -1,313: -1,163 -1,507 203 21 6 -940 -1,299: -373 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 76.9 15.1 3.9 0.8 71.8 92.8: 28.2 7.2
Old : 100.0: 52.9 76.9 15.1 3.9 0.8 71.8 92.8: 28.2 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 : 93: 64 23 25 2 2 75 44:
Old : 93: 64 23 25 2 2 75 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 51.5 29.8 74.0 17.2 49.4 25.2 69.9
Old : 19.3 51.5 29.8 74.0 17.2 49.4 25.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 477,647: 60,171 40,181 120,663 296,668 316,516 477,502 477,360: 145 287
Old : 477,647: 60,171 40,181 120,663 296,668 316,516 477,502 477,360: 145 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -2,929: -7,439 3,173 -3,026 7,616 -3,104 -2,849 -2,957: -80 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.4 25.3 62.1 66.3 100.0 99.9: 0.0 0.1
Old : 100.0: 12.6 8.4 25.3 62.1 66.3 100.0 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 : 93: 26 26 35 31 33 76 76:
Old : 93: 26 26 35 31 33 76 76:
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 : 51.3 47.6 64.4 65.7 41.5 33.8 47.5 43.0
Old : 51.3 47.6 64.4 65.7 41.5 33.8 47.5 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 235,513: 58,459 26,642 32,229 144,756 176,534 235,444 235,405: 69 108
Old : 235,513: 58,459 26,642 32,229 144,756 176,534 235,444 235,405: 69 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 42,049: 17,872 12,651 3,477 20,682 25,931 42,031 42,059: 18 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 11.3 13.7 61.5 75.0 100.0 100.0: 0.0 0.0
Old : 100.0: 24.8 11.3 13.7 61.5 75.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 18 26 25 27 28 62 62:
Old : 80: 18 26 25 27 28 62 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 41.2 57.6 60.2 32.3 38.3 46.6 49.6
Old : 40.7 41.2 57.6 60.2 32.3 38.3 46.6 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 658,831: 79,138 81,377 85,132 427,634 430,126 591,903 596,635: 66,928 62,196
Old : 658,831: 79,138 81,377 85,132 427,634 430,126 591,903 596,635: 66,928 62,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 17,397: 990 4,837 8,045 13,485 6,414 22,520 19,296: -5,123 -1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.4 12.9 64.9 65.3 89.8 90.6: 10.2 9.4
Old : 100.0: 12.0 12.4 12.9 64.9 65.3 89.8 90.6: 10.2 9.4
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 : 576: 116 80 104 287 278 450 416:
Old : 576: 116 80 104 287 278 450 416:
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 : 11.3 16.9 20.2 26.3 9.5 15.4 16.0 22.6
Old : 11.3 16.9 20.2 26.3 9.5 15.4 16.0 22.6
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 with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 30,662: 3,606 796 3,871 17,230 17,412 24,707 22,079: 5,955 8,583
Old : 30,662: 3,606 796 3,871 17,230 17,412 24,707 22,079: 5,955 8,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 2,140: 196 -528 451 8,997 1,073 9,645 995: -7,505 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.6 12.6 56.2 56.8 80.6 72.0: 19.4 28.0
Old : 100.0: 11.8 2.6 12.6 56.2 56.8 80.6 72.0: 19.4 28.0
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 : 23: 6 7 11 9 9 21 21:
Old : 23: 6 7 11 9 9 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 58.9 71.1 67.5 39.4 38.4 46.5 39.7
Old : 55.7 58.9 71.1 67.5 39.4 38.4 46.5 39.7
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 with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 11,186: 0 1,010 0 9,366 9,328 9,366 10,338: 1,820 848
Old : 11,186: 0 1,010 0 9,366 9,328 9,366 10,338: 1,820 848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -1,476: -741 43 -35 -912 -1,452 -1,688 -1,444: 212 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 0.0 83.7 83.4 83.7 92.4: 16.3 7.6
Old : 100.0: 0.0 9.0 0.0 83.7 83.4 83.7 92.4: 16.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 0 9 10 9 13:
Old : 21: 0 3 0 9 10 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 61.9 81.7 79.8 67.6 59.1 79.2 76.0
Old : 67.8 61.9 81.7 79.8 67.6 59.1 79.2 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 19,284: 2,481 5,368 0 14,541 12,698 17,022 18,066: 2,262 1,218
Old : 19,284: 2,481 5,368 0 14,541 12,698 17,022 18,066: 2,262 1,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 222: 108 -377 0 107 556 215 179: 7 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 27.8 0.0 75.4 65.8 88.3 93.7: 11.7 6.3
Old : 100.0: 12.9 27.8 0.0 75.4 65.8 88.3 93.7: 11.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 3 0 17 11 22 14:
Old : 33: 5 3 0 17 11 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 74.9 62.5 86.9 49.9 74.9 62.4 86.9
Old : 49.9 74.9 62.5 86.9 49.9 74.9 62.4 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,140,845: 393,811 419,061 390,150 2,052,020 2,063,568 2,835,981 2,872,779: 304,864 268,065
Old : 3,140,845: 393,811 419,061 390,150 2,052,020 2,063,568 2,835,981 2,872,779: 304,864 268,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 76,285: 6,787 29,645 35,152 22,437 26,707 64,376 91,504: 11,909 -15,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 13.3 12.4 65.3 65.7 90.3 91.5: 9.7 8.5
Old : 100.0: 12.5 13.3 12.4 65.3 65.7 90.3 91.5: 9.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 117 77 100 285 277 445 412:
Old : 573: 117 77 100 285 277 445 412:
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 : 11.7 16.8 20.7 25.3 9.8 14.4 16.6 22.0
Old : 11.7 16.8 20.7 25.3 9.8 14.4 16.6 22.0
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 41,344: 17,756 0 0 20,011 39,971 37,767 39,971: 3,577 1,373
Old : 41,344: 17,756 0 0 20,011 39,971 37,767 39,971: 3,577 1,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -3,729: -169 -1,546 0 -3,733 -2,855 -3,902 -4,401: 173 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 0.0 0.0 48.4 96.7 91.3 96.7: 8.7 3.3
Old : 100.0: 42.9 0.0 0.0 48.4 96.7 91.3 96.7: 8.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 0 0 18 12 22 12:
Old : 33: 4 0 0 18 12 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 71.8 78.0 93.1 64.8 71.8 78.0 93.1
Old : 64.8 71.8 78.0 93.1 64.8 71.8 78.0 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 53,285: 7,498 2,321 369 35,817 47,819 43,684 50,509: 9,601 2,776
Old : 53,285: 7,498 2,321 369 35,817 47,819 43,684 50,509: 9,601 2,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -702: -68 864 4 -1,031 -1,021 -1,095 -153: 393 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.4 0.7 67.2 89.7 82.0 94.8: 18.0 5.2
Old : 100.0: 14.1 4.4 0.7 67.2 89.7 82.0 94.8: 18.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 13 5 4 41 29 54 38:
Old : 78: 13 5 4 41 29 54 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 45.3 34.8 60.6 20.3 44.9 34.1 59.9
Old : 20.3 45.3 34.8 60.6 20.3 44.9 34.1 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 53,432: 17,474 8,798 6,216 22,146 29,366 45,837 44,380: 7,596 9,052
Old : 53,432: 17,474 8,798 6,216 22,146 29,366 45,837 44,380: 7,596 9,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,975: 342 -1,181 2,354 -1,214 382 1,482 1,555: 493 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 16.5 11.6 41.4 55.0 85.8 83.1: 14.2 16.9
Old : 100.0: 32.7 16.5 11.6 41.4 55.0 85.8 83.1: 14.2 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 59 59 43 100 108 182 188:
Old : 279: 59 59 43 100 108 182 188:
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 : 21.2 25.4 32.2 36.6 20.5 21.3 28.5 29.4
Old : 21.2 25.4 32.2 36.6 20.5 21.3 28.5 29.4
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 267,162: 87,372 43,989 31,082 110,729 146,830 229,183 221,902: 37,979 45,260
Old : 267,162: 87,372 43,989 31,082 110,729 146,830 229,183 221,902: 37,979 45,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 9,875: 1,709 -5,904 11,770 -6,072 1,909 7,408 7,775: 2,467 2,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 16.5 11.6 41.4 55.0 85.8 83.1: 14.2 16.9
Old : 100.0: 32.7 16.5 11.6 41.4 55.0 85.8 83.1: 14.2 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 59 59 43 100 108 182 188:
Old : 279: 59 59 43 100 108 182 188:
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 : 21.2 25.4 32.2 36.6 20.5 21.3 28.5 29.4
Old : 21.2 25.4 32.2 36.6 20.5 21.3 28.5 29.4
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 with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX x $2) :
: : :
All : 85,761: 54,154 54,760 1,353 564 3,704 56,071 59,817: 29,689 25,944
Old : 85,761: 54,154 54,760 1,353 564 3,704 56,071 59,817: 29,689 25,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 63.9 1.6 0.7 4.3 65.4 69.7: 34.6 30.3
Old : 100.0: 63.1 63.9 1.6 0.7 4.3 65.4 69.7: 34.6 30.3
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 : 21: 9 8 6 2 2 12 15:
Old : 21: 9 8 6 2 2 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 63.4 64.6 67.4 61.5 63.4 63.1 67.3
Old : 63.0 63.4 64.6 67.4 61.5 63.4 63.1 67.3
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 156,524: 57,235 57,297 7,464 55,435 72,938 120,134 137,700: 36,390 18,825
Old : 156,524: 57,235 57,297 7,464 55,435 72,938 120,134 137,700: 36,390 18,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 238: -2,290 1,315 531 1,378 -2,890 -381 -1,044: 619 1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 36.6 4.8 35.4 46.6 76.8 88.0: 23.2 12.0
Old : 100.0: 36.6 36.6 4.8 35.4 46.6 76.8 88.0: 23.2 12.0
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 : 89: 31 18 14 29 28 66 54:
Old : 89: 31 18 14 29 28 66 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 : 30.6 49.9 39.2 59.6 29.2 49.6 36.6 58.7
Old : 30.6 49.9 39.2 59.6 29.2 49.6 36.6 58.7
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 568,210: 91,552 95,734 12,721 432,297 437,799 536,570 546,254: 31,640 21,956
Old : 568,210: 91,552 95,734 12,721 432,297 437,799 536,570 546,254: 31,640 21,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 4,071: 4,277 9,223 2,384 -1,467 -8,527 5,193 3,080: -1,122 992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 16.8 2.2 76.1 77.0 94.4 96.1: 5.6 3.9
Old : 100.0: 16.1 16.8 2.2 76.1 77.0 94.4 96.1: 5.6 3.9
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 : 357: 67 50 24 176 127 251 193:
Old : 357: 67 50 24 176 127 251 193:
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 : 13.9 26.1 24.2 39.2 13.9 26.1 23.3 38.4
Old : 13.9 26.1 24.2 39.2 13.9 26.1 23.3 38.4
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 with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 15,761: 185 427 72 14,316 14,708 14,573 15,207: 1,188 554
Old : 15,761: 185 427 72 14,316 14,708 14,573 15,207: 1,188 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 358: -31 221 36 393 38 398 295: -40 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.7 0.5 90.8 93.3 92.5 96.5: 7.5 3.5
Old : 100.0: 1.2 2.7 0.5 90.8 93.3 92.5 96.5: 7.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 10 10 11 12:
Old : 22: 1 1 1 10 10 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 76.3 87.8 90.5 65.6 76.3 87.8 90.5
Old : 65.6 76.3 87.8 90.5 65.6 76.3 87.8 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 47,604: 15,900 2,850 0 24,250 14,828 40,150 17,678: 7,454 29,926
Old : 47,604: 15,900 2,850 0 24,250 14,828 40,150 17,678: 7,454 29,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -842: -4,253 239 -38 3,124 -1,319 -1,167 -1,118: 325 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 6.0 0.0 50.9 31.1 84.3 37.1: 15.7 62.9
Old : 100.0: 33.4 6.0 0.0 50.9 31.1 84.3 37.1: 15.7 62.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 12 5 0 18 23 30 28:
Old : 54: 12 5 0 18 23 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 12.6 56.3 20.5 38.3 12.6 55.3 19.7
Old : 38.3 12.6 56.3 20.5 38.3 12.6 55.3 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 171,132: 49,612 400 7,673 113,587 163,020 170,872 171,093: 260 39
Old : 171,132: 49,612 400 7,673 113,587 163,020 170,872 171,093: 260 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -796: -1,191 20 -16 424 -801 -783 -797: -13 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 0.2 4.5 66.4 95.3 99.8 100.0: 0.2 0.0
Old : 100.0: 29.0 0.2 4.5 66.4 95.3 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 30 3 9 38 27 70 39:
Old : 84: 30 3 9 38 27 70 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 65.8 53.8 83.5 33.5 57.9 51.6 70.4
Old : 33.5 65.8 53.8 83.5 33.5 57.9 51.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2021