BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,522: 555 497 1,409 8,603 8,865 10,567 10,771: 954 751
Old : 11,522: 555 497 1,409 8,603 8,865 10,567 10,771: 954 751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 840: 17 26 168 612 484 796 678: 43 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.3 12.2 74.7 76.9 91.7 93.5: 8.3 6.5
Old : 100.0: 4.8 4.3 12.2 74.7 76.9 91.7 93.5: 8.3 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 7 4 8 27 28 36 38:
Old : 48: 7 4 8 27 28 36 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 : 36.1 36.9 56.6 55.6 30.8 36.0 44.9 49.3
Old : 36.1 36.9 56.6 55.6 30.8 36.0 44.9 49.3
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,128: 14,776 2,519 13,270 15,990 23,795 44,036 39,583: 4,092 8,544
Old : 48,128: 14,776 2,519 13,270 15,990 23,795 44,036 39,583: 4,092 8,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 387: 36 135 -259 684 645 462 522: -74 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 5.2 27.6 33.2 49.4 91.5 82.2: 8.5 17.8
Old : 100.0: 30.7 5.2 27.6 33.2 49.4 91.5 82.2: 8.5 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 30 6 27 41 45 77 72:
Old : 90: 30 6 27 41 45 77 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 29.9 53.7 43.7 29.4 22.5 38.5 29.3
Old : 38.1 29.9 53.7 43.7 29.4 22.5 38.5 29.3
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,853: 1,089 285 2,784 7,199 8,080 11,072 11,149: 781 704
Old : 11,853: 1,089 285 2,784 7,199 8,080 11,072 11,149: 781 704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 130: 99 -3 -129 118 235 87 102: 42 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 2.4 23.5 60.7 68.2 93.4 94.1: 6.6 5.9
Old : 100.0: 9.2 2.4 23.5 60.7 68.2 93.4 94.1: 6.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 3 8 34 22 42 32:
Old : 45: 7 3 8 34 22 42 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 55.3 50.6 72.2 18.3 40.6 31.4 47.3
Old : 32.6 55.3 50.6 72.2 18.3 40.6 31.4 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,352: 70 2,686 2,559 4,109 1,277 6,737 6,522: 615 831
Old : 7,352: 70 2,686 2,559 4,109 1,277 6,737 6,522: 615 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 284: 30 134 95 97 15 222 244: 62 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 36.5 34.8 55.9 17.4 91.6 88.7: 8.4 11.3
Old : 100.0: 0.9 36.5 34.8 55.9 17.4 91.6 88.7: 8.4 11.3
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 : 30: 3 7 7 20 12 29 20:
Old : 30: 3 7 7 20 12 29 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 61.3 71.2 75.1 36.2 30.9 41.3 39.7
Old : 51.2 61.3 71.2 75.1 36.2 30.9 41.3 39.7
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 251,288: 70,707 18,448 77,147 81,273 118,879 229,127 214,475: 22,160 36,813
Old : 250,384: 70,699 18,462 76,945 81,091 118,573 228,735 213,979: 21,649 36,405
Other: 903: 200 179 10 182 306 392 495: 511 408
: : :
: : Changes in Commitments from: November 17, 2020 :
: 352: 1,030 -581 70 296 469 1,396 -42: -1,044 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 7.3 30.7 32.3 47.3 91.2 85.4: 8.8 14.6
Old : 100.0: 28.2 7.4 30.7 32.4 47.4 91.4 85.5: 8.6 14.5
Other: 100.0: 22.2 19.8 1.1 20.1 33.9 43.4 54.8: 56.6 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 104 62 108 87 91 249 213:
Old : 281: 104 64 108 87 91 249 213:
Other: 25: 5 7 2 4 9 9 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 13.0 26.8 23.3 14.8 10.8 25.0 16.6
Old : 14.9 13.0 26.9 23.3 14.8 10.8 25.1 16.6
Other: 38.3 40.4 43.3 50.1 38.3 40.4 42.2 50.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 326,719: 87,512 26,130 76,661 125,849 173,876 290,022 276,666: 36,698 50,053
Old : 326,719: 87,512 26,130 76,661 125,849 173,876 290,022 276,666: 36,698 50,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 4,448: 1,725 456 245 2,128 3,243 4,099 3,944: 350 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 8.0 23.5 38.5 53.2 88.8 84.7: 11.2 15.3
Old : 100.0: 26.8 8.0 23.5 38.5 53.2 88.8 84.7: 11.2 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 : 383: 112 71 116 155 166 328 304:
Old : 383: 112 71 116 155 166 328 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 17.2 23.7 25.1 15.4 15.7 23.5 22.8
Old : 15.4 17.2 23.7 25.1 15.4 15.7 23.5 22.8
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,247: 801 279 202 1,240 2,259 2,243 2,740: 1,005 507
Old : 3,247: 801 279 202 1,240 2,259 2,243 2,740: 1,005 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 163: 43 45 61 27 82 131 188: 32 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 8.6 6.2 38.2 69.6 69.1 84.4: 30.9 15.6
Old : 100.0: 24.7 8.6 6.2 38.2 69.6 69.1 84.4: 30.9 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 11 6 4 10 15 23 24:
Old : 36: 11 6 4 10 15 23 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 : 36.7 50.5 50.3 64.7 34.7 50.5 46.4 63.8
Old : 36.7 50.5 50.3 64.7 34.7 50.5 46.4 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,716: 13,746 12,583 8,956 13,041 8,891 35,743 30,430: 5,973 11,286
Old : 41,716: 13,746 12,583 8,956 13,041 8,891 35,743 30,430: 5,973 11,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -259: -234 -421 -235 452 727 -17 71: -243 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 30.2 21.5 31.3 21.3 85.7 72.9: 14.3 27.1
Old : 100.0: 33.0 30.2 21.5 31.3 21.3 85.7 72.9: 14.3 27.1
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 : 165: 43 46 52 48 46 124 120:
Old : 165: 43 46 52 48 46 124 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 14.5 33.9 24.2 22.4 13.9 30.8 21.2
Old : 24.0 14.5 33.9 24.2 22.4 13.9 30.8 21.2
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,334: 1,150 10,947 5,721 29,269 18,424 36,140 35,092: 1,195 2,243
Old : 37,334: 1,150 10,947 5,721 29,269 18,424 36,140 35,092: 1,195 2,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 1,144: 17 337 321 808 270 1,145 927: -1 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 29.3 15.3 78.4 49.3 96.8 94.0: 3.2 6.0
Old : 100.0: 3.1 29.3 15.3 78.4 49.3 96.8 94.0: 3.2 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 : 68: 6 15 13 35 40 53 56:
Old : 68: 6 15 13 35 40 53 56:
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 35.7 68.3 56.7 46.1 33.7 63.2 49.2
Old : 47.9 35.7 68.3 56.7 46.1 33.7 63.2 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,449: 6,621 10,504 7 12,101 8,143 18,728 18,654: 1,721 1,796
Old : 20,449: 6,621 10,504 7 12,101 8,143 18,728 18,654: 1,721 1,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -932: 693 -651 0 -1,987 -175 -1,294 -826: 362 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 51.4 0.0 59.2 39.8 91.6 91.2: 8.4 8.8
Old : 100.0: 32.4 51.4 0.0 59.2 39.8 91.6 91.2: 8.4 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 : 44: 17 11 1 12 7 30 18:
Old : 44: 17 11 1 12 7 30 18:
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 : 48.4 77.1 65.8 85.2 48.4 77.1 65.8 85.2
Old : 48.4 77.1 65.8 85.2 48.4 77.1 65.8 85.2
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 149,460: 31,337 49,360 4,872 74,632 78,764 110,841 132,996: 38,619 16,464
Old : 149,460: 31,337 49,360 4,872 74,632 78,764 110,841 132,996: 38,619 16,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 5,218: 6,036 2,403 -815 -1,392 2,844 3,829 4,432: 1,389 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 33.0 3.3 49.9 52.7 74.2 89.0: 25.8 11.0
Old : 100.0: 21.0 33.0 3.3 49.9 52.7 74.2 89.0: 25.8 11.0
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 : 105: 28 26 18 39 31 77 65:
Old : 105: 28 26 18 39 31 77 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 : 23.8 35.8 32.5 50.2 21.0 35.7 29.7 49.8
Old : 23.8 35.8 32.5 50.2 21.0 35.7 29.7 49.8
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,309: 20,216 4,760 1,667 14,530 34,533 36,414 40,961: 16,895 12,348
Old : 53,309: 20,216 4,760 1,667 14,530 34,533 36,414 40,961: 16,895 12,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -315: 206 264 -67 161 300 299 498: -614 -813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 8.9 3.1 27.3 64.8 68.3 76.8: 31.7 23.2
Old : 100.0: 37.9 8.9 3.1 27.3 64.8 68.3 76.8: 31.7 23.2
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 : 42: 13 7 3 16 12 30 21:
Old : 42: 13 7 3 16 12 30 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 : 31.6 54.6 44.9 64.6 31.4 53.8 44.6 61.0
Old : 31.6 54.6 44.9 64.6 31.4 53.8 44.6 61.0
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 137,784: 63,136 38,960 3,414 63,572 92,365 130,121 134,738: 7,663 3,046
Old : 137,784: 63,136 38,960 3,414 63,572 92,365 130,121 134,738: 7,663 3,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 4,656: 3,372 -43 380 320 4,252 4,072 4,588: 584 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 28.3 2.5 46.1 67.0 94.4 97.8: 5.6 2.2
Old : 100.0: 45.8 28.3 2.5 46.1 67.0 94.4 97.8: 5.6 2.2
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 : 146: 66 32 12 27 26 99 64:
Old : 146: 66 32 12 27 26 99 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 50.8 58.1 65.1 46.9 50.8 58.1 65.1
Old : 46.9 50.8 58.1 65.1 46.9 50.8 58.1 65.1
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 176,493: 34,789 46,934 20,251 89,230 82,529 144,271 149,715: 32,221 26,778
Old : 176,493: 34,789 46,934 20,251 89,230 82,529 144,271 149,715: 32,221 26,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 5,165: 5,149 354 955 -3,627 4,180 2,477 5,489: 2,688 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 26.6 11.5 50.6 46.8 81.7 84.8: 18.3 15.2
Old : 100.0: 19.7 26.6 11.5 50.6 46.8 81.7 84.8: 18.3 15.2
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 : 115: 29 29 23 36 44 77 84:
Old : 115: 29 29 23 36 44 77 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 18.2 40.4 30.1 23.3 17.1 33.0 27.2
Old : 25.8 18.2 40.4 30.1 23.3 17.1 33.0 27.2
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 194,321: 52,908 15,803 7,517 100,676 153,762 161,101 177,082: 33,220 17,239
Old : 194,321: 52,908 15,803 7,517 100,676 153,762 161,101 177,082: 33,220 17,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 14,604: 14,023 5,583 -571 1,865 9,899 15,316 14,911: -712 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 8.1 3.9 51.8 79.1 82.9 91.1: 17.1 8.9
Old : 100.0: 27.2 8.1 3.9 51.8 79.1 82.9 91.1: 17.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 41 15 16 44 38 92 62:
Old : 116: 41 15 16 44 38 92 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 : 25.1 60.8 35.9 68.6 24.6 59.9 35.5 66.0
Old : 25.1 60.8 35.9 68.6 24.6 59.9 35.5 66.0
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 694,836: 208,145 67,522 32,614 361,656 554,109 602,416 654,246: 92,420 40,590
Old : 694,836: 208,145 67,522 32,614 361,656 554,109 602,416 654,246: 92,420 40,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 7,870: 3,061 -1,932 2,447 4,428 10,145 9,936 10,660: -2,066 -2,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 9.7 4.7 52.0 79.7 86.7 94.2: 13.3 5.8
Old : 100.0: 30.0 9.7 4.7 52.0 79.7 86.7 94.2: 13.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 104 48 57 133 95 254 183:
Old : 319: 104 48 57 133 95 254 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 62.3 22.0 70.6 12.8 62.0 21.1 69.5
Old : 13.3 62.3 22.0 70.6 12.8 62.0 21.1 69.5
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,758: 6,113 2,648 131 6,796 16,425 13,040 19,204: 11,718 5,554
Old : 24,758: 6,113 2,648 131 6,796 16,425 13,040 19,204: 11,718 5,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 334: 818 -876 2 34 763 854 -111: -520 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 10.7 0.5 27.4 66.3 52.7 77.6: 47.3 22.4
Old : 100.0: 24.7 10.7 0.5 27.4 66.3 52.7 77.6: 47.3 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 2 2 9 9 17 13:
Old : 22: 8 2 2 9 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 : 20.7 59.7 35.3 74.4 20.1 57.8 34.3 70.3
Old : 20.7 59.7 35.3 74.4 20.1 57.8 34.3 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,616: 11,517 29,662 392 29,464 11,089 41,373 41,143: 2,243 2,473
Old : 43,616: 11,517 29,662 392 29,464 11,089 41,373 41,143: 2,243 2,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 533: -922 -3,866 386 1,022 3,855 486 375: 47 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 68.0 0.9 67.6 25.4 94.9 94.3: 5.1 5.7
Old : 100.0: 26.4 68.0 0.9 67.6 25.4 94.9 94.3: 5.1 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 : 56: 19 20 4 12 6 34 28:
Old : 56: 19 20 4 12 6 34 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 : 66.4 69.6 79.4 84.7 66.1 68.2 79.2 83.2
Old : 66.4 69.6 79.4 84.7 66.1 68.2 79.2 83.2
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,803: 32,294 23,896 830 15,744 26,966 48,868 51,691: 5,935 3,111
Old : 54,803: 32,294 23,896 830 15,744 26,966 48,868 51,691: 5,935 3,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 3,993: 2,935 3,478 103 834 676 3,872 4,257: 121 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 43.6 1.5 28.7 49.2 89.2 94.3: 10.8 5.7
Old : 100.0: 58.9 43.6 1.5 28.7 49.2 89.2 94.3: 10.8 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 : 98: 40 23 8 25 15 70 41:
Old : 98: 40 23 8 25 15 70 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 39.8 40.0 62.8 26.9 39.8 39.5 62.4
Old : 27.3 39.8 40.0 62.8 26.9 39.8 39.5 62.4
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,317: 10,295 2,562 1 3,829 11,092 14,125 13,655: 1,192 1,662
Old : 15,317: 10,295 2,562 1 3,829 11,092 14,125 13,655: 1,192 1,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 418: 193 127 0 304 182 497 309: -79 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 16.7 0.0 25.0 72.4 92.2 89.1: 7.8 10.9
Old : 100.0: 67.2 16.7 0.0 25.0 72.4 92.2 89.1: 7.8 10.9
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 : 26: 11 5 1 6 6 18 11:
Old : 26: 11 5 1 6 6 18 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 : 72.1 73.5 84.0 84.6 72.1 73.4 84.0 84.5
Old : 72.1 73.5 84.0 84.6 72.1 73.4 84.0 84.5
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 :18,593,312: 1,202,158 677,045 9,251,864 7,527,994 7,921,232 17,982,016 17,850,141: 611,295 743,171
Old :18,593,312: 1,202,158 677,045 9,251,864 7,527,994 7,921,232 17,982,016 17,850,141: 611,295 743,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 255,379: 58,725 146,255 75,266 121,599 51,200 255,590 272,720: -210 -17,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 3.6 49.8 40.5 42.6 96.7 96.0: 3.3 4.0
Old : 100.0: 6.5 3.6 49.8 40.5 42.6 96.7 96.0: 3.3 4.0
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 : 271: 62 60 97 133 133 253 238:
Old : 271: 62 60 97 133 133 253 238:
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 : 22.6 22.7 36.4 35.8 7.3 8.1 10.5 12.5
Old : 22.6 22.7 36.4 35.8 7.3 8.1 10.5 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 13,972: 8,492 10,950 2,052 205 70 10,749 13,072: 3,224 900
Old : 13,972: 8,492 10,950 2,052 205 70 10,749 13,072: 3,224 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 893: 404 356 432 37 0 873 788: 19 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 78.4 14.7 1.5 0.5 76.9 93.6: 23.1 6.4
Old : 100.0: 60.8 78.4 14.7 1.5 0.5 76.9 93.6: 23.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 81 26 21 2 1 92 39:
Old : 110: 81 26 21 2 1 92 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 60.2 32.0 75.2 18.4 56.5 27.4 68.2
Old : 20.2 60.2 32.0 75.2 18.4 56.5 27.4 68.2
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 463,439: 59,260 40,896 111,717 292,291 310,532 463,267 463,144: 172 295
Old : 463,439: 59,260 40,896 111,717 292,291 310,532 463,267 463,144: 172 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 92,920: -8,946 7,723 36,615 65,248 48,503 92,916 92,841: 3 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 8.8 24.1 63.1 67.0 100.0 99.9: 0.0 0.1
Old : 100.0: 12.8 8.8 24.1 63.1 67.0 100.0 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 : 91: 23 23 33 29 39 71 79:
Old : 91: 23 23 33 29 39 71 79:
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 : 50.7 45.7 65.1 61.7 38.8 34.5 46.3 42.1
Old : 50.7 45.7 65.1 61.7 38.8 34.5 46.3 42.1
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 201,855: 29,189 17,297 31,356 141,232 153,145 201,777 201,798: 78 57
Old : 201,855: 29,189 17,297 31,356 141,232 153,145 201,777 201,798: 78 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 12,439: -119 960 3,352 9,220 8,140 12,453 12,452: -14 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 8.6 15.5 70.0 75.9 100.0 100.0: 0.0 0.0
Old : 100.0: 14.5 8.6 15.5 70.0 75.9 100.0 100.0: 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: 20 24 27 24 31 57 69:
Old : 80: 20 24 27 24 31 57 69:
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 : 59.8 44.6 72.2 64.6 53.2 42.7 62.3 55.9
Old : 59.8 44.6 72.2 64.6 53.2 42.7 62.3 55.9
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 685,529: 73,459 72,730 109,190 419,913 424,615 602,562 606,535: 82,968 78,994
Old : 685,529: 73,459 72,730 109,190 419,913 424,615 602,562 606,535: 82,968 78,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -8,376: -5,831 7,573 -4,940 2,916 -10,776 -7,854 -8,143: -522 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.6 15.9 61.3 61.9 87.9 88.5: 12.1 11.5
Old : 100.0: 10.7 10.6 15.9 61.3 61.9 87.9 88.5: 12.1 11.5
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 : 574: 99 92 102 294 291 445 433:
Old : 574: 99 92 102 294 291 445 433:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 17.9 21.2 27.4 8.6 14.7 14.2 21.3
Old : 12.8 17.9 21.2 27.4 8.6 14.7 14.2 21.3
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,260: 6,139 3,375 3,949 10,109 24,532 20,197 31,855: 20,063 8,405
Old : 40,260: 6,139 3,375 3,949 10,109 24,532 20,197 31,855: 20,063 8,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -24: 606 2,819 -1,058 185 -1,075 -267 687: 244 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.4 9.8 25.1 60.9 50.2 79.1: 49.8 20.9
Old : 100.0: 15.2 8.4 9.8 25.1 60.9 50.2 79.1: 49.8 20.9
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 : 29: 6 8 11 9 12 20 26:
Old : 29: 6 8 11 9 12 20 26:
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 : 30.5 43.3 44.2 61.8 19.7 38.2 27.0 53.7
Old : 30.5 43.3 44.2 61.8 19.7 38.2 27.0 53.7
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,260: 561 531 0 7,088 9,053 7,649 9,584: 2,611 676
Old : 10,260: 561 531 0 7,088 9,053 7,649 9,584: 2,611 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 68: -295 0 0 301 124 6 124: 62 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 5.2 0.0 69.1 88.2 74.6 93.4: 25.4 6.6
Old : 100.0: 5.5 5.2 0.0 69.1 88.2 74.6 93.4: 25.4 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 : 21: 1 1 0 9 12 10 13:
Old : 21: 1 1 0 9 12 10 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 : 48.7 65.1 68.7 82.3 48.7 65.1 67.0 82.3
Old : 48.7 65.1 68.7 82.3 48.7 65.1 67.0 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,543: 2,635 2,486 0 13,217 13,916 15,852 16,402: 3,691 3,141
Old : 19,543: 2,635 2,486 0 13,217 13,916 15,852 16,402: 3,691 3,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -2,144: 19 -405 0 -642 -2,899 -623 -3,304: -1,521 1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 12.7 0.0 67.6 71.2 81.1 83.9: 18.9 16.1
Old : 100.0: 13.5 12.7 0.0 67.6 71.2 81.1 83.9: 18.9 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 5 0 11 13 13 18:
Old : 30: 2 5 0 11 13 13 18:
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 : 54.9 55.5 72.3 70.2 54.9 55.5 72.3 70.2
Old : 54.9 55.5 72.3 70.2 54.9 55.5 72.3 70.2
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,226,345: 370,006 380,185 492,801 2,049,017 2,000,413 2,911,824 2,873,399: 314,521 352,946
Old : 3,226,345: 370,006 380,185 492,801 2,049,017 2,000,413 2,911,824 2,873,399: 314,521 352,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -41,763: -21,413 34,536 -30,176 13,653 -48,509 -37,935 -44,148: -3,828 2,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 11.8 15.3 63.5 62.0 90.3 89.1: 9.7 10.9
Old : 100.0: 11.5 11.8 15.3 63.5 62.0 90.3 89.1: 9.7 10.9
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 : 570: 100 89 99 291 289 440 428:
Old : 570: 100 89 99 291 289 440 428:
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 : 13.1 17.7 21.8 27.8 9.2 14.6 15.1 21.6
Old : 13.1 17.7 21.8 27.8 9.2 14.6 15.1 21.6
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 23,013: 1,157 454 0 19,120 21,392 20,277 21,846: 2,736 1,167
Old : 23,013: 1,157 454 0 19,120 21,392 20,277 21,846: 2,736 1,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 2,716: 0 -238 0 2,623 2,877 2,623 2,639: 93 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 2.0 0.0 83.1 93.0 88.1 94.9: 11.9 5.1
Old : 100.0: 5.0 2.0 0.0 83.1 93.0 88.1 94.9: 11.9 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 0 12 12 14 13:
Old : 27: 2 1 0 12 12 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 : 64.4 63.5 76.6 86.2 64.4 63.5 76.6 86.2
Old : 64.4 63.5 76.6 86.2 64.4 63.5 76.6 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Industrial Ind :
: : :
All : 22,725: 1,056 475 0 19,031 21,531 20,087 22,006: 2,638 719
Old : 22,725: 1,056 475 0 19,031 21,531 20,087 22,006: 2,638 719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.1 0.0 83.7 94.7 88.4 96.8: 11.6 3.2
Old : 100.0: 4.6 2.1 0.0 83.7 94.7 88.4 96.8: 11.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 0 12 9 14 10:
Old : 22: 2 1 0 12 9 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 89.0 81.9 95.5 62.4 89.0 81.7 95.5
Old : 62.7 89.0 81.9 95.5 62.4 89.0 81.7 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 13,488: 942 0 0 9,810 12,918 10,752 12,918: 2,736 570
Old : 13,488: 942 0 0 9,810 12,918 10,752 12,918: 2,736 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 808: -207 0 0 581 1,596 374 1,596: 434 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 72.7 95.8 79.7 95.8: 20.3 4.2
Old : 100.0: 7.0 0.0 0.0 72.7 95.8 79.7 95.8: 20.3 4.2
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 : 23: 2 0 0 10 12 12 12:
Old : 23: 2 0 0 10 12 12 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 : 54.3 60.8 73.7 88.1 54.3 60.8 73.7 88.1
Old : 54.3 60.8 73.7 88.1 54.3 60.8 73.7 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 173,693: 101,966 20,873 14,446 25,687 12,344 142,099 47,663: 31,594 126,031
Old : 173,693: 101,966 20,873 14,446 25,687 12,344 142,099 47,663: 31,594 126,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -11,318: -6,921 817 -3,762 -1,892 -852 -12,575 -3,798: 1,256 -7,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 12.0 8.3 14.8 7.1 81.8 27.4: 18.2 72.6
Old : 100.0: 58.7 12.0 8.3 14.8 7.1 81.8 27.4: 18.2 72.6
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: 9 6 8 5 3 17 14:
Old : 21: 9 6 8 5 3 17 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 : 64.5 15.2 74.7 23.6 61.1 13.9 69.1 17.7
Old : 64.5 15.2 74.7 23.6 61.1 13.9 69.1 17.7
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,874: 6,822 2,387 558 36,126 47,387 43,506 50,332: 10,368 3,542
Old : 53,874: 6,822 2,387 558 36,126 47,387 43,506 50,332: 10,368 3,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 774: -660 251 -3 1,086 458 423 706: 351 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.4 1.0 67.1 88.0 80.8 93.4: 19.2 6.6
Old : 100.0: 12.7 4.4 1.0 67.1 88.0 80.8 93.4: 19.2 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 : 71: 9 7 4 36 29 47 38:
Old : 71: 9 7 4 36 29 47 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 : 25.3 39.6 40.3 58.4 24.9 39.2 39.4 57.5
Old : 25.3 39.6 40.3 58.4 24.9 39.2 39.4 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,109: 13,292 17,351 4,309 27,131 24,821 44,732 46,481: 9,377 7,628
Old : 54,109: 13,292 17,351 4,309 27,131 24,821 44,732 46,481: 9,377 7,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 836: 814 2,010 -1,072 181 -625 -77 313: 913 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 32.1 8.0 50.1 45.9 82.7 85.9: 17.3 14.1
Old : 100.0: 24.6 32.1 8.0 50.1 45.9 82.7 85.9: 17.3 14.1
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 : 296: 62 67 46 107 111 192 202:
Old : 296: 62 67 46 107 111 192 202:
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 18.6 30.6 31.0 21.0 18.4 29.9 27.9
Old : 21.2 18.6 30.6 31.0 21.0 18.4 29.9 27.9
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 270,543: 66,458 86,757 21,545 135,656 124,103 223,659 232,405: 46,884 38,138
Old : 270,543: 66,458 86,757 21,545 135,656 124,103 223,659 232,405: 46,884 38,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 4,180: 4,072 10,050 -5,361 903 -3,124 -387 1,565: 4,566 2,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 32.1 8.0 50.1 45.9 82.7 85.9: 17.3 14.1
Old : 100.0: 24.6 32.1 8.0 50.1 45.9 82.7 85.9: 17.3 14.1
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 : 296: 62 67 46 107 111 192 202:
Old : 296: 62 67 46 107 111 192 202:
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 18.6 30.6 31.0 21.0 18.4 29.9 27.9
Old : 21.2 18.6 30.6 31.0 21.0 18.4 29.9 27.9
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 163,634: 141,010 12,637 6,271 0 4,108 147,281 23,016: 16,353 140,617
Old : 163,634: 141,010 12,637 6,271 0 4,108 147,281 23,016: 16,353 140,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 7.7 3.8 0.0 2.5 90.0 14.1: 10.0 85.9
Old : 100.0: 86.2 7.7 3.8 0.0 2.5 90.0 14.1: 10.0 85.9
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 : 20: 10 9 5 0 1 11 14:
Old : 20: 10 9 5 0 1 11 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 : 87.0 10.7 89.5 13.1 84.9 8.8 85.9 9.9
Old : 87.0 10.7 89.5 13.1 84.9 8.8 85.9 9.9
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 146,178: 49,486 57,034 9,392 57,867 59,733 116,745 126,159: 29,434 20,020
Old : 146,178: 49,486 57,034 9,392 57,867 59,733 116,745 126,159: 29,434 20,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 2,915: 3,611 1,992 595 -688 -842 3,518 1,746: -603 1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 39.0 6.4 39.6 40.9 79.9 86.3: 20.1 13.7
Old : 100.0: 33.9 39.0 6.4 39.6 40.9 79.9 86.3: 20.1 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 26 21 14 33 26 66 54:
Old : 87: 26 21 14 33 26 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 : 33.2 56.3 44.3 64.6 30.7 55.2 40.4 62.8
Old : 33.2 56.3 44.3 64.6 30.7 55.2 40.4 62.8
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 573,883: 132,975 86,529 15,158 397,334 451,337 545,467 553,023: 28,416 20,860
Old : 573,883: 132,975 86,529 15,158 397,334 451,337 545,467 553,023: 28,416 20,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 9,990: 11,303 6,242 2,798 -5,287 -53 8,813 8,987: 1,176 1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 15.1 2.6 69.2 78.6 95.0 96.4: 5.0 3.6
Old : 100.0: 23.2 15.1 2.6 69.2 78.6 95.0 96.4: 5.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 74 52 23 178 139 262 205:
Old : 384: 74 52 23 178 139 262 205:
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 : 13.4 24.0 24.8 37.1 13.4 23.9 22.8 35.7
Old : 13.4 24.0 24.8 37.1 13.4 23.9 22.8 35.7
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 17,695: 0 1,041 206 16,504 15,803 16,710 17,050: 985 645
Old : 17,695: 0 1,041 206 16,504 15,803 16,710 17,050: 985 645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 264: 0 0 0 401 42 401 42: -137 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 1.2 93.3 89.3 94.4 96.4: 5.6 3.6
Old : 100.0: 0.0 5.9 1.2 93.3 89.3 94.4 96.4: 5.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 1 11 9 12 11:
Old : 21: 0 2 1 11 9 12 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 : 73.5 65.8 89.7 88.7 73.5 65.8 89.7 88.7
Old : 73.5 65.8 89.7 88.7 73.5 65.8 89.7 88.7
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,212: 3,220 2,154 765 8,648 12,075 12,633 14,994: 5,579 3,218
Old : 18,212: 3,220 2,154 765 8,648 12,075 12,633 14,994: 5,579 3,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 186: 427 833 -513 203 -29 117 291: 69 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 11.8 4.2 47.5 66.3 69.4 82.3: 30.6 17.7
Old : 100.0: 17.7 11.8 4.2 47.5 66.3 69.4 82.3: 30.6 17.7
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 : 26: 9 3 3 8 6 18 12:
Old : 26: 9 3 3 8 6 18 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 : 38.2 66.4 52.1 78.3 37.5 66.4 49.8 78.1
Old : 38.2 66.4 52.1 78.3 37.5 66.4 49.8 78.1
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,990: 16,357 8,162 786 32,822 31,797 49,965 40,745: 7,025 16,245
Old : 56,990: 16,357 8,162 786 32,822 31,797 49,965 40,745: 7,025 16,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 587: 776 1,090 -491 270 2,434 555 3,033: 32 -2,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 14.3 1.4 57.6 55.8 87.7 71.5: 12.3 28.5
Old : 100.0: 28.7 14.3 1.4 57.6 55.8 87.7 71.5: 12.3 28.5
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 : 78: 19 10 2 23 30 44 41:
Old : 78: 19 10 2 23 30 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 21.9 54.3 34.3 35.1 21.9 53.1 34.3
Old : 35.9 21.9 54.3 34.3 35.1 21.9 53.1 34.3
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, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 211,498: 61,094 442 7,304 142,319 202,025 210,717 209,771: 781 1,727
Old : 211,498: 61,094 442 7,304 142,319 202,025 210,717 209,771: 781 1,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 3,677: 423 225 229 2,472 2,320 3,124 2,774: 553 903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 0.2 3.5 67.3 95.5 99.6 99.2: 0.4 0.8
Old : 100.0: 28.9 0.2 3.5 67.3 95.5 99.6 99.2: 0.4 0.8
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 : 81: 32 4 6 37 28 70 37:
Old : 81: 32 4 6 37 28 70 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 : 35.6 60.2 56.2 81.9 31.9 53.9 51.7 71.3
Old : 35.6 60.2 56.2 81.9 31.9 53.9 51.7 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2020