BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 17, 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 : 8,042: 388 503 421 6,424 6,648 7,233 7,572: 809 470
Old : 8,042: 388 503 421 6,424 6,648 7,233 7,572: 809 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 310: 15 12 -25 529 262 519 249: -209 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.3 5.2 79.9 82.7 89.9 94.2: 10.1 5.8
Old : 100.0: 4.8 6.3 5.2 79.9 82.7 89.9 94.2: 10.1 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 : 43: 4 6 7 20 24 27 34:
Old : 43: 4 6 7 20 24 27 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 : 43.2 49.5 63.1 67.9 41.4 49.4 59.3 65.1
Old : 43.2 49.5 63.1 67.9 41.4 49.4 59.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 17, 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 : 23,141: 11,953 3,202 950 7,881 14,046 20,784 18,198: 2,357 4,943
Old : 23,141: 11,953 3,202 950 7,881 14,046 20,784 18,198: 2,357 4,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,606: 857 179 -9 678 1,029 1,526 1,199: 80 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 13.8 4.1 34.1 60.7 89.8 78.6: 10.2 21.4
Old : 100.0: 51.7 13.8 4.1 34.1 60.7 89.8 78.6: 10.2 21.4
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 : 80: 19 12 13 26 38 55 53:
Old : 80: 19 12 13 26 38 55 53:
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 : 49.4 32.9 64.9 45.5 49.2 32.3 64.2 43.6
Old : 49.4 32.9 64.9 45.5 49.2 32.3 64.2 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, November 17, 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 : 6,685: 719 1,571 159 5,249 4,387 6,127 6,117: 558 568
Old : 6,685: 719 1,571 159 5,249 4,387 6,127 6,117: 558 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 245: 71 241 -30 133 88 174 299: 71 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 23.5 2.4 78.5 65.6 91.7 91.5: 8.3 8.5
Old : 100.0: 10.8 23.5 2.4 78.5 65.6 91.7 91.5: 8.3 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 : 43: 4 6 6 29 22 36 31:
Old : 43: 4 6 6 29 22 36 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 : 33.9 45.2 55.6 66.4 29.0 43.7 50.4 61.5
Old : 33.9 45.2 55.6 66.4 29.0 43.7 50.4 61.5
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 - Futures Only, November 17, 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 : 3,616: 40 2,430 80 3,204 731 3,324 3,241: 292 375
Old : 3,616: 40 2,430 80 3,204 731 3,324 3,241: 292 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -7: 5 67 -22 0 0 -17 45: 10 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 67.2 2.2 88.6 20.2 91.9 89.6: 8.1 10.4
Old : 100.0: 1.1 67.2 2.2 88.6 20.2 91.9 89.6: 8.1 10.4
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 : 21: 1 7 5 12 6 18 13:
Old : 21: 1 7 5 12 6 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 66.7 85.5 84.4 73.6 62.4 80.6 75.5
Old : 73.9 66.7 85.5 84.4 73.6 62.4 80.6 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, November 17, 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 : 202,405: 69,684 32,802 39,474 73,390 100,927 182,548 173,203: 19,857 29,202
Old : 201,612: 69,694 32,783 39,333 73,228 100,667 182,255 172,783: 19,357 28,829
Other: 793: 128 157 3 162 260 293 420: 500 373
: : :
: : Changes in Commitments from: November 10, 2020 :
: -3,530: -59 -2,704 -353 -2,228 -695 -2,640 -3,752: -890 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 16.2 19.5 36.3 49.9 90.2 85.6: 9.8 14.4
Old : 100.0: 34.6 16.3 19.5 36.3 49.9 90.4 85.7: 9.6 14.3
Other: 100.0: 16.1 19.8 0.4 20.4 32.8 36.9 53.0: 63.1 47.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 83 67 92 59 80 203 198:
Old : 266: 84 68 92 58 80 202 198:
Other: 21: 4 5 1 4 8 8 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 15.2 32.9 24.0 18.6 13.5 31.4 20.5
Old : 18.7 15.2 33.0 24.0 18.7 13.6 31.5 20.6
Other: 33.8 38.1 36.9 49.7 33.8 38.1 36.6 49.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 17, 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 : 274,607: 85,280 42,393 43,413 114,266 149,179 242,959 234,985: 31,648 39,622
Old : 274,607: 85,280 42,393 43,413 114,266 149,179 242,959 234,985: 31,648 39,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,670: 4,644 -3,845 -1,130 -1,302 4,873 2,212 -102: -542 1,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 15.4 15.8 41.6 54.3 88.5 85.6: 11.5 14.4
Old : 100.0: 31.1 15.4 15.8 41.6 54.3 88.5 85.6: 11.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 103 77 100 112 134 269 270:
Old : 360: 103 77 100 112 134 269 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 18.4 27.9 26.3 18.2 16.9 27.8 24.7
Old : 18.2 18.4 27.9 26.3 18.2 16.9 27.8 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 17, 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 : 2,906: 758 322 33 1,196 2,065 1,987 2,420: 919 486
Old : 2,906: 758 322 33 1,196 2,065 1,987 2,420: 919 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 183: 156 38 -2 55 122 209 158: -26 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.1 1.1 41.2 71.1 68.4 83.3: 31.6 16.7
Old : 100.0: 26.1 11.1 1.1 41.2 71.1 68.4 83.3: 31.6 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 11 5 1 9 11 20 17:
Old : 33: 11 5 1 9 11 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 54.8 52.3 68.7 40.1 54.8 51.2 68.7
Old : 41.3 54.8 52.3 68.7 40.1 54.8 51.2 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 17, 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 : 36,456: 13,974 14,669 5,081 12,109 7,206 31,164 26,956: 5,292 9,500
Old : 36,456: 13,974 14,669 5,081 12,109 7,206 31,164 26,956: 5,292 9,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 576: 37 -784 -430 1,012 1,134 619 -80: -43 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 40.2 13.9 33.2 19.8 85.5 73.9: 14.5 26.1
Old : 100.0: 38.3 40.2 13.9 33.2 19.8 85.5 73.9: 14.5 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 34 49 37 40 37 98 105:
Old : 147: 34 49 37 40 37 98 105:
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 : 27.4 15.8 38.8 26.6 25.7 15.6 34.8 23.2
Old : 27.4 15.8 38.8 26.6 25.7 15.6 34.8 23.2
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 - Futures Only, November 17, 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 : 23,270: 1,236 8,763 784 20,637 13,093 22,657 22,640: 613 630
Old : 23,270: 1,236 8,763 784 20,637 13,093 22,657 22,640: 613 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,342: -54 1,183 3 1,358 107 1,307 1,293: 35 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 37.7 3.4 88.7 56.3 97.4 97.3: 2.6 2.7
Old : 100.0: 5.3 37.7 3.4 88.7 56.3 97.4 97.3: 2.6 2.7
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 : 58: 9 11 6 22 29 36 41:
Old : 58: 9 11 6 22 29 36 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 : 58.7 45.5 79.7 70.7 57.6 45.5 78.4 68.8
Old : 58.7 45.5 79.7 70.7 57.6 45.5 78.4 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 17, 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 : 21,311: 5,871 11,098 0 14,088 8,318 19,959 19,416: 1,352 1,895
Old : 21,311: 5,871 11,098 0 14,088 8,318 19,959 19,416: 1,352 1,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -1,066: -1,320 -1,283 0 126 177 -1,194 -1,106: 128 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 52.1 0.0 66.1 39.0 93.7 91.1: 6.3 8.9
Old : 100.0: 27.5 52.1 0.0 66.1 39.0 93.7 91.1: 6.3 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 : 39: 14 10 0 11 7 25 17:
Old : 39: 14 10 0 11 7 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 78.3 71.1 85.6 50.9 78.3 71.1 85.6
Old : 50.9 78.3 71.1 85.6 50.9 78.3 71.1 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 17, 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 : 136,614: 26,205 46,564 2,355 72,094 72,587 100,654 121,506: 35,960 15,108
Old : 136,614: 26,205 46,564 2,355 72,094 72,587 100,654 121,506: 35,960 15,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 158: 243 -747 332 841 1,241 1,416 826: -1,258 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 34.1 1.7 52.8 53.1 73.7 88.9: 26.3 11.1
Old : 100.0: 19.2 34.1 1.7 52.8 53.1 73.7 88.9: 26.3 11.1
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 : 102: 24 26 15 34 28 66 62:
Old : 102: 24 26 15 34 28 66 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 : 27.3 37.0 37.1 51.9 25.4 37.0 34.5 51.6
Old : 27.3 37.0 37.1 51.9 25.4 37.0 34.5 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 17, 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 : 50,775: 19,929 5,005 94 13,483 32,723 33,506 37,822: 17,269 12,953
Old : 50,775: 19,929 5,005 94 13,483 32,723 33,506 37,822: 17,269 12,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -1,753: -1,474 -534 -93 1,111 -449 -456 -1,076: -1,297 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 9.9 0.2 26.6 64.4 66.0 74.5: 34.0 25.5
Old : 100.0: 39.2 9.9 0.2 26.6 64.4 66.0 74.5: 34.0 25.5
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 : 40: 12 6 1 17 12 29 19:
Old : 40: 12 6 1 17 12 29 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 : 32.9 57.0 46.0 64.9 32.7 56.9 45.8 64.6
Old : 32.9 57.0 46.0 64.9 32.7 56.9 45.8 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 17, 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 : 132,317: 59,799 39,390 2,311 63,160 87,670 125,270 129,371: 7,047 2,946
Old : 132,317: 59,799 39,390 2,311 63,160 87,670 125,270 129,371: 7,047 2,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 3,707: 2,400 313 938 784 2,307 4,122 3,558: -415 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 29.8 1.7 47.7 66.3 94.7 97.8: 5.3 2.2
Old : 100.0: 45.2 29.8 1.7 47.7 66.3 94.7 97.8: 5.3 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 : 145: 60 35 11 27 28 96 66:
Old : 145: 60 35 11 27 28 96 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 : 46.0 53.1 59.2 67.0 46.0 53.1 59.2 67.0
Old : 46.0 53.1 59.2 67.0 46.0 53.1 59.2 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 17, 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 : 139,010: 27,454 47,200 1,989 81,874 65,217 111,317 114,406: 27,693 24,604
Old : 139,010: 27,454 47,200 1,989 81,874 65,217 111,317 114,406: 27,693 24,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -2,336: -418 1,633 195 -4,029 -2,270 -4,252 -442: 1,916 -1,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 34.0 1.4 58.9 46.9 80.1 82.3: 19.9 17.7
Old : 100.0: 19.7 34.0 1.4 58.9 46.9 80.1 82.3: 19.9 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 : 100: 18 27 13 33 39 58 72:
Old : 100: 18 27 13 33 39 58 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 : 31.1 22.0 44.8 36.1 30.9 21.9 44.5 36.0
Old : 31.1 22.0 44.8 36.1 30.9 21.9 44.5 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 17, 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 : 165,073: 40,313 10,646 312 92,697 137,577 133,322 148,535: 31,751 16,538
Old : 165,073: 40,313 10,646 312 92,697 137,577 133,322 148,535: 31,751 16,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -18,445: -15,331 -3,104 -871 -3,438 -13,914 -19,640 -17,889: 1,195 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 6.4 0.2 56.2 83.3 80.8 90.0: 19.2 10.0
Old : 100.0: 24.4 6.4 0.2 56.2 83.3 80.8 90.0: 19.2 10.0
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 : 107: 37 10 6 44 35 82 50:
Old : 107: 37 10 6 44 35 82 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 66.2 38.5 73.4 28.4 65.2 37.7 71.8
Old : 29.0 66.2 38.5 73.4 28.4 65.2 37.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 17, 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 : 637,946: 203,551 69,591 5,891 338,363 522,088 547,805 597,570: 90,141 40,376
Old : 637,946: 203,551 69,591 5,891 338,363 522,088 547,805 597,570: 90,141 40,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -1,047: 1,177 2,504 1,293 -791 -4,640 1,679 -843: -2,726 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 10.9 0.9 53.0 81.8 85.9 93.7: 14.1 6.3
Old : 100.0: 31.9 10.9 0.9 53.0 81.8 85.9 93.7: 14.1 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 : 299: 101 38 34 125 83 234 147:
Old : 299: 101 38 34 125 83 234 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 66.4 23.8 74.7 13.8 66.2 22.9 74.3
Old : 14.5 66.4 23.8 74.7 13.8 66.2 22.9 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, November 17, 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 : 24,424: 5,295 3,524 129 6,762 15,662 12,186 19,315: 12,238 5,109
Old : 24,424: 5,295 3,524 129 6,762 15,662 12,186 19,315: 12,238 5,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -123: 549 -572 0 -223 254 326 -318: -449 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 14.4 0.5 27.7 64.1 49.9 79.1: 50.1 20.9
Old : 100.0: 21.7 14.4 0.5 27.7 64.1 49.9 79.1: 50.1 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 : 21: 7 2 1 9 9 16 12:
Old : 21: 7 2 1 9 9 16 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 : 20.7 61.5 35.4 75.8 20.2 59.5 33.5 71.6
Old : 20.7 61.5 35.4 75.8 20.2 59.5 33.5 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, November 17, 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 : 43,080: 12,439 33,528 6 28,442 7,234 40,887 40,768: 2,193 2,312
Old : 43,080: 12,439 33,528 6 28,442 7,234 40,887 40,768: 2,193 2,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 268: 2,327 -2,522 -1 -2,319 2,996 7 473: 261 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 77.8 0.0 66.0 16.8 94.9 94.6: 5.1 5.4
Old : 100.0: 28.9 77.8 0.0 66.0 16.8 94.9 94.6: 5.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 22 21 1 11 9 34 30:
Old : 61: 22 21 1 11 9 34 30:
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 : 67.2 70.1 78.7 80.9 66.9 70.1 78.5 80.9
Old : 67.2 70.1 78.7 80.9 66.9 70.1 78.5 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, November 17, 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 : 50,687: 29,325 20,457 651 14,910 26,290 44,886 47,398: 5,801 3,289
Old : 50,687: 29,325 20,457 651 14,910 26,290 44,886 47,398: 5,801 3,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 4,622: 3,630 2,479 129 801 1,912 4,560 4,520: 62 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 40.4 1.3 29.4 51.9 88.6 93.5: 11.4 6.5
Old : 100.0: 57.9 40.4 1.3 29.4 51.9 88.6 93.5: 11.4 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 : 91: 36 22 6 23 15 61 41:
Old : 91: 36 22 6 23 15 61 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 : 26.2 41.6 40.1 63.9 26.2 41.6 40.0 63.6
Old : 26.2 41.6 40.1 63.9 26.2 41.6 40.0 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, November 17, 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 : 14,899: 10,102 2,435 1 3,525 10,910 13,628 13,346: 1,271 1,553
Old : 14,899: 10,102 2,435 1 3,525 10,910 13,628 13,346: 1,271 1,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 596: 638 -81 1 -98 478 541 398: 55 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 16.3 0.0 23.7 73.2 91.5 89.6: 8.5 10.4
Old : 100.0: 67.8 16.3 0.0 23.7 73.2 91.5 89.6: 8.5 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 11 5 1 6 7 18 12:
Old : 26: 11 5 1 6 7 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 : 73.5 73.1 84.1 85.6 73.5 73.0 84.1 85.5
Old : 73.5 73.1 84.1 85.6 73.5 73.0 84.1 85.5
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 - Futures Only, November 17, 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 : 9,909,037: 1,417,819 549,837 3,037,445 4,887,704 5,602,331 9,342,968 9,189,613: 566,069 719,424
Old : 9,909,037: 1,417,819 549,837 3,037,445 4,887,704 5,602,331 9,342,968 9,189,613: 566,069 719,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 277,868: -21,441 113,673 226,472 92,516 -48,517 297,547 291,628: -19,679 -13,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 5.5 30.7 49.3 56.5 94.3 92.7: 5.7 7.3
Old : 100.0: 14.3 5.5 30.7 49.3 56.5 94.3 92.7: 5.7 7.3
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 : 236: 57 40 77 119 117 216 202:
Old : 236: 57 40 77 119 117 216 202:
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 : 22.7 18.6 35.0 31.9 13.0 15.5 18.5 23.1
Old : 22.7 18.6 35.0 31.9 13.0 15.5 18.5 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, November 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 11,509: 7,915 10,426 316 168 70 8,399 10,812: 3,110 697
Old : 11,509: 7,915 10,426 316 168 70 8,399 10,812: 3,110 697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 198: -142 73 23 46 0 -73 96: 271 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 90.6 2.7 1.5 0.6 73.0 93.9: 27.0 6.1
Old : 100.0: 68.8 90.6 2.7 1.5 0.6 73.0 93.9: 27.0 6.1
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 : 102: 69 28 15 2 1 80 37:
Old : 102: 69 28 15 2 1 80 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 : 18.6 55.3 30.3 74.8 18.6 55.0 30.3 74.5
Old : 18.6 55.3 30.3 74.8 18.6 55.0 30.3 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, November 17, 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 : 369,656: 68,215 33,710 74,385 226,887 261,345 369,487 369,440: 169 216
Old : 369,656: 68,215 33,710 74,385 226,887 261,345 369,487 369,440: 169 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 23,162: 6,701 -5,316 14,385 2,047 14,110 23,133 23,179: 29 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 9.1 20.1 61.4 70.7 100.0 99.9: 0.0 0.1
Old : 100.0: 18.5 9.1 20.1 61.4 70.7 100.0 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 : 85: 22 21 31 22 35 61 74:
Old : 85: 22 21 31 22 35 61 74:
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 48.4 69.3 66.2 45.3 40.8 53.1 50.2
Old : 54.9 48.4 69.3 66.2 45.3 40.8 53.1 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, November 17, 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 : 189,416: 29,308 16,337 28,004 132,012 145,005 189,324 189,346: 92 70
Old : 189,416: 29,308 16,337 28,004 132,012 145,005 189,324 189,346: 92 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 32,007: -458 5,228 3,737 28,888 23,053 32,167 32,018: -160 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 8.6 14.8 69.7 76.6 100.0 100.0: 0.0 0.0
Old : 100.0: 15.5 8.6 14.8 69.7 76.6 100.0 100.0: 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 : 77: 17 26 26 20 30 52 67:
Old : 77: 17 26 26 20 30 52 67:
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 43.7 72.2 61.4 54.6 42.5 65.8 55.6
Old : 59.8 43.7 72.2 61.4 54.6 42.5 65.8 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, November 17, 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 : 534,823: 79,023 66,263 12,495 372,350 389,377 463,869 468,135: 70,954 66,688
Old : 534,823: 79,023 66,263 12,495 372,350 389,377 463,869 468,135: 70,954 66,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 17,758: 3,060 5,814 -1,780 8,327 7,277 9,607 11,311: 8,151 6,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 12.4 2.3 69.6 72.8 86.7 87.5: 13.3 12.5
Old : 100.0: 14.8 12.4 2.3 69.6 72.8 86.7 87.5: 13.3 12.5
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 : 542: 88 75 50 271 261 380 366:
Old : 542: 88 75 50 271 261 380 366:
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 : 12.3 19.6 20.6 29.2 10.7 19.4 18.2 28.7
Old : 12.3 19.6 20.6 29.2 10.7 19.4 18.2 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 17, 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 : 27,853: 5,619 626 1,000 4,846 20,419 11,465 22,045: 16,388 5,808
Old : 27,853: 5,619 626 1,000 4,846 20,419 11,465 22,045: 16,388 5,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,936: -2,720 250 100 -280 1,500 -2,900 1,850: 5,836 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 2.2 3.6 17.4 73.3 41.2 79.1: 58.8 20.9
Old : 100.0: 20.2 2.2 3.6 17.4 73.3 41.2 79.1: 58.8 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 : 21: 8 2 1 4 7 12 10:
Old : 21: 8 2 1 4 7 12 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 : 26.3 56.8 38.5 76.9 23.8 56.8 35.0 74.8
Old : 26.3 56.8 38.5 76.9 23.8 56.8 35.0 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, November 17, 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 : 10,192: 856 531 0 6,787 8,929 7,643 9,460: 2,549 732
Old : 10,192: 856 531 0 6,787 8,929 7,643 9,460: 2,549 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 5.2 0.0 66.6 87.6 75.0 92.8: 25.0 7.2
Old : 100.0: 8.4 5.2 0.0 66.6 87.6 75.0 92.8: 25.0 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 : 21: 2 1 0 8 12 10 13:
Old : 21: 2 1 0 8 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 : 49.1 65.7 70.1 83.0 49.1 65.7 68.4 83.0
Old : 49.1 65.7 70.1 83.0 49.1 65.7 68.4 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, November 17, 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 : 21,687: 2,616 2,891 0 13,859 16,815 16,475 19,706: 5,212 1,981
Old : 21,687: 2,616 2,891 0 13,859 16,815 16,475 19,706: 5,212 1,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -4,530: 1,490 -318 0 -4,775 -4,191 -3,285 -4,509: -1,245 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 13.3 0.0 63.9 77.5 76.0 90.9: 24.0 9.1
Old : 100.0: 12.1 13.3 0.0 63.9 77.5 76.0 90.9: 24.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 5 0 12 13 14 18:
Old : 31: 2 5 0 12 13 14 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 : 49.4 52.4 65.1 76.2 49.4 52.4 65.1 76.2
Old : 49.4 52.4 65.1 76.2 49.4 52.4 65.1 76.2
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 - Futures Only, November 17, 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 : 2,534,850: 383,760 344,923 40,736 1,837,522 1,844,790 2,262,018 2,230,449: 272,832 304,401
Old : 2,534,850: 383,760 344,923 40,736 1,837,522 1,844,790 2,262,018 2,230,449: 272,832 304,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 74,108: 17,160 16,082 2,340 43,034 28,885 62,534 47,307: 11,574 26,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.6 1.6 72.5 72.8 89.2 88.0: 10.8 12.0
Old : 100.0: 15.1 13.6 1.6 72.5 72.8 89.2 88.0: 10.8 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 : 542: 88 75 49 271 258 379 363:
Old : 542: 88 75 49 271 258 379 363:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 19.3 21.8 29.1 11.3 19.2 19.1 28.6
Old : 13.0 19.3 21.8 29.1 11.3 19.2 19.1 28.6
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 - Futures Only, November 17, 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 : 20,297: 1,157 692 0 16,497 18,515 17,654 19,207: 2,643 1,090
Old : 20,297: 1,157 692 0 16,497 18,515 17,654 19,207: 2,643 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 8,727: 460 238 0 9,293 8,579 9,753 8,817: -1,026 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.4 0.0 81.3 91.2 87.0 94.6: 13.0 5.4
Old : 100.0: 5.7 3.4 0.0 81.3 91.2 87.0 94.6: 13.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 0 13 12 15 14:
Old : 29: 2 2 0 13 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 66.9 73.8 81.9 58.9 66.9 73.8 81.9
Old : 58.9 66.9 73.8 81.9 58.9 66.9 73.8 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, November 17, 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 : 12,680: 1,149 0 0 9,229 11,322 10,378 11,322: 2,302 1,358
Old : 12,680: 1,149 0 0 9,229 11,322 10,378 11,322: 2,302 1,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -841: -148 0 0 -656 -1,265 -804 -1,265: -37 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 0.0 72.8 89.3 81.8 89.3: 18.2 10.7
Old : 100.0: 9.1 0.0 0.0 72.8 89.3 81.8 89.3: 18.2 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 9 10 11 10:
Old : 21: 2 0 0 9 10 11 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 : 54.7 60.8 73.9 85.9 54.7 60.8 73.9 85.9
Old : 54.7 60.8 73.9 85.9 54.7 60.8 73.9 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders - Futures Only, November 17, 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 : 170,725: 108,585 19,586 7,495 25,446 11,453 141,526 38,534: 29,199 132,191
Old : 170,725: 108,585 19,586 7,495 25,446 11,453 141,526 38,534: 29,199 132,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 14,239: 14,777 3,503 171 -2,769 -2,403 12,179 1,271: 2,060 12,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 11.5 4.4 14.9 6.7 82.9 22.6: 17.1 77.4
Old : 100.0: 63.6 11.5 4.4 14.9 6.7 82.9 22.6: 17.1 77.4
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 : 23: 9 7 5 5 3 17 12:
Old : 23: 9 7 5 5 3 17 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 14.9 76.0 20.8 64.3 12.8 74.4 17.1
Old : 64.8 14.9 76.0 20.8 64.3 12.8 74.4 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 17, 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 : 53,100: 7,482 2,136 561 35,040 46,929 43,083 49,626: 10,017 3,474
Old : 53,100: 7,482 2,136 561 35,040 46,929 43,083 49,626: 10,017 3,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -113: -397 -70 15 312 -304 -70 -359: -43 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.0 1.1 66.0 88.4 81.1 93.5: 18.9 6.5
Old : 100.0: 14.1 4.0 1.1 66.0 88.4 81.1 93.5: 18.9 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 : 72: 12 5 3 36 29 48 37:
Old : 72: 12 5 3 36 29 48 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 : 24.6 41.9 40.2 61.4 24.2 41.7 39.3 61.2
Old : 24.6 41.9 40.2 61.4 24.2 41.7 39.3 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, November 17, 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 : 47,695: 12,507 15,803 901 26,264 24,578 39,672 41,282: 8,022 6,413
Old : 47,695: 12,507 15,803 901 26,264 24,578 39,672 41,282: 8,022 6,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 75: -1,178 -939 80 1,975 852 877 -8: -802 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 33.1 1.9 55.1 51.5 83.2 86.6: 16.8 13.4
Old : 100.0: 26.2 33.1 1.9 55.1 51.5 83.2 86.6: 16.8 13.4
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 : 292: 58 58 28 96 113 165 189:
Old : 292: 58 58 28 96 113 165 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 23.3 32.6 32.5 23.3 23.3 32.4 32.5
Old : 23.5 23.3 32.6 32.5 23.3 23.3 32.4 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 17, 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 : 238,473: 62,535 79,013 4,505 131,321 122,892 198,361 206,410: 40,112 32,063
Old : 238,473: 62,535 79,013 4,505 131,321 122,892 198,361 206,410: 40,112 32,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 373: -5,890 -4,694 398 9,877 4,258 4,385 -38: -4,012 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 33.1 1.9 55.1 51.5 83.2 86.6: 16.8 13.4
Old : 100.0: 26.2 33.1 1.9 55.1 51.5 83.2 86.6: 16.8 13.4
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 : 292: 58 58 28 96 113 165 189:
Old : 292: 58 58 28 96 113 165 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 23.3 32.6 32.5 23.3 23.3 32.4 32.5
Old : 23.5 23.3 32.6 32.5 23.3 23.3 32.4 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 17, 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 : 129,737: 48,831 54,954 1,247 51,163 55,627 101,241 111,828: 28,496 17,909
Old : 129,737: 48,831 54,954 1,247 51,163 55,627 101,241 111,828: 28,496 17,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -878: -540 -3,137 -102 -2,631 4,089 -3,273 850: 2,395 -1,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 42.4 1.0 39.4 42.9 78.0 86.2: 22.0 13.8
Old : 100.0: 37.6 42.4 1.0 39.4 42.9 78.0 86.2: 22.0 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 : 82: 26 16 7 30 21 59 41:
Old : 82: 26 16 7 30 21 59 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 : 32.8 62.7 42.9 71.0 32.8 62.2 42.9 70.5
Old : 32.8 62.7 42.9 71.0 32.8 62.2 42.9 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, November 17, 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 : 551,820: 121,317 79,451 2,897 401,359 450,711 525,573 533,059: 26,247 18,761
Old : 551,820: 121,317 79,451 2,897 401,359 450,711 525,573 533,059: 26,247 18,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 23,470: 19,165 15,830 -676 6,549 4,056 25,038 19,210: -1,568 4,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 14.4 0.5 72.7 81.7 95.2 96.6: 4.8 3.4
Old : 100.0: 22.0 14.4 0.5 72.7 81.7 95.2 96.6: 4.8 3.4
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 : 367: 63 48 19 177 138 248 198:
Old : 367: 63 48 19 177 138 248 198:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 24.5 25.4 37.3 13.6 24.5 23.8 36.4
Old : 14.0 24.5 25.4 37.3 13.6 24.5 23.8 36.4
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 - Futures Only, November 17, 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 : 17,431: 0 1,041 206 16,103 15,761 16,309 17,008: 1,122 423
Old : 17,431: 0 1,041 206 16,103 15,761 16,309 17,008: 1,122 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 741: -174 355 174 368 156 368 685: 373 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 1.2 92.4 90.4 93.6 97.6: 6.4 2.4
Old : 100.0: 0.0 6.0 1.2 92.4 90.4 93.6 97.6: 6.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 1 9 9 10 11:
Old : 20: 0 2 1 9 9 10 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 : 74.5 65.4 90.8 88.5 74.5 65.4 90.8 88.5
Old : 74.5 65.4 90.8 88.5 74.5 65.4 90.8 88.5
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 - Futures Only, November 17, 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 : 18,026: 2,793 1,321 1,278 8,445 12,104 12,516 14,703: 5,510 3,323
Old : 18,026: 2,793 1,321 1,278 8,445 12,104 12,516 14,703: 5,510 3,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,598: 426 -424 1,077 589 1,575 2,092 2,228: 506 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 7.3 7.1 46.8 67.1 69.4 81.6: 30.6 18.4
Old : 100.0: 15.5 7.3 7.1 46.8 67.1 69.4 81.6: 30.6 18.4
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 : 24: 9 2 3 8 6 17 11:
Old : 24: 9 2 3 8 6 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 : 38.5 67.5 54.0 79.8 37.4 66.2 50.4 74.4
Old : 38.5 67.5 54.0 79.8 37.4 66.2 50.4 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 17, 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 : 56,403: 15,581 7,072 1,277 32,552 29,363 49,410 37,712: 6,993 18,691
Old : 56,403: 15,581 7,072 1,277 32,552 29,363 49,410 37,712: 6,993 18,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 8,082: 6,658 628 991 1,234 3,663 8,883 5,282: -801 2,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.5 2.3 57.7 52.1 87.6 66.9: 12.4 33.1
Old : 100.0: 27.6 12.5 2.3 57.7 52.1 87.6 66.9: 12.4 33.1
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 : 73: 17 10 2 21 30 40 40:
Old : 73: 17 10 2 21 30 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 19.0 56.9 30.6 37.9 19.0 55.8 30.6
Old : 37.9 19.0 56.9 30.6 37.9 19.0 55.8 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, November 17, 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 : 207,821: 60,671 217 7,075 139,847 199,705 207,593 206,997: 228 824
Old : 207,821: 60,671 217 7,075 139,847 199,705 207,593 206,997: 228 824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -2,324: 188 0 -733 -1,745 -1,587 -2,290 -2,320: -34 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 0.1 3.4 67.3 96.1 99.9 99.6: 0.1 0.4
Old : 100.0: 29.2 0.1 3.4 67.3 96.1 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 32 3 6 37 28 70 36:
Old : 80: 32 3 6 37 28 70 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 : 35.6 60.2 56.0 82.2 31.7 53.8 51.3 71.3
Old : 35.6 60.2 56.0 82.2 31.7 53.8 51.3 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2020