BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, 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 : 8,751: 475 522 524 6,910 7,109 7,909 8,155: 842 596 Old : 8,751: 475 522 524 6,910 7,109 7,909 8,155: 842 596 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 709: 87 19 103 486 461 676 583: 33 126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 6.0 6.0 79.0 81.2 90.4 93.2: 9.6 6.8 Old : 100.0: 5.4 6.0 6.0 79.0 81.2 90.4 93.2: 9.6 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 6 4 8 20 24 28 34: Old : 43: 6 4 8 20 24 28 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 : 43.0 47.3 63.6 66.7 39.4 46.6 57.4 64.3 Old : 43.0 47.3 63.6 66.7 39.4 46.6 57.4 64.3 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 - Futures Only, 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 : 23,634: 11,879 2,871 1,014 8,397 14,842 21,290 18,727: 2,344 4,907 Old : 23,634: 11,879 2,871 1,014 8,397 14,842 21,290 18,727: 2,344 4,907 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 493: -74 -331 64 516 796 506 529: -13 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.3 12.1 4.3 35.5 62.8 90.1 79.2: 9.9 20.8 Old : 100.0: 50.3 12.1 4.3 35.5 62.8 90.1 79.2: 9.9 20.8 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 : 84: 24 10 19 27 38 61 57: Old : 84: 24 10 19 27 38 61 57: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 34.6 63.0 46.8 48.9 34.0 62.5 44.9 Old : 49.3 34.6 63.0 46.8 48.9 34.0 62.5 44.9 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 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 : 7,051: 737 1,663 152 5,564 4,672 6,453 6,487: 598 564 Old : 7,051: 737 1,663 152 5,564 4,672 6,453 6,487: 598 564 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 366: 18 92 -7 315 285 326 370: 40 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 23.6 2.2 78.9 66.3 91.5 92.0: 8.5 8.0 Old : 100.0: 10.5 23.6 2.2 78.9 66.3 91.5 92.0: 8.5 8.0 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 : 43: 4 6 6 29 20 36 29: Old : 43: 4 6 6 29 20 36 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.1 47.0 55.2 68.0 29.0 45.3 50.6 63.7 Old : 33.1 47.0 55.2 68.0 29.0 45.3 50.6 63.7 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 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 : 3,703: 40 2,502 83 3,239 740 3,362 3,325: 341 378 Old : 3,703: 40 2,502 83 3,239 740 3,362 3,325: 341 378 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 87: 0 72 3 35 9 38 84: 49 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 67.6 2.2 87.5 20.0 90.8 89.8: 9.2 10.2 Old : 100.0: 1.1 67.6 2.2 87.5 20.0 90.8 89.8: 9.2 10.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 7 6 13 7 20 14: Old : 22: 1 7 6 13 7 20 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 : 72.1 63.1 83.5 82.1 71.9 59.0 78.4 74.1 Old : 72.1 63.1 83.5 82.1 71.9 59.0 78.4 74.1 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 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 : 201,564: 70,444 32,617 38,715 73,509 100,864 182,668 172,196: 18,896 29,368 Old : 200,670: 70,448 32,634 38,510 73,327 100,561 182,285 171,705: 18,385 28,965 Other: 894: 198 185 3 182 303 383 491: 511 403 : : : : : Changes in Commitments from: November 17, 2020 : : -841: 760 -185 -759 119 -63 120 -1,007: -961 166 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.9 16.2 19.2 36.5 50.0 90.6 85.4: 9.4 14.6 Old : 100.0: 35.1 16.3 19.2 36.5 50.1 90.8 85.6: 9.2 14.4 Other: 100.0: 22.1 20.7 0.3 20.4 33.9 42.8 54.9: 57.2 45.1 : : : :# Traders : Number of Traders in Each Category : All : 261: 81 65 89 59 84 199 195: Old : 260: 82 66 89 58 84 198 195: Other: 24: 4 8 1 4 8 8 17: :---------------------------------------------------------------------------------------------------- : 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 : 18.4 15.5 33.2 24.2 18.4 13.8 31.1 20.8 Old : 18.5 15.5 33.3 24.2 18.4 13.9 31.3 20.8 Other: 38.7 40.8 42.8 50.7 38.7 40.8 42.5 50.7 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, 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 : 275,793: 87,353 43,716 40,996 115,598 151,273 243,947 235,985: 31,846 39,808 Old : 275,793: 87,353 43,716 40,996 115,598 151,273 243,947 235,985: 31,846 39,808 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 1,186: 2,073 1,323 -2,417 1,332 2,094 988 1,000: 198 186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 15.9 14.9 41.9 54.9 88.5 85.6: 11.5 14.4 Old : 100.0: 31.7 15.9 14.9 41.9 54.9 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 : 361: 102 76 100 111 138 270 271: Old : 361: 102 76 100 111 138 270 271: 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 : 18.3 18.2 27.9 26.4 18.2 16.9 27.8 24.9 Old : 18.3 18.2 27.9 26.4 18.2 16.9 27.8 24.9 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 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 : 3,029: 785 347 78 1,192 2,139 2,055 2,564: 974 465 Old : 3,029: 785 347 78 1,192 2,139 2,055 2,564: 974 465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 123: 27 25 45 -4 74 68 144: 55 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 11.5 2.6 39.4 70.6 67.8 84.6: 32.2 15.4 Old : 100.0: 25.9 11.5 2.6 39.4 70.6 67.8 84.6: 32.2 15.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 11 6 4 10 13 23 22: Old : 35: 11 6 4 10 13 23 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.5 53.9 51.2 67.9 36.7 53.9 49.3 67.9 Old : 38.5 53.9 51.2 67.9 36.7 53.9 49.3 67.9 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 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 : 37,157: 13,702 14,030 5,880 12,568 7,954 32,150 27,864: 5,007 9,293 Old : 37,157: 13,702 14,030 5,880 12,568 7,954 32,150 27,864: 5,007 9,293 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 701: -272 -639 799 459 748 986 908: -285 -207 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 37.8 15.8 33.8 21.4 86.5 75.0: 13.5 25.0 Old : 100.0: 36.9 37.8 15.8 33.8 21.4 86.5 75.0: 13.5 25.0 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 : 153: 38 47 44 37 37 104 108: Old : 153: 38 47 44 37 37 104 108: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.8 16.2 38.0 27.2 25.2 15.6 34.5 23.8 Old : 26.8 16.2 38.0 27.2 25.2 15.6 34.5 23.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 Commitments of Traders - Futures Only, 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 : 24,214: 1,037 9,529 813 21,703 13,194 23,553 23,536: 661 678 Old : 24,214: 1,037 9,529 813 21,703 13,194 23,553 23,536: 661 678 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 944: -199 766 29 1,066 101 896 896: 48 48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 39.4 3.4 89.6 54.5 97.3 97.2: 2.7 2.8 Old : 100.0: 4.3 39.4 3.4 89.6 54.5 97.3 97.2: 2.7 2.8 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 : 57: 9 10 6 23 30 37 41: Old : 57: 9 10 6 23 30 37 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 : 57.5 47.8 79.7 72.2 56.6 47.7 77.9 71.8 Old : 57.5 47.8 79.7 72.2 56.6 47.7 77.9 71.8 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 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 : 20,367: 6,551 10,435 0 12,101 8,143 18,652 18,578: 1,715 1,789 Old : 20,367: 6,551 10,435 0 12,101 8,143 18,652 18,578: 1,715 1,789 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : -944: 680 -663 0 -1,987 -175 -1,307 -838: 363 -106 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.2 51.2 0.0 59.4 40.0 91.6 91.2: 8.4 8.8 Old : 100.0: 32.2 51.2 0.0 59.4 40.0 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 : 43: 16 11 0 12 7 28 18: Old : 43: 16 11 0 12 7 28 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 : 48.6 77.4 66.1 85.2 48.6 77.4 66.1 85.2 Old : 48.6 77.4 66.1 85.2 48.6 77.4 66.1 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 - Futures Only, 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 : 140,823: 31,529 48,375 1,897 70,279 74,745 103,705 125,017: 37,118 15,806 Old : 140,823: 31,529 48,375 1,897 70,279 74,745 103,705 125,017: 37,118 15,806 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 4,209: 5,324 1,811 -458 -1,815 2,158 3,051 3,511: 1,158 698 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 34.4 1.3 49.9 53.1 73.6 88.8: 26.4 11.2 Old : 100.0: 22.4 34.4 1.3 49.9 53.1 73.6 88.8: 26.4 11.2 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 : 103: 29 23 15 35 28 71 59: Old : 103: 29 23 15 35 28 71 59: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.3 37.9 34.5 53.1 22.6 37.9 31.9 52.9 Old : 25.3 37.9 34.5 53.1 22.6 37.9 31.9 52.9 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 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 : 50,388: 20,117 5,131 114 13,589 33,068 33,820 38,313: 16,568 12,075 Old : 50,388: 20,117 5,131 114 13,589 33,068 33,820 38,313: 16,568 12,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : -387: 188 126 20 106 345 314 491: -701 -878 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.9 10.2 0.2 27.0 65.6 67.1 76.0: 32.9 24.0 Old : 100.0: 39.9 10.2 0.2 27.0 65.6 67.1 76.0: 32.9 24.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 13 7 1 16 12 29 20: Old : 42: 13 7 1 16 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 : 33.4 57.0 47.4 65.0 33.2 56.9 47.2 64.7 Old : 33.4 57.0 47.4 65.0 33.2 56.9 47.2 64.7 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 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 : 136,787: 63,156 39,361 2,595 63,414 91,809 129,165 133,765: 7,622 3,022 Old : 136,787: 63,156 39,361 2,595 63,414 91,809 129,165 133,765: 7,622 3,022 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 4,470: 3,357 -29 284 254 4,139 3,895 4,394: 575 76 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.2 28.8 1.9 46.4 67.1 94.4 97.8: 5.6 2.2 Old : 100.0: 46.2 28.8 1.9 46.4 67.1 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: 65 33 8 26 26 97 61: Old : 146: 65 33 8 26 26 97 61: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.3 51.1 58.5 65.6 47.3 51.1 58.5 65.6 Old : 47.3 51.1 58.5 65.6 47.3 51.1 58.5 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, 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 : 142,958: 30,838 47,968 3,220 78,518 67,942 112,576 119,130: 30,382 23,828 Old : 142,958: 30,838 47,968 3,220 78,518 67,942 112,576 119,130: 30,382 23,828 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 3,948: 3,384 768 1,231 -3,356 2,725 1,259 4,724: 2,689 -776 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 33.6 2.3 54.9 47.5 78.7 83.3: 21.3 16.7 Old : 100.0: 21.6 33.6 2.3 54.9 47.5 78.7 83.3: 21.3 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 : 108: 23 29 17 34 38 67 74: Old : 108: 23 29 17 34 38 67 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 : 30.4 21.2 43.0 34.2 29.6 21.1 42.2 34.1 Old : 30.4 21.2 43.0 34.2 29.6 21.1 42.2 34.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, 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 : 179,503: 54,472 14,230 608 93,462 148,259 148,542 163,097: 30,961 16,406 Old : 179,503: 54,472 14,230 608 93,462 148,259 148,542 163,097: 30,961 16,406 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 14,430: 14,159 3,584 296 765 10,682 15,220 14,562: -790 -132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 7.9 0.3 52.1 82.6 82.8 90.9: 17.2 9.1 Old : 100.0: 30.3 7.9 0.3 52.1 82.6 82.8 90.9: 17.2 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 : 115: 39 16 9 40 36 83 57: Old : 115: 39 16 9 40 36 83 57: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.8 65.6 38.6 72.3 26.6 64.7 38.4 71.0 Old : 26.8 65.6 38.6 72.3 26.6 64.7 38.4 71.0 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 - Futures Only, 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 : 644,566: 206,354 68,104 7,982 342,250 530,912 556,586 606,998: 87,980 37,568 Old : 644,566: 206,354 68,104 7,982 342,250 530,912 556,586 606,998: 87,980 37,568 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 6,620: 2,803 -1,487 2,091 3,887 8,824 8,781 9,428: -2,161 -2,808 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 10.6 1.2 53.1 82.4 86.4 94.2: 13.6 5.8 Old : 100.0: 32.0 10.6 1.2 53.1 82.4 86.4 94.2: 13.6 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 : 306: 102 41 37 127 84 240 151: Old : 306: 102 41 37 127 84 240 151: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.4 67.0 23.7 75.3 13.8 66.8 22.8 75.0 Old : 14.4 67.0 23.7 75.3 13.8 66.8 22.8 75.0 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 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 - Futures Only, 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 : 43,614: 11,517 29,662 392 29,464 11,089 41,373 41,143: 2,241 2,471 Old : 43,614: 11,517 29,662 392 29,464 11,089 41,373 41,143: 2,241 2,471 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 534: -922 -3,866 386 1,022 3,855 486 375: 48 159 : : : : : 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 - Futures Only, 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 : 54,640: 32,235 23,923 741 15,744 26,966 48,720 51,630: 5,920 3,010 Old : 54,640: 32,235 23,923 741 15,744 26,966 48,720 51,630: 5,920 3,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 3,953: 2,910 3,466 90 834 676 3,834 4,232: 119 -279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 43.8 1.4 28.8 49.4 89.2 94.5: 10.8 5.5 Old : 100.0: 59.0 43.8 1.4 28.8 49.4 89.2 94.5: 10.8 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 97: 39 23 7 25 15 68 41: Old : 97: 39 23 7 25 15 68 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 : 27.4 39.9 40.1 62.9 27.0 39.9 39.6 62.6 Old : 27.4 39.9 40.1 62.9 27.0 39.9 39.6 62.6 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 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 - Futures Only, 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 :10,070,649: 1,371,847 583,524 3,130,839 5,001,828 5,655,646 9,504,514 9,370,009: 566,135 700,640 Old :10,070,649: 1,371,847 583,524 3,130,839 5,001,828 5,655,646 9,504,514 9,370,009: 566,135 700,640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 161,612: -45,972 33,687 93,394 114,124 53,315 161,546 180,396: 66 -18,784 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 5.8 31.1 49.7 56.2 94.4 93.0: 5.6 7.0 Old : 100.0: 13.6 5.8 31.1 49.7 56.2 94.4 93.0: 5.6 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 236: 53 42 78 120 118 216 203: Old : 236: 53 42 78 120 118 216 203: 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 : 22.9 19.5 35.1 32.4 12.4 15.2 17.7 22.2 Old : 22.9 19.5 35.1 32.4 12.4 15.2 17.7 22.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 Commitments of Traders - Futures Only, 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 : 12,336: 8,285 10,737 742 205 70 9,232 11,549: 3,104 787 Old : 12,336: 8,285 10,737 742 205 70 9,232 11,549: 3,104 787 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 827: 370 311 426 37 0 833 737: -6 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.2 87.0 6.0 1.7 0.6 74.8 93.6: 25.2 6.4 Old : 100.0: 67.2 87.0 6.0 1.7 0.6 74.8 93.6: 25.2 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 : 108: 78 27 10 2 1 85 33: Old : 108: 78 27 10 2 1 85 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.8 63.6 30.5 78.4 19.8 63.4 29.9 76.5 Old : 19.8 63.6 30.5 78.4 19.8 63.4 29.9 76.5 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 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 : 462,593: 58,703 40,895 111,561 292,157 309,842 462,421 462,298: 172 295 Old : 462,593: 58,703 40,895 111,561 292,157 309,842 462,421 462,298: 172 295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 92,937: -9,512 7,185 37,176 65,270 48,497 92,934 92,858: 3 79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 8.8 24.1 63.2 67.0 100.0 99.9: 0.0 0.1 Old : 100.0: 12.7 8.8 24.1 63.2 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 : 90: 23 23 33 27 38 69 78: Old : 90: 23 23 33 27 38 69 78: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 45.8 65.2 61.9 38.9 34.6 46.4 42.2 Old : 50.8 45.8 65.2 61.9 38.9 34.6 46.4 42.2 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 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 - Futures Only, 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 : 538,369: 72,682 72,479 16,380 377,702 381,983 466,764 470,842: 71,605 67,527 Old : 538,369: 72,682 72,479 16,380 377,702 381,983 466,764 470,842: 71,605 67,527 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 3,546: -6,341 6,217 3,885 5,352 -7,394 2,896 2,708: 650 839 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 13.5 3.0 70.2 71.0 86.7 87.5: 13.3 12.5 Old : 100.0: 13.5 13.5 3.0 70.2 71.0 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 : 541: 85 80 53 268 262 377 371: Old : 541: 85 80 53 268 262 377 371: 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 : 12.7 18.6 20.6 27.4 11.0 18.5 18.1 26.8 Old : 12.7 18.6 20.6 27.4 11.0 18.5 18.1 26.8 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 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 : 28,505: 6,169 3,296 161 5,356 19,679 11,686 23,136: 16,819 5,369 Old : 28,505: 6,169 3,296 161 5,356 19,679 11,686 23,136: 16,819 5,369 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 652: 550 2,670 -839 510 -740 221 1,091: 431 -439 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 11.6 0.6 18.8 69.0 41.0 81.2: 59.0 18.8 Old : 100.0: 21.6 11.6 0.6 18.8 69.0 41.0 81.2: 59.0 18.8 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 : 22: 7 3 1 5 7 12 11: Old : 22: 7 3 1 5 7 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 : 28.6 54.0 38.5 75.8 28.0 54.0 38.0 75.8 Old : 28.6 54.0 38.5 75.8 28.0 54.0 38.0 75.8 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 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 - Futures Only, 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 - Futures Only, 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 : 2,549,321: 363,836 377,189 49,824 1,861,732 1,811,519 2,275,392 2,238,532: 273,929 310,789 Old : 2,549,321: 363,836 377,189 49,824 1,861,732 1,811,519 2,275,392 2,238,532: 273,929 310,789 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 14,471: -19,924 32,266 9,088 24,210 -33,271 13,374 8,083: 1,097 6,388 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 14.8 2.0 73.0 71.1 89.3 87.8: 10.7 12.2 Old : 100.0: 14.3 14.8 2.0 73.0 71.1 89.3 87.8: 10.7 12.2 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 : 541: 85 80 53 267 260 376 369: Old : 541: 85 80 53 267 260 376 369: 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 18.4 21.8 27.6 11.6 18.3 19.1 27.1 Old : 13.4 18.4 21.8 27.6 11.6 18.3 19.1 27.1 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 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 : 161,252: 100,774 20,055 5,824 24,321 10,933 130,919 36,812: 30,333 124,440 Old : 161,252: 100,774 20,055 5,824 24,321 10,933 130,919 36,812: 30,333 124,440 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : -9,473: -7,811 469 -1,671 -1,125 -520 -10,607 -1,722: 1,134 -7,751 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.5 12.4 3.6 15.1 6.8 81.2 22.8: 18.8 77.2 Old : 100.0: 62.5 12.4 3.6 15.1 6.8 81.2 22.8: 18.8 77.2 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: 9 6 6 4 3 15 13: Old : 21: 9 6 6 4 3 15 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.9 15.3 76.6 21.2 65.4 15.0 74.0 18.6 Old : 65.9 15.3 76.6 21.2 65.4 15.0 74.0 18.6 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 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 - Futures Only, 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 : 49,452: 13,235 17,795 733 26,528 24,049 40,496 42,576: 8,956 6,875 Old : 49,452: 13,235 17,795 733 26,528 24,049 40,496 42,576: 8,956 6,875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 1,757: 728 1,992 -168 264 -530 824 1,294: 933 463 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 36.0 1.5 53.6 48.6 81.9 86.1: 18.1 13.9 Old : 100.0: 26.8 36.0 1.5 53.6 48.6 81.9 86.1: 18.1 13.9 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 : 286: 57 63 28 95 104 166 182: Old : 286: 57 63 28 95 104 166 182: 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 : 23.2 20.2 32.9 30.9 23.0 20.2 32.7 30.9 Old : 23.2 20.2 32.9 30.9 23.0 20.2 32.7 30.9 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 - Futures Only, 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 : 247,258: 66,177 88,975 3,663 132,639 120,244 202,479 212,882: 44,779 34,376 Old : 247,258: 66,177 88,975 3,663 132,639 120,244 202,479 212,882: 44,779 34,376 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 8,785: 3,642 9,962 -842 1,318 -2,648 4,118 6,472: 4,667 2,313 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 36.0 1.5 53.6 48.6 81.9 86.1: 18.1 13.9 Old : 100.0: 26.8 36.0 1.5 53.6 48.6 81.9 86.1: 18.1 13.9 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 : 286: 57 63 28 95 104 166 182: Old : 286: 57 63 28 95 104 166 182: 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 : 23.2 20.2 32.9 30.9 23.0 20.2 32.7 30.9 Old : 23.2 20.2 32.9 30.9 23.0 20.2 32.7 30.9 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 - Futures Only, 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 : 163,372: 140,942 12,637 6,188 0 4,108 147,130 22,933: 16,242 140,439 Old : 163,372: 140,942 12,637 6,188 0 4,108 147,130 22,933: 16,242 140,439 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: 86.3 7.7 3.8 0.0 2.5 90.1 14.0: 9.9 86.0 Old : 100.0: 86.3 7.7 3.8 0.0 2.5 90.1 14.0: 9.9 86.0 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 : 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 : 87.1 10.8 89.5 13.1 85.0 8.8 86.0 9.9 Old : 87.1 10.8 89.5 13.1 85.0 8.8 86.0 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 - Futures Only, 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 : 131,531: 51,679 56,956 1,753 50,373 53,842 103,805 112,551: 27,726 18,980 Old : 131,531: 51,679 56,956 1,753 50,373 53,842 103,805 112,551: 27,726 18,980 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 1,794: 2,848 2,002 506 -790 -1,785 2,564 723: -770 1,071 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.3 43.3 1.3 38.3 40.9 78.9 85.6: 21.1 14.4 Old : 100.0: 39.3 43.3 1.3 38.3 40.9 78.9 85.6: 21.1 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 : 82: 27 17 11 29 20 62 42: Old : 82: 27 17 11 29 20 62 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.5 61.7 42.7 70.1 31.5 61.3 42.7 69.7 Old : 31.5 61.7 42.7 70.1 31.5 61.3 42.7 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 Commitments of Traders - Futures Only, 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 : 560,324: 132,596 85,876 4,129 395,928 450,693 532,653 540,698: 27,671 19,626 Old : 560,324: 132,596 85,876 4,129 395,928 450,693 532,653 540,698: 27,671 19,626 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2020 : : 8,504: 11,279 6,425 1,232 -5,431 -18 7,080 7,639: 1,424 865 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 15.3 0.7 70.7 80.4 95.1 96.5: 4.9 3.5 Old : 100.0: 23.7 15.3 0.7 70.7 80.4 95.1 96.5: 4.9 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 381: 72 51 18 175 137 256 198: Old : 381: 72 51 18 175 137 256 198: 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 : 13.8 24.6 25.4 38.0 13.7 24.5 23.4 36.6 Old : 13.8 24.6 25.4 38.0 13.7 24.5 23.4 36.6 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 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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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