BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 11,622: 538 515 1,347 8,832 9,023 10,717 10,884: 905 738
Old : 11,622: 538 515 1,347 8,832 9,023 10,717 10,884: 905 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 100: -17 17 -62 229 158 150 113: -50 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.4 11.6 76.0 77.6 92.2 93.7: 7.8 6.3
Old : 100.0: 4.6 4.4 11.6 76.0 77.6 92.2 93.7: 7.8 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 : 49: 7 4 8 28 28 37 38:
Old : 49: 7 4 8 28 28 37 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 : 37.0 36.9 57.1 54.8 30.4 35.9 44.5 49.3
Old : 37.0 36.9 57.1 54.8 30.4 35.9 44.5 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 49,030: 14,684 2,750 13,372 16,642 24,105 44,698 40,227: 4,332 8,802
Old : 49,030: 14,684 2,750 13,372 16,642 24,105 44,698 40,227: 4,332 8,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 902: -92 232 102 651 310 662 644: 241 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.6 27.3 33.9 49.2 91.2 82.0: 8.8 18.0
Old : 100.0: 29.9 5.6 27.3 33.9 49.2 91.2 82.0: 8.8 18.0
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 : 87: 26 6 21 43 46 75 67:
Old : 87: 26 6 21 43 46 75 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 : 38.3 29.6 54.1 43.5 30.0 22.9 38.0 29.5
Old : 38.3 29.6 54.1 43.5 30.0 22.9 38.0 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 12,195: 989 231 2,867 7,521 8,383 11,378 11,481: 817 714
Old : 12,195: 989 231 2,867 7,521 8,383 11,378 11,481: 817 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 342: -100 -55 83 322 303 305 332: 37 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.9 23.5 61.7 68.7 93.3 94.1: 6.7 5.9
Old : 100.0: 8.1 1.9 23.5 61.7 68.7 93.3 94.1: 6.7 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 3 7 36 24 43 32:
Old : 45: 5 3 7 36 24 43 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 53.7 51.0 71.9 18.9 42.8 32.1 49.4
Old : 33.2 53.7 51.0 71.9 18.9 42.8 32.1 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,263: 86 2,760 2,383 4,148 1,239 6,618 6,382: 645 881
Old : 7,263: 86 2,760 2,383 4,148 1,239 6,618 6,382: 645 881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -89: 17 74 -176 40 -37 -119 -139: 30 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 38.0 32.8 57.1 17.1 91.1 87.9: 8.9 12.1
Old : 100.0: 1.2 38.0 32.8 57.1 17.1 91.1 87.9: 8.9 12.1
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 8 7 19 13 28 21:
Old : 30: 2 8 7 19 13 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 60.5 69.4 74.4 36.7 31.8 42.2 40.9
Old : 50.1 60.5 69.4 74.4 36.7 31.8 42.2 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 250,974: 70,991 18,017 76,605 80,799 120,794 228,394 215,416: 22,580 35,559
Old : 249,830: 70,976 18,073 76,355 80,569 120,391 227,899 214,819: 21,931 35,011
Other: 1,144: 251 179 15 230 403 495 596: 649 548
: : :
: : Changes in Commitments from: November 24, 2020 :
: -313: 284 -431 -542 -474 1,915 -733 941: 420 -1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 7.2 30.5 32.2 48.1 91.0 85.8: 9.0 14.2
Old : 100.0: 28.4 7.2 30.6 32.2 48.2 91.2 86.0: 8.8 14.0
Other: 100.0: 21.9 15.7 1.3 20.1 35.2 43.3 52.1: 56.7 47.9
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 103 65 112 87 90 256 214:
Old : 286: 102 68 112 87 90 256 214:
Other: 29: 5 7 2 4 13 10 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 13.6 26.8 23.8 14.8 11.3 24.9 16.9
Old : 14.9 13.7 26.9 23.9 14.9 11.4 25.0 16.9
Other: 33.8 33.8 42.5 44.4 33.8 33.8 41.8 44.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 326,450: 92,239 27,019 72,979 124,353 176,488 289,571 276,487: 36,880 49,964
Old : 326,450: 92,239 27,019 72,979 124,353 176,488 289,571 276,487: 36,880 49,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -269: 4,727 889 -3,681 -1,496 2,613 -451 -179: 182 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 8.3 22.4 38.1 54.1 88.7 84.7: 11.3 15.3
Old : 100.0: 28.3 8.3 22.4 38.1 54.1 88.7 84.7: 11.3 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 117 66 117 153 168 324 310:
Old : 386: 117 66 117 153 168 324 310:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 17.4 24.5 25.1 16.3 15.7 24.2 22.9
Old : 16.3 17.4 24.5 25.1 16.3 15.7 24.2 22.9
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 with Delta-adjusted Options and Futures Combined, December 01, 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 : 3,169: 856 271 150 1,213 2,261 2,220 2,682: 949 486
Old : 3,169: 856 271 150 1,213 2,261 2,220 2,682: 949 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -79: 56 -8 -52 -27 2 -23 -58: -56 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 8.6 4.7 38.3 71.4 70.1 84.7: 29.9 15.3
Old : 100.0: 27.0 8.6 4.7 38.3 71.4 70.1 84.7: 29.9 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 5 3 10 14 23 22:
Old : 37: 13 5 3 10 14 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 : 37.3 51.7 49.4 65.6 34.2 51.7 46.2 65.4
Old : 37.3 51.7 49.4 65.6 34.2 51.7 46.2 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 43,860: 13,996 11,041 10,418 13,578 9,515 37,992 30,974: 5,867 12,886
Old : 43,860: 13,996 11,041 10,418 13,578 9,515 37,992 30,974: 5,867 12,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 2,144: 250 -1,542 1,462 538 624 2,249 544: -106 1,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 25.2 23.8 31.0 21.7 86.6 70.6: 13.4 29.4
Old : 100.0: 31.9 25.2 23.8 31.0 21.7 86.6 70.6: 13.4 29.4
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 : 174: 43 46 54 53 55 134 126:
Old : 174: 43 46 54 53 55 134 126:
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 13.8 32.6 22.8 21.5 13.4 30.7 20.0
Old : 22.9 13.8 32.6 22.8 21.5 13.4 30.7 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 38,391: 1,157 11,794 5,717 30,305 18,711 37,179 36,222: 1,212 2,169
Old : 38,391: 1,157 11,794 5,717 30,305 18,711 37,179 36,222: 1,212 2,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,056: 7 847 -4 1,036 287 1,039 1,130: 17 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 30.7 14.9 78.9 48.7 96.8 94.4: 3.2 5.6
Old : 100.0: 3.0 30.7 14.9 78.9 48.7 96.8 94.4: 3.2 5.6
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 : 69: 8 14 13 37 40 56 56:
Old : 69: 8 14 13 37 40 56 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 36.0 67.7 57.0 46.0 33.8 63.7 50.2
Old : 47.7 36.0 67.7 57.0 46.0 33.8 63.7 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 19,795: 6,556 9,738 6 11,608 8,242 18,170 17,986: 1,625 1,809
Old : 19,795: 6,556 9,738 6 11,608 8,242 18,170 17,986: 1,625 1,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -654: -65 -766 -1 -493 99 -558 -668: -96 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 49.2 0.0 58.6 41.6 91.8 90.9: 8.2 9.1
Old : 100.0: 33.1 49.2 0.0 58.6 41.6 91.8 90.9: 8.2 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 : 44: 18 12 1 10 6 29 18:
Old : 44: 18 12 1 10 6 29 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 : 50.3 72.6 67.5 82.6 50.3 72.6 67.5 82.6
Old : 50.3 72.6 67.5 82.6 50.3 72.6 67.5 82.6
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 with Delta-adjusted Options and Futures Combined, December 01, 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 : 157,186: 28,538 51,274 6,347 79,237 83,913 114,121 141,534: 43,065 15,652
Old : 157,186: 28,538 51,274 6,347 79,237 83,913 114,121 141,534: 43,065 15,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 7,726: -2,799 1,914 1,475 4,605 5,149 3,281 8,538: 4,445 -812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 32.6 4.0 50.4 53.4 72.6 90.0: 27.4 10.0
Old : 100.0: 18.2 32.6 4.0 50.4 53.4 72.6 90.0: 27.4 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 : 100: 24 25 16 38 31 72 62:
Old : 100: 24 25 16 38 31 72 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 : 23.7 34.6 34.8 50.5 23.4 34.6 32.2 50.2
Old : 23.7 34.6 34.8 50.5 23.4 34.6 32.2 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 55,150: 20,074 3,799 2,249 13,303 35,308 35,625 41,356: 19,525 13,794
Old : 55,150: 20,074 3,799 2,249 13,303 35,308 35,625 41,356: 19,525 13,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,842: -143 -961 581 -1,227 775 -788 395: 2,630 1,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 6.9 4.1 24.1 64.0 64.6 75.0: 35.4 25.0
Old : 100.0: 36.4 6.9 4.1 24.1 64.0 64.6 75.0: 35.4 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 : 40: 14 5 4 16 12 31 20:
Old : 40: 14 5 4 16 12 31 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 : 29.1 54.7 43.4 64.2 29.0 52.8 41.6 60.7
Old : 29.1 54.7 43.4 64.2 29.0 52.8 41.6 60.7
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 with Delta-adjusted Options and Futures Combined, December 01, 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 : 150,562: 72,890 43,417 4,280 64,355 100,028 141,526 147,725: 9,036 2,837
Old : 150,562: 72,890 43,417 4,280 64,355 100,028 141,526 147,725: 9,036 2,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 12,778: 9,754 4,457 867 784 7,663 11,404 12,987: 1,373 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 28.8 2.8 42.7 66.4 94.0 98.1: 6.0 1.9
Old : 100.0: 48.4 28.8 2.8 42.7 66.4 94.0 98.1: 6.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 69 29 13 32 23 108 60:
Old : 150: 69 29 13 32 23 108 60:
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 : 42.7 47.8 54.0 65.2 42.7 47.8 54.0 65.1
Old : 42.7 47.8 54.0 65.2 42.7 47.8 54.0 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 183,476: 38,390 42,493 21,746 88,765 90,468 148,902 154,707: 34,574 28,768
Old : 183,476: 38,390 42,493 21,746 88,765 90,468 148,902 154,707: 34,574 28,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 6,983: 3,601 -4,441 1,495 -466 7,939 4,631 4,993: 2,352 1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 23.2 11.9 48.4 49.3 81.2 84.3: 18.8 15.7
Old : 100.0: 20.9 23.2 11.9 48.4 49.3 81.2 84.3: 18.8 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 29 31 23 36 42 80 81:
Old : 116: 29 31 23 36 42 80 81:
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 : 23.9 19.2 38.4 30.2 21.6 16.7 30.8 26.2
Old : 23.9 19.2 38.4 30.2 21.6 16.7 30.8 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 200,010: 60,693 15,961 7,304 96,926 158,742 164,923 182,007: 35,087 18,002
Old : 200,010: 60,693 15,961 7,304 96,926 158,742 164,923 182,007: 35,087 18,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 5,689: 7,785 158 -213 -3,750 4,981 3,822 4,925: 1,867 764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 8.0 3.7 48.5 79.4 82.5 91.0: 17.5 9.0
Old : 100.0: 30.3 8.0 3.7 48.5 79.4 82.5 91.0: 17.5 9.0
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 : 114: 41 13 15 45 40 90 64:
Old : 114: 41 13 15 45 40 90 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 61.7 38.9 69.7 27.4 60.7 38.5 66.6
Old : 27.8 61.7 38.9 69.7 27.4 60.7 38.5 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 719,718: 212,451 67,222 36,018 370,097 568,507 618,566 671,747: 101,151 47,971
Old : 719,718: 212,451 67,222 36,018 370,097 568,507 618,566 671,747: 101,151 47,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 24,882: 4,306 -301 3,404 8,441 14,398 16,151 17,501: 8,731 7,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 9.3 5.0 51.4 79.0 85.9 93.3: 14.1 6.7
Old : 100.0: 29.5 9.3 5.0 51.4 79.0 85.9 93.3: 14.1 6.7
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 : 319: 105 44 52 135 98 256 178:
Old : 319: 105 44 52 135 98 256 178:
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 60.7 20.7 68.9 11.7 60.0 19.5 67.4
Old : 12.3 60.7 20.7 68.9 11.7 60.0 19.5 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 25,476: 6,854 2,837 310 7,038 16,773 14,202 19,920: 11,274 5,556
Old : 25,476: 6,854 2,837 310 7,038 16,773 14,202 19,920: 11,274 5,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 718: 741 189 179 242 348 1,162 716: -444 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 11.1 1.2 27.6 65.8 55.7 78.2: 44.3 21.8
Old : 100.0: 26.9 11.1 1.2 27.6 65.8 55.7 78.2: 44.3 21.8
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 : 23: 8 3 2 9 9 17 14:
Old : 23: 8 3 2 9 9 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 56.0 36.9 72.6 20.4 54.1 35.3 68.2
Old : 21.7 56.0 36.9 72.6 20.4 54.1 35.3 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 53,314: 12,729 30,502 8 37,055 20,521 49,792 51,031: 3,522 2,283
Old : 53,314: 12,729 30,502 8 37,055 20,521 49,792 51,031: 3,522 2,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 9,698: 1,212 840 -384 7,591 9,432 8,419 9,888: 1,279 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 57.2 0.0 69.5 38.5 93.4 95.7: 6.6 4.3
Old : 100.0: 23.9 57.2 0.0 69.5 38.5 93.4 95.7: 6.6 4.3
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 : 61: 22 21 2 14 6 38 27:
Old : 61: 22 21 2 14 6 38 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 64.2 78.7 85.9 54.2 59.3 64.8 73.8
Old : 68.1 64.2 78.7 85.9 54.2 59.3 64.8 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 55,549: 32,904 23,752 861 15,323 27,515 49,087 52,127: 6,462 3,422
Old : 55,549: 32,904 23,752 861 15,323 27,515 49,087 52,127: 6,462 3,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 746: 610 -144 31 -421 549 220 436: 527 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 42.8 1.5 27.6 49.5 88.4 93.8: 11.6 6.2
Old : 100.0: 59.2 42.8 1.5 27.6 49.5 88.4 93.8: 11.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 39 24 11 25 15 72 42:
Old : 99: 39 24 11 25 15 72 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 : 27.7 39.6 42.1 63.2 27.5 39.6 42.0 62.8
Old : 27.7 39.6 42.1 63.2 27.5 39.6 42.0 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 15,364: 10,786 2,674 0 3,376 11,270 14,162 13,944: 1,202 1,420
Old : 15,364: 10,786 2,674 0 3,376 11,270 14,162 13,944: 1,202 1,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 47: 491 112 -1 -453 178 37 289: 10 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 17.4 0.0 22.0 73.4 92.2 90.8: 7.8 9.2
Old : 100.0: 70.2 17.4 0.0 22.0 73.4 92.2 90.8: 7.8 9.2
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 : 31: 15 6 0 6 6 21 12:
Old : 31: 15 6 0 6 6 21 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 : 69.9 73.8 80.0 87.0 69.9 73.7 80.0 86.9
Old : 69.9 73.8 80.0 87.0 69.9 73.7 80.0 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :18,492,037: 1,295,052 776,528 9,098,474 7,495,250 7,851,376 17,888,776 17,726,377: 603,262 765,660
Old :18,492,037: 1,295,052 776,528 9,098,474 7,495,250 7,851,376 17,888,776 17,726,377: 603,262 765,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -101,274: 92,894 99,483 -153,391 -32,744 -69,856 -93,241 -123,763: -8,034 22,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.2 49.2 40.5 42.5 96.7 95.9: 3.3 4.1
Old : 100.0: 7.0 4.2 49.2 40.5 42.5 96.7 95.9: 3.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 59 57 96 131 133 248 237:
Old : 268: 59 57 96 131 133 248 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 23.0 36.6 35.8 7.2 8.0 10.6 12.5
Old : 23.0 23.0 36.6 35.8 7.2 8.0 10.6 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 12,856: 7,520 10,534 1,707 218 89 9,446 12,330: 3,411 527
Old : 12,856: 7,520 10,534 1,707 218 89 9,446 12,330: 3,411 527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -1,116: -971 -417 -345 13 19 -1,303 -742: 187 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 81.9 13.3 1.7 0.7 73.5 95.9: 26.5 4.1
Old : 100.0: 58.5 81.9 13.3 1.7 0.7 73.5 95.9: 26.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 79 29 23 2 1 94 41:
Old : 112: 79 29 23 2 1 94 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 : 17.9 59.9 27.6 76.7 16.4 57.6 24.6 71.5
Old : 17.9 59.9 27.6 76.7 16.4 57.6 24.6 71.5
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 with Delta-adjusted Options and Futures Combined, December 01, 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 : 504,545: 58,924 40,499 120,594 324,871 343,143 504,389 504,236: 156 309
Old : 504,545: 58,924 40,499 120,594 324,871 343,143 504,389 504,236: 156 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 41,106: -336 -397 8,877 32,581 32,612 41,122 41,092: -16 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 8.0 23.9 64.4 68.0 100.0 99.9: 0.0 0.1
Old : 100.0: 11.7 8.0 23.9 64.4 68.0 100.0 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 : 92: 26 19 30 31 39 73 75:
Old : 92: 26 19 30 31 39 73 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 43.7 63.6 60.9 41.8 33.0 48.9 41.1
Old : 51.4 43.7 63.6 60.9 41.8 33.0 48.9 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 159,594: 17,055 17,265 24,309 118,166 117,962 159,530 159,536: 64 58
Old : 159,594: 17,055 17,265 24,309 118,166 117,962 159,530 159,536: 64 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -42,261: -12,134 -32 -7,047 -23,066 -35,183 -42,247 -42,262: -14 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.8 15.2 74.0 73.9 100.0 100.0: 0.0 0.0
Old : 100.0: 10.7 10.8 15.2 74.0 73.9 100.0 100.0: 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 : 75: 15 25 21 25 30 51 65:
Old : 75: 15 25 21 25 30 51 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 45.1 70.1 63.9 52.7 42.7 61.2 54.9
Old : 57.0 45.1 70.1 63.9 52.7 42.7 61.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 698,807: 74,303 73,139 106,216 433,447 438,910 613,966 618,266: 84,841 80,542
Old : 698,807: 74,303 73,139 106,216 433,447 438,910 613,966 618,266: 84,841 80,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 13,278: 844 409 -2,974 13,534 14,296 11,405 11,731: 1,873 1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.5 15.2 62.0 62.8 87.9 88.5: 12.1 11.5
Old : 100.0: 10.6 10.5 15.2 62.0 62.8 87.9 88.5: 12.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 574: 105 90 109 292 286 450 432:
Old : 574: 105 90 109 292 286 450 432:
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 : 12.4 17.1 21.1 26.5 9.0 14.4 15.0 21.4
Old : 12.4 17.1 21.1 26.5 9.0 14.4 15.0 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 45,262: 8,709 4,796 4,881 10,033 27,933 23,623 37,610: 21,639 7,652
Old : 45,262: 8,709 4,796 4,881 10,033 27,933 23,623 37,610: 21,639 7,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 5,001: 2,570 1,422 932 -76 3,401 3,426 5,755: 1,575 -753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 10.6 10.8 22.2 61.7 52.2 83.1: 47.8 16.9
Old : 100.0: 19.2 10.6 10.8 22.2 61.7 52.2 83.1: 47.8 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 8 13 10 13 24 30:
Old : 33: 10 8 13 10 13 24 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 : 29.6 40.5 44.0 61.2 19.1 35.8 27.2 53.6
Old : 29.6 40.5 44.0 61.2 19.1 35.8 27.2 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 11,881: 367 531 0 8,934 10,658 9,301 11,189: 2,580 692
Old : 11,881: 367 531 0 8,934 10,658 9,301 11,189: 2,580 692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,621: -194 0 0 1,846 1,605 1,652 1,605: -31 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.5 0.0 75.2 89.7 78.3 94.2: 21.7 5.8
Old : 100.0: 3.1 4.5 0.0 75.2 89.7 78.3 94.2: 21.7 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 : 22: 1 1 0 9 12 10 13:
Old : 22: 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 : 58.0 68.5 72.5 83.3 57.6 68.5 71.4 83.3
Old : 58.0 68.5 72.5 83.3 57.6 68.5 71.4 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 18,855: 3,397 1,968 0 13,099 15,077 16,496 17,045: 2,359 1,810
Old : 18,855: 3,397 1,968 0 13,099 15,077 16,496 17,045: 2,359 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -688: 762 -518 0 -118 1,161 644 643: -1,332 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 10.4 0.0 69.5 80.0 87.5 90.4: 12.5 9.6
Old : 100.0: 18.0 10.4 0.0 69.5 80.0 87.5 90.4: 12.5 9.6
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 : 32: 4 3 0 13 13 17 16:
Old : 32: 4 3 0 13 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 64.4 69.8 79.2 56.0 64.4 69.8 79.2
Old : 56.0 64.4 69.8 79.2 56.0 64.4 69.8 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,267,728: 371,230 384,975 463,417 2,117,070 2,054,887 2,951,717 2,903,279: 316,011 364,449
Old : 3,267,728: 371,230 384,975 463,417 2,117,070 2,054,887 2,951,717 2,903,279: 316,011 364,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 41,383: 1,224 4,789 -29,383 68,053 54,474 39,893 29,880: 1,490 11,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 11.8 14.2 64.8 62.9 90.3 88.8: 9.7 11.2
Old : 100.0: 11.4 11.8 14.2 64.8 62.9 90.3 88.8: 9.7 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 : 572: 105 89 105 289 285 445 428:
Old : 572: 105 89 105 289 285 445 428:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 16.9 21.8 26.8 9.6 14.3 16.0 21.5
Old : 12.8 16.9 21.8 26.8 9.6 14.3 16.0 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 24,161: 1,157 1,423 0 20,021 21,546 21,178 22,969: 2,983 1,192
Old : 24,161: 1,157 1,423 0 20,021 21,546 21,178 22,969: 2,983 1,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,148: 0 969 0 901 154 901 1,123: 247 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.9 0.0 82.9 89.2 87.7 95.1: 12.3 4.9
Old : 100.0: 4.8 5.9 0.0 82.9 89.2 87.7 95.1: 12.3 4.9
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: 2 3 0 11 10 13 13:
Old : 26: 2 3 0 11 10 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 64.1 77.6 86.7 63.3 64.1 77.6 86.7
Old : 63.3 64.1 77.6 86.7 63.3 64.1 77.6 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 23,126: 1,061 475 0 19,351 21,844 20,412 22,319: 2,714 807
Old : 23,126: 1,061 475 0 19,351 21,844 20,412 22,319: 2,714 807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 401: 5 0 0 320 313 325 313: 76 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.1 0.0 83.7 94.5 88.3 96.5: 11.7 3.5
Old : 100.0: 4.6 2.1 0.0 83.7 94.5 88.3 96.5: 11.7 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 : 23: 2 1 0 12 10 14 11:
Old : 23: 2 1 0 12 10 14 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 : 61.4 87.5 79.9 94.3 61.2 87.5 78.2 93.8
Old : 61.4 87.5 79.9 94.3 61.2 87.5 78.2 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 16,077: 1,491 0 0 12,147 12,645 13,638 12,645: 2,439 3,432
Old : 16,077: 1,491 0 0 12,147 12,645 13,638 12,645: 2,439 3,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 2,589: 549 0 0 2,337 -273 2,886 -273: -297 2,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.0 0.0 75.6 78.7 84.8 78.7: 15.2 21.3
Old : 100.0: 9.3 0.0 0.0 75.6 78.7 84.8 78.7: 15.2 21.3
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 : 23: 3 0 0 8 12 11 12:
Old : 23: 3 0 0 8 12 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 49.4 79.5 72.3 64.9 49.4 79.5 72.3
Old : 64.9 49.4 79.5 72.3 64.9 49.4 79.5 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 174,559: 106,119 25,339 13,416 25,808 6,375 145,344 45,131: 29,215 129,428
Old : 174,559: 106,119 25,339 13,416 25,808 6,375 145,344 45,131: 29,215 129,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 866: 4,154 4,467 -1,030 121 -5,968 3,245 -2,532: -2,379 3,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 14.5 7.7 14.8 3.7 83.3 25.9: 16.7 74.1
Old : 100.0: 60.8 14.5 7.7 14.8 3.7 83.3 25.9: 16.7 74.1
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 : 23: 11 6 8 5 3 19 14:
Old : 23: 11 6 8 5 3 19 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 : 63.2 15.3 74.0 22.5 60.3 13.8 69.5 17.0
Old : 63.2 15.3 74.0 22.5 60.3 13.8 69.5 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 53,595: 6,487 1,744 572 36,045 48,249 43,104 50,565: 10,491 3,030
Old : 53,595: 6,487 1,744 572 36,045 48,249 43,104 50,565: 10,491 3,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -279: -335 -643 14 -81 862 -402 233: 123 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.3 1.1 67.3 90.0 80.4 94.3: 19.6 5.7
Old : 100.0: 12.1 3.3 1.1 67.3 90.0 80.4 94.3: 19.6 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 : 72: 9 6 5 37 31 49 39:
Old : 72: 9 6 5 37 31 49 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 39.5 38.7 58.5 22.3 39.4 37.3 57.4
Old : 22.7 39.5 38.7 58.5 22.3 39.4 37.3 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 54,433: 13,457 17,474 4,737 27,024 24,508 45,218 46,719: 9,215 7,715
Old : 54,433: 13,457 17,474 4,737 27,024 24,508 45,218 46,719: 9,215 7,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 325: 166 122 428 -107 -313 486 238: -162 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 32.1 8.7 49.6 45.0 83.1 85.8: 16.9 14.2
Old : 100.0: 24.7 32.1 8.7 49.6 45.0 83.1 85.8: 16.9 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 64 61 45 107 114 194 198:
Old : 291: 64 61 45 107 114 194 198:
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 : 21.4 21.0 31.1 33.8 21.2 18.9 29.4 29.5
Old : 21.4 21.0 31.1 33.8 21.2 18.9 29.4 29.5
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 with Delta-adjusted Options and Futures Combined, December 01, 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 : 272,167: 67,287 87,368 23,684 135,120 122,540 226,091 233,593: 46,076 38,574
Old : 272,167: 67,287 87,368 23,684 135,120 122,540 226,091 233,593: 46,076 38,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,624: 829 611 2,139 -536 -1,563 2,432 1,188: -808 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 32.1 8.7 49.6 45.0 83.1 85.8: 16.9 14.2
Old : 100.0: 24.7 32.1 8.7 49.6 45.0 83.1 85.8: 16.9 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 64 61 45 107 114 194 198:
Old : 291: 64 61 45 107 114 194 198:
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 : 21.4 21.0 31.1 33.8 21.2 18.9 29.4 29.5
Old : 21.4 21.0 31.1 33.8 21.2 18.9 29.4 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 168,727: 147,111 18,029 6,627 217 1,252 153,955 25,908: 14,772 142,819
Old : 168,727: 147,111 18,029 6,627 217 1,252 153,955 25,908: 14,772 142,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 5,094: 6,101 5,392 356 217 -2,856 6,674 2,892: -1,580 2,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 10.7 3.9 0.1 0.7 91.2 15.4: 8.8 84.6
Old : 100.0: 87.2 10.7 3.9 0.1 0.7 91.2 15.4: 8.8 84.6
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 : 22: 11 9 6 1 1 14 14:
Old : 22: 11 9 6 1 1 14 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 : 85.9 12.4 90.5 14.3 84.6 10.4 86.8 11.2
Old : 85.9 12.4 90.5 14.3 84.6 10.4 86.8 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 145,014: 44,484 56,353 8,769 58,325 63,021 111,578 128,144: 33,436 16,871
Old : 145,014: 44,484 56,353 8,769 58,325 63,021 111,578 128,144: 33,436 16,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -1,164: -5,002 -681 -622 457 3,288 -5,167 1,985: 4,003 -3,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 38.9 6.0 40.2 43.5 76.9 88.4: 23.1 11.6
Old : 100.0: 30.7 38.9 6.0 40.2 43.5 76.9 88.4: 23.1 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 22 22 13 32 29 60 58:
Old : 86: 22 22 13 32 29 60 58:
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 : 33.8 56.4 44.2 64.7 31.0 55.6 39.3 63.2
Old : 33.8 56.4 44.2 64.7 31.0 55.6 39.3 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 566,276: 121,902 83,932 14,259 399,249 448,838 535,410 547,029: 30,866 19,247
Old : 566,276: 121,902 83,932 14,259 399,249 448,838 535,410 547,029: 30,866 19,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -7,607: -11,073 -2,597 -898 1,914 -2,499 -10,057 -5,994: 2,450 -1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 14.8 2.5 70.5 79.3 94.5 96.6: 5.5 3.4
Old : 100.0: 21.5 14.8 2.5 70.5 79.3 94.5 96.6: 5.5 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 : 366: 67 53 21 172 140 249 204:
Old : 366: 67 53 21 172 140 249 204:
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 : 12.2 24.6 22.6 37.8 11.9 24.5 21.3 36.3
Old : 12.2 24.6 22.6 37.8 11.9 24.5 21.3 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 17,626: 0 1,056 193 16,393 15,910 16,586 17,159: 1,040 467
Old : 17,626: 0 1,056 193 16,393 15,910 16,586 17,159: 1,040 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -69: 0 15 -13 -111 107 -124 109: 55 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 1.1 93.0 90.3 94.1 97.4: 5.9 2.6
Old : 100.0: 0.0 6.0 1.1 93.0 90.3 94.1 97.4: 5.9 2.6
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 : 20: 0 2 1 10 9 11 11:
Old : 20: 0 2 1 10 9 11 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 : 74.8 66.1 91.2 88.8 74.8 66.1 91.2 88.8
Old : 74.8 66.1 91.2 88.8 74.8 66.1 91.2 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 18,165: 3,368 2,133 341 8,999 12,316 12,708 14,790: 5,457 3,375
Old : 18,165: 3,368 2,133 341 8,999 12,316 12,708 14,790: 5,457 3,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -47: 148 -21 -424 351 241 75 -204: -122 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.7 1.9 49.5 67.8 70.0 81.4: 30.0 18.6
Old : 100.0: 18.5 11.7 1.9 49.5 67.8 70.0 81.4: 30.0 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 3 2 10 7 19 12:
Old : 27: 8 3 2 10 7 19 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 : 38.8 68.0 52.7 78.7 38.8 68.0 52.7 78.1
Old : 38.8 68.0 52.7 78.7 38.8 68.0 52.7 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 56,629: 16,285 7,500 360 32,506 34,105 49,151 41,965: 7,478 14,664
Old : 56,629: 16,285 7,500 360 32,506 34,105 49,151 41,965: 7,478 14,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -361: -72 -662 -426 -316 2,308 -814 1,220: 453 -1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 13.2 0.6 57.4 60.2 86.8 74.1: 13.2 25.9
Old : 100.0: 28.8 13.2 0.6 57.4 60.2 86.8 74.1: 13.2 25.9
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 : 79: 17 9 2 23 34 41 45:
Old : 79: 17 9 2 23 34 41 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 22.6 54.6 35.9 35.7 22.6 53.3 35.9
Old : 36.6 22.6 54.6 35.9 35.7 22.6 53.3 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 211,858: 60,902 442 6,764 143,957 202,653 211,623 209,859: 235 1,999
Old : 211,858: 60,902 442 6,764 143,957 202,653 211,623 209,859: 235 1,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 360: -192 0 -540 1,638 628 906 88: -546 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 0.2 3.2 67.9 95.7 99.9 99.1: 0.1 0.9
Old : 100.0: 28.7 0.2 3.2 67.9 95.7 99.9 99.1: 0.1 0.9
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 : 81: 31 4 5 37 29 69 37:
Old : 81: 31 4 5 37 29 69 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 : 36.0 60.1 56.1 82.0 32.3 53.1 51.6 70.9
Old : 36.0 60.1 56.1 82.0 32.3 53.1 51.6 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 04, 2020