BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 10,199: 354 409 1,049 7,687 8,149 9,090 9,607: 1,109 592
Old : 10,199: 354 409 1,049 7,687 8,149 9,090 9,607: 1,109 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 942: -27 9 116 754 873 844 998: 98 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.0 10.3 75.4 79.9 89.1 94.2: 10.9 5.8
Old : 100.0: 3.5 4.0 10.3 75.4 79.9 89.1 94.2: 10.9 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 : 47: 6 4 7 30 26 38 35:
Old : 47: 6 4 7 30 26 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 38.4 54.7 58.3 32.3 36.6 44.9 51.6
Old : 37.5 38.4 54.7 58.3 32.3 36.6 44.9 51.6
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 15, 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 : 40,888: 11,750 2,327 10,299 14,420 19,598 36,470 32,224: 4,419 8,664
Old : 40,888: 11,750 2,327 10,299 14,420 19,598 36,470 32,224: 4,419 8,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,888: 523 -391 414 950 1,607 1,888 1,631: 1 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 5.7 25.2 35.3 47.9 89.2 78.8: 10.8 21.2
Old : 100.0: 28.7 5.7 25.2 35.3 47.9 89.2 78.8: 10.8 21.2
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 : 72: 19 5 18 37 38 61 56:
Old : 72: 19 5 18 37 38 61 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 : 41.2 31.5 56.9 44.4 33.4 23.5 42.7 31.2
Old : 41.2 31.5 56.9 44.4 33.4 23.5 42.7 31.2
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 15, 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 : 10,486: 933 86 2,283 6,482 7,306 9,698 9,675: 788 811
Old : 10,486: 933 86 2,283 6,482 7,306 9,698 9,675: 788 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 370: 13 14 10 297 353 320 377: 49 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.8 21.8 61.8 69.7 92.5 92.3: 7.5 7.7
Old : 100.0: 8.9 0.8 21.8 61.8 69.7 92.5 92.3: 7.5 7.7
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 : 43: 5 2 6 34 22 40 29:
Old : 43: 5 2 6 34 22 40 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 : 30.2 53.4 47.3 71.9 18.2 41.1 30.4 48.4
Old : 30.2 53.4 47.3 71.9 18.2 41.1 30.4 48.4
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 15, 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 : 6,133: 90 1,986 1,983 3,300 1,163 5,373 5,132: 760 1,001
Old : 6,133: 90 1,986 1,983 3,300 1,163 5,373 5,132: 760 1,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 135: -4 39 92 30 -45 118 86: 17 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 32.4 32.3 53.8 19.0 87.6 83.7: 12.4 16.3
Old : 100.0: 1.5 32.4 32.3 53.8 19.0 87.6 83.7: 12.4 16.3
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 : 25: 3 6 6 15 9 23 16:
Old : 25: 3 6 6 15 9 23 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 : 52.0 58.5 70.8 73.9 36.7 29.0 41.5 38.4
Old : 52.0 58.5 70.8 73.9 36.7 29.0 41.5 38.4
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 15, 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 : 239,420: 71,929 27,419 69,876 78,867 108,758 220,673 206,053: 18,747 33,367
Old : 237,768: 71,893 27,579 69,508 78,523 108,064 219,925 205,151: 17,843 32,617
Other: 1,653: 361 165 43 344 695 748 902: 905 750
: : :
: : Changes in Commitments from: December 8, 2020 :
: -5,400: -843 3,170 -1,626 -811 -5,902 -3,280 -4,358: -2,120 -1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 11.5 29.2 32.9 45.4 92.2 86.1: 7.8 13.9
Old : 100.0: 30.2 11.6 29.2 33.0 45.4 92.5 86.3: 7.5 13.7
Other: 100.0: 21.9 10.0 2.6 20.8 42.0 45.3 54.6: 54.7 45.4
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 96 76 108 90 95 252 224:
Old : 290: 97 78 107 89 95 250 224:
Other: 43: 11 6 4 9 21 20 31:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 12.5 28.7 22.0 16.5 9.9 27.3 15.4
Old : 16.7 12.6 28.9 22.2 16.7 10.0 27.5 15.5
Other: 25.7 27.6 37.8 40.0 24.8 27.6 34.9 39.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 327,137: 96,815 29,804 72,031 121,087 175,475 289,933 277,309: 37,205 49,828
Old : 327,137: 96,815 29,804 72,031 121,087 175,475 289,933 277,309: 37,205 49,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 6,205: 3,793 917 4,037 -1,368 1,304 6,462 6,258: -257 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 9.1 22.0 37.0 53.6 88.6 84.8: 11.4 15.2
Old : 100.0: 29.6 9.1 22.0 37.0 53.6 88.6 84.8: 11.4 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 112 74 110 147 169 315 307:
Old : 383: 112 74 110 147 169 315 307:
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 : 17.0 17.5 25.3 25.1 17.0 16.2 24.9 23.2
Old : 17.0 17.5 25.3 25.1 17.0 16.2 24.9 23.2
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 15, 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 : 3,374: 812 210 348 912 2,115 2,072 2,673: 1,302 701
Old : 3,374: 812 210 348 912 2,115 2,072 2,673: 1,302 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 225: 61 -29 131 -54 -31 137 71: 88 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 6.2 10.3 27.0 62.7 61.4 79.2: 38.6 20.8
Old : 100.0: 24.1 6.2 10.3 27.0 62.7 61.4 79.2: 38.6 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 : 39: 16 4 4 9 15 25 23:
Old : 39: 16 4 4 9 15 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 42.3 39.0 58.0 22.8 42.0 30.9 55.0
Old : 27.8 42.3 39.0 58.0 22.8 42.0 30.9 55.0
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 15, 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 : 47,886: 14,740 10,219 11,913 14,357 11,039 41,009 33,171: 6,877 14,715
Old : 47,886: 14,740 10,219 11,913 14,357 11,039 41,009 33,171: 6,877 14,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,455: 653 -214 1,043 617 678 2,314 1,508: 141 947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 21.3 24.9 30.0 23.1 85.6 69.3: 14.4 30.7
Old : 100.0: 30.8 21.3 24.9 30.0 23.1 85.6 69.3: 14.4 30.7
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 : 187: 43 44 58 65 65 148 141:
Old : 187: 43 44 58 65 65 148 141:
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 13.3 30.3 20.8 19.9 12.2 28.0 17.5
Old : 21.4 13.3 30.3 20.8 19.9 12.2 28.0 17.5
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 15, 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 : 36,003: 845 10,905 5,425 28,461 17,772 34,731 34,101: 1,272 1,902
Old : 36,003: 845 10,905 5,425 28,461 17,772 34,731 34,101: 1,272 1,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,868: 58 600 656 2,047 1,538 2,761 2,794: 106 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 30.3 15.1 79.1 49.4 96.5 94.7: 3.5 5.3
Old : 100.0: 2.3 30.3 15.1 79.1 49.4 96.5 94.7: 3.5 5.3
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 : 71: 7 14 13 38 43 56 59:
Old : 71: 7 14 13 38 43 56 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 : 48.1 36.2 69.0 56.0 47.5 32.5 66.6 49.7
Old : 48.1 36.2 69.0 56.0 47.5 32.5 66.6 49.7
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 15, 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 : 32,738: 8,115 10,737 73 22,177 20,483 30,365 31,293: 2,373 1,445
Old : 32,738: 8,115 10,737 73 22,177 20,483 30,365 31,293: 2,373 1,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 8,710: 1,375 -676 8 7,134 9,214 8,517 8,546: 193 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 32.8 0.2 67.7 62.6 92.8 95.6: 7.2 4.4
Old : 100.0: 24.8 32.8 0.2 67.7 62.6 92.8 95.6: 7.2 4.4
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 : 49: 19 13 2 11 9 32 22:
Old : 49: 19 13 2 11 9 32 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 : 51.7 60.1 69.5 82.4 34.3 52.0 47.0 61.1
Old : 51.7 60.1 69.5 82.4 34.3 52.0 47.0 61.1
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 15, 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 : 209,638: 40,019 55,719 8,715 113,486 128,909 162,220 193,343: 47,417 16,295
Old : 209,638: 40,019 55,719 8,715 113,486 128,909 162,220 193,343: 47,417 16,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 36,267: 5,303 -680 -505 30,983 39,035 35,781 37,850: 486 -1,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 26.6 4.2 54.1 61.5 77.4 92.2: 22.6 7.8
Old : 100.0: 19.1 26.6 4.2 54.1 61.5 77.4 92.2: 22.6 7.8
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 : 109: 30 25 18 40 35 80 68:
Old : 109: 30 25 18 40 35 80 68:
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 : 28.3 42.6 37.9 56.5 16.0 28.5 22.9 41.7
Old : 28.3 42.6 37.9 56.5 16.0 28.5 22.9 41.7
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 15, 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 : 50,762: 17,177 7,460 1,055 10,422 29,701 28,653 38,216: 22,108 12,546
Old : 50,762: 17,177 7,460 1,055 10,422 29,701 28,653 38,216: 22,108 12,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -6,279: 281 1,678 -1,773 -3,819 -6,413 -5,311 -6,509: -968 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 14.7 2.1 20.5 58.5 56.4 75.3: 43.6 24.7
Old : 100.0: 33.8 14.7 2.1 20.5 58.5 56.4 75.3: 43.6 24.7
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 : 43: 12 10 2 14 14 28 24:
Old : 43: 12 10 2 14 14 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 45.6 38.5 56.0 29.0 45.6 38.5 54.9
Old : 29.0 45.6 38.5 56.0 29.0 45.6 38.5 54.9
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 15, 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 : 143,626: 62,317 65,233 1,441 71,986 74,081 135,744 140,755: 7,882 2,871
Old : 143,626: 62,317 65,233 1,441 71,986 74,081 135,744 140,755: 7,882 2,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -49,068: -7,958 21,750 -29,912 -10,576 -40,958 -48,446 -49,119: -621 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 45.4 1.0 50.1 51.6 94.5 98.0: 5.5 2.0
Old : 100.0: 43.4 45.4 1.0 50.1 51.6 94.5 98.0: 5.5 2.0
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 : 144: 66 30 8 32 24 102 58:
Old : 144: 66 30 8 32 24 102 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 : 48.5 52.7 60.4 67.0 48.5 52.7 60.4 67.0
Old : 48.5 52.7 60.4 67.0 48.5 52.7 60.4 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 171,636: 37,202 31,002 16,312 83,071 95,688 136,585 143,002: 35,051 28,634
Old : 171,636: 37,202 31,002 16,312 83,071 95,688 136,585 143,002: 35,051 28,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -20,412: -4,054 -2,302 -474 -15,667 -16,537 -20,195 -19,314: -218 -1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 18.1 9.5 48.4 55.8 79.6 83.3: 20.4 16.7
Old : 100.0: 21.7 18.1 9.5 48.4 55.8 79.6 83.3: 20.4 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 : 110: 29 26 20 34 40 73 77:
Old : 110: 29 26 20 34 40 73 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 22.4 39.2 35.4 23.8 22.1 35.7 34.0
Old : 24.2 22.4 39.2 35.4 23.8 22.1 35.7 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 205,884: 65,682 21,990 8,661 96,083 159,108 170,425 189,759: 35,458 16,125
Old : 205,884: 65,682 21,990 8,661 96,083 159,108 170,425 189,759: 35,458 16,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,513: 2,405 6,101 167 -1,403 -4,917 1,169 1,350: 345 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 10.7 4.2 46.7 77.3 82.8 92.2: 17.2 7.8
Old : 100.0: 31.9 10.7 4.2 46.7 77.3 82.8 92.2: 17.2 7.8
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 : 122: 46 20 22 41 35 100 64:
Old : 122: 46 20 22 41 35 100 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 : 24.6 60.8 38.0 69.4 24.6 60.5 38.0 68.5
Old : 24.6 60.8 38.0 69.4 24.6 60.5 38.0 68.5
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 15, 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 : 707,095: 219,984 77,780 29,174 356,546 557,876 605,704 664,829: 101,391 42,266
Old : 707,095: 219,984 77,780 29,174 356,546 557,876 605,704 664,829: 101,391 42,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -26,039: -5,203 10,836 -6,987 -10,307 -25,531 -22,498 -21,683: -3,541 -4,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 11.0 4.1 50.4 78.9 85.7 94.0: 14.3 6.0
Old : 100.0: 31.1 11.0 4.1 50.4 78.9 85.7 94.0: 14.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 99 36 42 123 89 234 155:
Old : 291: 99 36 42 123 89 234 155:
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 62.6 21.6 71.4 12.8 60.6 20.7 69.2
Old : 13.4 62.6 21.6 71.4 12.8 60.6 20.7 69.2
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 15, 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 : 25,127: 6,844 3,825 303 7,289 15,910 14,436 20,038: 10,691 5,089
Old : 25,127: 6,844 3,825 303 7,289 15,910 14,436 20,038: 10,691 5,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 15.2 1.2 29.0 63.3 57.5 79.7: 42.5 20.3
Old : 100.0: 27.2 15.2 1.2 29.0 63.3 57.5 79.7: 42.5 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 3 1 10 9 16 13:
Old : 21: 6 3 1 10 9 16 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 : 27.5 60.9 42.7 73.9 26.3 59.0 41.2 69.4
Old : 27.5 60.9 42.7 73.9 26.3 59.0 41.2 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 17,981: 3,411 3,439 450 5,266 10,350 9,127 14,239: 8,854 3,742
Old : 17,981: 3,411 3,439 450 5,266 10,350 9,127 14,239: 8,854 3,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 19.1 2.5 29.3 57.6 50.8 79.2: 49.2 20.8
Old : 100.0: 19.0 19.1 2.5 29.3 57.6 50.8 79.2: 49.2 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 : 21: 4 2 1 10 13 15 15:
Old : 21: 4 2 1 10 13 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 41.8 44.3 58.7 25.8 36.9 36.2 52.7
Old : 29.0 41.8 44.3 58.7 25.8 36.9 36.2 52.7
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 15, 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 : 37,630: 10,698 19,911 124 23,236 15,656 34,058 35,691: 3,572 1,939
Old : 37,630: 10,698 19,911 124 23,236 15,656 34,058 35,691: 3,572 1,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,963: 1,649 -1,856 -123 289 8,210 1,815 6,231: 148 -4,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 52.9 0.3 61.7 41.6 90.5 94.8: 9.5 5.2
Old : 100.0: 28.4 52.9 0.3 61.7 41.6 90.5 94.8: 9.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 20 21 2 17 6 39 28:
Old : 63: 20 21 2 17 6 39 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 : 53.6 60.7 66.8 81.0 48.4 60.7 61.5 77.3
Old : 53.6 60.7 66.8 81.0 48.4 60.7 61.5 77.3
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 15, 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 : 47,454: 28,739 14,501 283 12,113 29,904 41,135 44,688: 6,319 2,766
Old : 47,454: 28,739 14,501 283 12,113 29,904 41,135 44,688: 6,319 2,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -13,855: -5,991 -9,637 -3,759 -4,196 156 -13,946 -13,240: 91 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 30.6 0.6 25.5 63.0 86.7 94.2: 13.3 5.8
Old : 100.0: 60.6 30.6 0.6 25.5 63.0 86.7 94.2: 13.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 38 19 5 20 12 60 34:
Old : 86: 38 19 5 20 12 60 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 : 25.4 59.6 40.8 78.1 25.1 59.6 40.5 77.8
Old : 25.4 59.6 40.8 78.1 25.1 59.6 40.5 77.8
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 15, 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 : 11,999: 9,460 1,503 0 1,027 9,236 10,487 10,739: 1,512 1,260
Old : 11,999: 9,460 1,503 0 1,027 9,236 10,487 10,739: 1,512 1,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -3,021: 378 -276 -476 -3,135 -2,120 -3,233 -2,872: 212 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 12.5 0.0 8.6 77.0 87.4 89.5: 12.6 10.5
Old : 100.0: 78.8 12.5 0.0 8.6 77.0 87.4 89.5: 12.6 10.5
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 : 25: 13 4 0 3 5 16 9:
Old : 25: 13 4 0 3 5 16 9:
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 76.2 76.0 88.6 64.9 76.2 76.0 88.6
Old : 64.9 76.2 76.0 88.6 64.9 76.2 76.0 88.6
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 15, 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 :15,694,853: 1,147,026 588,332 7,528,307 6,298,328 6,747,304 14,973,661 14,863,943: 721,192 830,910
Old :15,694,853: 1,147,026 588,332 7,528,307 6,298,328 6,747,304 14,973,661 14,863,943: 721,192 830,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
:-3,053,756: -98,704 -98,383 -1,731,603 -1,297,954 -1,271,885 -3,128,261 -3,101,871: 74,505 48,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.7 48.0 40.1 43.0 95.4 94.7: 4.6 5.3
Old : 100.0: 7.3 3.7 48.0 40.1 43.0 95.4 94.7: 4.6 5.3
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 : 242: 62 53 89 112 111 224 209:
Old : 242: 62 53 89 112 111 224 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 23.6 38.8 35.5 8.3 9.1 12.0 13.0
Old : 24.7 23.6 38.8 35.5 8.3 9.1 12.0 13.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 12,632: 6,553 9,525 2,326 502 70 9,380 11,920: 3,252 712
Old : 12,632: 6,553 9,525 2,326 502 70 9,380 11,920: 3,252 712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -185: -436 -703 404 94 -13 61 -312: -246 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 75.4 18.4 4.0 0.6 74.3 94.4: 25.7 5.6
Old : 100.0: 51.9 75.4 18.4 4.0 0.6 74.3 94.4: 25.7 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 : 101: 74 22 24 2 1 87 38:
Old : 101: 74 22 24 2 1 87 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 : 19.3 58.9 30.8 73.2 15.1 56.0 25.2 68.4
Old : 19.3 58.9 30.8 73.2 15.1 56.0 25.2 68.4
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 15, 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 : 498,836: 48,213 45,034 112,544 337,918 340,997 498,675 498,575: 161 261
Old : 498,836: 48,213 45,034 112,544 337,918 340,997 498,675 498,575: 161 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -13,963: -5,321 3,389 -7,354 -1,287 -10,008 -13,962 -13,973: -1 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.0 22.6 67.7 68.4 100.0 99.9: 0.0 0.1
Old : 100.0: 9.7 9.0 22.6 67.7 68.4 100.0 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 : 94: 25 24 34 31 39 76 78:
Old : 94: 25 24 34 31 39 76 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 : 57.3 44.2 69.7 62.0 45.8 33.5 50.5 42.4
Old : 57.3 44.2 69.7 62.0 45.8 33.5 50.5 42.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 189,322: 14,121 14,789 29,902 145,253 144,582 189,276 189,273: 46 49
Old : 189,322: 14,121 14,789 29,902 145,253 144,582 189,276 189,273: 46 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 9,736: -3,793 -4,260 1,941 11,597 12,071 9,745 9,752: -9 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 7.8 15.8 76.7 76.4 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 7.8 15.8 76.7 76.4 100.0 100.0: 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 : 79: 15 27 26 25 30 56 67:
Old : 79: 15 27 26 25 30 56 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 : 52.5 50.9 66.7 66.5 48.1 47.5 58.7 59.3
Old : 52.5 50.9 66.7 66.5 48.1 47.5 58.7 59.3
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 15, 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 : 797,546: 75,192 77,189 129,924 495,638 499,835 700,754 706,947: 96,792 90,599
Old : 797,546: 75,192 77,189 129,924 495,638 499,835 700,754 706,947: 96,792 90,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 69,019: -1,247 -1,220 13,815 45,734 47,247 58,302 59,842: 10,717 9,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 9.7 16.3 62.1 62.7 87.9 88.6: 12.1 11.4
Old : 100.0: 9.4 9.7 16.3 62.1 62.7 87.9 88.6: 12.1 11.4
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 : 588: 108 97 116 303 295 473 446:
Old : 588: 108 97 116 303 295 473 446:
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 : 12.1 18.2 20.9 27.3 7.9 14.5 13.2 20.6
Old : 12.1 18.2 20.9 27.3 7.9 14.5 13.2 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 52,111: 7,544 5,174 5,151 10,664 34,962 23,358 45,286: 28,753 6,825
Old : 52,111: 7,544 5,174 5,151 10,664 34,962 23,358 45,286: 28,753 6,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 3,619: -2,898 -1,005 542 510 4,329 -1,846 3,866: 5,464 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.9 9.9 20.5 67.1 44.8 86.9: 55.2 13.1
Old : 100.0: 14.5 9.9 9.9 20.5 67.1 44.8 86.9: 55.2 13.1
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 : 32: 9 9 14 8 11 24 27:
Old : 32: 9 9 14 8 11 24 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 : 27.8 46.7 38.1 66.4 16.5 42.1 22.6 58.1
Old : 27.8 46.7 38.1 66.4 16.5 42.1 22.6 58.1
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 15, 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 : 15,042: 307 531 0 11,331 13,530 11,638 14,061: 3,404 981
Old : 15,042: 307 531 0 11,331 13,530 11,638 14,061: 3,404 981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,953: -341 0 0 2,164 2,880 1,823 2,880: 1,130 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.5 0.0 75.3 89.9 77.4 93.5: 22.6 6.5
Old : 100.0: 2.0 3.5 0.0 75.3 89.9 77.4 93.5: 22.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 10 16 11 17:
Old : 21: 1 1 0 10 16 11 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 51.4 70.8 77.6 46.6 47.3 56.5 66.7
Old : 57.9 51.4 70.8 77.6 46.6 47.3 56.5 66.7
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 15, 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 : 28,320: 2,685 2,270 2,767 19,621 21,439 25,073 26,476: 3,247 1,844
Old : 28,320: 2,685 2,270 2,767 19,621 21,439 25,073 26,476: 3,247 1,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 7,804: -905 -92 2,584 5,586 5,195 7,265 7,687: 539 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.0 9.8 69.3 75.7 88.5 93.5: 11.5 6.5
Old : 100.0: 9.5 8.0 9.8 69.3 75.7 88.5 93.5: 11.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 3 3 15 15 23 19:
Old : 32: 6 3 3 15 15 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 55.6 65.5 79.9 32.2 41.1 41.8 52.5
Old : 44.9 55.6 65.5 79.9 32.2 41.1 41.8 52.5
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 15, 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 : 3,727,174: 376,834 398,668 585,274 2,424,870 2,324,363 3,386,977 3,308,304: 340,197 418,870
Old : 3,727,174: 376,834 398,668 585,274 2,424,870 2,324,363 3,386,977 3,308,304: 340,197 418,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 327,001: -8,714 -18,045 83,336 226,118 214,590 300,740 279,881: 26,261 47,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.7 15.7 65.1 62.4 90.9 88.8: 9.1 11.2
Old : 100.0: 10.1 10.7 15.7 65.1 62.4 90.9 88.8: 9.1 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 : 584: 108 94 112 302 294 469 441:
Old : 584: 108 94 112 302 294 469 441:
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 17.7 21.4 26.7 8.4 13.9 14.1 20.0
Old : 12.4 17.7 21.4 26.7 8.4 13.9 14.1 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 38,646: 1,283 1,049 36 33,723 34,854 35,042 35,939: 3,604 2,707
Old : 38,646: 1,283 1,049 36 33,723 34,854 35,042 35,939: 3,604 2,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 11,961: 9 -95 36 11,707 10,390 11,752 10,331: 209 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.7 0.1 87.3 90.2 90.7 93.0: 9.3 7.0
Old : 100.0: 3.3 2.7 0.1 87.3 90.2 90.7 93.0: 9.3 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 : 27: 2 2 1 17 12 20 14:
Old : 27: 2 2 1 17 12 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 : 65.2 67.7 77.8 85.8 42.5 45.3 53.1 57.8
Old : 65.2 67.7 77.8 85.8 42.5 45.3 53.1 57.8
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 15, 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 : 33,753: 830 475 419 29,015 31,651 30,264 32,545: 3,489 1,208
Old : 33,753: 830 475 419 29,015 31,651 30,264 32,545: 3,489 1,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 10,471: 0 0 419 9,456 9,774 9,875 10,193: 596 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.4 1.2 86.0 93.8 89.7 96.4: 10.3 3.6
Old : 100.0: 2.5 1.4 1.2 86.0 93.8 89.7 96.4: 10.3 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: 1 1 1 15 9 17 10:
Old : 21: 1 1 1 15 9 17 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 : 58.4 83.9 74.5 95.2 41.8 59.9 54.1 66.2
Old : 58.4 83.9 74.5 95.2 41.8 59.9 54.1 66.2
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 15, 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 : 16,630: 1,590 0 0 12,108 15,706 13,698 15,706: 2,932 924
Old : 16,630: 1,590 0 0 12,108 15,706 13,698 15,706: 2,932 924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 427: 130 0 0 0 323 130 323: 297 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 72.8 94.4 82.4 94.4: 17.6 5.6
Old : 100.0: 9.6 0.0 0.0 72.8 94.4 82.4 94.4: 17.6 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 : 22: 3 0 0 10 12 13 12:
Old : 22: 3 0 0 10 12 13 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 : 61.7 61.1 76.2 84.9 61.7 58.9 76.2 82.7
Old : 61.7 61.1 76.2 84.9 61.7 58.9 76.2 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 198,778: 0 3,600 3,000 195,278 191,628 198,278 198,228: 500 550
Old : 198,778: 0 3,600 3,000 195,278 191,628 198,278 198,228: 500 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 1.5 98.2 96.4 99.7 99.7: 0.3 0.3
Old : 100.0: 0.0 1.8 1.5 98.2 96.4 99.7 99.7: 0.3 0.3
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 : 20: 0 1 1 16 15 17 16:
Old : 20: 0 1 1 16 15 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 : 69.5 60.2 87.6 83.4 31.3 23.2 41.0 38.5
Old : 69.5 60.2 87.6 83.4 31.3 23.2 41.0 38.5
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 173,105: 93,055 32,420 28,138 22,946 7,593 144,138 68,151: 28,967 104,954
Old : 173,105: 93,055 32,420 28,138 22,946 7,593 144,138 68,151: 28,967 104,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 10,567: -5,203 1,075 14,863 -411 2,767 9,248 18,705: 1,319 -8,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 18.7 16.3 13.3 4.4 83.3 39.4: 16.7 60.6
Old : 100.0: 53.8 18.7 16.3 13.3 4.4 83.3 39.4: 16.7 60.6
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: 8 8 11 5 2 18 16:
Old : 21: 8 8 11 5 2 18 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 : 66.3 22.8 73.1 32.3 59.7 16.4 63.5 20.5
Old : 66.3 22.8 73.1 32.3 59.7 16.4 63.5 20.5
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 15, 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 : 57,211: 7,331 2,393 295 38,998 50,415 46,624 53,103: 10,587 4,108
Old : 57,211: 7,331 2,393 295 38,998 50,415 46,624 53,103: 10,587 4,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,749: -991 -94 -291 3,288 2,409 2,006 2,024: 743 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.2 0.5 68.2 88.1 81.5 92.8: 18.5 7.2
Old : 100.0: 12.8 4.2 0.5 68.2 88.1 81.5 92.8: 18.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 10 6 5 39 31 52 39:
Old : 73: 10 6 5 39 31 52 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 : 19.7 38.9 34.2 56.1 19.4 35.6 32.8 51.6
Old : 19.7 38.9 34.2 56.1 19.4 35.6 32.8 51.6
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 15, 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 : 60,894: 15,044 12,080 5,127 29,658 34,432 49,829 51,639: 11,065 9,255
Old : 60,894: 15,044 12,080 5,127 29,658 34,432 49,829 51,639: 11,065 9,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 6,709: 1,000 377 211 3,754 4,707 4,965 5,294: 1,744 1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 19.8 8.4 48.7 56.5 81.8 84.8: 18.2 15.2
Old : 100.0: 24.7 19.8 8.4 48.7 56.5 81.8 84.8: 18.2 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 67 59 47 121 116 213 200:
Old : 297: 67 59 47 121 116 213 200:
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 19.6 28.2 32.0 15.7 17.1 23.6 26.7
Old : 17.9 19.6 28.2 32.0 15.7 17.1 23.6 26.7
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 15, 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 : 304,468: 75,221 60,400 25,635 148,289 172,159 249,145 258,194: 55,323 46,274
Old : 304,468: 75,221 60,400 25,635 148,289 172,159 249,145 258,194: 55,323 46,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 33,545: 5,000 1,883 1,057 18,770 23,533 24,827 26,472: 8,718 7,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 19.8 8.4 48.7 56.5 81.8 84.8: 18.2 15.2
Old : 100.0: 24.7 19.8 8.4 48.7 56.5 81.8 84.8: 18.2 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 67 59 47 121 116 213 200:
Old : 297: 67 59 47 121 116 213 200:
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 19.6 28.2 32.0 15.7 17.1 23.6 26.7
Old : 17.9 19.6 28.2 32.0 15.7 17.1 23.6 26.7
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 15, 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 : 138,457: 45,433 55,177 7,216 50,463 60,021 103,112 122,413: 35,346 16,044
Old : 138,457: 45,433 55,177 7,216 50,463 60,021 103,112 122,413: 35,346 16,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -31,707: -3,749 -5,684 -9,196 -18,945 -15,486 -31,891 -30,366: 184 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 39.9 5.2 36.4 43.3 74.5 88.4: 25.5 11.6
Old : 100.0: 32.8 39.9 5.2 36.4 43.3 74.5 88.4: 25.5 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 : 85: 24 21 14 28 26 60 53:
Old : 85: 24 21 14 28 26 60 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 49.7 42.8 59.4 31.0 49.4 40.1 58.2
Old : 32.3 49.7 42.8 59.4 31.0 49.4 40.1 58.2
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 15, 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 : 647,624: 95,659 80,156 18,482 500,991 524,370 615,132 623,008: 32,492 24,616
Old : 647,624: 95,659 80,156 18,482 500,991 524,370 615,132 623,008: 32,492 24,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 74,870: -19,163 -7,824 2,760 88,609 77,200 72,206 72,136: 2,664 2,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 12.4 2.9 77.4 81.0 95.0 96.2: 5.0 3.8
Old : 100.0: 14.8 12.4 2.9 77.4 81.0 95.0 96.2: 5.0 3.8
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 : 364: 63 52 27 187 141 263 208:
Old : 364: 63 52 27 187 141 263 208:
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 : 10.7 22.2 20.4 34.7 9.7 22.1 17.2 32.0
Old : 10.7 22.2 20.4 34.7 9.7 22.1 17.2 32.0
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 15, 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 : 19,037: 204 686 32 16,820 17,352 17,056 18,070: 1,981 967
Old : 19,037: 204 686 32 16,820 17,352 17,056 18,070: 1,981 967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -1,706: 204 -276 -2,003 -760 166 -2,559 -2,113: 853 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.6 0.2 88.4 91.1 89.6 94.9: 10.4 5.1
Old : 100.0: 1.1 3.6 0.2 88.4 91.1 89.6 94.9: 10.4 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 : 21: 1 1 1 13 11 14 13:
Old : 21: 1 1 1 13 11 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 : 58.5 60.4 79.7 84.1 52.7 52.9 68.9 74.2
Old : 58.5 60.4 79.7 84.1 52.7 52.9 68.9 74.2
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 15, 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 : 15,138: 2,194 3,458 22 8,742 6,795 10,958 10,275: 4,180 4,863
Old : 15,138: 2,194 3,458 22 8,742 6,795 10,958 10,275: 4,180 4,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -5,271: -297 1,671 -2,086 -6 -6,510 -2,389 -6,925: -2,882 1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 22.8 0.1 57.7 44.9 72.4 67.9: 27.6 32.1
Old : 100.0: 14.5 22.8 0.1 57.7 44.9 72.4 67.9: 27.6 32.1
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 : 24: 7 4 2 9 6 17 11:
Old : 24: 7 4 2 9 6 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 53.8 60.3 66.2 47.1 53.6 60.3 66.0
Old : 47.1 53.8 60.3 66.2 47.1 53.6 60.3 66.0
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 15, 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 : 41,211: 13,467 2,064 22 20,152 15,132 33,641 17,218: 7,570 23,993
Old : 41,211: 13,467 2,064 22 20,152 15,132 33,641 17,218: 7,570 23,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -19,046: -2,063 -4,461 -1,536 -14,313 -17,240 -17,912 -23,237: -1,134 4,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 5.0 0.1 48.9 36.7 81.6 41.8: 18.4 58.2
Old : 100.0: 32.7 5.0 0.1 48.9 36.7 81.6 41.8: 18.4 58.2
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 : 59: 13 6 1 21 24 34 31:
Old : 59: 13 6 1 21 24 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 13.7 51.8 22.4 34.2 13.7 50.7 21.6
Old : 34.2 13.7 51.8 22.4 34.2 13.7 50.7 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 217,528: 60,247 390 7,819 149,201 209,260 217,267 217,469: 261 59
Old : 217,528: 60,247 390 7,819 149,201 209,260 217,267 217,469: 261 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,916: -802 0 1,110 2,621 1,780 2,929 2,890: -13 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 0.2 3.6 68.6 96.2 99.9 100.0: 0.1 0.0
Old : 100.0: 27.7 0.2 3.6 68.6 96.2 99.9 100.0: 0.1 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 : 89: 34 3 7 40 30 76 40:
Old : 89: 34 3 7 40 30 76 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 59.7 56.1 81.4 32.5 52.5 51.7 70.6
Old : 36.0 59.7 56.1 81.4 32.5 52.5 51.7 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2020