BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 10,691: 378 474 1,049 8,126 8,525 9,553 10,047: 1,138 643
Old : 10,691: 378 474 1,049 8,126 8,525 9,553 10,047: 1,138 643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 491: 25 64 -1 438 376 462 440: 29 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 4.4 9.8 76.0 79.7 89.4 94.0: 10.6 6.0
Old : 100.0: 3.5 4.4 9.8 76.0 79.7 89.4 94.0: 10.6 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 : 48: 4 5 7 31 26 38 35:
Old : 48: 4 5 7 31 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 : 37.6 39.2 54.6 58.5 32.6 37.5 44.5 51.9
Old : 37.6 39.2 54.6 58.5 32.6 37.5 44.5 51.9
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 21, 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 : 43,540: 12,885 3,058 11,226 14,991 20,540 39,102 34,824: 4,438 8,716
Old : 43,540: 12,885 3,058 11,226 14,991 20,540 39,102 34,824: 4,438 8,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 2,651: 1,135 730 927 570 942 2,632 2,600: 19 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.0 25.8 34.4 47.2 89.8 80.0: 10.2 20.0
Old : 100.0: 29.6 7.0 25.8 34.4 47.2 89.8 80.0: 10.2 20.0
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 : 72: 20 7 19 35 36 61 56:
Old : 72: 20 7 19 35 36 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 : 39.8 33.0 56.0 46.5 33.3 24.5 41.6 31.6
Old : 39.8 33.0 56.0 46.5 33.3 24.5 41.6 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 10,751: 878 89 2,245 6,787 7,579 9,910 9,913: 841 838
Old : 10,751: 878 89 2,245 6,787 7,579 9,910 9,913: 841 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 265: -55 3 -37 304 272 212 238: 53 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.8 20.9 63.1 70.5 92.2 92.2: 7.8 7.8
Old : 100.0: 8.2 0.8 20.9 63.1 70.5 92.2 92.2: 7.8 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 : 43: 5 2 6 34 23 40 30:
Old : 43: 5 2 6 34 23 40 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 : 29.4 52.1 47.2 70.4 18.5 40.5 32.0 49.0
Old : 29.4 52.1 47.2 70.4 18.5 40.5 32.0 49.0
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 21, 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 : 6,131: 89 2,049 2,069 3,292 1,152 5,450 5,270: 681 861
Old : 6,131: 89 2,049 2,069 3,292 1,152 5,450 5,270: 681 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -2: -1 62 86 -8 -10 77 139: -79 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 33.4 33.7 53.7 18.8 88.9 86.0: 11.1 14.0
Old : 100.0: 1.5 33.4 33.7 53.7 18.8 88.9 86.0: 11.1 14.0
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 : 26: 3 7 7 15 9 24 17:
Old : 26: 3 7 7 15 9 24 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 : 51.7 58.4 70.6 73.6 36.7 28.7 41.4 38.3
Old : 51.7 58.4 70.6 73.6 36.7 28.7 41.4 38.3
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 21, 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 : 217,143: 69,975 27,112 55,976 73,517 101,163 199,468 184,251: 17,676 32,892
Old : 215,085: 69,947 27,039 55,561 72,972 100,399 198,481 183,000: 16,604 32,085
Other: 2,059: 407 452 35 545 764 987 1,251: 1,071 807
: : :
: : Changes in Commitments from: December 15, 2020 :
: -22,277: -1,955 -307 -13,900 -5,350 -7,595 -21,205 -21,802: -1,072 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 12.5 25.8 33.9 46.6 91.9 84.9: 8.1 15.1
Old : 100.0: 32.5 12.6 25.8 33.9 46.7 92.3 85.1: 7.7 14.9
Other: 100.0: 19.8 21.9 1.7 26.5 37.1 48.0 60.8: 52.0 39.2
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 87 69 93 86 91 232 205:
Old : 273: 87 72 93 85 91 231 205:
Other: 43: 8 8 3 10 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 : 18.5 11.1 31.0 19.6 18.5 9.7 30.3 15.9
Old : 18.7 11.2 31.3 19.8 18.7 9.8 30.6 16.0
Other: 23.5 27.3 39.2 41.6 22.2 27.3 36.8 41.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 333,380: 101,007 25,537 74,686 121,035 182,689 296,728 282,912: 36,652 50,468
Old : 333,380: 101,007 25,537 74,686 121,035 182,689 296,728 282,912: 36,652 50,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 6,242: 4,192 -4,267 2,655 -52 7,214 6,795 5,603: -553 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 7.7 22.4 36.3 54.8 89.0 84.9: 11.0 15.1
Old : 100.0: 30.3 7.7 22.4 36.3 54.8 89.0 84.9: 11.0 15.1
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 : 397: 119 66 115 151 182 326 321:
Old : 397: 119 66 115 151 182 326 321:
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 : 16.7 17.6 25.2 25.4 16.7 16.2 24.6 23.1
Old : 16.7 17.6 25.2 25.4 16.7 16.2 24.6 23.1
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 21, 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 : 3,410: 708 233 383 885 2,121 1,976 2,737: 1,434 673
Old : 3,410: 708 233 383 885 2,121 1,976 2,737: 1,434 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 35: -104 23 35 -27 6 -96 64: 131 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.8 11.2 26.0 62.2 58.0 80.3: 42.0 19.7
Old : 100.0: 20.8 6.8 11.2 26.0 62.2 58.0 80.3: 42.0 19.7
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 : 37: 13 6 5 8 15 23 24:
Old : 37: 13 6 5 8 15 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 42.5 40.2 57.7 23.2 41.6 31.5 53.9
Old : 29.4 42.5 40.2 57.7 23.2 41.6 31.5 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 51,123: 15,538 10,221 13,516 14,837 11,387 43,891 35,124: 7,231 15,999
Old : 51,123: 15,538 10,221 13,516 14,837 11,387 43,891 35,124: 7,231 15,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 3,236: 798 1 1,604 480 347 2,882 1,953: 354 1,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 20.0 26.4 29.0 22.3 85.9 68.7: 14.1 31.3
Old : 100.0: 30.4 20.0 26.4 29.0 22.3 85.9 68.7: 14.1 31.3
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 : 190: 50 42 60 62 63 148 143:
Old : 190: 50 42 60 62 63 148 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 15.2 31.0 23.3 18.7 11.3 26.4 16.0
Old : 20.9 15.2 31.0 23.3 18.7 11.3 26.4 16.0
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 21, 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 : 36,501: 508 11,969 5,434 29,313 17,176 35,256 34,578: 1,245 1,922
Old : 36,501: 508 11,969 5,434 29,313 17,176 35,256 34,578: 1,245 1,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 498: -336 1,064 9 852 -596 525 477: -27 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 32.8 14.9 80.3 47.1 96.6 94.7: 3.4 5.3
Old : 100.0: 1.4 32.8 14.9 80.3 47.1 96.6 94.7: 3.4 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: 9 13 13 38 42 57 58:
Old : 71: 9 13 13 38 42 57 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 : 48.4 37.5 69.4 57.5 47.9 34.2 67.1 51.1
Old : 48.4 37.5 69.4 57.5 47.9 34.2 67.1 51.1
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 21, 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 : 25,376: 8,666 6,821 15 14,672 17,007 23,353 23,842: 2,023 1,534
Old : 25,376: 8,666 6,821 15 14,672 17,007 23,353 23,842: 2,023 1,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -7,362: 551 -3,916 -58 -7,505 -3,476 -7,012 -7,451: -350 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 26.9 0.1 57.8 67.0 92.0 94.0: 8.0 6.0
Old : 100.0: 34.2 26.9 0.1 57.8 67.0 92.0 94.0: 8.0 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 : 46: 17 13 1 10 8 28 21:
Old : 46: 17 13 1 10 8 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 : 55.1 60.2 71.2 82.4 55.1 60.1 71.2 82.2
Old : 55.1 60.2 71.2 82.4 55.1 60.1 71.2 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 169,214: 42,986 33,712 7,385 75,875 113,130 126,246 154,227: 42,969 14,987
Old : 169,214: 42,986 33,712 7,385 75,875 113,130 126,246 154,227: 42,969 14,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -40,423: 2,967 -22,007 -1,330 -37,611 -15,779 -35,974 -39,116: -4,449 -1,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 19.9 4.4 44.8 66.9 74.6 91.1: 25.4 8.9
Old : 100.0: 25.4 19.9 4.4 44.8 66.9 74.6 91.1: 25.4 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 32 21 15 39 31 81 57:
Old : 106: 32 21 15 39 31 81 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 48.3 31.5 58.5 20.5 48.2 28.9 57.5
Old : 22.0 48.3 31.5 58.5 20.5 48.2 28.9 57.5
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 21, 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 : 55,282: 23,286 11,534 1,033 9,790 31,021 34,108 43,588: 21,173 11,694
Old : 55,282: 23,286 11,534 1,033 9,790 31,021 34,108 43,588: 21,173 11,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 4,520: 6,109 4,075 -22 -632 1,319 5,455 5,372: -935 -852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 20.9 1.9 17.7 56.1 61.7 78.8: 38.3 21.2
Old : 100.0: 42.1 20.9 1.9 17.7 56.1 61.7 78.8: 38.3 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 : 47: 14 12 2 12 14 28 26:
Old : 47: 14 12 2 12 14 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 43.0 44.3 54.9 34.6 43.0 44.3 54.4
Old : 34.6 43.0 44.3 54.9 34.6 43.0 44.3 54.4
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 21, 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 : 143,540: 56,598 64,530 1,565 78,234 74,520 136,397 140,614: 7,143 2,925
Old : 143,540: 56,598 64,530 1,565 78,234 74,520 136,397 140,614: 7,143 2,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -86: -5,718 -703 124 6,248 439 653 -140: -739 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 45.0 1.1 54.5 51.9 95.0 98.0: 5.0 2.0
Old : 100.0: 39.4 45.0 1.1 54.5 51.9 95.0 98.0: 5.0 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 : 149: 66 32 8 33 26 103 62:
Old : 149: 66 32 8 33 26 103 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 : 50.8 52.8 61.6 67.9 50.8 52.8 61.6 67.9
Old : 50.8 52.8 61.6 67.9 50.8 52.8 61.6 67.9
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 21, 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 : 175,531: 39,366 31,444 19,013 84,915 97,804 143,294 148,261: 32,237 27,269
Old : 175,531: 39,366 31,444 19,013 84,915 97,804 143,294 148,261: 32,237 27,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 3,895: 2,163 442 2,701 1,844 2,116 6,709 5,260: -2,814 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 17.9 10.8 48.4 55.7 81.6 84.5: 18.4 15.5
Old : 100.0: 22.4 17.9 10.8 48.4 55.7 81.6 84.5: 18.4 15.5
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 : 113: 32 27 25 34 41 75 85:
Old : 113: 32 27 25 34 41 75 85:
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 : 24.3 22.3 39.7 34.5 24.1 21.2 35.7 32.6
Old : 24.3 22.3 39.7 34.5 24.1 21.2 35.7 32.6
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 21, 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 : 208,891: 67,539 20,726 8,038 98,212 162,519 173,789 191,283: 35,102 17,608
Old : 208,891: 67,539 20,726 8,038 98,212 162,519 173,789 191,283: 35,102 17,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 3,008: 1,857 -1,264 -623 2,129 3,411 3,364 1,524: -356 1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.9 3.8 47.0 77.8 83.2 91.6: 16.8 8.4
Old : 100.0: 32.3 9.9 3.8 47.0 77.8 83.2 91.6: 16.8 8.4
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 : 119: 40 21 18 44 36 95 64:
Old : 119: 40 21 18 44 36 95 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 : 26.4 61.6 40.4 68.7 26.4 61.6 40.4 68.3
Old : 26.4 61.6 40.4 68.7 26.4 61.6 40.4 68.3
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 21, 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 : 716,532: 223,872 77,482 36,063 359,037 562,379 618,972 675,924: 97,560 40,608
Old : 716,532: 223,872 77,482 36,063 359,037 562,379 618,972 675,924: 97,560 40,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 9,437: 3,888 -298 6,889 2,491 4,504 13,268 11,094: -3,831 -1,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 10.8 5.0 50.1 78.5 86.4 94.3: 13.6 5.7
Old : 100.0: 31.2 10.8 5.0 50.1 78.5 86.4 94.3: 13.6 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 : 303: 106 37 47 128 92 246 164:
Old : 303: 106 37 47 128 92 246 164:
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 : 13.2 62.1 21.5 70.7 12.6 60.4 20.3 68.6
Old : 13.2 62.1 21.5 70.7 12.6 60.4 20.3 68.6
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 21, 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 : 26,128: 7,213 4,238 491 7,360 16,821 15,064 21,550: 11,064 4,578
Old : 26,128: 7,213 4,238 491 7,360 16,821 15,064 21,550: 11,064 4,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,001: 369 413 188 71 911 628 1,512: 373 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 16.2 1.9 28.2 64.4 57.7 82.5: 42.3 17.5
Old : 100.0: 27.6 16.2 1.9 28.2 64.4 57.7 82.5: 42.3 17.5
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: 7 4 1 10 11 17 16:
Old : 25: 7 4 1 10 11 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 : 26.5 57.8 41.3 70.8 24.6 55.9 39.1 66.4
Old : 26.5 57.8 41.3 70.8 24.6 55.9 39.1 66.4
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 21, 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 : 16,757: 3,486 3,929 0 4,726 9,826 8,212 13,755: 8,545 3,002
Old : 16,757: 3,486 3,929 0 4,726 9,826 8,212 13,755: 8,545 3,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -1,224: 75 490 -450 -540 -524 -915 -484: -309 -740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 23.4 0.0 28.2 58.6 49.0 82.1: 51.0 17.9
Old : 100.0: 20.8 23.4 0.0 28.2 58.6 49.0 82.1: 51.0 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 2 0 10 12 14 14:
Old : 20: 4 2 0 10 12 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 : 32.3 45.1 45.9 63.4 28.2 44.0 40.0 60.9
Old : 32.3 45.1 45.9 63.4 28.2 44.0 40.0 60.9
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 21, 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 : 37,760: 10,698 20,201 37 23,317 15,723 34,052 35,961: 3,708 1,799
Old : 37,760: 10,698 20,201 37 23,317 15,723 34,052 35,961: 3,708 1,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 130: 0 290 -87 81 67 -6 270: 136 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 53.5 0.1 61.8 41.6 90.2 95.2: 9.8 4.8
Old : 100.0: 28.3 53.5 0.1 61.8 41.6 90.2 95.2: 9.8 4.8
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 : 59: 21 17 1 18 6 40 23:
Old : 59: 21 17 1 18 6 40 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 : 53.2 66.0 65.5 83.8 50.7 65.4 63.0 82.8
Old : 53.2 66.0 65.5 83.8 50.7 65.4 63.0 82.8
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 21, 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 : 48,364: 28,710 15,009 802 12,722 29,532 42,234 45,343: 6,130 3,020
Old : 48,364: 28,710 15,009 802 12,722 29,532 42,234 45,343: 6,130 3,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 909: -29 508 519 609 -372 1,099 655: -190 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 31.0 1.7 26.3 61.1 87.3 93.8: 12.7 6.2
Old : 100.0: 59.4 31.0 1.7 26.3 61.1 87.3 93.8: 12.7 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 : 83: 35 18 7 21 12 59 34:
Old : 83: 35 18 7 21 12 59 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 : 24.5 58.7 38.3 77.6 24.1 58.5 37.4 77.4
Old : 24.5 58.7 38.3 77.6 24.1 58.5 37.4 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 11,421: 9,565 2,088 0 535 8,336 10,100 10,424: 1,321 997
Old : 11,421: 9,565 2,088 0 535 8,336 10,100 10,424: 1,321 997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -578: 105 585 0 -492 -900 -387 -315: -191 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 18.3 0.0 4.7 73.0 88.4 91.3: 11.6 8.7
Old : 100.0: 83.7 18.3 0.0 4.7 73.0 88.4 91.3: 11.6 8.7
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 : 27: 12 7 0 3 5 15 12:
Old : 27: 12 7 0 3 5 15 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 : 68.8 74.8 78.8 87.2 68.8 74.8 78.8 87.2
Old : 68.8 74.8 78.8 87.2 68.8 74.8 78.8 87.2
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 21, 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 :15,643,035: 1,193,297 534,265 7,433,645 6,358,867 6,933,561 14,985,810 14,901,471: 657,226 741,564
Old :15,643,035: 1,193,297 534,265 7,433,645 6,358,867 6,933,561 14,985,810 14,901,471: 657,226 741,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -51,818: 46,271 -54,067 -94,662 60,539 186,257 12,148 37,528: -63,966 -89,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 3.4 47.5 40.6 44.3 95.8 95.3: 4.2 4.7
Old : 100.0: 7.6 3.4 47.5 40.6 44.3 95.8 95.3: 4.2 4.7
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 : 244: 62 52 87 116 115 226 211:
Old : 244: 62 52 87 116 115 226 211:
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 : 24.5 23.3 38.5 35.3 8.3 9.3 12.0 13.5
Old : 24.5 23.3 38.5 35.3 8.3 9.3 12.0 13.5
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 14,367: 7,130 10,848 2,662 565 90 10,357 13,600: 4,010 767
Old : 14,367: 7,130 10,848 2,662 565 90 10,357 13,600: 4,010 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,735: 577 1,323 337 63 20 977 1,680: 758 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 75.5 18.5 3.9 0.6 72.1 94.7: 27.9 5.3
Old : 100.0: 49.6 75.5 18.5 3.9 0.6 72.1 94.7: 27.9 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 : 104: 79 21 26 2 1 92 38:
Old : 104: 79 21 26 2 1 92 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 : 19.0 57.9 30.2 73.3 13.5 54.4 20.5 67.8
Old : 19.0 57.9 30.2 73.3 13.5 54.4 20.5 67.8
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 21, 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 : 452,605: 54,320 34,673 105,654 292,430 312,018 452,404 452,345: 201 260
Old : 452,605: 54,320 34,673 105,654 292,430 312,018 452,404 452,345: 201 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -46,231: 6,107 -10,360 -6,890 -45,488 -28,980 -46,271 -46,230: 40 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 7.7 23.3 64.6 68.9 100.0 99.9: 0.0 0.1
Old : 100.0: 12.0 7.7 23.3 64.6 68.9 100.0 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 : 89: 26 19 31 33 33 74 70:
Old : 89: 26 19 31 33 33 74 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 47.6 68.7 65.6 43.0 35.3 48.6 44.5
Old : 54.7 47.6 68.7 65.6 43.0 35.3 48.6 44.5
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 21, 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 : 192,508: 13,935 13,212 29,575 148,952 149,674 192,462 192,461: 46 47
Old : 192,508: 13,935 13,212 29,575 148,952 149,674 192,462 192,461: 46 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 3,186: -186 -1,577 -327 3,699 5,092 3,186 3,188: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 6.9 15.4 77.4 77.7 100.0 100.0: 0.0 0.0
Old : 100.0: 7.2 6.9 15.4 77.4 77.7 100.0 100.0: 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 : 78: 18 22 25 25 31 55 66:
Old : 78: 18 22 25 25 31 55 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 50.6 67.2 66.4 48.3 46.3 58.4 57.7
Old : 51.8 50.6 67.2 66.4 48.3 46.3 58.4 57.7
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 21, 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 : 590,893: 67,855 71,976 72,628 393,042 394,693 533,525 539,296: 57,368 51,596
Old : 590,893: 67,855 71,976 72,628 393,042 394,693 533,525 539,296: 57,368 51,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -206,653: -7,337 -5,213 -57,296 -102,595 -105,142 -167,229 -167,651: -39,424 -39,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.2 12.3 66.5 66.8 90.3 91.3: 9.7 8.7
Old : 100.0: 11.5 12.2 12.3 66.5 66.8 90.3 91.3: 9.7 8.7
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 : 554: 104 74 86 287 267 428 390:
Old : 554: 104 74 86 287 267 428 390:
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 : 12.6 19.6 22.4 28.8 10.4 18.9 18.0 26.2
Old : 12.6 19.6 22.4 28.8 10.4 18.9 18.0 26.2
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 21, 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 : 14,938: 1,894 5,016 183 10,147 8,440 12,224 13,639: 2,714 1,299
Old : 14,938: 1,894 5,016 183 10,147 8,440 12,224 13,639: 2,714 1,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -13,382: -791 2,746 -2,584 -9,474 -12,999 -12,849 -12,837: -533 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 33.6 1.2 67.9 56.5 81.8 91.3: 18.2 8.7
Old : 100.0: 12.7 33.6 1.2 67.9 56.5 81.8 91.3: 18.2 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 2 1 12 9 17 12:
Old : 26: 5 2 1 12 9 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 77.3 62.8 87.1 45.7 77.3 61.6 87.1
Old : 45.7 77.3 62.8 87.1 45.7 77.3 61.6 87.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,954,463: 339,274 359,879 363,138 1,965,212 1,973,465 2,667,625 2,696,482: 286,839 257,981
Old : 2,954,463: 339,274 359,879 363,138 1,965,212 1,973,465 2,667,625 2,696,482: 286,839 257,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -772,711: -37,560 -38,789 -222,135 -459,658 -350,898 -719,353 -611,822: -53,358 -160,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 12.2 12.3 66.5 66.8 90.3 91.3: 9.7 8.7
Old : 100.0: 11.5 12.2 12.3 66.5 66.8 90.3 91.3: 9.7 8.7
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 : 554: 104 74 86 287 267 428 390:
Old : 554: 104 74 86 287 267 428 390:
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 : 12.6 19.6 22.4 28.8 10.4 18.9 18.0 26.2
Old : 12.6 19.6 22.4 28.8 10.4 18.9 18.0 26.2
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 21, 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 : 24,973: 1,283 308 0 20,460 23,989 21,743 24,297: 3,230 676
Old : 24,973: 1,283 308 0 20,460 23,989 21,743 24,297: 3,230 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -13,673: 0 -741 -36 -13,263 -10,865 -13,299 -11,642: -374 -2,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.2 0.0 81.9 96.1 87.1 97.3: 12.9 2.7
Old : 100.0: 5.1 1.2 0.0 81.9 96.1 87.1 97.3: 12.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 13 8 15 9:
Old : 23: 2 1 0 13 8 15 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 : 60.0 88.6 74.4 96.4 60.0 88.6 74.4 96.4
Old : 60.0 88.6 74.4 96.4 60.0 88.6 74.4 96.4
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Industrial Ind :
: : :
All : 22,938: 830 1,111 0 19,074 21,374 19,904 22,485: 3,034 453
Old : 22,938: 830 1,111 0 19,074 21,374 19,904 22,485: 3,034 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -10,815: 0 636 -419 -9,941 -10,277 -10,360 -10,060: -455 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 4.8 0.0 83.2 93.2 86.8 98.0: 13.2 2.0
Old : 100.0: 3.6 4.8 0.0 83.2 93.2 86.8 98.0: 13.2 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 : 20: 1 1 0 11 9 12 10:
Old : 20: 1 1 0 11 9 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 79.1 79.9 96.9 61.6 79.1 78.1 96.2
Old : 61.8 79.1 79.9 96.9 61.6 79.1 78.1 96.2
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 21, 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 : 54,398: 6,679 1,835 390 37,139 48,414 44,208 50,639: 10,190 3,759
Old : 54,398: 6,679 1,835 390 37,139 48,414 44,208 50,639: 10,190 3,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -2,813: -652 -558 95 -1,859 -2,001 -2,416 -2,464: -397 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 3.4 0.7 68.3 89.0 81.3 93.1: 18.7 6.9
Old : 100.0: 12.3 3.4 0.7 68.3 89.0 81.3 93.1: 18.7 6.9
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 : 75: 10 6 4 37 33 48 42:
Old : 75: 10 6 4 37 33 48 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 : 21.8 44.1 38.6 61.8 21.7 43.8 37.8 61.1
Old : 21.8 44.1 38.6 61.8 21.7 43.8 37.8 61.1
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 21, 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 : 45,734: 14,102 7,423 2,856 21,973 28,338 38,932 38,617: 6,802 7,117
Old : 45,734: 14,102 7,423 2,856 21,973 28,338 38,932 38,617: 6,802 7,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -15,160: -942 -4,657 -2,271 -7,684 -6,094 -10,897 -13,022: -4,263 -2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 16.2 6.2 48.0 62.0 85.1 84.4: 14.9 15.6
Old : 100.0: 30.8 16.2 6.2 48.0 62.0 85.1 84.4: 14.9 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 65 46 33 99 110 179 175:
Old : 278: 65 46 33 99 110 179 175:
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 : 21.5 24.7 30.4 36.0 21.5 24.6 30.4 33.8
Old : 21.5 24.7 30.4 36.0 21.5 24.6 30.4 33.8
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 21, 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 : 228,670: 70,511 37,114 14,281 109,867 141,689 194,659 193,085: 34,011 35,585
Old : 228,670: 70,511 37,114 14,281 109,867 141,689 194,659 193,085: 34,011 35,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -75,798: -4,710 -23,285 -11,354 -38,422 -30,470 -54,486 -65,109: -21,313 -10,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 16.2 6.2 48.0 62.0 85.1 84.4: 14.9 15.6
Old : 100.0: 30.8 16.2 6.2 48.0 62.0 85.1 84.4: 14.9 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 65 46 33 99 110 179 175:
Old : 278: 65 46 33 99 110 179 175:
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 : 21.5 24.7 30.4 36.0 21.5 24.6 30.4 33.8
Old : 21.5 24.7 30.4 36.0 21.5 24.6 30.4 33.8
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 21, 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 : 149,079: 53,862 57,821 7,433 53,724 64,310 115,019 129,563: 34,060 19,516
Old : 149,079: 53,862 57,821 7,433 53,724 64,310 115,019 129,563: 34,060 19,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 10,622: 8,429 2,644 218 3,261 4,289 11,908 7,151: -1,286 3,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 38.8 5.0 36.0 43.1 77.2 86.9: 22.8 13.1
Old : 100.0: 36.1 38.8 5.0 36.0 43.1 77.2 86.9: 22.8 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 : 88: 31 16 14 29 27 67 50:
Old : 88: 31 16 14 29 27 67 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 47.6 42.2 57.1 30.8 47.3 40.4 56.7
Old : 31.6 47.6 42.2 57.1 30.8 47.3 40.4 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 531,281: 93,913 76,819 7,178 402,475 426,705 503,567 510,702: 27,715 20,579
Old : 531,281: 93,913 76,819 7,178 402,475 426,705 503,567 510,702: 27,715 20,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -116,342: -1,745 -3,338 -11,304 -98,516 -97,664 -111,565 -112,306: -4,777 -4,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.5 1.4 75.8 80.3 94.8 96.1: 5.2 3.9
Old : 100.0: 17.7 14.5 1.4 75.8 80.3 94.8 96.1: 5.2 3.9
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 : 369: 70 56 24 177 134 254 207:
Old : 369: 70 56 24 177 134 254 207:
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 : 13.5 24.4 24.3 37.9 13.4 24.0 22.8 36.2
Old : 13.5 24.4 24.3 37.9 13.4 24.0 22.8 36.2
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 21, 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 : 15,450: 2,694 3,807 17 8,808 6,766 11,519 10,590: 3,931 4,860
Old : 15,450: 2,694 3,807 17 8,808 6,766 11,519 10,590: 3,931 4,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 312: 500 349 -5 66 -29 561 315: -249 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 24.6 0.1 57.0 43.8 74.6 68.5: 25.4 31.5
Old : 100.0: 17.4 24.6 0.1 57.0 43.8 74.6 68.5: 25.4 31.5
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 : 24: 8 3 2 9 6 18 10:
Old : 24: 8 3 2 9 6 18 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 : 46.4 57.0 60.0 68.5 46.4 56.9 60.0 68.2
Old : 46.4 57.0 60.0 68.5 46.4 56.9 60.0 68.2
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 21, 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 : 43,236: 14,229 2,120 17 21,895 13,672 36,141 15,809: 7,095 27,427
Old : 43,236: 14,229 2,120 17 21,895 13,672 36,141 15,809: 7,095 27,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 2,025: 762 56 -5 1,743 -1,460 2,500 -1,409: -475 3,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 4.9 0.0 50.6 31.6 83.6 36.6: 16.4 63.4
Old : 100.0: 32.9 4.9 0.0 50.6 31.6 83.6 36.6: 16.4 63.4
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 : 54: 12 6 1 19 22 31 29:
Old : 54: 12 6 1 19 22 31 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 : 37.5 11.4 55.7 19.3 37.5 11.4 55.0 18.6
Old : 37.5 11.4 55.7 19.3 37.5 11.4 55.0 18.6
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 21, 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 : 149,008: 50,504 380 7,666 90,523 140,918 148,693 148,964: 315 44
Old : 149,008: 50,504 380 7,666 90,523 140,918 148,693 148,964: 315 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -68,520: -9,743 -10 -153 -58,678 -68,342 -68,574 -68,505: 54 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 0.3 5.1 60.8 94.6 99.8 100.0: 0.2 0.0
Old : 100.0: 33.9 0.3 5.1 60.8 94.6 99.8 100.0: 0.2 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 : 86: 32 3 7 39 27 73 37:
Old : 86: 32 3 7 39 27 73 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 : 34.4 62.3 50.1 84.4 34.4 55.2 47.5 69.8
Old : 34.4 62.3 50.1 84.4 34.4 55.2 47.5 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2020