BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 11,374: 310 467 1,146 8,738 9,093 10,194 10,706: 1,180 667 Old : 11,374: 310 467 1,146 8,738 9,093 10,194 10,706: 1,180 667 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 683: -68 -6 97 612 568 641 659: 42 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 4.1 10.1 76.8 79.9 89.6 94.1: 10.4 5.9 Old : 100.0: 2.7 4.1 10.1 76.8 79.9 89.6 94.1: 10.4 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 4 5 7 32 28 39 37: Old : 49: 4 5 7 32 28 39 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.0 40.8 53.3 59.2 31.7 39.2 43.8 52.8 Old : 36.0 40.8 53.3 59.2 31.7 39.2 43.8 52.8 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 29, 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 : 44,367: 13,615 2,545 11,398 15,220 21,475 40,233 35,418: 4,133 8,949 Old : 44,367: 13,615 2,545 11,398 15,220 21,475 40,233 35,418: 4,133 8,949 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 827: 730 -513 172 230 935 1,132 594: -304 233 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 5.7 25.7 34.3 48.4 90.7 79.8: 9.3 20.2 Old : 100.0: 30.7 5.7 25.7 34.3 48.4 90.7 79.8: 9.3 20.2 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 : 74: 21 7 21 36 38 64 59: Old : 74: 21 7 21 36 38 64 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 : 39.9 30.7 56.0 45.1 32.9 22.2 41.4 31.3 Old : 39.9 30.7 56.0 45.1 32.9 22.2 41.4 31.3 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 29, 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 : 11,218: 890 161 2,376 7,220 7,920 10,486 10,458: 732 761 Old : 11,218: 890 161 2,376 7,220 7,920 10,486 10,458: 732 761 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 467: 12 72 131 433 342 577 545: -109 -78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 1.4 21.2 64.4 70.6 93.5 93.2: 6.5 6.8 Old : 100.0: 7.9 1.4 21.2 64.4 70.6 93.5 93.2: 6.5 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 6 3 7 33 23 40 32: Old : 44: 6 3 7 33 23 40 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.4 52.3 47.2 70.7 18.4 39.5 31.2 48.2 Old : 29.4 52.3 47.2 70.7 18.4 39.5 31.2 48.2 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 29, 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 : 6,344: 84 2,096 2,234 3,311 1,147 5,628 5,476: 715 867 Old : 6,344: 84 2,096 2,234 3,311 1,147 5,628 5,476: 715 867 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 213: -5 47 165 19 -6 178 206: 34 6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 33.0 35.2 52.2 18.1 88.7 86.3: 11.3 13.7 Old : 100.0: 1.3 33.0 35.2 52.2 18.1 88.7 86.3: 11.3 13.7 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: 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 : 52.3 59.3 70.7 74.2 35.5 28.1 40.1 37.6 Old : 52.3 59.3 70.7 74.2 35.5 28.1 40.1 37.6 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 29, 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 : 225,124: 71,618 27,479 60,083 74,036 103,071 205,737 190,633: 19,387 34,491 Old : 222,114: 71,657 27,573 59,227 73,227 101,745 204,110 188,544: 18,004 33,570 Other: 3,009: 676 620 142 809 1,327 1,626 2,088: 1,383 921 : : : : : Changes in Commitments from: December 21, 2020 : : 7,981: 1,644 367 4,107 519 1,908 6,269 6,382: 1,712 1,599 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 12.2 26.7 32.9 45.8 91.4 84.7: 8.6 15.3 Old : 100.0: 32.3 12.4 26.7 33.0 45.8 91.9 84.9: 8.1 15.1 Other: 100.0: 22.5 20.6 4.7 26.9 44.1 54.0 69.4: 46.0 30.6 : : : :# Traders : Number of Traders in Each Category : All : 278: 96 70 96 81 86 233 207: Old : 278: 99 73 96 80 86 232 207: Other: 46: 11 10 4 9 22 21 35: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.3 11.8 30.4 20.0 18.3 10.2 29.7 16.3 Old : 18.5 12.0 30.8 20.2 18.5 10.4 30.0 16.4 Other: 21.6 30.4 36.1 45.2 19.4 30.4 31.9 44.0 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 336,554: 98,618 22,749 78,814 122,720 183,652 300,153 285,215: 36,401 51,340 Old : 336,554: 98,618 22,749 78,814 122,720 183,652 300,153 285,215: 36,401 51,340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 3,175: -2,388 -2,788 4,128 1,685 962 3,425 2,303: -251 872 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 6.8 23.4 36.5 54.6 89.2 84.7: 10.8 15.3 Old : 100.0: 29.3 6.8 23.4 36.5 54.6 89.2 84.7: 10.8 15.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 402: 120 66 125 152 179 337 323: Old : 402: 120 66 125 152 179 337 323: 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 : 16.5 17.4 25.2 25.8 16.5 15.8 24.5 22.8 Old : 16.5 17.4 25.2 25.8 16.5 15.8 24.5 22.8 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 29, 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 : 3,378: 722 229 407 1,041 2,135 2,170 2,771: 1,207 607 Old : 3,378: 722 229 407 1,041 2,135 2,170 2,771: 1,207 607 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -32: 14 -4 24 156 14 194 34: -226 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 6.8 12.1 30.8 63.2 64.3 82.0: 35.7 18.0 Old : 100.0: 21.4 6.8 12.1 30.8 63.2 64.3 82.0: 35.7 18.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 13 6 6 11 15 26 25: Old : 40: 13 6 6 11 15 26 25: 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 43.7 40.3 58.9 22.5 42.9 30.9 54.5 Old : 29.4 43.7 40.3 58.9 22.5 42.9 30.9 54.5 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 29, 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 : 50,553: 14,946 9,631 13,064 15,495 11,576 43,504 34,271: 7,048 16,282 Old : 50,553: 14,946 9,631 13,064 15,495 11,576 43,504 34,271: 7,048 16,282 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -570: -592 -590 -453 658 189 -387 -853: -183 283 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 19.1 25.8 30.7 22.9 86.1 67.8: 13.9 32.2 Old : 100.0: 29.6 19.1 25.8 30.7 22.9 86.1 67.8: 13.9 32.2 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 : 183: 45 39 54 68 67 147 137: Old : 183: 45 39 54 68 67 147 137: 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 : 21.9 14.8 32.3 23.6 18.8 10.8 26.8 15.6 Old : 21.9 14.8 32.3 23.6 18.8 10.8 26.8 15.6 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 29, 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 : 37,627: 455 12,313 5,902 30,026 17,592 36,383 35,807: 1,244 1,820 Old : 37,627: 455 12,313 5,902 30,026 17,592 36,383 35,807: 1,244 1,820 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 1,126: -54 344 468 713 417 1,127 1,229: -1 -103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 32.7 15.7 79.8 46.8 96.7 95.2: 3.3 4.8 Old : 100.0: 1.2 32.7 15.7 79.8 46.8 96.7 95.2: 3.3 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 : 71: 7 14 12 38 43 55 59: Old : 71: 7 14 12 38 43 55 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 : 48.7 37.2 70.4 56.3 48.3 33.5 66.6 49.2 Old : 48.7 37.2 70.4 56.3 48.3 33.5 66.6 49.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 24,243: 7,780 5,722 12 14,673 17,027 22,465 22,761: 1,778 1,482 Old : 24,243: 7,780 5,722 12 14,673 17,027 22,465 22,761: 1,778 1,482 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -1,133: -886 -1,099 -3 1 20 -888 -1,082: -246 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 23.6 0.0 60.5 70.2 92.7 93.9: 7.3 6.1 Old : 100.0: 32.1 23.6 0.0 60.5 70.2 92.7 93.9: 7.3 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 15 15 1 10 8 26 23: Old : 46: 15 15 1 10 8 26 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 : 55.6 62.6 72.5 81.2 55.6 62.5 72.5 81.0 Old : 55.6 62.6 72.5 81.2 55.6 62.5 72.5 81.0 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 29, 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 : 166,005: 41,778 27,673 6,989 75,558 116,509 124,325 151,172: 41,679 14,833 Old : 166,005: 41,778 27,673 6,989 75,558 116,509 124,325 151,172: 41,679 14,833 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -3,210: -1,208 -6,039 -396 -317 3,380 -1,921 -3,055: -1,289 -154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 16.7 4.2 45.5 70.2 74.9 91.1: 25.1 8.9 Old : 100.0: 25.2 16.7 4.2 45.5 70.2 74.9 91.1: 25.1 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 : 104: 32 17 11 40 32 78 55: Old : 104: 32 17 11 40 32 78 55: 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 : 22.8 49.5 31.4 61.8 20.1 49.3 28.1 60.7 Old : 22.8 49.5 31.4 61.8 20.1 49.3 28.1 60.7 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 29, 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 : 54,531: 21,496 9,067 1,324 9,432 31,909 32,252 42,299: 22,278 12,231 Old : 54,531: 21,496 9,067 1,324 9,432 31,909 32,252 42,299: 22,278 12,231 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -751: -1,790 -2,468 291 -358 888 -1,856 -1,288: 1,105 537 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.4 16.6 2.4 17.3 58.5 59.1 77.6: 40.9 22.4 Old : 100.0: 39.4 16.6 2.4 17.3 58.5 59.1 77.6: 40.9 22.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 15 10 3 12 14 29 25: Old : 46: 15 10 3 12 14 29 25: 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 : 31.3 44.3 40.8 55.7 31.3 44.3 40.5 54.6 Old : 31.3 44.3 40.8 55.7 31.3 44.3 40.5 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 143,322: 56,911 61,836 1,720 77,616 77,047 136,248 140,603: 7,074 2,719 Old : 143,322: 56,911 61,836 1,720 77,616 77,047 136,248 140,603: 7,074 2,719 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -218: 313 -2,695 155 -618 2,528 -149 -12: -68 -206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.7 43.1 1.2 54.2 53.8 95.1 98.1: 4.9 1.9 Old : 100.0: 39.7 43.1 1.2 54.2 53.8 95.1 98.1: 4.9 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 146: 62 33 8 34 28 101 64: Old : 146: 62 33 8 34 28 101 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 : 50.9 54.2 62.1 70.3 50.9 54.2 62.1 70.3 Old : 50.9 54.2 62.1 70.3 50.9 54.2 62.1 70.3 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 29, 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 : 162,212: 37,725 31,148 14,037 76,586 90,067 128,348 135,251: 33,864 26,960 Old : 162,212: 37,725 31,148 14,037 76,586 90,067 128,348 135,251: 33,864 26,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -13,319: -1,640 -296 -4,976 -8,329 -7,737 -14,946 -13,010: 1,627 -309 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 19.2 8.7 47.2 55.5 79.1 83.4: 20.9 16.6 Old : 100.0: 23.3 19.2 8.7 47.2 55.5 79.1 83.4: 20.9 16.6 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 : 108: 29 27 20 33 40 72 77: Old : 108: 29 27 20 33 40 72 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 : 24.9 23.4 39.8 36.1 24.5 23.3 36.8 35.2 Old : 24.9 23.4 39.8 36.1 24.5 23.3 36.8 35.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 204,101: 63,436 15,876 7,074 99,119 166,066 169,629 189,017: 34,472 15,084 Old : 204,101: 63,436 15,876 7,074 99,119 166,066 169,629 189,017: 34,472 15,084 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -4,790: -4,103 -4,850 -964 907 3,547 -4,160 -2,267: -630 -2,524 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 7.8 3.5 48.6 81.4 83.1 92.6: 16.9 7.4 Old : 100.0: 31.1 7.8 3.5 48.6 81.4 83.1 92.6: 16.9 7.4 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 : 114: 37 17 17 45 36 91 62: Old : 114: 37 17 17 45 36 91 62: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.4 64.4 41.9 71.5 27.4 64.4 41.9 71.2 Old : 27.4 64.4 41.9 71.5 27.4 64.4 41.9 71.2 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 29, 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 : 725,975: 223,816 79,141 34,253 367,419 572,560 625,487 685,954: 100,488 40,021 Old : 725,975: 223,816 79,141 34,253 367,419 572,560 625,487 685,954: 100,488 40,021 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 9,443: -57 1,660 -1,810 8,382 10,181 6,515 10,031: 2,928 -587 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 10.9 4.7 50.6 78.9 86.2 94.5: 13.8 5.5 Old : 100.0: 30.8 10.9 4.7 50.6 78.9 86.2 94.5: 13.8 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 303: 107 37 46 129 89 248 160: Old : 303: 107 37 46 129 89 248 160: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.4 62.4 23.1 70.8 13.9 61.6 22.1 69.8 Old : 14.4 62.4 23.1 70.8 13.9 61.6 22.1 69.8 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 29, 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 : 25,795: 7,199 3,862 491 7,272 16,094 14,962 20,447: 10,833 5,348 Old : 25,795: 7,199 3,862 491 7,272 16,094 14,962 20,447: 10,833 5,348 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -333: -14 -376 0 -88 -727 -102 -1,103: -231 770 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 15.0 1.9 28.2 62.4 58.0 79.3: 42.0 20.7 Old : 100.0: 27.9 15.0 1.9 28.2 62.4 58.0 79.3: 42.0 20.7 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 : 22: 7 3 1 9 9 16 13: Old : 22: 7 3 1 9 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 : 26.9 60.1 41.9 72.8 24.9 58.1 39.7 68.3 Old : 26.9 60.1 41.9 72.8 24.9 58.1 39.7 68.3 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 29, 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 : 16,698: 3,446 3,931 0 5,135 9,665 8,581 13,596: 8,117 3,102 Old : 16,698: 3,446 3,931 0 5,135 9,665 8,581 13,596: 8,117 3,102 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -59: -40 2 0 409 -161 369 -159: -428 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 23.5 0.0 30.8 57.9 51.4 81.4: 48.6 18.6 Old : 100.0: 20.6 23.5 0.0 30.8 57.9 51.4 81.4: 48.6 18.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 2 0 11 12 15 14: Old : 20: 4 2 0 11 12 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.5 45.3 46.9 63.7 28.2 41.7 39.8 58.3 Old : 32.5 45.3 46.9 63.7 28.2 41.7 39.8 58.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 39,184: 11,407 21,084 37 23,982 16,109 35,426 37,230: 3,758 1,954 Old : 39,184: 11,407 21,084 37 23,982 16,109 35,426 37,230: 3,758 1,954 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 1,424: 709 883 0 665 386 1,374 1,269: 50 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.1 53.8 0.1 61.2 41.1 90.4 95.0: 9.6 5.0 Old : 100.0: 29.1 53.8 0.1 61.2 41.1 90.4 95.0: 9.6 5.0 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 : 60: 22 18 1 15 6 38 24: Old : 60: 22 18 1 15 6 38 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 : 53.8 62.1 66.6 82.2 48.9 62.1 61.7 79.3 Old : 53.8 62.1 66.6 82.2 48.9 62.1 61.7 79.3 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 29, 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 : 47,973: 27,839 15,255 422 13,417 29,372 41,678 45,049: 6,295 2,924 Old : 47,973: 27,839 15,255 422 13,417 29,372 41,678 45,049: 6,295 2,924 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -391: -871 246 -380 695 -160 -556 -294: 165 -97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.0 31.8 0.9 28.0 61.2 86.9 93.9: 13.1 6.1 Old : 100.0: 58.0 31.8 0.9 28.0 61.2 86.9 93.9: 13.1 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 83: 34 16 5 23 13 59 32: Old : 83: 34 16 5 23 13 59 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.0 59.5 35.6 77.9 22.6 59.1 35.1 77.6 Old : 23.0 59.5 35.6 77.9 22.6 59.1 35.1 77.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 11,695: 9,765 2,388 0 590 8,239 10,355 10,627: 1,340 1,068 Old : 11,695: 9,765 2,388 0 590 8,239 10,355 10,627: 1,340 1,068 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 274: 200 300 0 55 -97 255 203: 19 71 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 20.4 0.0 5.0 70.4 88.5 90.9: 11.5 9.1 Old : 100.0: 83.5 20.4 0.0 5.0 70.4 88.5 90.9: 11.5 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 71.6 72.2 79.6 87.1 71.6 72.2 79.6 87.1 Old : 71.6 72.2 79.6 87.1 71.6 72.2 79.6 87.1 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 29, 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 :15,723,050: 1,148,776 501,867 7,483,292 6,436,004 7,004,969 15,068,072 14,990,128: 654,977 732,921 Old :15,723,050: 1,148,776 501,867 7,483,292 6,436,004 7,004,969 15,068,072 14,990,128: 654,977 732,921 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 80,014: -44,521 -32,398 49,647 77,137 71,408 82,263 88,657: -2,248 -8,643 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 3.2 47.6 40.9 44.6 95.8 95.3: 4.2 4.7 Old : 100.0: 7.3 3.2 47.6 40.9 44.6 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 : 245: 62 50 88 118 118 226 215: Old : 245: 62 50 88 118 118 226 215: 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 23.2 38.5 35.4 8.4 9.4 12.0 13.5 Old : 24.7 23.2 38.5 35.4 8.4 9.4 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 29, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (5 Bitcoins) : : : : All : 11,370: 6,438 9,317 1,173 478 90 8,089 10,580: 3,281 790 Old : 11,370: 6,438 9,317 1,173 478 90 8,089 10,580: 3,281 790 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -2,997: -692 -1,531 -1,489 -87 0 -2,268 -3,020: -729 23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.6 81.9 10.3 4.2 0.8 71.1 93.1: 28.9 6.9 Old : 100.0: 56.6 81.9 10.3 4.2 0.8 71.1 93.1: 28.9 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 : 89: 68 18 19 1 1 76 32: Old : 89: 68 18 19 1 1 76 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.0 62.8 31.3 80.4 17.6 60.5 27.6 77.3 Old : 20.0 62.8 31.3 80.4 17.6 60.5 27.6 77.3 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 29, 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 : 465,961: 62,925 38,189 108,395 294,392 319,089 465,713 465,674: 248 287 Old : 465,961: 62,925 38,189 108,395 294,392 319,089 465,713 465,674: 248 287 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 13,356: 8,605 3,516 2,742 1,962 7,072 13,309 13,329: 47 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 8.2 23.3 63.2 68.5 99.9 99.9: 0.1 0.1 Old : 100.0: 13.5 8.2 23.3 63.2 68.5 99.9 99.9: 0.1 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: 29 16 31 33 33 74 70: Old : 89: 29 16 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 : 54.8 47.8 68.6 65.6 44.4 35.1 49.9 44.3 Old : 54.8 47.8 68.6 65.6 44.4 35.1 49.9 44.3 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 29, 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 : 207,232: 17,636 11,337 28,235 161,294 167,588 207,165 207,160: 67 72 Old : 207,232: 17,636 11,337 28,235 161,294 167,588 207,165 207,160: 67 72 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 14,724: 3,701 -1,875 -1,340 12,342 17,914 14,703 14,699: 21 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 5.5 13.6 77.8 80.9 100.0 100.0: 0.0 0.0 Old : 100.0: 8.5 5.5 13.6 77.8 80.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 78: 21 19 23 25 30 55 63: Old : 78: 21 19 23 25 30 55 63: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 48.9 66.8 69.7 46.4 46.5 58.5 59.9 Old : 49.2 48.9 66.8 69.7 46.4 46.5 58.5 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 616,002: 71,229 79,926 77,306 402,915 401,619 551,450 558,851: 64,551 57,151 Old : 616,002: 71,229 79,926 77,306 402,915 401,619 551,450 558,851: 64,551 57,151 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 25,109: 3,375 7,950 4,678 9,873 6,926 17,925 19,554: 7,184 5,555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 13.0 12.5 65.4 65.2 89.5 90.7: 10.5 9.3 Old : 100.0: 11.6 13.0 12.5 65.4 65.2 89.5 90.7: 10.5 9.3 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 : 566: 110 78 93 287 275 438 405: Old : 566: 110 78 93 287 275 438 405: 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 18.9 21.0 27.7 9.4 17.7 16.9 24.5 Old : 12.1 18.9 21.0 27.7 9.4 17.7 16.9 24.5 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 29, 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 : 21,087: 1,220 3,931 3,904 9,068 6,207 14,193 14,042: 6,894 7,045 Old : 21,087: 1,220 3,931 3,904 9,068 6,207 14,193 14,042: 6,894 7,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 18.6 18.5 43.0 29.4 67.3 66.6: 32.7 33.4 Old : 100.0: 5.8 18.6 18.5 43.0 29.4 67.3 66.6: 32.7 33.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 5 10 10 6 6 18 19: Old : 22: 5 10 10 6 6 18 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 : 45.9 54.0 62.1 62.4 17.2 18.4 19.8 19.0 Old : 45.9 54.0 62.1 62.4 17.2 18.4 19.8 19.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 14,661: 1,894 5,283 183 10,044 8,236 12,121 13,702: 2,540 959 Old : 14,661: 1,894 5,283 183 10,044 8,236 12,121 13,702: 2,540 959 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -277: 0 267 0 -103 -204 -103 63: -174 -340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 36.0 1.2 68.5 56.2 82.7 93.5: 17.3 6.5 Old : 100.0: 12.9 36.0 1.2 68.5 56.2 82.7 93.5: 17.3 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 : 27: 5 2 1 13 10 18 13: Old : 27: 5 2 1 13 10 18 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 76.9 62.6 88.7 48.4 76.9 61.9 88.7 Old : 48.9 76.9 62.6 88.7 48.4 76.9 61.9 88.7 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 29, 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 : 2,974,573: 363,373 393,303 353,679 1,969,235 1,977,063 2,686,287 2,724,046: 288,286 250,527 Old : 2,974,573: 363,373 393,303 353,679 1,969,235 1,977,063 2,686,287 2,724,046: 288,286 250,527 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 20,110: 24,099 33,424 -9,459 4,022 3,598 18,663 27,563: 1,447 -7,454 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 13.2 11.9 66.2 66.5 90.3 91.6: 9.7 8.4 Old : 100.0: 12.2 13.2 11.9 66.2 66.5 90.3 91.6: 9.7 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 : 563: 109 77 89 285 273 433 400: Old : 563: 109 77 89 285 273 433 400: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.3 19.2 21.5 28.1 9.7 18.4 17.5 25.5 Old : 12.3 19.2 21.5 28.1 9.7 18.4 17.5 25.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 25,516: 1,269 236 0 21,092 24,628 22,361 24,864: 3,155 652 Old : 25,516: 1,269 236 0 21,092 24,628 22,361 24,864: 3,155 652 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 543: -14 -72 0 632 639 618 567: -75 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 0.9 0.0 82.7 96.5 87.6 97.4: 12.4 2.6 Old : 100.0: 5.0 0.9 0.0 82.7 96.5 87.6 97.4: 12.4 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 1 0 14 9 16 10: Old : 24: 2 1 0 14 9 16 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 : 58.7 87.6 72.9 96.4 58.7 87.6 72.9 96.4 Old : 58.7 87.6 72.9 96.4 58.7 87.6 72.9 96.4 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 29, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 53,442: 6,704 1,121 354 36,520 48,200 43,578 49,675: 9,864 3,767 Old : 53,442: 6,704 1,121 354 36,520 48,200 43,578 49,675: 9,864 3,767 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -956: 25 -714 -36 -619 -214 -630 -964: -326 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 2.1 0.7 68.3 90.2 81.5 93.0: 18.5 7.0 Old : 100.0: 12.5 2.1 0.7 68.3 90.2 81.5 93.0: 18.5 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 : 73: 10 4 3 36 31 46 38: Old : 73: 10 4 3 36 31 46 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 : 21.5 44.0 37.8 61.5 21.4 43.6 36.7 60.8 Old : 21.5 44.0 37.8 61.5 21.4 43.6 36.7 60.8 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 29, 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 : 46,741: 14,121 9,676 2,977 22,263 26,986 39,361 39,639: 7,380 7,102 Old : 46,741: 14,121 9,676 2,977 22,263 26,986 39,361 39,639: 7,380 7,102 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 1,007: 19 2,254 120 290 -1,352 429 1,022: 578 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 20.7 6.4 47.6 57.7 84.2 84.8: 15.8 15.2 Old : 100.0: 30.2 20.7 6.4 47.6 57.7 84.2 84.8: 15.8 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 : 272: 61 51 34 99 104 175 175: Old : 272: 61 51 34 99 104 175 175: 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 : 23.1 26.0 31.8 38.9 23.1 25.7 31.4 35.2 Old : 23.1 26.0 31.8 38.9 23.1 25.7 31.4 35.2 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 29, 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 : 233,707: 70,607 48,382 14,884 111,315 134,931 196,806 198,197: 36,901 35,509 Old : 233,707: 70,607 48,382 14,884 111,315 134,931 196,806 198,197: 36,901 35,509 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 5,037: 96 11,268 602 1,448 -6,758 2,146 5,112: 2,890 -76 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 20.7 6.4 47.6 57.7 84.2 84.8: 15.8 15.2 Old : 100.0: 30.2 20.7 6.4 47.6 57.7 84.2 84.8: 15.8 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 : 272: 61 51 34 99 104 175 175: Old : 272: 61 51 34 99 104 175 175: 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 : 23.1 26.0 31.8 38.9 23.1 25.7 31.4 35.2 Old : 23.1 26.0 31.8 38.9 23.1 25.7 31.4 35.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 151,138: 54,075 60,285 7,600 53,465 67,091 115,140 134,976: 35,998 16,163 Old : 151,138: 54,075 60,285 7,600 53,465 67,091 115,140 134,976: 35,998 16,163 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 2,059: 213 2,464 167 -259 2,781 121 5,412: 1,938 -3,353 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 39.9 5.0 35.4 44.4 76.2 89.3: 23.8 10.7 Old : 100.0: 35.8 39.9 5.0 35.4 44.4 76.2 89.3: 23.8 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 87: 27 17 13 29 29 64 51: Old : 87: 27 17 13 29 29 64 51: 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 : 30.6 48.5 41.3 60.1 29.7 48.3 39.5 59.8 Old : 30.6 48.5 41.3 60.1 29.7 48.3 39.5 59.8 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 29, 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 : 539,480: 92,747 82,931 7,451 397,394 431,276 497,592 521,658: 41,888 17,822 Old : 539,480: 92,747 82,931 7,451 397,394 431,276 497,592 521,658: 41,888 17,822 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 8,199: -1,166 6,112 274 -5,081 4,571 -5,974 10,956: 14,173 -2,758 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 15.4 1.4 73.7 79.9 92.2 96.7: 7.8 3.3 Old : 100.0: 17.2 15.4 1.4 73.7 79.9 92.2 96.7: 7.8 3.3 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 : 361: 67 52 23 177 134 250 203: Old : 361: 67 52 23 177 134 250 203: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.9 23.8 23.3 36.9 12.9 23.2 22.3 35.7 Old : 12.9 23.8 23.3 36.9 12.9 23.2 22.3 35.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 15,434: 2,517 4,820 17 8,899 6,435 11,433 11,272: 4,001 4,162 Old : 15,434: 2,517 4,820 17 8,899 6,435 11,433 11,272: 4,001 4,162 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : -16: -177 1,013 0 91 -331 -86 682: 70 -698 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 31.2 0.1 57.7 41.7 74.1 73.0: 25.9 27.0 Old : 100.0: 16.3 31.2 0.1 57.7 41.7 74.1 73.0: 25.9 27.0 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 : 24: 6 5 2 9 6 16 12: Old : 24: 6 5 2 9 6 16 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 57.0 63.8 70.1 47.6 56.9 63.8 70.0 Old : 47.6 57.0 63.8 70.1 47.6 56.9 63.8 70.0 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 29, 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 : 43,812: 14,063 1,097 17 22,257 15,297 36,337 16,411: 7,475 27,401 Old : 43,812: 14,063 1,097 17 22,257 15,297 36,337 16,411: 7,475 27,401 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 576: -166 -1,023 0 362 1,625 196 602: 380 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 2.5 0.0 50.8 34.9 82.9 37.5: 17.1 62.5 Old : 100.0: 32.1 2.5 0.0 50.8 34.9 82.9 37.5: 17.1 62.5 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 : 56: 13 3 1 19 25 32 29: Old : 56: 13 3 1 19 25 32 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 : 36.7 11.9 54.5 19.9 36.7 11.9 53.4 19.1 Old : 36.7 11.9 54.5 19.9 36.7 11.9 53.4 19.1 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 29, 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 : 151,087: 51,222 380 7,647 91,692 143,016 150,561 151,043: 526 44 Old : 151,087: 51,222 380 7,647 91,692 143,016 150,561 151,043: 526 44 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 21, 2020 : : 2,079: 718 0 -19 1,169 2,098 1,868 2,079: 211 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 0.3 5.1 60.7 94.7 99.7 100.0: 0.3 0.0 Old : 100.0: 33.9 0.3 5.1 60.7 94.7 99.7 100.0: 0.3 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 : 34.0 61.3 49.9 84.2 34.0 55.7 48.2 71.5 Old : 34.0 61.3 49.9 84.2 34.0 55.7 48.2 71.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 04, 2021