BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,484: 498 598 433 6,486 6,884 7,417 7,915: 1,067 569
Old : 8,484: 498 598 433 6,486 6,884 7,417 7,915: 1,067 569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 386: -48 -659 -8 302 985 246 318: 140 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.0 5.1 76.4 81.1 87.4 93.3: 12.6 6.7
Old : 100.0: 5.9 7.0 5.1 76.4 81.1 87.4 93.3: 12.6 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 5 6 19 24 26 33:
Old : 41: 5 5 6 19 24 26 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 51.3 66.0 70.5 43.3 50.3 61.0 68.1
Old : 45.3 51.3 66.0 70.5 43.3 50.3 61.0 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 20, 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 : 22,474: 10,718 3,257 737 8,092 13,415 19,547 17,409: 2,927 5,065
Old : 22,474: 10,718 3,257 737 8,092 13,415 19,547 17,409: 2,927 5,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,528: 1,579 222 -112 322 972 1,789 1,082: -261 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 14.5 3.3 36.0 59.7 87.0 77.5: 13.0 22.5
Old : 100.0: 47.7 14.5 3.3 36.0 59.7 87.0 77.5: 13.0 22.5
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 : 73: 21 11 15 23 32 51 51:
Old : 73: 21 11 15 23 32 51 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 : 50.0 32.9 64.3 46.7 49.7 32.7 63.2 45.9
Old : 50.0 32.9 64.3 46.7 49.7 32.7 63.2 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, October 20, 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 : 6,813: 1,024 1,153 151 5,140 4,892 6,315 6,196: 498 617
Old : 6,813: 1,024 1,153 151 5,140 4,892 6,315 6,196: 498 617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 228: -24 -508 -13 346 741 309 220: -81 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.9 2.2 75.4 71.8 92.7 90.9: 7.3 9.1
Old : 100.0: 15.0 16.9 2.2 75.4 71.8 92.7 90.9: 7.3 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 : 49: 5 7 4 33 24 41 32:
Old : 49: 5 7 4 33 24 41 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 : 35.2 45.0 55.4 66.8 31.2 43.0 51.2 62.2
Old : 35.2 45.0 55.4 66.8 31.2 43.0 51.2 62.2
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 - Futures Only, October 20, 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 : 4,832: 0 3,375 143 4,297 779 4,440 4,297: 392 535
Old : 4,832: 0 3,375 143 4,297 779 4,440 4,297: 392 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 49: 0 2 23 6 0 29 25: 20 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 69.8 3.0 88.9 16.1 91.9 88.9: 8.1 11.1
Old : 100.0: 0.0 69.8 3.0 88.9 16.1 91.9 88.9: 8.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 7 5 15 6 20 13:
Old : 23: 0 7 5 15 6 20 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 : 68.0 66.4 80.9 83.1 66.5 63.6 76.0 73.8
Old : 68.0 66.4 80.9 83.1 66.5 63.6 76.0 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 20, 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 : 222,121: 80,265 38,201 47,119 73,982 108,335 201,366 193,655: 20,755 28,466
Old : 221,575: 80,305 38,183 47,016 73,900 108,111 201,221 193,310: 20,354 28,265
Other: 546: 54 112 9 82 224 145 345: 401 201
: : :
: : Changes in Commitments from: October 13, 2020 :
: -5,466: 76 -2,008 -2,074 -2,980 -1,982 -4,978 -6,064: -488 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 17.2 21.2 33.3 48.8 90.7 87.2: 9.3 12.8
Old : 100.0: 36.2 17.2 21.2 33.4 48.8 90.8 87.2: 9.2 12.8
Other: 100.0: 9.9 20.5 1.6 15.0 41.0 26.6 63.2: 73.4 36.8
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 103 59 92 56 80 214 196:
Old : 279: 104 60 92 55 80 213 196:
Other: 17: 3 3 2 4 7 7 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 17.8 32.8 27.1 18.8 13.6 30.2 21.1
Old : 19.4 17.9 32.9 27.1 18.8 13.7 30.3 21.2
Other: 24.9 48.7 26.6 60.8 23.3 48.7 24.9 60.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 20, 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 : 269,100: 89,369 48,024 40,297 108,419 144,598 238,085 232,919: 31,015 36,181
Old : 269,100: 89,369 48,024 40,297 108,419 144,598 238,085 232,919: 31,015 36,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -5,770: -7,231 8,500 -2,781 3,628 -9,378 -6,384 -3,659: 614 -2,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 17.8 15.0 40.3 53.7 88.5 86.6: 11.5 13.4
Old : 100.0: 33.2 17.8 15.0 40.3 53.7 88.5 86.6: 11.5 13.4
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 : 357: 103 77 109 104 123 269 267:
Old : 357: 103 77 109 104 123 269 267:
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 19.5 29.0 27.7 19.0 19.4 28.9 27.0
Old : 19.0 19.5 29.0 27.7 19.0 19.4 28.9 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 20, 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 : 3,275: 521 296 58 1,495 2,324 2,074 2,678: 1,201 597
Old : 3,275: 521 296 58 1,495 2,324 2,074 2,678: 1,201 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -158: -73 -27 -104 -38 27 -215 -104: 57 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.0 1.8 45.6 71.0 63.3 81.8: 36.7 18.2
Old : 100.0: 15.9 9.0 1.8 45.6 71.0 63.3 81.8: 36.7 18.2
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 : 37: 9 6 3 15 15 25 23:
Old : 37: 9 6 3 15 15 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 52.2 50.0 65.2 40.2 51.8 49.5 64.8
Old : 40.7 52.2 50.0 65.2 40.2 51.8 49.5 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 20, 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 : 44,113: 12,921 20,570 6,219 15,881 9,281 35,021 36,070: 9,092 8,043
Old : 44,113: 12,921 20,570 6,219 15,881 9,281 35,021 36,070: 9,092 8,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,995: -1,750 3,888 805 2,129 -1,963 1,184 2,730: 811 -735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 46.6 14.1 36.0 21.0 79.4 81.8: 20.6 18.2
Old : 100.0: 29.3 46.6 14.1 36.0 21.0 79.4 81.8: 20.6 18.2
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 : 177: 33 63 51 55 37 122 128:
Old : 177: 33 63 51 55 37 122 128:
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 : 23.6 18.6 34.1 30.3 20.3 17.5 28.7 26.7
Old : 23.6 18.6 34.1 30.3 20.3 17.5 28.7 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, October 20, 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 : 23,346: 1,416 7,719 1,112 20,305 13,903 22,833 22,734: 513 612
Old : 23,346: 1,416 7,719 1,112 20,305 13,903 22,833 22,734: 513 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 957: 68 -223 224 653 907 945 908: 12 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 33.1 4.8 87.0 59.6 97.8 97.4: 2.2 2.6
Old : 100.0: 6.1 33.1 4.8 87.0 59.6 97.8 97.4: 2.2 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 : 63: 15 10 7 23 27 42 40:
Old : 63: 15 10 7 23 27 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 45.3 78.8 70.7 59.4 45.3 77.7 67.6
Old : 59.4 45.3 78.8 70.7 59.4 45.3 77.7 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, October 20, 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 : 21,943: 7,640 11,816 0 13,274 8,231 20,914 20,047: 1,029 1,896
Old : 21,943: 7,640 11,816 0 13,274 8,231 20,914 20,047: 1,029 1,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 74: 312 -79 -15 37 16 334 -78: -260 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 53.8 0.0 60.5 37.5 95.3 91.4: 4.7 8.6
Old : 100.0: 34.8 53.8 0.0 60.5 37.5 95.3 91.4: 4.7 8.6
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 : 44: 13 14 0 13 8 26 22:
Old : 44: 13 14 0 13 8 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 78.2 74.3 83.1 46.7 78.2 74.3 83.0
Old : 46.7 78.2 74.3 83.1 46.7 78.2 74.3 83.0
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 - Futures Only, October 20, 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 : 123,266: 24,725 43,800 2,648 64,516 58,059 91,889 104,507: 31,377 18,759
Old : 123,266: 24,725 43,800 2,648 64,516 58,059 91,889 104,507: 31,377 18,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,310: 87 5,598 671 823 -3,113 1,581 3,156: -271 -1,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 35.5 2.1 52.3 47.1 74.5 84.8: 25.5 15.2
Old : 100.0: 20.1 35.5 2.1 52.3 47.1 74.5 84.8: 25.5 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 : 101: 24 27 15 33 27 66 60:
Old : 101: 24 27 15 33 27 66 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 34.1 37.5 45.8 27.2 34.0 35.3 45.7
Old : 28.0 34.1 37.5 45.8 27.2 34.0 35.3 45.7
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 - Futures Only, October 20, 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 : 52,755: 21,682 7,283 122 11,732 32,388 33,536 39,793: 19,219 12,962
Old : 52,755: 21,682 7,283 122 11,732 32,388 33,536 39,793: 19,219 12,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 5,030: 4,786 2,559 -28 306 2,933 5,064 5,464: -34 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 13.8 0.2 22.2 61.4 63.6 75.4: 36.4 24.6
Old : 100.0: 41.1 13.8 0.2 22.2 61.4 63.6 75.4: 36.4 24.6
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 : 45: 15 8 4 13 13 29 24:
Old : 45: 15 8 4 13 13 29 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 : 28.7 53.9 40.2 62.0 28.6 53.9 40.1 62.0
Old : 28.7 53.9 40.2 62.0 28.6 53.9 40.1 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 20, 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 : 124,948: 56,246 36,404 855 61,609 84,294 118,710 121,553: 6,238 3,395
Old : 124,948: 56,246 36,404 855 61,609 84,294 118,710 121,553: 6,238 3,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 6,120: 4,917 7,553 -507 1,863 -849 6,273 6,197: -153 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 29.1 0.7 49.3 67.5 95.0 97.3: 5.0 2.7
Old : 100.0: 45.0 29.1 0.7 49.3 67.5 95.0 97.3: 5.0 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 : 127: 49 32 7 27 27 79 63:
Old : 127: 49 32 7 27 27 79 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 : 43.1 52.1 55.7 66.8 43.1 52.1 55.7 66.4
Old : 43.1 52.1 55.7 66.8 43.1 52.1 55.7 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 20, 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 : 146,356: 39,836 41,836 2,867 80,189 75,863 122,892 120,566: 23,464 25,790
Old : 146,356: 39,836 41,836 2,867 80,189 75,863 122,892 120,566: 23,464 25,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -1,923: 3,641 -4,161 1,687 -2,976 3,125 2,352 651: -4,275 -2,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 28.6 2.0 54.8 51.8 84.0 82.4: 16.0 17.6
Old : 100.0: 27.2 28.6 2.0 54.8 51.8 84.0 82.4: 16.0 17.6
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 : 102: 24 22 12 34 38 62 68:
Old : 102: 24 22 12 34 38 62 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 26.8 48.5 38.8 33.3 26.6 47.9 38.5
Old : 33.6 26.8 48.5 38.8 33.3 26.6 47.9 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 20, 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 : 166,091: 46,524 32,341 736 88,750 115,778 136,010 148,855: 30,081 17,236
Old : 166,091: 46,524 32,341 736 88,750 115,778 136,010 148,855: 30,081 17,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 475: -721 5,072 -822 1,761 -1,307 218 2,943: 257 -2,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 19.5 0.4 53.4 69.7 81.9 89.6: 18.1 10.4
Old : 100.0: 28.0 19.5 0.4 53.4 69.7 81.9 89.6: 18.1 10.4
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 : 116: 34 23 10 38 37 74 68:
Old : 116: 34 23 10 38 37 74 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 56.3 43.5 66.3 31.0 56.1 43.2 66.0
Old : 31.3 56.3 43.5 66.3 31.0 56.1 43.2 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 644,667: 229,878 63,935 4,602 316,168 535,679 550,648 604,216: 94,019 40,451
Old : 644,667: 229,878 63,935 4,602 316,168 535,679 550,648 604,216: 94,019 40,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -1,498: 1,583 4,277 -795 -3,869 -3,297 -3,081 185: 1,583 -1,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 9.9 0.7 49.0 83.1 85.4 93.7: 14.6 6.3
Old : 100.0: 35.7 9.9 0.7 49.0 83.1 85.4 93.7: 14.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 103 38 31 118 79 230 139:
Old : 295: 103 38 31 118 79 230 139:
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 : 14.9 67.9 24.7 75.7 14.3 67.7 24.0 75.4
Old : 14.9 67.9 24.7 75.7 14.3 67.7 24.0 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 24,708: 4,378 4,337 129 6,948 15,507 11,455 19,973: 13,253 4,735
Old : 24,708: 4,378 4,337 129 6,948 15,507 11,455 19,973: 13,253 4,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 9: 7 -210 0 300 268 307 58: -298 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 17.6 0.5 28.1 62.8 46.4 80.8: 53.6 19.2
Old : 100.0: 17.7 17.6 0.5 28.1 62.8 46.4 80.8: 53.6 19.2
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 : 20: 5 3 1 9 9 14 13:
Old : 20: 5 3 1 9 9 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 60.7 35.7 75.8 19.6 58.5 33.4 71.6
Old : 20.2 60.7 35.7 75.8 19.6 58.5 33.4 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, October 20, 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 : 41,269: 7,643 35,213 299 30,959 2,879 38,901 38,391: 2,368 2,878
Old : 41,269: 7,643 35,213 299 30,959 2,879 38,901 38,391: 2,368 2,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 751: -31 948 -138 1,021 201 852 1,011: -101 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 85.3 0.7 75.0 7.0 94.3 93.0: 5.7 7.0
Old : 100.0: 18.5 85.3 0.7 75.0 7.0 94.3 93.0: 5.7 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 : 55: 15 25 1 11 6 26 32:
Old : 55: 15 25 1 11 6 26 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 : 66.9 67.5 80.1 76.9 66.3 67.5 78.8 76.9
Old : 66.9 67.5 80.1 76.9 66.3 67.5 78.8 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, October 20, 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 : 37,295: 19,897 13,295 435 12,339 20,682 32,671 34,412: 4,624 2,883
Old : 37,295: 19,897 13,295 435 12,339 20,682 32,671 34,412: 4,624 2,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -914: -330 -442 -126 -624 -151 -1,080 -719: 166 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 35.6 1.2 33.1 55.5 87.6 92.3: 12.4 7.7
Old : 100.0: 53.4 35.6 1.2 33.1 55.5 87.6 92.3: 12.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 30 20 6 20 13 54 35:
Old : 78: 30 20 6 20 13 54 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 : 22.3 53.6 37.6 75.6 22.0 53.5 37.4 75.3
Old : 22.3 53.6 37.6 75.6 22.0 53.5 37.4 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, October 20, 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 : 13,594: 9,064 4,048 1 3,742 8,213 12,807 12,262: 787 1,332
Old : 13,594: 9,064 4,048 1 3,742 8,213 12,807 12,262: 787 1,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,112: 985 1,196 0 67 -116 1,052 1,080: 60 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 29.8 0.0 27.5 60.4 94.2 90.2: 5.8 9.8
Old : 100.0: 66.7 29.8 0.0 27.5 60.4 94.2 90.2: 5.8 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 7 1 5 6 12 13:
Old : 22: 6 7 1 5 6 12 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 : 78.5 64.7 91.6 84.2 78.5 64.6 91.5 84.1
Old : 78.5 64.7 91.6 84.2 78.5 64.6 91.5 84.1
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 - Futures Only, October 20, 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 : 9,397,146: 1,447,839 473,540 2,859,982 4,514,504 5,425,463 8,822,325 8,758,985: 574,821 638,161
Old : 9,397,146: 1,447,839 473,540 2,859,982 4,514,504 5,425,463 8,822,325 8,758,985: 574,821 638,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 128,601: 102,283 2,429 103,170 -104,154 69,940 101,299 175,539: 27,302 -46,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.0 30.4 48.0 57.7 93.9 93.2: 6.1 6.8
Old : 100.0: 15.4 5.0 30.4 48.0 57.7 93.9 93.2: 6.1 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 : 230: 56 43 83 110 109 209 200:
Old : 230: 56 43 83 110 109 209 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 18.9 33.0 32.3 11.6 15.8 16.5 21.8
Old : 21.4 18.9 33.0 32.3 11.6 15.8 16.5 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 10,896: 7,330 9,991 466 28 70 7,824 10,527: 3,072 369
Old : 10,896: 7,330 9,991 466 28 70 7,824 10,527: 3,072 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,543: 1,428 1,684 -24 28 0 1,432 1,660: 111 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 91.7 4.3 0.3 0.6 71.8 96.6: 28.2 3.4
Old : 100.0: 67.3 91.7 4.3 0.3 0.6 71.8 96.6: 28.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 58 31 10 1 1 66 36:
Old : 92: 58 31 10 1 1 66 36:
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 : 23.3 63.7 34.4 79.5 23.0 63.7 34.1 78.3
Old : 23.3 63.7 34.4 79.5 23.0 63.7 34.1 78.3
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 - Futures Only, October 20, 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 : 273,525: 39,665 34,315 54,502 179,191 184,559 273,358 273,376: 167 149
Old : 273,525: 39,665 34,315 54,502 179,191 184,559 273,358 273,376: 167 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 29,692: 16,621 3,566 5,603 7,431 20,466 29,655 29,635: 37 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.5 19.9 65.5 67.5 99.9 99.9: 0.1 0.1
Old : 100.0: 14.5 12.5 19.9 65.5 67.5 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 : 76: 20 18 29 18 33 54 67:
Old : 76: 20 18 29 18 33 54 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 51.5 68.0 66.5 53.4 46.7 61.1 54.8
Old : 55.0 51.5 68.0 66.5 53.4 46.7 61.1 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 159,815: 50,989 8,537 27,097 81,589 123,968 159,675 159,602: 140 213
Old : 159,815: 50,989 8,537 27,097 81,589 123,968 159,675 159,602: 140 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 16,814: 8,902 -3,076 1,320 6,598 18,575 16,820 16,819: -6 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 5.3 17.0 51.1 77.6 99.9 99.9: 0.1 0.1
Old : 100.0: 31.9 5.3 17.0 51.1 77.6 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 : 74: 20 20 22 19 31 47 65:
Old : 74: 20 20 22 19 31 47 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 45.0 63.0 60.7 45.2 42.1 58.6 56.5
Old : 45.7 45.0 63.0 60.7 45.2 42.1 58.6 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, October 20, 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 : 503,160: 78,290 67,406 10,997 354,801 366,225 444,089 444,629: 59,071 58,531
Old : 503,160: 78,290 67,406 10,997 354,801 366,225 444,089 444,629: 59,071 58,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -6,694: 2,136 1,903 -592 -4,622 -1,842 -3,079 -531: -3,616 -6,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.4 2.2 70.5 72.8 88.3 88.4: 11.7 11.6
Old : 100.0: 15.6 13.4 2.2 70.5 72.8 88.3 88.4: 11.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 556: 98 81 48 263 261 383 368:
Old : 556: 98 81 48 263 261 383 368:
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 19.2 20.9 29.0 11.8 19.2 19.1 28.1
Old : 12.9 19.2 20.9 29.0 11.8 19.2 19.1 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, October 20, 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 : 22,716: 1,182 5,512 158 19,733 15,673 21,073 21,343: 1,643 1,373
Old : 22,716: 1,182 5,512 158 19,733 15,673 21,073 21,343: 1,643 1,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -1,570: 0 -666 0 -34 2,605 -34 1,939: -1,536 -3,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 24.3 0.7 86.9 69.0 92.8 94.0: 7.2 6.0
Old : 100.0: 5.2 24.3 0.7 86.9 69.0 92.8 94.0: 7.2 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 : 27: 2 4 1 12 12 14 17:
Old : 27: 2 4 1 12 12 14 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 : 70.3 65.1 85.7 82.5 70.3 65.1 85.0 82.5
Old : 70.3 65.1 85.7 82.5 70.3 65.1 85.0 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 20, 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 : 2,435,244: 396,452 338,622 37,890 1,720,142 1,800,967 2,154,484 2,177,479: 280,760 257,765
Old : 2,435,244: 396,452 338,622 37,890 1,720,142 1,800,967 2,154,484 2,177,479: 280,760 257,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -36,286: 16,680 -941 -7,757 -27,661 -15,644 -18,738 -24,342: -17,548 -11,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.9 1.6 70.6 74.0 88.5 89.4: 11.5 10.6
Old : 100.0: 16.3 13.9 1.6 70.6 74.0 88.5 89.4: 11.5 10.6
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 : 556: 98 81 46 262 260 382 365:
Old : 556: 98 81 46 262 260 382 365:
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 : 13.3 19.6 21.6 29.3 12.2 19.6 19.7 28.7
Old : 13.3 19.6 21.6 29.3 12.2 19.6 19.7 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 12,064: 1,448 0 0 8,394 11,038 9,842 11,038: 2,222 1,026
Old : 12,064: 1,448 0 0 8,394 11,038 9,842 11,038: 2,222 1,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.0 0.0 69.6 91.5 81.6 91.5: 18.4 8.5
Old : 100.0: 12.0 0.0 0.0 69.6 91.5 81.6 91.5: 18.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 0 9 11 12 11:
Old : 21: 3 0 0 9 11 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 65.1 72.2 87.5 55.7 65.1 71.8 84.3
Old : 55.7 65.1 72.2 87.5 55.7 65.1 71.8 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders - Futures Only, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 122,647: 26,807 73,256 6,115 23,261 19,194 56,183 98,565: 66,464 24,082
Old : 122,647: 26,807 73,256 6,115 23,261 19,194 56,183 98,565: 66,464 24,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 8,916: 5,276 9,088 1,905 2,457 1,055 9,638 12,048: -722 -3,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 59.7 5.0 19.0 15.6 45.8 80.4: 54.2 19.6
Old : 100.0: 21.9 59.7 5.0 19.0 15.6 45.8 80.4: 54.2 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 9 3 4 3 13 12:
Old : 22: 6 9 3 4 3 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 59.2 42.8 75.1 35.2 58.5 40.0 71.2
Old : 35.3 59.2 42.8 75.1 35.2 58.5 40.0 71.2
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 - Futures Only, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 57,198: 9,851 1,659 416 37,032 50,968 47,299 53,043: 9,899 4,155
Old : 57,198: 9,851 1,659 416 37,032 50,968 47,299 53,043: 9,899 4,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 835: 1,338 -694 -120 -405 2,299 813 1,485: 22 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 2.9 0.7 64.7 89.1 82.7 92.7: 17.3 7.3
Old : 100.0: 17.2 2.9 0.7 64.7 89.1 82.7 92.7: 17.3 7.3
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 : 72: 13 4 4 33 32 47 39:
Old : 72: 13 4 4 33 32 47 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 41.2 46.0 60.7 31.0 40.9 44.8 60.3
Old : 31.3 41.2 46.0 60.7 31.0 40.9 44.8 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, October 20, 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 : 43,978: 13,223 12,010 752 20,633 24,831 34,608 37,593: 9,370 6,385
Old : 43,978: 13,223 12,010 752 20,633 24,831 34,608 37,593: 9,370 6,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -1,264: -1,511 850 36 652 -1,691 -823 -805: -441 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 27.3 1.7 46.9 56.5 78.7 85.5: 21.3 14.5
Old : 100.0: 30.1 27.3 1.7 46.9 56.5 78.7 85.5: 21.3 14.5
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 : 280: 63 50 22 96 108 168 171:
Old : 280: 63 50 22 96 108 168 171:
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 : 22.4 19.5 30.3 29.1 22.2 19.1 30.0 28.6
Old : 22.4 19.5 30.3 29.1 22.2 19.1 30.0 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, October 20, 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 : 219,891: 66,113 60,050 3,760 103,167 124,156 173,040 187,966: 46,851 31,925
Old : 219,891: 66,113 60,050 3,760 103,167 124,156 173,040 187,966: 46,851 31,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -6,320: -7,553 4,252 178 3,262 -8,454 -4,113 -4,024: -2,207 -2,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 27.3 1.7 46.9 56.5 78.7 85.5: 21.3 14.5
Old : 100.0: 30.1 27.3 1.7 46.9 56.5 78.7 85.5: 21.3 14.5
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 : 280: 63 50 22 96 108 168 171:
Old : 280: 63 50 22 96 108 168 171:
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 : 22.4 19.5 30.3 29.1 22.2 19.1 30.0 28.6
Old : 22.4 19.5 30.3 29.1 22.2 19.1 30.0 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders - Futures Only, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX x $2) :
: : :
All : 142,782: 114,363 9,772 5,806 360 8,040 120,529 23,618: 22,253 119,164
Old : 142,782: 114,363 9,772 5,806 360 8,040 120,529 23,618: 22,253 119,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 6.8 4.1 0.3 5.6 84.4 16.5: 15.6 83.5
Old : 100.0: 80.1 6.8 4.1 0.3 5.6 84.4 16.5: 15.6 83.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 9 7 1 2 13 17:
Old : 23: 11 9 7 1 2 13 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 : 79.2 13.6 83.4 15.5 77.9 11.1 79.6 12.0
Old : 79.2 13.6 83.4 15.5 77.9 11.1 79.6 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, October 20, 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 : 134,220: 61,147 54,392 1,723 44,413 60,360 107,283 116,475: 26,937 17,745
Old : 134,220: 61,147 54,392 1,723 44,413 60,360 107,283 116,475: 26,937 17,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -3,061: -2,716 -5,617 752 -1,845 1,599 -3,809 -3,266: 748 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 40.5 1.3 33.1 45.0 79.9 86.8: 20.1 13.2
Old : 100.0: 45.6 40.5 1.3 33.1 45.0 79.9 86.8: 20.1 13.2
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 : 80: 24 18 8 28 23 56 45:
Old : 80: 24 18 8 28 23 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 60.0 49.8 68.2 37.8 59.7 49.8 67.9
Old : 37.8 60.0 49.8 68.2 37.8 59.7 49.8 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, October 20, 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 : 545,066: 119,512 78,715 3,823 395,976 443,521 519,311 526,059: 25,755 19,007
Old : 545,066: 119,512 78,715 3,823 395,976 443,521 519,311 526,059: 25,755 19,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 5,257: 8,018 -3,517 -1,266 -2,425 12,652 4,327 7,869: 930 -2,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 14.4 0.7 72.6 81.4 95.3 96.5: 4.7 3.5
Old : 100.0: 21.9 14.4 0.7 72.6 81.4 95.3 96.5: 4.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 62 45 19 163 131 233 187:
Old : 343: 62 45 19 163 131 233 187:
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 : 15.2 21.5 26.5 34.9 14.3 21.4 24.5 33.6
Old : 15.2 21.5 26.5 34.9 14.3 21.4 24.5 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders - Futures Only, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 13,182: 350 889 74 11,974 12,031 12,398 12,994: 784 188
Old : 13,182: 350 889 74 11,974 12,031 12,398 12,994: 784 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 273: -312 -2 0 431 412 119 410: 154 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 6.7 0.6 90.8 91.3 94.1 98.6: 5.9 1.4
Old : 100.0: 2.7 6.7 0.6 90.8 91.3 94.1 98.6: 5.9 1.4
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 : 21: 1 2 1 9 10 10 13:
Old : 21: 1 2 1 9 10 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 64.9 89.8 90.1 72.7 64.9 89.2 90.1
Old : 72.8 64.9 89.8 90.1 72.7 64.9 89.2 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 20, 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 : 17,322: 6,502 1,764 3 6,626 12,523 13,131 14,290: 4,191 3,032
Old : 17,322: 6,502 1,764 3 6,626 12,523 13,131 14,290: 4,191 3,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -30: 717 64 0 -931 -121 -214 -57: 184 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 10.2 0.0 38.3 72.3 75.8 82.5: 24.2 17.5
Old : 100.0: 37.5 10.2 0.0 38.3 72.3 75.8 82.5: 24.2 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 : 23: 10 2 1 5 7 15 10:
Old : 23: 10 2 1 5 7 15 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 : 44.6 68.1 62.7 82.4 44.6 68.1 62.7 82.4
Old : 44.6 68.1 62.7 82.4 44.6 68.1 62.7 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 20, 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 : 44,662: 6,026 9,900 265 30,818 18,565 37,109 28,730: 7,553 15,932
Old : 44,662: 6,026 9,900 265 30,818 18,565 37,109 28,730: 7,553 15,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 939: 1,035 -3,543 -167 419 -952 1,287 -4,662: -348 5,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 22.2 0.6 69.0 41.6 83.1 64.3: 16.9 35.7
Old : 100.0: 13.5 22.2 0.6 69.0 41.6 83.1 64.3: 16.9 35.7
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 : 65: 12 13 1 20 25 32 39:
Old : 65: 12 13 1 20 25 32 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 17.6 55.4 29.1 35.6 17.4 54.7 28.9
Old : 36.3 17.6 55.4 29.1 35.6 17.4 54.7 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, October 20, 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 : 201,742: 62,483 165 7,170 131,863 193,909 201,516 201,244: 226 498
Old : 201,742: 62,483 165 7,170 131,863 193,909 201,516 201,244: 226 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 4,484: -108 0 496 4,093 4,083 4,481 4,579: 3 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 0.1 3.6 65.4 96.1 99.9 99.8: 0.1 0.2
Old : 100.0: 31.0 0.1 3.6 65.4 96.1 99.9 99.8: 0.1 0.2
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 : 80: 31 2 6 38 27 69 35:
Old : 80: 31 2 6 38 27 69 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 : 34.8 61.9 52.4 84.8 29.8 55.8 47.1 72.5
Old : 34.8 61.9 52.4 84.8 29.8 55.8 47.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2020