BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 27, 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 : 8,796: 491 603 481 6,841 7,155 7,813 8,239: 983 557
Old : 8,796: 491 603 481 6,841 7,155 7,813 8,239: 983 557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 312: -7 5 48 355 271 396 324: -84 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.9 5.5 77.8 81.3 88.8 93.7: 11.2 6.3
Old : 100.0: 5.6 6.9 5.5 77.8 81.3 88.8 93.7: 11.2 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 : 43: 6 6 7 20 24 28 35:
Old : 43: 6 6 7 20 24 28 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 : 45.6 51.5 66.5 69.7 43.6 50.5 62.1 67.3
Old : 45.6 51.5 66.5 69.7 43.6 50.5 62.1 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 27, 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 : 24,088: 11,625 2,735 1,279 8,335 14,726 21,239 18,740: 2,849 5,348
Old : 24,088: 11,625 2,735 1,279 8,335 14,726 21,239 18,740: 2,849 5,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,614: 907 -522 542 243 1,311 1,692 1,331: -78 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 11.4 5.3 34.6 61.1 88.2 77.8: 11.8 22.2
Old : 100.0: 48.3 11.4 5.3 34.6 61.1 88.2 77.8: 11.8 22.2
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 : 76: 22 10 18 24 33 54 53:
Old : 76: 22 10 18 24 33 54 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 33.5 62.0 47.6 47.9 33.3 61.0 46.1
Old : 48.6 33.5 62.0 47.6 47.9 33.3 61.0 46.1
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 27, 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 : 7,371: 927 1,412 172 5,779 5,228 6,878 6,812: 493 559
Old : 7,371: 927 1,412 172 5,779 5,228 6,878 6,812: 493 559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 558: -97 259 21 639 336 563 616: -5 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 19.2 2.3 78.4 70.9 93.3 92.4: 6.7 7.6
Old : 100.0: 12.6 19.2 2.3 78.4 70.9 93.3 92.4: 6.7 7.6
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 : 48: 4 7 5 33 25 40 34:
Old : 48: 4 7 5 33 25 40 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 41.3 54.2 68.0 27.4 38.0 47.1 57.7
Old : 32.7 41.3 54.2 68.0 27.4 38.0 47.1 57.7
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 27, 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 : 4,782: 0 3,338 139 4,255 779 4,394 4,256: 388 526
Old : 4,782: 0 3,338 139 4,255 779 4,394 4,256: 388 526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -50: 0 -37 -4 -42 0 -46 -41: -4 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 69.8 2.9 89.0 16.3 91.9 89.0: 8.1 11.0
Old : 100.0: 0.0 69.8 2.9 89.0 16.3 91.9 89.0: 8.1 11.0
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 : 22: 0 7 4 14 6 18 13:
Old : 22: 0 7 4 14 6 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 : 68.7 66.2 82.1 83.1 67.3 63.4 77.1 73.8
Old : 68.7 66.2 82.1 83.1 67.3 63.4 77.1 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 27, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 217,922: 75,495 35,047 46,636 74,918 106,894 197,049 188,577: 20,873 29,345
Old : 217,362: 75,534 35,015 46,551 74,826 106,656 196,911 188,222: 20,451 29,140
Other: 560: 46 117 0 92 238 138 355: 422 205
: : :
: : Changes in Commitments from: October 20, 2020 :
: -4,199: -4,770 -3,154 -483 936 -1,441 -4,317 -5,078: 118 879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 16.1 21.4 34.4 49.1 90.4 86.5: 9.6 13.5
Old : 100.0: 34.8 16.1 21.4 34.4 49.1 90.6 86.6: 9.4 13.4
Other: 100.0: 8.2 20.9 0.0 16.4 42.5 24.6 63.4: 75.4 36.6
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 93 60 83 59 78 204 187:
Old : 268: 94 60 83 58 78 203 187:
Other: 17: 2 3 0 4 8 6 11:
:----------------------------------------------------------------------------------------------------
: 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 17.2 33.2 26.3 18.4 14.0 30.1 20.7
Old : 19.1 17.3 33.3 26.3 18.5 14.0 30.2 20.7
Other: 24.1 48.4 24.6 61.3 24.1 48.4 24.6 61.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 27, 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 : 276,956: 83,412 58,202 41,621 118,493 143,103 243,526 242,926: 33,430 34,030
Old : 276,956: 83,412 58,202 41,621 118,493 143,103 243,526 242,926: 33,430 34,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 7,856: -5,957 10,178 1,324 10,074 -1,495 5,441 10,007: 2,415 -2,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 21.0 15.0 42.8 51.7 87.9 87.7: 12.1 12.3
Old : 100.0: 30.1 21.0 15.0 42.8 51.7 87.9 87.7: 12.1 12.3
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 : 370: 101 85 104 118 132 278 279:
Old : 370: 101 85 104 118 132 278 279:
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 : 18.0 18.8 27.6 26.7 17.9 18.3 27.5 25.5
Old : 18.0 18.8 27.6 26.7 17.9 18.3 27.5 25.5
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 27, 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 : 3,002: 526 291 12 1,345 2,143 1,883 2,446: 1,119 556
Old : 3,002: 526 291 12 1,345 2,143 1,883 2,446: 1,119 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -273: 5 -5 -46 -150 -181 -191 -232: -82 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 9.7 0.4 44.8 71.4 62.7 81.5: 37.3 18.5
Old : 100.0: 17.5 9.7 0.4 44.8 71.4 62.7 81.5: 37.3 18.5
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 : 35: 10 5 2 13 14 23 21:
Old : 35: 10 5 2 13 14 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 52.3 51.8 66.6 41.9 52.0 51.4 66.3
Old : 41.9 52.3 51.8 66.6 41.9 52.0 51.4 66.3
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 27, 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 : 45,210: 13,134 20,199 7,569 15,228 9,487 35,931 37,255: 9,279 7,955
Old : 45,210: 13,134 20,199 7,569 15,228 9,487 35,931 37,255: 9,279 7,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,097: 213 -371 1,350 -653 206 910 1,185: 187 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 44.7 16.7 33.7 21.0 79.5 82.4: 20.5 17.6
Old : 100.0: 29.1 44.7 16.7 33.7 21.0 79.5 82.4: 20.5 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 : 175: 38 58 50 55 42 123 127:
Old : 175: 38 58 50 55 42 123 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 18.4 32.8 30.2 19.8 18.4 27.6 29.0
Old : 21.7 18.4 32.8 30.2 19.8 18.4 27.6 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, October 27, 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 : 23,985: 1,431 7,745 1,232 20,776 14,218 23,439 23,195: 546 790
Old : 23,985: 1,431 7,745 1,232 20,776 14,218 23,439 23,195: 546 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 639: 15 26 120 471 315 606 461: 33 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 32.3 5.1 86.6 59.3 97.7 96.7: 2.3 3.3
Old : 100.0: 6.0 32.3 5.1 86.6 59.3 97.7 96.7: 2.3 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 : 64: 14 10 7 24 30 42 43:
Old : 64: 14 10 7 24 30 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 45.2 78.0 69.3 57.2 45.2 76.4 66.8
Old : 58.0 45.2 78.0 69.3 57.2 45.2 76.4 66.8
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 27, 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 : 23,178: 8,799 12,923 0 13,222 8,533 22,021 21,456: 1,157 1,722
Old : 23,178: 8,799 12,923 0 13,222 8,533 22,021 21,456: 1,157 1,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,235: 1,159 1,107 0 -52 302 1,107 1,409: 128 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 55.8 0.0 57.0 36.8 95.0 92.6: 5.0 7.4
Old : 100.0: 38.0 55.8 0.0 57.0 36.8 95.0 92.6: 5.0 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 : 45: 11 18 0 11 9 22 27:
Old : 45: 11 18 0 11 9 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 76.5 76.7 81.4 49.6 76.5 76.7 81.1
Old : 49.7 76.5 76.7 81.4 49.6 76.5 76.7 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 27, 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 : 122,403: 24,739 42,808 1,778 64,900 60,423 91,417 105,009: 30,986 17,394
Old : 122,403: 24,739 42,808 1,778 64,900 60,423 91,417 105,009: 30,986 17,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -863: 14 -992 -870 384 2,364 -472 502: -391 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 35.0 1.5 53.0 49.4 74.7 85.8: 25.3 14.2
Old : 100.0: 20.2 35.0 1.5 53.0 49.4 74.7 85.8: 25.3 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 22 29 15 31 26 61 62:
Old : 100: 22 29 15 31 26 61 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 : 28.5 35.2 38.3 49.3 27.4 35.2 36.0 49.3
Old : 28.5 35.2 38.3 49.3 27.4 35.2 36.0 49.3
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 27, 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 : 52,735: 22,189 6,686 152 11,217 33,025 33,558 39,863: 19,177 12,872
Old : 52,735: 22,189 6,686 152 11,217 33,025 33,558 39,863: 19,177 12,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -20: 507 -597 30 -515 637 22 70: -42 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 12.7 0.3 21.3 62.6 63.6 75.6: 36.4 24.4
Old : 100.0: 42.1 12.7 0.3 21.3 62.6 63.6 75.6: 36.4 24.4
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 : 45: 15 9 3 15 14 31 25:
Old : 45: 15 9 3 15 14 31 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 : 30.1 55.4 40.5 62.7 30.0 55.4 40.3 62.7
Old : 30.1 55.4 40.5 62.7 30.0 55.4 40.3 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 27, 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 : 125,868: 63,135 35,189 1,293 54,890 86,223 119,318 122,705: 6,550 3,163
Old : 125,868: 63,135 35,189 1,293 54,890 86,223 119,318 122,705: 6,550 3,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 920: 6,889 -1,215 438 -6,719 1,929 608 1,152: 312 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 28.0 1.0 43.6 68.5 94.8 97.5: 5.2 2.5
Old : 100.0: 50.2 28.0 1.0 43.6 68.5 94.8 97.5: 5.2 2.5
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 : 144: 66 31 7 27 28 95 64:
Old : 144: 66 31 7 27 28 95 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 52.3 51.8 66.7 38.3 52.3 51.8 66.7
Old : 38.3 52.3 51.8 66.7 38.3 52.3 51.8 66.7
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 27, 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 : 139,984: 31,799 38,459 2,434 78,492 71,539 112,725 112,432: 27,259 27,552
Old : 139,984: 31,799 38,459 2,434 78,492 71,539 112,725 112,432: 27,259 27,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -6,372: -8,037 -3,377 -433 -1,697 -4,324 -10,167 -8,134: 3,795 1,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 27.5 1.7 56.1 51.1 80.5 80.3: 19.5 19.7
Old : 100.0: 22.7 27.5 1.7 56.1 51.1 80.5 80.3: 19.5 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 20 25 14 31 36 60 66:
Old : 99: 20 25 14 31 36 60 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 23.9 45.2 36.4 32.0 23.7 44.7 36.0
Old : 32.2 23.9 45.2 36.4 32.0 23.7 44.7 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 27, 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 : 177,622: 46,131 28,238 631 94,605 131,414 141,367 160,283: 36,255 17,339
Old : 177,622: 46,131 28,238 631 94,605 131,414 141,367 160,283: 36,255 17,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 11,531: -393 -4,103 -105 5,855 15,636 5,357 11,428: 6,174 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 15.9 0.4 53.3 74.0 79.6 90.2: 20.4 9.8
Old : 100.0: 26.0 15.9 0.4 53.3 74.0 79.6 90.2: 20.4 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 : 111: 36 16 6 38 37 77 56:
Old : 111: 36 16 6 38 37 77 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 57.5 39.7 67.5 29.6 56.4 39.5 66.3
Old : 29.9 57.5 39.7 67.5 29.6 56.4 39.5 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, October 27, 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 : 636,778: 217,443 61,888 6,911 320,086 526,904 544,440 595,703: 92,338 41,075
Old : 636,778: 217,443 61,888 6,911 320,086 526,904 544,440 595,703: 92,338 41,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -7,889: -12,435 -2,047 2,309 3,918 -8,775 -6,208 -8,513: -1,681 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 9.7 1.1 50.3 82.7 85.5 93.5: 14.5 6.5
Old : 100.0: 34.1 9.7 1.1 50.3 82.7 85.5 93.5: 14.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 103 35 34 119 78 232 137:
Old : 290: 103 35 34 119 78 232 137:
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 : 14.4 67.4 24.1 75.4 13.8 67.1 23.2 75.0
Old : 14.4 67.4 24.1 75.4 13.8 67.1 23.2 75.0
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 27, 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 : 24,718: 4,768 4,202 129 6,883 15,466 11,780 19,797: 12,938 4,921
Old : 24,718: 4,768 4,202 129 6,883 15,466 11,780 19,797: 12,938 4,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 10: 390 -135 0 -65 -41 325 -176: -315 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 17.0 0.5 27.8 62.6 47.7 80.1: 52.3 19.9
Old : 100.0: 19.3 17.0 0.5 27.8 62.6 47.7 80.1: 52.3 19.9
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 : 21: 6 3 1 9 9 15 13:
Old : 21: 6 3 1 9 9 15 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 : 20.1 61.0 35.4 75.2 19.5 58.9 33.0 71.0
Old : 20.1 61.0 35.4 75.2 19.5 58.9 33.0 71.0
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 - Futures Only, October 27, 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 : 19,619: 6,225 4,524 6 5,699 11,795 11,930 16,325: 7,689 3,294
Old : 19,619: 6,225 4,524 6 5,699 11,795 11,930 16,325: 7,689 3,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 23.1 0.0 29.0 60.1 60.8 83.2: 39.2 16.8
Old : 100.0: 31.7 23.1 0.0 29.0 60.1 60.8 83.2: 39.2 16.8
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 : 20: 6 2 1 9 10 16 12:
Old : 20: 6 2 1 9 10 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 : 34.7 48.2 52.8 71.1 31.8 40.1 45.6 60.9
Old : 34.7 48.2 52.8 71.1 31.8 40.1 45.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, October 27, 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 : 44,192: 7,835 34,729 483 33,454 5,847 41,772 41,059: 2,420 3,133
Old : 44,192: 7,835 34,729 483 33,454 5,847 41,772 41,059: 2,420 3,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,923: 192 -484 184 2,495 2,968 2,871 2,668: 52 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 78.6 1.1 75.7 13.2 94.5 92.9: 5.5 7.1
Old : 100.0: 17.7 78.6 1.1 75.7 13.2 94.5 92.9: 5.5 7.1
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 : 58: 16 25 5 11 9 31 35:
Old : 58: 16 25 5 11 9 31 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 : 68.4 60.8 82.3 71.0 63.3 60.7 76.5 70.1
Old : 68.4 60.8 82.3 71.0 63.3 60.7 76.5 70.1
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 27, 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 : 40,388: 22,023 15,028 500 13,035 21,996 35,558 37,524: 4,830 2,864
Old : 40,388: 22,023 15,028 500 13,035 21,996 35,558 37,524: 4,830 2,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 3,093: 2,126 1,733 65 696 1,314 2,887 3,112: 206 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 37.2 1.2 32.3 54.5 88.0 92.9: 12.0 7.1
Old : 100.0: 54.5 37.2 1.2 32.3 54.5 88.0 92.9: 12.0 7.1
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: 35 22 4 23 14 61 37:
Old : 89: 35 22 4 23 14 61 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 : 22.0 49.3 37.3 72.4 22.0 49.1 37.1 71.6
Old : 22.0 49.3 37.3 72.4 22.0 49.1 37.1 71.6
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 - Futures Only, October 27, 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 : 14,418: 9,044 4,392 1 4,415 8,750 13,460 13,143: 958 1,275
Old : 14,418: 9,044 4,392 1 4,415 8,750 13,460 13,143: 958 1,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 824: -20 344 0 673 537 653 881: 171 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 30.5 0.0 30.6 60.7 93.4 91.2: 6.6 8.8
Old : 100.0: 62.7 30.5 0.0 30.6 60.7 93.4 91.2: 6.6 8.8
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 : 25: 7 7 1 5 8 13 15:
Old : 25: 7 7 1 5 8 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 64.7 90.0 83.5 74.3 64.6 89.9 83.4
Old : 74.3 64.7 90.0 83.5 74.3 64.6 89.9 83.4
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 27, 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 : 9,474,896: 1,393,375 444,636 2,895,843 4,626,343 5,466,516 8,915,561 8,806,995: 559,335 667,901
Old : 9,474,896: 1,393,375 444,636 2,895,843 4,626,343 5,466,516 8,915,561 8,806,995: 559,335 667,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 77,750: -54,464 -28,904 35,861 111,839 41,053 93,236 48,010: -15,486 29,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 4.7 30.6 48.8 57.7 94.1 93.0: 5.9 7.0
Old : 100.0: 14.7 4.7 30.6 48.8 57.7 94.1 93.0: 5.9 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 : 235: 59 40 83 115 113 215 204:
Old : 235: 59 40 83 115 113 215 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 19.0 33.1 33.0 12.1 16.2 16.6 22.2
Old : 21.6 19.0 33.1 33.0 12.1 16.2 16.6 22.2
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 27, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 12,665: 8,550 11,873 314 261 0 9,125 12,187: 3,540 478
Old : 12,665: 8,550 11,873 314 261 0 9,125 12,187: 3,540 478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,769: 1,220 1,882 -152 233 -70 1,301 1,660: 468 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 93.7 2.5 2.1 0.0 72.0 96.2: 28.0 3.8
Old : 100.0: 67.5 93.7 2.5 2.1 0.0 72.0 96.2: 28.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 67 31 13 3 0 77 38:
Old : 102: 67 31 13 3 0 77 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 : 21.1 63.4 31.8 79.4 21.1 63.4 31.8 78.8
Old : 21.1 63.4 31.8 79.4 21.1 63.4 31.8 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, October 27, 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 : 321,274: 49,122 36,570 56,424 215,555 228,048 321,101 321,042: 173 232
Old : 321,274: 49,122 36,570 56,424 215,555 228,048 321,101 321,042: 173 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 47,749: 9,457 2,255 1,922 36,364 43,489 47,743 47,666: 6 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 11.4 17.6 67.1 71.0 99.9 99.9: 0.1 0.1
Old : 100.0: 15.3 11.4 17.6 67.1 71.0 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 : 77: 19 22 26 21 32 55 65:
Old : 77: 19 22 26 21 32 55 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 : 53.7 51.9 67.2 67.7 49.4 41.7 57.5 51.2
Old : 53.7 51.9 67.2 67.7 49.4 41.7 57.5 51.2
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 27, 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 : 170,285: 49,704 9,875 27,604 92,836 132,597 170,144 170,076: 141 209
Old : 170,285: 49,704 9,875 27,604 92,836 132,597 170,144 170,076: 141 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 10,470: -1,285 1,338 507 11,247 8,629 10,469 10,474: 1 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 5.8 16.2 54.5 77.9 99.9 99.9: 0.1 0.1
Old : 100.0: 29.2 5.8 16.2 54.5 77.9 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 : 75: 21 19 25 21 30 52 65:
Old : 75: 21 19 25 21 30 52 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 : 47.6 50.5 63.9 64.9 47.2 48.8 60.1 61.0
Old : 47.6 50.5 63.9 64.9 47.2 48.8 60.1 61.0
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 27, 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 : 500,239: 86,027 62,497 8,953 349,762 371,525 444,741 442,975: 55,498 57,265
Old : 500,239: 86,027 62,497 8,953 349,762 371,525 444,741 442,975: 55,498 57,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -2,921: 7,737 -4,909 -2,044 -5,040 5,299 652 -1,654: -3,573 -1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.5 1.8 69.9 74.3 88.9 88.6: 11.1 11.4
Old : 100.0: 17.2 12.5 1.8 69.9 74.3 88.9 88.6: 11.1 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 557: 90 88 48 263 269 377 381:
Old : 557: 90 88 48 263 269 377 381:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 19.1 20.0 29.2 11.3 19.1 17.6 28.5
Old : 12.8 19.1 20.0 29.2 11.3 19.1 17.6 28.5
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 27, 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 : 25,798: 1,163 4,469 159 23,031 19,713 24,353 24,341: 1,445 1,457
Old : 25,798: 1,163 4,469 159 23,031 19,713 24,353 24,341: 1,445 1,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 3,082: -19 -1,043 1 3,298 4,040 3,280 2,998: -198 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 17.3 0.6 89.3 76.4 94.4 94.4: 5.6 5.6
Old : 100.0: 4.5 17.3 0.6 89.3 76.4 94.4 94.4: 5.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 5 2 12 15 15 21:
Old : 31: 2 5 2 12 15 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 53.0 86.9 74.7 75.6 53.0 86.0 74.7
Old : 75.6 53.0 86.9 74.7 75.6 53.0 86.0 74.7
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 - Futures Only, October 27, 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 : 2,436,946: 427,706 312,267 34,117 1,709,693 1,825,119 2,171,516 2,171,503: 265,430 265,443
Old : 2,436,946: 427,706 312,267 34,117 1,709,693 1,825,119 2,171,516 2,171,503: 265,430 265,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,702: 31,254 -26,355 -3,773 -10,449 24,152 17,032 -5,976: -15,330 7,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 12.8 1.4 70.2 74.9 89.1 89.1: 10.9 10.9
Old : 100.0: 17.6 12.8 1.4 70.2 74.9 89.1 89.1: 10.9 10.9
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 : 557: 91 87 47 263 268 377 379:
Old : 557: 91 87 47 263 268 377 379:
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 : 13.1 19.4 20.4 29.4 11.5 19.4 18.0 29.0
Old : 13.1 19.4 20.4 29.4 11.5 19.4 18.0 29.0
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 27, 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 : 13,536: 828 0 0 9,047 12,573 9,875 12,573: 3,661 963
Old : 13,536: 828 0 0 9,047 12,573 9,875 12,573: 3,661 963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,472: -620 0 0 653 1,535 33 1,535: 1,439 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 66.8 92.9 73.0 92.9: 27.0 7.1
Old : 100.0: 6.1 0.0 0.0 66.8 92.9 73.0 92.9: 27.0 7.1
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 : 22: 2 0 0 9 13 11 13:
Old : 22: 2 0 0 9 13 11 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 : 53.4 56.9 67.3 82.6 53.4 56.9 66.5 81.8
Old : 53.4 56.9 67.3 82.6 53.4 56.9 66.5 81.8
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 27, 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 : 127,018: 31,272 77,677 7,026 25,436 18,591 63,734 103,294: 63,284 23,724
Old : 127,018: 31,272 77,677 7,026 25,436 18,591 63,734 103,294: 63,284 23,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 4,371: 4,465 4,421 911 2,175 -603 7,551 4,729: -3,180 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 61.2 5.5 20.0 14.6 50.2 81.3: 49.8 18.7
Old : 100.0: 24.6 61.2 5.5 20.0 14.6 50.2 81.3: 49.8 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 9 4 4 3 14 13:
Old : 23: 7 9 4 4 3 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 : 35.3 62.2 46.5 76.1 35.2 60.3 43.0 72.0
Old : 35.3 62.2 46.5 76.1 35.2 60.3 43.0 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 27, 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 : 56,858: 10,650 1,068 370 36,366 52,035 47,386 53,473: 9,472 3,385
Old : 56,858: 10,650 1,068 370 36,366 52,035 47,386 53,473: 9,472 3,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -340: 799 -591 -46 -666 1,067 87 430: -427 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 1.9 0.7 64.0 91.5 83.3 94.0: 16.7 6.0
Old : 100.0: 18.7 1.9 0.7 64.0 91.5 83.3 94.0: 16.7 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 : 75: 16 3 5 35 32 52 39:
Old : 75: 16 3 5 35 32 52 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 42.6 41.3 63.2 25.2 42.1 40.2 62.7
Old : 25.5 42.6 41.3 63.2 25.2 42.1 40.2 62.7
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 27, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 45,535: 13,167 13,265 930 22,608 24,474 36,706 38,670: 8,830 6,866
Old : 45,535: 13,167 13,265 930 22,608 24,474 36,706 38,670: 8,830 6,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,557: -56 1,255 178 1,975 -357 2,098 1,076: -541 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 29.1 2.0 49.6 53.7 80.6 84.9: 19.4 15.1
Old : 100.0: 28.9 29.1 2.0 49.6 53.7 80.6 84.9: 19.4 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 63 56 22 98 104 172 172:
Old : 285: 63 56 22 98 104 172 172:
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 : 22.5 20.0 31.3 28.8 22.3 19.7 31.0 28.4
Old : 22.5 20.0 31.3 28.8 22.3 19.7 31.0 28.4
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 27, 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 : 227,676: 65,835 66,326 4,652 113,041 122,370 183,528 193,348: 44,148 34,328
Old : 227,676: 65,835 66,326 4,652 113,041 122,370 183,528 193,348: 44,148 34,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 7,785: -278 6,276 892 9,874 -1,786 10,488 5,382: -2,703 2,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 29.1 2.0 49.6 53.7 80.6 84.9: 19.4 15.1
Old : 100.0: 28.9 29.1 2.0 49.6 53.7 80.6 84.9: 19.4 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 63 56 22 98 104 172 172:
Old : 285: 63 56 22 98 104 172 172:
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 : 22.5 20.0 31.3 28.8 22.3 19.7 31.0 28.4
Old : 22.5 20.0 31.3 28.8 22.3 19.7 31.0 28.4
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 27, 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 : 130,361: 59,696 50,806 697 44,741 61,047 105,134 112,550: 25,227 17,811
Old : 130,361: 59,696 50,806 697 44,741 61,047 105,134 112,550: 25,227 17,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -3,859: -1,451 -3,586 -1,026 328 687 -2,149 -3,925: -1,710 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 39.0 0.5 34.3 46.8 80.6 86.3: 19.4 13.7
Old : 100.0: 45.8 39.0 0.5 34.3 46.8 80.6 86.3: 19.4 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 : 80: 24 15 5 30 26 56 44:
Old : 80: 24 15 5 30 26 56 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 60.9 48.7 70.1 34.2 60.6 48.7 69.7
Old : 34.2 60.9 48.7 70.1 34.2 60.6 48.7 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, October 27, 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 : 539,834: 117,716 77,150 3,809 393,667 440,237 515,192 521,196: 24,642 18,638
Old : 539,834: 117,716 77,150 3,809 393,667 440,237 515,192 521,196: 24,642 18,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -5,232: -1,796 -1,565 -14 -2,309 -3,284 -4,119 -4,863: -1,113 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 14.3 0.7 72.9 81.6 95.4 96.5: 4.6 3.5
Old : 100.0: 21.8 14.3 0.7 72.9 81.6 95.4 96.5: 4.6 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 : 355: 64 46 20 161 135 234 193:
Old : 355: 64 46 20 161 135 234 193:
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 : 15.4 22.2 27.0 36.4 14.6 22.1 24.8 35.3
Old : 15.4 22.2 27.0 36.4 14.6 22.1 24.8 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders - Futures Only, October 27, 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 : 15,507: 0 890 0 14,609 14,416 14,609 15,306: 898 201
Old : 15,507: 0 890 0 14,609 14,416 14,609 15,306: 898 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,325: -350 1 -74 2,635 2,385 2,211 2,312: 114 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 0.0 94.2 93.0 94.2 98.7: 5.8 1.3
Old : 100.0: 0.0 5.7 0.0 94.2 93.0 94.2 98.7: 5.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 0 9 10 9 12:
Old : 21: 0 2 0 9 10 9 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 : 77.9 68.3 92.3 89.8 77.9 68.3 92.3 89.8
Old : 77.9 68.3 92.3 89.8 77.9 68.3 92.3 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 27, 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 : 17,403: 6,252 2,029 201 6,992 12,516 13,445 14,746: 3,958 2,657
Old : 17,403: 6,252 2,029 201 6,992 12,516 13,445 14,746: 3,958 2,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 81: -250 265 198 366 -7 314 456: -233 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 11.7 1.2 40.2 71.9 77.3 84.7: 22.7 15.3
Old : 100.0: 35.9 11.7 1.2 40.2 71.9 77.3 84.7: 22.7 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 : 26: 10 4 2 6 7 17 12:
Old : 26: 10 4 2 6 7 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 68.6 60.6 82.3 42.7 68.6 60.6 82.3
Old : 42.7 68.6 60.6 82.3 42.7 68.6 60.6 82.3
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 27, 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 : 47,136: 7,055 8,959 776 32,295 18,605 40,126 28,340: 7,010 18,796
Old : 47,136: 7,055 8,959 776 32,295 18,605 40,126 28,340: 7,010 18,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,474: 1,029 -941 511 1,477 40 3,017 -390: -543 2,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 19.0 1.6 68.5 39.5 85.1 60.1: 14.9 39.9
Old : 100.0: 15.0 19.0 1.6 68.5 39.5 85.1 60.1: 14.9 39.9
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 : 67: 14 13 4 20 24 36 40:
Old : 67: 14 13 4 20 24 36 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 : 35.7 15.2 54.8 26.1 34.8 15.0 53.9 25.9
Old : 35.7 15.2 54.8 26.1 34.8 15.0 53.9 25.9
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 27, 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 : 203,947: 61,661 165 8,094 133,971 194,859 203,726 203,118: 221 829
Old : 203,947: 61,661 165 8,094 133,971 194,859 203,726 203,118: 221 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,205: -822 0 924 2,108 950 2,210 1,874: -5 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 0.1 4.0 65.7 95.5 99.9 99.6: 0.1 0.4
Old : 100.0: 30.2 0.1 4.0 65.7 95.5 99.9 99.6: 0.1 0.4
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 : 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 : 34.4 60.6 53.0 83.4 29.8 54.6 47.4 71.4
Old : 34.4 60.6 53.0 83.4 29.8 54.6 47.4 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2020