BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 10, 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 : 7,732: 373 491 446 5,895 6,386 6,714 7,323: 1,018 409
Old : 7,732: 373 491 446 5,895 6,386 6,714 7,323: 1,018 409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,629: -52 -103 -108 -1,498 -1,324 -1,658 -1,535: 29 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.4 5.8 76.2 82.6 86.8 94.7: 13.2 5.3
Old : 100.0: 4.8 6.4 5.8 76.2 82.6 86.8 94.7: 13.2 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 6 7 17 24 24 34:
Old : 40: 4 6 7 17 24 24 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 : 44.4 50.1 63.6 67.9 41.0 49.3 59.8 65.1
Old : 44.4 50.1 63.6 67.9 41.0 49.3 59.8 65.1
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, November 10, 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 : 21,535: 11,096 3,023 959 7,203 13,017 19,258 16,999: 2,277 4,536
Old : 21,535: 11,096 3,023 959 7,203 13,017 19,258 16,999: 2,277 4,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,204: -884 -406 -301 -1,490 -2,037 -2,675 -2,744: -529 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 14.0 4.5 33.4 60.4 89.4 78.9: 10.6 21.1
Old : 100.0: 51.5 14.0 4.5 33.4 60.4 89.4 78.9: 10.6 21.1
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 : 79: 23 9 16 25 37 57 53:
Old : 79: 23 9 16 25 37 57 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 : 47.4 35.2 63.3 49.0 47.2 34.0 62.7 47.0
Old : 47.4 35.2 63.3 49.0 47.2 34.0 62.7 47.0
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, November 10, 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 : 6,440: 648 1,330 189 5,116 4,299 5,953 5,818: 487 622
Old : 6,440: 648 1,330 189 5,116 4,299 5,953 5,818: 487 622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,129: -282 -259 22 -873 -858 -1,133 -1,095: 4 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 20.7 2.9 79.4 66.8 92.4 90.3: 7.6 9.7
Old : 100.0: 10.1 20.7 2.9 79.4 66.8 92.4 90.3: 7.6 9.7
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: 4 4 6 28 22 35 29:
Old : 41: 4 4 6 28 22 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 43.7 57.0 67.0 29.3 42.0 50.1 61.1
Old : 35.9 43.7 57.0 67.0 29.3 42.0 50.1 61.1
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, November 10, 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 : 3,623: 35 2,363 102 3,204 731 3,341 3,196: 282 427
Old : 3,623: 35 2,363 102 3,204 731 3,341 3,196: 282 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,168: 35 -990 -39 -1,069 -38 -1,073 -1,067: -95 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 65.2 2.8 88.4 20.2 92.2 88.2: 7.8 11.8
Old : 100.0: 1.0 65.2 2.8 88.4 20.2 92.2 88.2: 7.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 7 6 12 6 19 13:
Old : 21: 1 7 6 12 6 19 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 : 73.7 65.8 85.3 83.0 73.5 60.9 80.4 73.5
Old : 73.7 65.8 85.3 83.0 73.5 60.9 80.4 73.5
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, November 10, 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 : 205,935: 69,743 35,506 39,827 75,618 101,622 185,188 176,955: 20,747 28,980
Old : 205,264: 69,766 35,481 39,710 75,524 101,368 185,000 176,559: 20,264 28,705
Other: 671: 89 137 5 94 254 188 396: 483 275
: : :
: : Changes in Commitments from: November 3, 2020 :
: -9,936: -1,011 2,170 -7,340 -1,922 -5,206 -10,273 -10,376: 337 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 17.2 19.3 36.7 49.3 89.9 85.9: 10.1 14.1
Old : 100.0: 34.0 17.3 19.3 36.8 49.4 90.1 86.0: 9.9 14.0
Other: 100.0: 13.3 20.4 0.7 14.0 37.9 28.0 59.0: 72.0 41.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 90 62 90 59 83 202 197:
Old : 265: 91 63 90 58 83 201 197:
Other: 21: 3 5 2 4 8 8 15:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 16.0 33.4 24.8 18.6 12.8 30.5 19.6
Old : 18.6 16.0 33.5 24.8 18.6 12.9 30.6 19.7
Other: 26.2 43.4 28.0 55.1 25.8 43.4 27.3 55.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 10, 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 : 272,937: 80,636 46,238 44,543 115,568 144,306 240,747 235,087: 32,190 37,850
Old : 272,937: 80,636 46,238 44,543 115,568 144,306 240,747 235,087: 32,190 37,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,844: -725 -10,659 3,838 -6,233 2,834 -3,120 -3,987: 1,276 2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 16.9 16.3 42.3 52.9 88.2 86.1: 11.8 13.9
Old : 100.0: 29.5 16.9 16.3 42.3 52.9 88.2 86.1: 11.8 13.9
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 : 358: 96 80 107 111 134 268 277:
Old : 358: 96 80 107 111 134 268 277:
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 : 18.1 18.6 27.6 26.4 18.1 17.0 27.6 24.5
Old : 18.1 18.6 27.6 26.4 18.1 17.0 27.6 24.5
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, November 10, 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 : 2,723: 602 284 35 1,141 1,943 1,778 2,262: 945 461
Old : 2,723: 602 284 35 1,141 1,943 1,778 2,262: 945 461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 75: 110 20 24 -19 13 115 57: -40 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.4 1.3 41.9 71.4 65.3 83.1: 34.7 16.9
Old : 100.0: 22.1 10.4 1.3 41.9 71.4 65.3 83.1: 34.7 16.9
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 : 32: 10 5 2 9 11 20 17:
Old : 32: 10 5 2 9 11 20 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 : 39.6 54.4 50.2 70.2 38.4 54.4 49.0 69.6
Old : 39.6 54.4 50.2 70.2 38.4 54.4 49.0 69.6
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, November 10, 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 : 35,880: 13,937 15,453 5,511 11,097 6,072 30,545 27,036: 5,335 8,844
Old : 35,880: 13,937 15,453 5,511 11,097 6,072 30,545 27,036: 5,335 8,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -5,174: 604 -3,572 -1,017 -2,875 -1,570 -3,288 -6,159: -1,886 985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 43.1 15.4 30.9 16.9 85.1 75.4: 14.9 24.6
Old : 100.0: 38.8 43.1 15.4 30.9 16.9 85.1 75.4: 14.9 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 : 148: 39 45 38 41 37 102 102:
Old : 148: 39 45 38 41 37 102 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 16.9 39.5 27.5 26.6 16.2 36.1 25.3
Old : 27.8 16.9 39.5 27.5 26.6 16.2 36.1 25.3
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, November 10, 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 : 21,928: 1,290 7,580 781 19,279 12,986 21,350 21,347: 578 581
Old : 21,928: 1,290 7,580 781 19,279 12,986 21,350 21,347: 578 581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -2,745: -94 -907 -394 -2,278 -1,356 -2,766 -2,657: 21 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 34.6 3.6 87.9 59.2 97.4 97.4: 2.6 2.6
Old : 100.0: 5.9 34.6 3.6 87.9 59.2 97.4 97.4: 2.6 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 : 58: 11 10 7 22 27 38 39:
Old : 58: 11 10 7 22 27 38 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 : 58.4 44.1 79.1 70.1 57.1 44.1 77.6 67.7
Old : 58.4 44.1 79.1 70.1 57.1 44.1 77.6 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, November 10, 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 : 22,377: 7,191 12,381 0 13,962 8,141 21,153 20,522: 1,224 1,855
Old : 22,377: 7,191 12,381 0 13,962 8,141 21,153 20,522: 1,224 1,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,355: -913 -1,378 0 -377 111 -1,290 -1,267: -65 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 55.3 0.0 62.4 36.4 94.5 91.7: 5.5 8.3
Old : 100.0: 32.1 55.3 0.0 62.4 36.4 94.5 91.7: 5.5 8.3
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 : 41: 13 13 0 11 8 24 21:
Old : 41: 13 13 0 11 8 24 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 : 49.2 78.4 73.5 85.0 49.2 78.4 73.5 85.0
Old : 49.2 78.4 73.5 85.0 49.2 78.4 73.5 85.0
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, November 10, 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 : 136,456: 25,962 47,311 2,023 71,253 71,346 99,238 120,680: 37,218 15,776
Old : 136,456: 25,962 47,311 2,023 71,253 71,346 99,238 120,680: 37,218 15,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 11,564: 4,413 5,076 823 1,023 8,235 6,259 14,134: 5,305 -2,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 34.7 1.5 52.2 52.3 72.7 88.4: 27.3 11.6
Old : 100.0: 19.0 34.7 1.5 52.2 52.3 72.7 88.4: 27.3 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 : 101: 22 28 16 33 29 64 64:
Old : 101: 22 28 16 33 29 64 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 : 27.4 36.7 37.0 51.1 25.5 36.7 34.4 50.8
Old : 27.4 36.7 37.0 51.1 25.5 36.7 34.4 50.8
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, November 10, 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 : 52,528: 21,403 5,539 187 12,372 33,172 33,962 38,898: 18,566 13,630
Old : 52,528: 21,403 5,539 187 12,372 33,172 33,962 38,898: 18,566 13,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 1,436: 628 -341 47 -7 1,189 668 895: 768 541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 10.5 0.4 23.6 63.2 64.7 74.1: 35.3 25.9
Old : 100.0: 40.7 10.5 0.4 23.6 63.2 64.7 74.1: 35.3 25.9
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 : 44: 14 9 3 14 12 28 24:
Old : 44: 14 9 3 14 12 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 55.1 43.4 62.1 31.5 55.1 43.3 62.1
Old : 31.6 55.1 43.4 62.1 31.5 55.1 43.3 62.1
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, November 10, 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 : 128,610: 57,399 39,077 1,373 62,376 85,363 121,148 125,813: 7,462 2,797
Old : 128,610: 57,399 39,077 1,373 62,376 85,363 121,148 125,813: 7,462 2,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 10,417: 3,411 9,186 -1,085 7,476 2,227 9,802 10,328: 615 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 30.4 1.1 48.5 66.4 94.2 97.8: 5.8 2.2
Old : 100.0: 44.6 30.4 1.1 48.5 66.4 94.2 97.8: 5.8 2.2
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 : 140: 57 31 7 31 27 93 60:
Old : 140: 57 31 7 31 27 93 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 : 41.9 53.9 55.4 68.2 41.9 53.9 55.4 68.2
Old : 41.9 53.9 55.4 68.2 41.9 53.9 55.4 68.2
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, November 10, 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 : 141,346: 27,872 45,567 1,794 85,903 67,487 115,569 114,848: 25,777 26,498
Old : 141,346: 27,872 45,567 1,794 85,903 67,487 115,569 114,848: 25,777 26,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 909: 171 6,639 -538 -198 -5,260 -565 841: 1,474 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 32.2 1.3 60.8 47.7 81.8 81.3: 18.2 18.7
Old : 100.0: 19.7 32.2 1.3 60.8 47.7 81.8 81.3: 18.2 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 : 105: 21 28 13 34 38 63 71:
Old : 105: 21 28 13 34 38 63 71:
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 : 29.8 22.3 44.3 35.3 29.3 22.1 43.8 35.1
Old : 29.8 22.3 44.3 35.3 29.3 22.1 43.8 35.1
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, November 10, 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 : 183,518: 55,644 13,750 1,183 96,135 151,491 152,962 166,424: 30,556 17,094
Old : 183,518: 55,644 13,750 1,183 96,135 151,491 152,962 166,424: 30,556 17,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,233: 4,632 -9,164 440 -1,760 5,921 3,312 -2,803: -4,545 1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 7.5 0.6 52.4 82.5 83.3 90.7: 16.7 9.3
Old : 100.0: 30.3 7.5 0.6 52.4 82.5 83.3 90.7: 16.7 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 43 12 10 40 37 84 58:
Old : 116: 43 12 10 40 37 84 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 63.4 36.6 70.9 26.1 62.4 35.8 69.6
Old : 26.9 63.4 36.6 70.9 26.1 62.4 35.8 69.6
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, November 10, 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 : 638,993: 202,374 67,087 4,598 339,154 526,728 546,126 598,413: 92,867 40,580
Old : 638,993: 202,374 67,087 4,598 339,154 526,728 546,126 598,413: 92,867 40,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 11,239: -5,863 -801 234 9,483 10,355 3,854 9,788: 7,385 1,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 10.5 0.7 53.1 82.4 85.5 93.6: 14.5 6.4
Old : 100.0: 31.7 10.5 0.7 53.1 82.4 85.5 93.6: 14.5 6.4
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 : 293: 99 34 33 124 84 231 143:
Old : 293: 99 34 33 124 84 231 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 66.2 23.9 74.6 13.9 65.9 23.1 74.1
Old : 14.5 66.2 23.9 74.6 13.9 65.9 23.1 74.1
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, November 10, 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 : 24,547: 4,746 4,096 129 6,985 15,408 11,860 19,633: 12,687 4,914
Old : 24,547: 4,746 4,096 129 6,985 15,408 11,860 19,633: 12,687 4,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 57: -34 -29 0 100 -45 66 -74: -9 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 16.7 0.5 28.5 62.8 48.3 80.0: 51.7 20.0
Old : 100.0: 19.3 16.7 0.5 28.5 62.8 48.3 80.0: 51.7 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 20.5 60.9 36.0 75.1 19.9 58.8 33.6 70.9
Old : 20.5 60.9 36.0 75.1 19.9 58.8 33.6 70.9
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, November 10, 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 : 42,812: 10,112 36,050 7 30,761 4,238 40,880 40,295: 1,932 2,517
Old : 42,812: 10,112 36,050 7 30,761 4,238 40,880 40,295: 1,932 2,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,396: 425 -1,799 -456 -916 1,295 -947 -960: -449 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 84.2 0.0 71.9 9.9 95.5 94.1: 4.5 5.9
Old : 100.0: 23.6 84.2 0.0 71.9 9.9 95.5 94.1: 4.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 17 22 2 11 9 30 31:
Old : 57: 17 22 2 11 9 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 65.9 81.6 76.3 66.8 65.9 81.4 76.3
Old : 66.9 65.9 81.6 76.3 66.8 65.9 81.4 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, November 10, 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 : 46,065: 25,695 17,978 522 14,109 24,378 40,326 42,878: 5,739 3,187
Old : 46,065: 25,695 17,978 522 14,109 24,378 40,326 42,878: 5,739 3,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 5,665: 3,792 3,126 -20 985 2,462 4,757 5,568: 908 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 39.0 1.1 30.6 52.9 87.5 93.1: 12.5 6.9
Old : 100.0: 55.8 39.0 1.1 30.6 52.9 87.5 93.1: 12.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 36 20 6 22 14 61 37:
Old : 87: 36 20 6 22 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 : 24.4 43.9 37.2 68.4 24.2 43.9 37.0 68.3
Old : 24.4 43.9 37.2 68.4 24.2 43.9 37.0 68.3
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, November 10, 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 : 14,303: 9,464 2,516 0 3,623 10,432 13,087 12,948: 1,216 1,355
Old : 14,303: 9,464 2,516 0 3,623 10,432 13,087 12,948: 1,216 1,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 171: -346 -1,204 -1 395 1,417 48 212: 123 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 17.6 0.0 25.3 72.9 91.5 90.5: 8.5 9.5
Old : 100.0: 66.2 17.6 0.0 25.3 72.9 91.5 90.5: 8.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 6 0 6 8 16 14:
Old : 27: 10 6 0 6 8 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 73.2 84.8 84.6 74.4 73.2 84.8 84.5
Old : 74.4 73.2 84.8 84.6 74.4 73.2 84.8 84.5
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, November 10, 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 : 9,631,169: 1,439,260 436,164 2,810,973 4,795,188 5,650,848 9,045,421 8,897,985: 585,748 733,184
Old : 9,631,169: 1,439,260 436,164 2,810,973 4,795,188 5,650,848 9,045,421 8,897,985: 585,748 733,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 34,579: 170,956 -94,736 -87,420 -29,725 206,159 53,811 24,003: -19,232 10,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 4.5 29.2 49.8 58.7 93.9 92.4: 6.1 7.6
Old : 100.0: 14.9 4.5 29.2 49.8 58.7 93.9 92.4: 6.1 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 : 230: 58 36 78 118 111 213 195:
Old : 230: 58 36 78 118 111 213 195:
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 : 21.0 19.4 33.4 32.9 11.0 15.8 16.5 23.0
Old : 21.0 19.4 33.4 32.9 11.0 15.8 16.5 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, November 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 11,311: 8,057 10,353 293 122 70 8,472 10,716: 2,839 595
Old : 11,311: 8,057 10,353 293 122 70 8,472 10,716: 2,839 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 33: 505 -275 138 -44 0 599 -137: -566 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 91.5 2.6 1.1 0.6 74.9 94.7: 25.1 5.3
Old : 100.0: 71.2 91.5 2.6 1.1 0.6 74.9 94.7: 25.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 69 30 14 1 1 79 37:
Old : 102: 69 30 14 1 1 79 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 : 18.5 55.6 30.8 74.6 18.5 55.5 30.8 74.5
Old : 18.5 55.6 30.8 74.6 18.5 55.5 30.8 74.5
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, November 10, 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 : 346,494: 61,514 39,026 60,000 224,840 247,235 346,354 346,261: 140 233
Old : 346,494: 61,514 39,026 60,000 224,840 247,235 346,354 346,261: 140 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 15,362: 8,381 -46 -1,419 8,404 16,824 15,366 15,359: -4 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 11.3 17.3 64.9 71.4 100.0 99.9: 0.0 0.1
Old : 100.0: 17.8 11.3 17.3 64.9 71.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 20 23 31 23 34 63 72:
Old : 84: 20 23 31 23 34 63 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 50.1 68.9 66.8 46.5 41.5 54.4 49.6
Old : 54.2 50.1 68.9 66.8 46.5 41.5 54.4 49.6
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, November 10, 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 : 157,409: 29,766 11,109 24,267 103,124 121,952 157,157 157,328: 252 81
Old : 157,409: 29,766 11,109 24,267 103,124 121,952 157,157 157,328: 252 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 31,215: 2,966 3,594 2,620 25,527 25,061 31,113 31,275: 102 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.1 15.4 65.5 77.5 99.8 99.9: 0.2 0.1
Old : 100.0: 18.9 7.1 15.4 65.5 77.5 99.8 99.9: 0.2 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: 22 19 25 22 28 53 64:
Old : 75: 22 19 25 22 28 53 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 : 51.5 40.9 65.0 59.9 47.0 39.3 59.6 54.0
Old : 51.5 40.9 65.0 59.9 47.0 39.3 59.6 54.0
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, November 10, 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 : 517,065: 75,963 60,448 14,275 364,024 382,100 454,262 456,823: 62,804 60,242
Old : 517,065: 75,963 60,448 14,275 364,024 382,100 454,262 456,823: 62,804 60,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 20,741: 249 1,328 5,442 7,161 10,016 12,852 16,786: 7,890 3,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.7 2.8 70.4 73.9 87.9 88.3: 12.1 11.7
Old : 100.0: 14.7 11.7 2.8 70.4 73.9 87.9 88.3: 12.1 11.7
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 : 530: 93 67 45 265 255 375 350:
Old : 530: 93 67 45 265 255 375 350:
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 : 12.2 20.4 20.1 30.3 10.6 20.3 17.5 29.6
Old : 12.2 20.4 20.1 30.3 10.6 20.3 17.5 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 10, 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 : 24,917: 8,339 376 900 5,126 18,919 14,365 20,195: 10,552 4,722
Old : 24,917: 8,339 376 900 5,126 18,919 14,365 20,195: 10,552 4,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 1.5 3.6 20.6 75.9 57.7 81.0: 42.3 19.0
Old : 100.0: 33.5 1.5 3.6 20.6 75.9 57.7 81.0: 42.3 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 2 1 4 6 12 9:
Old : 20: 8 2 1 4 6 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 62.1 53.8 80.8 36.5 62.1 50.2 77.4
Old : 40.1 62.1 53.8 80.8 36.5 62.1 50.2 77.4
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, November 10, 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 : 26,217: 1,126 3,209 0 18,634 21,006 19,760 24,215: 6,457 2,002
Old : 26,217: 1,126 3,209 0 18,634 21,006 19,760 24,215: 6,457 2,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 457: -766 -392 -160 -3,565 679 -4,491 127: 4,948 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 12.2 0.0 71.1 80.1 75.4 92.4: 24.6 7.6
Old : 100.0: 4.3 12.2 0.0 71.1 80.1 75.4 92.4: 24.6 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 : 32: 2 4 0 14 14 16 18:
Old : 32: 2 4 0 14 14 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 59.6 67.9 79.2 57.5 59.6 67.9 79.2
Old : 57.5 59.6 67.9 79.2 57.5 59.6 67.9 79.2
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, November 10, 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 : 2,460,742: 366,600 328,841 38,396 1,794,488 1,815,905 2,199,484 2,183,142: 261,258 277,600
Old : 2,460,742: 366,600 328,841 38,396 1,794,488 1,815,905 2,199,484 2,183,142: 261,258 277,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 50,002: -6,670 34,348 222 53,007 -4,525 46,559 30,045: 3,443 19,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 13.4 1.6 72.9 73.8 89.4 88.7: 10.6 11.3
Old : 100.0: 14.9 13.4 1.6 72.9 73.8 89.4 88.7: 10.6 11.3
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 : 529: 92 67 45 265 252 374 347:
Old : 529: 92 67 45 265 252 374 347:
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 20.1 21.1 30.2 11.1 20.0 18.3 29.4
Old : 12.9 20.1 21.1 30.2 11.1 20.0 18.3 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, November 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 11,570: 697 454 0 7,204 9,936 7,901 10,390: 3,669 1,180
Old : 11,570: 697 454 0 7,204 9,936 7,901 10,390: 3,669 1,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -177: -365 0 0 -721 -154 -1,086 -154: 909 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 3.9 0.0 62.3 85.9 68.3 89.8: 31.7 10.2
Old : 100.0: 6.0 3.9 0.0 62.3 85.9 68.3 89.8: 31.7 10.2
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 : 22: 2 1 0 8 13 10 14:
Old : 22: 2 1 0 8 13 10 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 51.3 64.2 73.1 52.0 51.3 63.8 73.1
Old : 52.5 51.3 64.2 73.1 52.0 51.3 63.8 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders - Futures Only, November 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Industrial Ind :
: : :
All : 15,413: 731 475 0 12,086 13,976 12,817 14,451: 2,596 962
Old : 15,413: 731 475 0 12,086 13,976 12,817 14,451: 2,596 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 595: -392 0 0 1,012 502 620 502: -25 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.1 0.0 78.4 90.7 83.2 93.8: 16.8 6.2
Old : 100.0: 4.7 3.1 0.0 78.4 90.7 83.2 93.8: 16.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 10 8 12 9:
Old : 20: 2 1 0 10 8 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 84.0 75.4 93.4 58.1 84.0 75.0 93.4
Old : 58.5 84.0 75.4 93.4 58.1 84.0 75.0 93.4
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, November 10, 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 : 13,521: 1,297 0 0 9,885 12,587 11,182 12,587: 2,339 934
Old : 13,521: 1,297 0 0 9,885 12,587 11,182 12,587: 2,339 934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -227: 13 -168 -58 -67 180 -112 -46: -115 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 73.1 93.1 82.7 93.1: 17.3 6.9
Old : 100.0: 9.6 0.0 0.0 73.1 93.1 82.7 93.1: 17.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 8 12 10 12:
Old : 21: 2 0 0 8 12 10 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 : 62.2 57.0 78.8 82.7 62.2 57.0 78.8 81.9
Old : 62.2 57.0 78.8 82.7 62.2 57.0 78.8 81.9
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, November 10, 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 : 156,486: 93,808 16,083 7,324 28,215 13,856 129,347 37,263: 27,139 119,223
Old : 156,486: 93,808 16,083 7,324 28,215 13,856 129,347 37,263: 27,139 119,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 33,173: 58,944 -57,817 4,735 2,448 -5,631 66,127 -58,713: -32,954 91,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 10.3 4.7 18.0 8.9 82.7 23.8: 17.3 76.2
Old : 100.0: 59.9 10.3 4.7 18.0 8.9 82.7 23.8: 17.3 76.2
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 : 22: 7 7 6 5 3 16 12:
Old : 22: 7 7 6 5 3 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 : 65.8 16.5 76.4 21.9 65.2 14.4 75.1 18.0
Old : 65.8 16.5 76.4 21.9 65.2 14.4 75.1 18.0
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, November 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 53,213: 7,879 2,206 546 34,728 47,233 43,153 49,985: 10,060 3,228
Old : 53,213: 7,879 2,206 546 34,728 47,233 43,153 49,985: 10,060 3,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,359: -1,437 1,635 168 216 -2,733 -1,053 -930: -306 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.1 1.0 65.3 88.8 81.1 93.9: 18.9 6.1
Old : 100.0: 14.8 4.1 1.0 65.3 88.8 81.1 93.9: 18.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 11 6 3 35 31 47 39:
Old : 73: 11 6 3 35 31 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 : 24.5 44.0 39.7 63.3 23.8 43.8 38.6 63.1
Old : 24.5 44.0 39.7 63.3 23.8 43.8 38.6 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, November 10, 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 : 47,620: 13,685 16,741 821 24,289 23,727 38,795 41,290: 8,825 6,330
Old : 47,620: 13,685 16,741 821 24,289 23,727 38,795 41,290: 8,825 6,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 3,029: 520 3,638 -117 2,598 -36 3,000 3,485: 29 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 35.2 1.7 51.0 49.8 81.5 86.7: 18.5 13.3
Old : 100.0: 28.7 35.2 1.7 51.0 49.8 81.5 86.7: 18.5 13.3
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 : 294: 59 57 25 102 111 172 183:
Old : 294: 59 57 25 102 111 172 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 22.9 33.3 33.6 22.6 22.8 33.2 33.2
Old : 22.8 22.9 33.3 33.6 22.6 22.8 33.2 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 10, 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 : 238,100: 68,425 83,707 4,107 121,444 118,634 193,976 206,448: 44,124 31,652
Old : 238,100: 68,425 83,707 4,107 121,444 118,634 193,976 206,448: 44,124 31,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 15,145: 2,598 18,192 -587 12,989 -182 15,000 17,423: 145 -2,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 35.2 1.7 51.0 49.8 81.5 86.7: 18.5 13.3
Old : 100.0: 28.7 35.2 1.7 51.0 49.8 81.5 86.7: 18.5 13.3
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 : 294: 59 57 25 102 111 172 183:
Old : 294: 59 57 25 102 111 172 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 22.9 33.3 33.6 22.6 22.8 33.2 33.2
Old : 22.8 22.9 33.3 33.6 22.6 22.8 33.2 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 10, 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 : 130,615: 49,371 58,091 1,349 53,794 51,538 104,514 110,978: 26,101 19,637
Old : 130,615: 49,371 58,091 1,349 53,794 51,538 104,514 110,978: 26,101 19,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,737: -7,158 248 -266 1,251 -6,206 -6,173 -6,224: 2,436 2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 44.5 1.0 41.2 39.5 80.0 85.0: 20.0 15.0
Old : 100.0: 37.8 44.5 1.0 41.2 39.5 80.0 85.0: 20.0 15.0
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 : 81: 23 18 7 31 20 59 40:
Old : 81: 23 18 7 31 20 59 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 : 33.3 61.0 44.1 69.3 33.3 60.6 44.1 68.9
Old : 33.3 61.0 44.1 69.3 33.3 60.6 44.1 68.9
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, November 10, 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 : 528,350: 102,152 63,621 3,573 394,810 446,655 500,535 513,849: 27,815 14,501
Old : 528,350: 102,152 63,621 3,573 394,810 446,655 500,535 513,849: 27,815 14,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,220: -12,631 -12,868 -1,173 8,779 13,602 -5,025 -439: 3,805 -781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 12.0 0.7 74.7 84.5 94.7 97.3: 5.3 2.7
Old : 100.0: 19.3 12.0 0.7 74.7 84.5 94.7 97.3: 5.3 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 : 360: 64 44 19 172 138 244 194:
Old : 360: 64 44 19 172 138 244 194:
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 : 15.1 25.7 26.2 37.5 14.5 25.6 24.0 36.1
Old : 15.1 25.7 26.2 37.5 14.5 25.6 24.0 36.1
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, November 10, 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 : 16,690: 174 686 32 15,735 15,605 15,941 16,323: 749 367
Old : 16,690: 174 686 32 15,735 15,605 15,941 16,323: 749 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 4.1 0.2 94.3 93.5 95.5 97.8: 4.5 2.2
Old : 100.0: 1.0 4.1 0.2 94.3 93.5 95.5 97.8: 4.5 2.2
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 : 22: 1 1 1 10 11 11 13:
Old : 22: 1 1 1 10 11 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 : 77.8 65.2 92.6 85.6 77.8 65.2 92.6 85.6
Old : 77.8 65.2 92.6 85.6 77.8 65.2 92.6 85.6
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, November 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 15,428: 2,367 1,745 201 7,856 10,529 10,424 12,475: 5,004 2,953
Old : 15,428: 2,367 1,745 201 7,856 10,529 10,424 12,475: 5,004 2,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -817: -2,188 1,036 -85 578 -2,028 -1,695 -1,077: 878 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 11.3 1.3 50.9 68.2 67.6 80.9: 32.4 19.1
Old : 100.0: 15.3 11.3 1.3 50.9 68.2 67.6 80.9: 32.4 19.1
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: 6 5 2 7 6 14 12:
Old : 23: 6 5 2 7 6 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 66.1 58.3 77.7 47.9 66.1 58.3 77.7
Old : 47.9 66.1 58.3 77.7 47.9 66.1 58.3 77.7
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, November 10, 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 : 48,321: 8,923 6,444 286 31,318 25,700 40,527 32,430: 7,794 15,891
Old : 48,321: 8,923 6,444 286 31,318 25,700 40,527 32,430: 7,794 15,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 3,450: 3,439 -4,008 61 -1,113 4,104 2,387 157: 1,063 3,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 13.3 0.6 64.8 53.2 83.9 67.1: 16.1 32.9
Old : 100.0: 18.5 13.3 0.6 64.8 53.2 83.9 67.1: 16.1 32.9
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 : 74: 17 10 2 24 29 43 40:
Old : 74: 17 10 2 24 29 43 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 : 32.7 20.6 50.9 33.3 31.5 20.6 49.6 33.1
Old : 32.7 20.6 50.9 33.3 31.5 20.6 49.6 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, November 10, 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 : 210,145: 60,483 217 7,808 141,592 201,292 209,883 209,317: 262 828
Old : 210,145: 60,483 217 7,808 141,592 201,292 209,883 209,317: 262 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 2,221: 634 0 -73 1,610 2,296 2,171 2,223: 50 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 0.1 3.7 67.4 95.8 99.9 99.6: 0.1 0.4
Old : 100.0: 28.8 0.1 3.7 67.4 95.8 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 3 6 37 28 69 36:
Old : 80: 31 3 6 37 28 69 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 : 34.9 60.7 54.7 82.3 31.1 54.6 50.1 71.6
Old : 34.9 60.7 54.7 82.3 31.1 54.6 50.1 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2020